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Hipòlit Torró · Study
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Author
Hipòlit Torró
7 works
· latest 2012
· 1 institutions
cluster: provisional
ORCID 0000-0002-2963-9276
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7
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7
Citations
269
Works here
7
03
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12
Most cited in this library
On the risk premium in Nordic electricity futures prices
2011 · 66 citations
The economic value of volatility transmission between the stock and bond markets
2008 · 40 citations
Asymmetric covariance in spot‐futures markets
2003 · 39 citations
Model based Monte Carlo pricing of energy and temperature Quanto options
2012 · 35 citations
Volatility transmission patterns and terrorist attacks
2009 · 35 citations
Works
7 shown
Model based Monte Carlo pricing of energy and temperature Quanto options
Energy Economics
·
2012
·
3 authors
·
Open access
35
citations
On the risk premium in Nordic electricity futures prices
International Review of Economics & Finance
·
2011
·
2 authors
66
citations
Volatility transmission patterns and terrorist attacks
Quantitative Finance
·
2009
·
4 authors
·
Open access
35
citations
The economic value of volatility transmission between the stock and bond markets
Journal of Futures Markets
·
2008
·
2 authors
·
Open access
40
citations
Trading with Asymmetric Volatility Spillovers
Journal of Business Finance & Accounting
·
2007
·
2 authors
28
citations
Asymmetric covariance in spot‐futures markets
Journal of Futures Markets
·
2003
·
2 authors
39
citations
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables
The Journal of Risk Finance
·
2003
·
3 authors
26
citations