IDEAS home Printed from https://ideas.repec.org/d/dfvales.html

Publications

by members of

Universidad de València → Facultad de Economía → Departament d'Economia Financiera i Actuarial

University of Valencia → Faculty of Economics → Department of Financial and Actuarial Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Vidal-Meliá, Carlos, 2025, "Divorce Insurance: A Concept Ahead of Its Time or Doomed to Fail?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2025-02.

2024

  1. Carlos Vidal Meliá & Juan Manuel Pérez-Salamero González & Anne M. Garvey & Anna Castañer Garriga, 2024, "The supplementary table on pensions (Table 29): Actuarial Balance Sheet Update for the Spanish Pension System to 2021, Wave Three," Studies on the Spanish Economy, FEDEA, number eee2024-18, Jun.

2023

  1. Antonia Díaz & Álvaro Jáñez & Felix Wellschmied, 2023, "Geographic Mobility Over the Life-cycle," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2023-01.

2022

  1. Manuel Ventura-Marco & Carlos Vidal-Meliá & Juan Manuel Pérez-Salamero González, 2022, "Life care annuities to help couples cope with the cost of long-term care," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2022-03.

2021

  1. Juan Manuel Pérez-Salamero González & Marta Regúlez Castillo & Carlos Vidal-Meliá, 2021, "Mortality and life expectancy trends for male pensioners by pension income level," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2021-02, Feb.
  2. Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2021, "Differences in life expectancy between self-employed workers and paid employees when retirement pensioners: evidence from Spanish social security records," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2021-04, Feb.
  3. Anne M. Garvey & Juan Manuel Pérez-Salamero González & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2021, "From “Table 29” to the actuarial balance sheet: is it really that big a leap?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2021-05, Mar.

2019

  1. Vicente Nuñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2019, "Improving the representativeness of a simple random sample: an optimization model and its application to the Continuous Sample of Working Lives," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-20, Mar.
  2. Anne M. Garvey & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2019, "Does the pension system’s income statement really matter? A proposal for an NDC scheme with disability and minimum pension benefits," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-22, Jul.

2018

  1. Carlos Vidal-Meliá & Manuel Ventura-Marco & Juan Manuel Pérez-Salamero González, 2018, "Actuarial accounting for a notional defined contribution scheme combining retirement and longterm care benefits," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-16, May.

2017

  1. Beatriz Martínez Martínez & Hipolit Torro Enguix, 2017, "Hedging spark spread risk with futures," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2017-01, Jul.
  2. Javier Pla-Porcel & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2017, "How do unisex life care annuities embedded in a pay-as-you-go retirement system affect gender redistribution?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-11, Feb.
  3. Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2017, "Automatic regrouping of strata in the chi-square test," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-24, Oct.

2011

  1. Carlos Vidal-Melia & Maria Carmen Boado-Penas, 2011, "Compiling the Actuarial Balance for Pay-As-You-Go Pension Systems. Is it better to use the Hidden Asset or the Contribution Asset?," Post-Print, HAL, number hal-00762894, Dec, DOI: 10.1080/00036846.2011.615733.

2010

  1. Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010, "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0123, Dec.

2009

  1. Torro, Hipolit, 2009, "Assessing the influence of spot price predictability on electricity futures hedging," MPRA Paper, University Library of Munich, Germany, number 18892, Mar.
      Unknown

2008

  1. 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), number 2008-08, May.
  2. Maria del Carmen Boado-Penas & Salvador Valdés-Prieto & Carlos Vidal-Meliá, 2008, "The Actuarial Balance Sheet for Pay-As-You-Go Finance: Solvency Indicators for Spain and Sweden," CESifo Working Paper Series, CESifo, number 2182.
  3. María del Carmen Boado Penas & