Publicaciones

  • Baele, L. and P. Soriano (2010), “The determinants of increasing equity market comovement: economic or financial integration?”, Review of World Economics 146, 3, 573-589.
  • Canales, Pedro y Ángel Pardo, (2011) “Assessing weather risk in sun and sand destinations”, Environmental Economics, Vol 2 (1), 49-59.
  • Carchano, Oscar and Ángel Pardo (2009). “Rolling over stock index futures contracts”, Journal of Futures Markets, 29, 7, 684-694.
  • Chuliá, Helena, Climent, Francisco J., Soriano, Pilar and Hipólit Torró (2009). “Volatility transmission patterns and terrorist attacks”. Quantitative Finance, 9, 5, 607-619.
  • Climent, F.J. and P. Soriano (2011), Green and Good? The investment performance of US environmental mutual funds, Journal of Business Ethics, Vol. 103, 275-287.
  • Farinós, J.E. y A.M. Ibáñez (coordinadores), III Jornada de Intercambio de Experiencias de Innovación Educativa en Finanzas (2012).
  • Farinós, J.E. y C. González (coordinadores), IV Jornada de Intercambio de Experiencias de Innovación Educativa en Finanzas (2012).
  • Farinós, J.E. y D. Furió (coordinadores), II Jornada de Intercambio de Experiencias de Innovación Educativa en Finanzas (2012).
  • Farinós, J.E. y P. Soriano (coordinadores), Innovación educativa en finanzas en la implantación del Espacio Europeo de Educación Superior (2011).
  • Farinós, J.E., B. Herrero y M.A. Latorre (2011): “Corporate entrepreneurship and acquisitions: creating firm wealth”, International Entrepreneurship and Management Journal 7, 325–339.
  • Furió, D. (2011). “A Survey on the Spanish Electricity Intraday Market”, Estudios de Economía Aplicada, 29-2, 1-20.
  • Furió, D. and F.J. Climent (2013), “Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation”, Quantitative Finance, 1, pp. 45-63.
  • Furió, D. and H. Chuliá (2012). “Price and volatility dynamics between electricity and fuel costs: some evidence for Spain”, Energy Economics, 34, pp. 2058-2065.
  • Furió, D. and V. Meneu (2010). “Analysis of Extreme Temperatures for four sites across Peninsular Spain”. Theoretical and Applied Climatology. DOI: 10.1007/S00704-010-0324-5.
  • Furió, D., A. Pardo (2012). “Partisan Politics Theory and Stock Market Performance: Evidence for Spain”, Spanish Review of Finance and Accounting, Vol. XLI, n.º 155,  371-392.
  • Furió, Dolores and Julio J. Lucia (2009), “Congestion Management Rules and Trading Strategies in the Spanish Electricity Market”, Energy Economics, 31 48-60.
  • Furió, Dolores and Vicente Meneu (2010), “Expectations and Forward Risk Premium in the Spanish Deregulated Power Market”, Energy Policy, 38, 784-793.
  • Furió, Dolores; Lucia, Julio J. and Vicente Meneu (2009), “The Spanish Electricity Intraday Market: Prices and Liquidity Risk”, Current Politics and Economics of Europe, 20, 1, 1-22.
  • García, C. José, Herrero, Begoña and Ana M. Ibáñez (2012),”Information processing in the stock market around anticipated accounting information: earnings release”, The European Journal of Finance, Vol 18, nº2, 109-133
  • García, C.José, Herrero, Begoña and Ana M. Ibáñez (2010), “El papel de la liquidez en el impacto de la nueva información: el caso del Latibex”, Trimestre Económico, Vol LXXVII (3), pp 651-682.
  • García, C.José, Herrero, Begoña and Ana M. Ibáñez (2014): “Information and Investor Behavior Surrounding Earnings Announcements”, Journal of Behavioral Finance. Forthcoming
  • Latorre, M.A., B. Herrero y J.E. Farinós (2014): “Do acquirers’ stock prices fully react to the acquisition announcement of listed versus unlisted target firms? Out-of-sample evidence from Spain”, Applied Economics Letters (forthcoming).DOI: 10.1080/13504851.2014.909566.
  • Lucia, Julio J. and Ángel Pardo (2010), “On measuring speculative and hedging activities in futures markets from volume and open interest data”, Applied Economics, 42,12, 1549-1557.
  • Mansanet-Bataller, Maria and Ángel Pardo (2008), “What you Should Know to trade in CO2 Markets”, Energies, 1, 3, 120-153.
  • Mansanet-Bataller, Maria and Ángel Pardo (2009), “Impacts of regulatory announcements on CO2 prices”, The Journal of Energy Markets, 2, 2, 1-33.
  • Mansanet-Bataller, Maria and Ángel Pardo (2011), “CO2 Prices and Portfolio Management” Maria Mansanet-Bataller; Ángel Pardo, Special Issue “Carbon Markets: an International Perspective”, International Journal of Global Energy Issues, Vol. 35, Nums. 2/3/4, 158-177.
  • Medina, Vicente and Ángel Pardo “Is the EUA a new asset class?”, Quantitive Finance, (2013), 13:4, pp. 637-653.
  • Medina, Vicente; Ángel Pardo y Roberto Pascual, (2013), “Carbon Credits: Who is the Leader of the Pack?”, International Journal of Energy Economics and Policy, Vol. 3, No. 3, 210-220.
  • Medina, Vicente; Ángel Pardo y Roberto Pascual, (2014), “The Timeline of Trading Frictions in the European Carbon Market”, Energy Economics, 42, 378–394.
  • Palao, Fernando and Ángel Pardo, (2012), “Assessing price clustering in European Carbon Markets”, Applied Energy, 92, 51–56.
  • Palao, Fernando and Ángel Pardo, (2014), “What makes carbon traders cluster their orders?”, Energy Economics, 158-165.
  • Pardo, Ángel and Roberto Pascual “On the hidden side of liquidity”, European Journal of Finance, Volume 18, Issue 10, (2012), pages 949- 967.
  • Alemany, A., Ballester, L. and González-Urteaga, A. (2015). Volatility spillovers in the European bank CDS market. Finance Research Letters, Vol. 13, 137-147.
  • Ballester, L., Casu, B. and González-Urteaga, A. (2016). Bank Fragility and Contagion: Evidence from the CDS market. Journal of Empirical Finance Forthcoming.
  • Farinos, J.E., Garcia, C.J., Herrero, B. e Ibánez, A.M.(2016). Revolving doors: are the valued in the Spanish stock market? Academia Revista Latinoamericana de Administración. Vol. 29, nº 2, pp. 147-164.
  • Farinós, J.E., B. Herrero y M.A. Latorre (2017): “The decision to acquire listed vs. unlisted firms: Determinants and value effects in the Spanish stock market”, Revista de Economía Aplicada 73, 1–40.

