Publicacións (55) Publicacións de Emma María Iglesias Vázquez

2024

  1. Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?

    Resources Policy, Vol. 90

2023

  1. Identifying the impact of the business cycle on drug-related harms in European countries

    International Journal of Drug Policy, Vol. 122

2022

  1. Brent and WTI oil prices volatility during major crises and Covid-19

    Journal of Petroleum Science and Engineering, Vol. 211

  2. Price and income elasticity of natural gas demand in Europe and the effects of lockdowns due to Covid-19

    Energy Strategy Reviews, Vol. 44

  3. The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models*

    Journal of Financial Econometrics, Vol. 20, Núm. 1, pp. 139-159

  4. The daily price and income elasticity of natural gas demand in Europe

    Energy Reports, Vol. 8, pp. 14595-14605

  5. The influence of extreme events such as Brexit and Covid-19 on equity markets

    Journal of Policy Modeling, Vol. 44, Núm. 2, pp. 418-430

2021

  1. Asymptotic normality of the MLE in the level-effect ARCH model

    Statistical Papers, Vol. 62, Núm. 1, pp. 117-135

2020

  1. Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

    Journal of Time Series Analysis, Vol. 41, Núm. 2, pp. 357-364

2018

  1. Banking, currency, stock market and debt crises in Spain, 1850–1995

    Applied Economics, Vol. 50, Núm. 18, pp. 2056-2069

  2. Determinantes de la inversión privada en los países de la Alianza del Pacífico

    Espacios, Vol. 39, Núm. 3

  3. Inversión privada, gasto público e impuestos en la Unión Europea

    Revista de métodos cuantitativos para la economía y la empresa, Vol. 26, pp. 3-24

2017

  1. Basel II and the financing of R&D investments in Malaysia

    International Journal of Economics and Management, Vol. 11, Núm. 1, pp. 127-152

  2. Inversión privada, gasto público y presión tributaria en América Latina

    Estudios de economía, Vol. 44, Núm. 2, pp. 131-156

  3. The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models

    Monte Carlo Methods and Applications, Vol. 23, Núm. 3, pp. 159-164

2016

  1. Banking, currency, stock market and debt crises: revisiting reinhart & rogoff debt analysis in Spain, 1850-1995

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2015

  1. Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation

    Economic Modelling, Vol. 50, pp. 1-8

  2. Value at Risk of the main stock market indexes in the European Union (2000-2012)

    Journal of Policy Modeling, Vol. 37, Núm. 1, pp. 1-13

2014

  1. Testing of the mean reversion parameter in continuous time models

    Economics Letters, Vol. 122, Núm. 2, pp. 187-189

2013

  1. Assessing long-run money neutrality in monetary unions

    International Journal of Finance and Economics, Vol. 18, Núm. 1, pp. 25-50