Publicaciones en colaboración con investigadores/as de Universidad de Castilla-La Mancha (41)

2024

  1. Climate change as a veiled driver of migration in Bangladesh and Ghana

    Science of the Total Environment, Vol. 922

  2. Inflación, redistribución y la política monetaria

    Mediterráneo económico, Núm. 38, pp. 155-170

2023

  1. Foreign multinationals affiliates and countries' carbon upstreamness. How could these firms support the fulfilment of emissions reduction targets?

    Journal of Environmental Management, Vol. 326

  2. Tail sensitivity of stocks to carbon risk: a sectoral analysis

    Journal of Credit Risk, Vol. 19, Núm. 4, pp. 23-57

  3. The global dissemination to multinationals of the carbon emissions ruling on Shell

    Structural Change and Economic Dynamics, Vol. 65, pp. 406-416

2022

  1. Carbon dioxide risk exposure: Co2Risk

    Climate Risk Management, Vol. 36

  2. Measuring systemic risk during the COVID-19 period: A TALIS3 approach

    Finance Research Letters, Vol. 46

  3. Spillover effects between commodity and stock markets: A SDSES approach

    Resources Policy, Vol. 79

  4. The economic effects of fiscal policy: Further evidence for Spain

    Quarterly Review of Economics and Finance, Vol. 86, pp. 305-313

2021

  1. Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints

    Journal of Corporate Finance, Vol. 67

  2. Reassembling social defragmented responsibilities: the indecent labour footprint of US multinationals overseas

    Economic Systems Research, Vol. 33, Núm. 4, pp. 536-554

  3. TrAffic LIght system for systemic Stress: TALIS3

    North American Journal of Economics and Finance, Vol. 57

  4. Volatility specifications versus probability distributions in VaR forecasting

    Journal of Forecasting, Vol. 40, Núm. 2, pp. 189-212

2020

  1. A dominance approach for comparing the performance of VaR forecasting models

    Computational Statistics, Vol. 35, Núm. 3, pp. 1411-1448

  2. Extreme Inequality and Carbon Footprint of Spanish Households

    Environmental Footprints and Eco-Design of Products and Processes (Springer), pp. 35-53

  3. Mapping China's flows of emissions in the world's carbon footprint: A network approach of production layers

    Energy Economics, Vol. 87

  4. Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying

    Research in International Business and Finance, Vol. 54

2019

  1. A dominance approach for comparing the performance of VaR forecasting models

    Documentos de Trabajo (ICAE)

  2. A term structure model under cyclical fluctuations in interest rates

    Documentos de Trabajo (ICAE)

  3. Backtesting Extreme Value Theory models of expected shortfall

    Documentos de Trabajo (ICAE)