Working Papers

  • Ballester, J., Climent, F. and Furió, D. (2012). “Market efficiency and lead-lag relationships between spot, futures and forward prices: the case of the Iberian Electricity Market (MIBEL), pp. 1- 30. (FUNCAS).
  • Carchano, Óscar y Ángel Pardo, (2011), Calendar Anomalies in Stock Index Futures.
  • Carchano, Óscar; Julio Lucia y Ángel Pardo (2011), Open and Closed Positions and Stock Index Futures Volatility.
  • Carchano, Óscar; Svetlozar Rachev, Aaron Kim, Edward Sun y Frank Fabozzi, (2011), Forecasting VaR in Spot and Futures Equity Markets.
  • Farinós, J.E., B. Herrero y M.A. Latorre (2011), “Corporate entrepreneurship and acquisitions: Creating firm wealth”, working paper.
  • Farinós, J.E., B. Herrero y M.A. Latorre (2011), “Shareholder wealth creation in response to announcements of acquisitions of unlisted firms: Evidence from Spain”, working paper.
  • Farinós, J.E., B. Herrero y M.A. Latorre (2013): “Value creation when acquiring public vs private firms. Spanish evidence”, Social Science Research Network.
  • García Martín, C.J.; B. Herrero Piqueras and A.M. Ibáñez Escribano (2011), “Information and investor behavior surrounding earnings announcement”. XII Iberian-Italian Congress of Financial and Actuarial Mathematics
  • García Martín, C.J.; B. Herrero Piqueras and A.M. Ibáñez Escribano (2013) “El efecto del Anuncio de Beneficios cuando cotizan acciones: Un estudio conjunto del mercado de contado y el mercado de opciones”. XXVII Annual Conference of the European Academy of Management and Business Economics
  • García Martín, C.J.; B. Herrero Piqueras and A.M. Ibáñez Escribano (2014) “Options and Accounting Information: Empirical Evidence in Stock and Derivative Markets” SSRN
  • Latorre, M.A., B. Herrero y J.E. Farinós (2014): “Do acquirers’ stock prices fully react to the acquisition announcement of listed vs. unlisted target firms? Out–of–sample evidence from Spain”, Social Science Research Network.
  • Mansanet-Bataller, M. and P. Soriano (2012), Volatility Transmission in the CO2 and Energy Markets. Environmental Economics, Vol. 3, No. 4, 75-81.