Details about Hipolit Torro

Access statistics for papers by Hipolit Torro.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pto139

Working Papers

2018

1. The Response of European Energy Prices to ECB Monetary Policy
   ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM)
   Also in Working Papers, Fondazione Eni Enrico Mattei (2018)
   See also Journal Article The Response of European Energy Prices to ECB Monetary Policy, International Journal of Energy Economics and Policy, Econjournals (2019) (2019)

2017

2. Hedging spark spread risk with futures
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
   See also Journal Article Hedging spark spread risk with futures, Energy Policy, Elsevier (2018) (2018)

2016

3. Anatomy of Risk Premium in UK Natural Gas Futures
   Working Papers, Fondazione Eni Enrico Mattei
   Also in ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) (2016)

2015

4. European Natural Gas Seasonal Effects on Futures Hedging
   Working Papers, Fondazione Eni Enrico Mattei View citations (4)
   Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2015) View citations (4)
   See also Journal Article European natural gas seasonal effects on futures hedging, Energy Economics, Elsevier (2015) View citations (4) (2015)

2010

5. Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
   Also in MPRA Paper, University Library of Munich, Germany (2010)
   See also Journal Article Model based Monte Carlo pricing of energy and temperature Quanto options, Energy Economics, Elsevier (2012) View citations (19) (2012)

2009

6. Assessing the influence of spot price predictability on electricity futures hedging
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Assessing the influence of spot price predictability on electricity futures hedging, Journal of Risk, Journal of Risk

2008

7. Short-term electricity futures prices: Evidence on the time-varying risk premium
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (17)

2007

8. Forecasting Weekly Electricity Prices at Nord Pool
   Working Papers, Fondazione Eni Enrico Mattei View citations (4)
   Also in International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2007) View citations (7)
9. VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)
   See also Journal Article Volatility transmission patterns and terrorist attacks, Quantitative Finance, Taylor & Francis Journals (2009) View citations (15) (2009)

2001

10. SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES
    Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (5)
    See also Journal Article Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables, Journal of Risk Finance, Emerald Group Publishing Limited (2003) (2003)

Undated

11. Asymmetric covariance in sport-future markets
    Studies on the Spanish Economy, FEDEA View citations (1)
    See also Journal Article Asymmetric covariance in spot‐futures markets, Journal of Futures Markets, John Wiley & Sons, Ltd. (2003) View citations (9) (2003)

Journal Articles

2023

1. Theory of storage implications in the European natural gas market
   Journal of Commodity Markets, 2023, 29, (C)

2022

2. The response of Brent crude oil to the European central bank monetary policy
   Finance Research Letters, 2022, 46, (PA) View citations (5)

2020

3. Optimal hedging under biased energy futures markets
   Energy Economics, 2020, 88, (C)

2019

4. The Response of European Energy Prices to ECB Monetary Policy
   International Journal of Energy Economics and Policy, 2019, 9, (2), 1-9
   See also Working Paper The Response of European Energy Prices to ECB Monetary Policy, ETA: Economic Theory and Applications (2018) (2018)

2018

5. Analysis of risk premium in UK natural gas futures
   International Review of Economics & Finance, 2018, 58, (C), 621-636
6. Hedging spark spread risk with futures
   Energy Policy, 2018, 113, (C), 731-746
   See also Working Paper Hedging spark spread risk with futures, Working Papers. Serie EC (2017) (2017)

2015

7. European natural gas seasonal effects on futures hedging
   Energy Economics, 2015, 50, (C), 154-168 View citations (4)
   See also Working Paper European Natural Gas Seasonal Effects on Futures Hedging, Working Papers (2015) View citations (4) (2015)

2013

8. The information content of Eonia swap rates before and during the financial crisis
   Journal of Banking & Finance, 2013, 37, (12), 5316-5328 View citations (6)

2012

9. Model based Monte Carlo pricing of energy and temperature Quanto options
   Energy Economics, 2012, 34, (5), 1700-1712 View citations (19)
   See also Working Paper Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options, "Marco Fanno" Working Papers (2010) (2010)

2011

10. Firm size and volatility analysis in the Spanish stock market
    The European Journal of Finance, 2011, 17, (8), 695-715 View citations (1)
11. On the risk premium in Nordic electricity futures prices
    International Review of Economics & Finance, 2011, 20, (4), 750-763 View citations (33)

2009

12. Volatility transmission patterns and terrorist attacks
    Quantitative Finance, 2009, 9, (5), 607-619 View citations (15)
    See also Working Paper VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS, Working Papers. Serie EC (2007) View citations (2) (2007)

2008

13. The economic value of volatility transmission between the stock and bond markets
    Journal of Futures Markets, 2008, 28, (11), 1066-1094 View citations (11)

2007

14. Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
    Investigaciones Economicas, 2007, 31, (3), 445-474
15. Trading with Asymmetric Volatility Spillovers
    Journal of Business Finance & Accounting, 2007, 34, (9‐10), 1548-1568 View citations (11)

2003

16. Asymmetric covariance in spot‐futures markets
    Journal of Futures Markets, 2003, 23, (11), 1019-1046 View citations (9)
    See also Working Paper Asymmetric covariance in sport-future markets, Studies on the Spanish Economy View citations (1)
17. Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables
    Journal of Risk Finance, 2003, 4, (4), 6-17
    See also Working Paper SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES, Working Papers. Serie EC (2001) View citations (5) (2001)

Undated

18. Assessing the influence of spot price predictability on electricity futures hedging
    Journal of Risk
    See also Working Paper Assessing the influence of spot price predictability on electricity futures hedging, MPRA Paper (2009) View citations (1) (2009)
19. Electricity futures prices: some evidence on forecast power at NordPool
    Journal of Energy Markets

Chapters

2020

1. German Natural Gas Seasonal Effects on Futures Hedging
   Chapter 23 in HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, 2020, pp 553-577