JAVIER
OJEA FERREIRO
Investigador ata 2022
Publicacións (10) Publicacións de JAVIER OJEA FERREIRO
2023
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Forecasting emergency department arrivals using INGARCH models
Health Economics Review, Vol. 13, Núm. 1
2022
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Do green bonds de-risk investment in low-carbon stocks?
Economic Modelling, Vol. 108
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Exchange rates and the global transmission of equity market shocks
Economic Modelling, Vol. 114
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The Hedging Cost of Forgetting the Exchange Rate
Documentos de Trabajo (ICAE)
2021
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Deconstrucción del riesgo sistémico: un método de prueba de resistencia inversa
Documentos de trabajo ( CNMV )
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Deconstructing systemic risk: A reverse stress testing approach
Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 (Springer International Publishing), pp. 369-375
2020
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Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
Energy Economics, Vol. 89
2019
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Structural change in the link between oil and the European stock market: Implications for risk management
Dependence Modeling, Vol. 7, Núm. 1, pp. 53-125
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Una propuesta para el diseño de un test de estrés del mercado de renta variable a un escenario energétic
Documentos de trabajo ( CNMV )
2018
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Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach
Documentos de Trabajo (ICAE)