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Hipolit Torro

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This is information that was supplied by Hipolit Torro in registering through RePEc. If you are Hipolit Torro , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hipolit
Middle Name:
Last Name: Torro
Suffix:

RePEc Short-ID: pto139

Email: [This author has chosen not to make the email address public]
Homepage: http://www.uv.es/torro
Postal Address:
Phone:

Affiliation

Departament d'Economia Financiera i Actuarial
Facultad de Economía
Universidad de València
Location: València, Spain
Homepage: http://www.uv.es/ecofin
Email:
Phone: +34 963 828 369
Fax: +34 963 828 370
Postal: Edifici Dptal Oriental (5é pis), Campus dels Tarongers, 46071 València
Handle: RePEc:edi:dfvales (more details at EDIRC)

Works

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Working papers

  1. Caporin, Massimiliano & Pres, Juliusz & Torro, Hipolit, 2010. "Model based Monte Carlo pricing of energy and temperature quanto options," MPRA Paper 25538, University Library of Munich, Germany.
  2. Torro, Hipolit, 2009. "Assessing the influence of spot price predictability on electricity futures hedging," MPRA Paper 18892, University Library of Munich, Germany.
  3. Hipòlit Torró & Julio Lucia, 2008. "Short-term electricity futures prices: Evidence on the time-varying risk premium," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2008-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. Hipòlit Torró, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," Working Papers, Fondazione Eni Enrico Mattei 2007.88, Fondazione Eni Enrico Mattei.
  5. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007. "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  6. Enric Valor & Hipòlit Torró & Vicente Meneu, 2001. "Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2001-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  7. Vicente Meneu & Hipolit Torro, . "Asymmetric covariance in sport-future markets," Studies on the Spanish Economy 135, FEDEA.

Articles

  1. Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 5316-5328.
  2. Caporin, Massimiliano & PreÅ›, Juliusz & Torro, Hipolit, 2012. "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, Elsevier, vol. 34(5), pages 1700-1712.
  3. Helena Chulia & Hipolit Torro, 2011. "Firm size and volatility analysis in the Spanish stock market," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(8), pages 695-715.
  4. Lucia, Julio J. & Torró, Hipòlit, 2011. "On the risk premium in Nordic electricity futures prices," International Review of Economics & Finance, Elsevier, Elsevier, vol. 20(4), pages 750-763, October.
  5. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009. "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(5), pages 607-619.
  6. Helena Chuliá & Hipòlit Torró, 2007. "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 31(3), pages 445-474, September.
  7. Angel Pardo & Hip�lit Torró, 2007. "Trading with Asymmetric Volatility Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 34(9-10), pages 1548-1568.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ENE: Energy Economics (5) 2007-10-20 2008-07-20 2009-12-05 2010-10-09 2011-04-02. Author is listed
  2. NEP-FOR: Forecasting (1) 2007-10-20
  3. NEP-ORE: Operations Research (1) 2011-04-02
  4. NEP-RMG: Risk Management (2) 2009-12-05 2011-04-02. Author is listed

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