Publicaciones en colaboración con investigadores/as de Universidad de Navarra (12)

2024

  1. GHG in EUROPE. Evidence of persistence across markets using fractional integration

    Ecological Indicators, Vol. 160

2023

  1. An analysis of temperature anomalies in Chile using fractional integration

    Stochastic Environmental Research and Risk Assessment, Vol. 37, Núm. 7, pp. 2713-2724

  2. Energy prices in Europe. Evidence of persistence across markets

    Resources Policy, Vol. 82

  3. Hourly Energy Prices in Spain: Evidence of Persistence Across Different Months

    Energy Research Letters, Vol. 4, Núm. 3

  4. Persistence and long run co-movements across stock market prices

    Quarterly Review of Economics and Finance, Vol. 89, pp. 347-357

  5. US biofuel market persistence and mean reversion properties

    Economic Analysis and Policy, Vol. 78, pp. 648-660

2022

  1. Non-linearities and persistence in US long-run interest rates

    Applied Economics Letters, Vol. 29, Núm. 4, pp. 366-370

  2. Persistence in the realized betas: some evidence for the Spanish stock market

    Leveraging new business technology for a sustainable economic recovery: XXXVI Congreso Anual AEDEM: 1 al 3 de junio de 2022, Pozuelo de Alarcón, Madrid

2021

  1. Mean reversion in monetary aggregates in Chile

    Applied Economics, Vol. 53, Núm. 13, pp. 1572-1584

  2. Persistence in the market risk premium: evidence across countries

    Journal of Economics and Finance, Vol. 45, Núm. 3, pp. 413-427

  3. Stock market indices and sustainability: A comparison between them

    Journal of Sustainable Finance and Investment

2020

  1. The relationship between energy consumption and prices. Evidence from futures and spot markets in Spain and Portugal

    Energy Strategy Reviews, Vol. 31