Luis Alberiko
Gil Alaña
Catedrático de Universidad
Miguel Ángel
Martín Valmayor
Publicacions en què col·labora amb Miguel Ángel Martín Valmayor (15)
2024
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GHG in EUROPE. Evidence of persistence across markets using fractional integration
Ecological Indicators, Vol. 160
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Persistence analysis of the real estate US index and major cities
Cities, Vol. 150
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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
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Persistence in the Realized Betas: Some Evidence from the Stock Market
Journal of Risk and Financial Management, Vol. 17, Núm. 4
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Stock market indices and sustainability: A comparison between them
Journal of Sustainable Finance and Investment, Vol. 14, Núm. 3, pp. 642-657
2023
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An analysis of temperature anomalies in Chile using fractional integration
Stochastic Environmental Research and Risk Assessment, Vol. 37, Núm. 7, pp. 2713-2724
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Energy prices in Europe. Evidence of persistence across markets
Resources Policy, Vol. 82
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Hourly Energy Prices in Spain: Evidence of Persistence Across Different Months
Energy Research Letters, Vol. 4, Núm. 3
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Persistence and long run co-movements across stock market prices
Quarterly Review of Economics and Finance, Vol. 89, pp. 347-357
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US biofuel market persistence and mean reversion properties
Economic Analysis and Policy, Vol. 78, pp. 648-660
2022
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Non-linearities and persistence in US long-run interest rates
Applied Economics Letters, Vol. 29, Núm. 4, pp. 366-370
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Persistence in the realized betas: some evidence for the Spanish stock market
Leveraging new business technology for a sustainable economic recovery
2021
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Mean reversion in monetary aggregates in Chile
Applied Economics, Vol. 53, Núm. 13, pp. 1572-1584
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Persistence in the market risk premium: evidence across countries
Journal of Economics and Finance, Vol. 45, Núm. 3, pp. 413-427
2020
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The relationship between energy consumption and prices. Evidence from futures and spot markets in Spain and Portugal
Energy Strategy Reviews, Vol. 31