Publicaciones en las que colabora con Miguel Ángel Martín Valmayor (15)

2024

  1. GHG in EUROPE. Evidence of persistence across markets using fractional integration

    Ecological Indicators, Vol. 160

  2. Persistence analysis of the real estate US index and major cities

    Cities, Vol. 150

  3. Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies

    Economic Analysis and Policy, Vol. 83, pp. 390-403

  4. Persistence in the Realized Betas: Some Evidence from the Stock Market

    Journal of Risk and Financial Management, Vol. 17, Núm. 4

  5. Stock market indices and sustainability: A comparison between them

    Journal of Sustainable Finance and Investment, Vol. 14, Núm. 3, pp. 642-657

2023

  1. An analysis of temperature anomalies in Chile using fractional integration

    Stochastic Environmental Research and Risk Assessment, Vol. 37, Núm. 7, pp. 2713-2724

  2. Energy prices in Europe. Evidence of persistence across markets

    Resources Policy, Vol. 82

  3. Hourly Energy Prices in Spain: Evidence of Persistence Across Different Months

    Energy Research Letters, Vol. 4, Núm. 3

  4. Persistence and long run co-movements across stock market prices

    Quarterly Review of Economics and Finance, Vol. 89, pp. 347-357

  5. US biofuel market persistence and mean reversion properties

    Economic Analysis and Policy, Vol. 78, pp. 648-660

2022

  1. Non-linearities and persistence in US long-run interest rates

    Applied Economics Letters, Vol. 29, Núm. 4, pp. 366-370

  2. Persistence in the realized betas: some evidence for the Spanish stock market

    Leveraging new business technology for a sustainable economic recovery

2021

  1. Mean reversion in monetary aggregates in Chile

    Applied Economics, Vol. 53, Núm. 13, pp. 1572-1584

  2. Persistence in the market risk premium: evidence across countries

    Journal of Economics and Finance, Vol. 45, Núm. 3, pp. 413-427

2020

  1. The relationship between energy consumption and prices. Evidence from futures and spot markets in Spain and Portugal

    Energy Strategy Reviews, Vol. 31