Hipolit Torro
Names
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Hipolit |
| last: |
Torro |
Identifer
Contact
Affiliations
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Universidad de València
/ Facultad de Economía
/ Departament d'Economia Financiera i Actuarial
Research profile
author of:
- European Natural Gas Seasonal Effects on Futures Hedging (RePEc:ags:feemer:198462)
by Martínez, Beatriz & Torró, Hipòlit - Anatomy of Risk Premium in UK Natural Gas Futures (RePEc:ags:feemes:232212)
by Beatriz Martínez, Beatriz Martínez & Hipòlit Torró, Hipòlit Torró - Forecasting Weekly Electricity Prices at Nord Pool (RePEc:ags:feemie:7437)
by Torro, Hipolit - The Response of European Energy Prices to ECB Monetary Policy (RePEc:ags:feemth:269537)
by Torró, Hipòlit - Trading with Asymmetric Volatility Spillovers (RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1548-1568)
by Angel Pardo & Hipòlit Torró - The Response of European Energy Prices to ECB Monetary Policy (RePEc:eco:journ2:2019-02-1)
by Hipòlit Torró - Model based Monte Carlo pricing of energy and temperature Quanto options (RePEc:eee:eneeco:v:34:y:2012:i:5:p:1700-1712)
by Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit - European natural gas seasonal effects on futures hedging (RePEc:eee:eneeco:v:50:y:2015:i:c:p:154-168)
by Martínez, Beatriz & Torró, Hipòlit - Optimal hedging under biased energy futures markets (RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x)
by Furió, Dolores & Torró, Hipòlit - Hedging spark spread risk with futures (RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746)
by Martínez, Beatriz & Torró, Hipòlit - The response of Brent crude oil to the European central bank monetary policy (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003585)
by Soriano, Pilar & Torró, Hipòlit - The information content of Eonia swap rates before and during the financial crisis (RePEc:eee:jbfina:v:37:y:2013:i:12:p:5316-5328)
by Hernandis, Lucía & Torró, Hipòlit - Theory of storage implications in the European natural gas market (RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678)
by Martínez, Beatriz & Torró, Hipòlit - On the risk premium in Nordic electricity futures prices (RePEc:eee:reveco:v:20:y:2011:i:4:p:750-763)
by Lucia, Julio J. & Torró, Hipòlit - Analysis of risk premium in UK natural gas futures (RePEc:eee:reveco:v:58:y:2018:i:c:p:621-636)
by Martínez, Beatriz & Torró, Hipòlit - Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables (RePEc:eme:jrfpps:eb022969)
by Hipòlit Torró & Vicente Meneu & Enric Valor - Asymmetric covariance in sport-future markets (RePEc:fda:fdaeee:135)
by Vicente Meneu & Hipolit Torro - Forecasting Weekly Electricity Prices at Nord Pool (RePEc:fem:femwpa:2007.88)
by Hipòlit Torró - European Natural Gas Seasonal Effects on Futures Hedging (RePEc:fem:femwpa:2015.10)
by Beatriz Martínez & Hipòlit Torró - Anatomy of Risk Premium in UK Natural Gas Futures (RePEc:fem:femwpa:2016.06)
by Beatriz Martínez & Hipòlit Torró - The Response of European Energy Prices to ECB Monetary Policy (RePEc:fem:femwpa:2018.09)
by Hipòlit Torró - Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española (RePEc:iec:inveco:v:31:y:2007:i:2:p:445-474)
by Helena Chuliá & Hipòlit Torró - Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables (RePEc:ivi:wpasec:2001-22)
by Enric Valor & Hipòlit Torró & Vicente Meneu - Volatility Transmission Patterns And Terrorist Attacks (RePEc:ivi:wpasec:2007-09)
by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró - Short-term electricity futures prices: Evidence on the time-varying risk premium (RePEc:ivi:wpasec:2008-08)
by Hipòlit Torró & Julio Lucia - Hedging spark spread risk with futures (RePEc:ivi:wpasec:2017-01)
by Beatriz Martínez Martínez & Hipolit Torro Enguix - Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options (RePEc:pad:wpaper:0123)
by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro - Assessing the influence of spot price predictability on electricity futures hedging (RePEc:pra:mprapa:18892)
by Torro, Hipolit - Model based Monte Carlo pricing of energy and temperature quanto options (RePEc:pra:mprapa:25538)
by Caporin, Massimiliano & Pres, Juliusz & Torro, Hipolit - Firm size and volatility analysis in the Spanish stock market (RePEc:taf:eurjfi:v:17:y:2011:i:8:p:695-715)
by Helena Chulia & Hipolit Torro - Volatility transmission patterns and terrorist attacks (RePEc:taf:quantf:v:9:y:2009:i:5:p:607-619)
by Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro - Asymmetric covariance in spot‐futures markets (RePEc:wly:jfutmk:v:23:y:2003:i:11:p:1019-1046)
by Vicente Meneu & Hipòlit Torró - The economic value of volatility transmission between the stock and bond markets (RePEc:wly:jfutmk:v:28:y:2008:i:11:p:1066-1094)
by Helena Chuliá & Hipòlit Torró - German Natural Gas Seasonal Effects on Futures Hedging (RePEc:wsi:wschap:9789813278387_0023)
by Beatriz Martinez & Hipòlit Torró & Vanesa Garcia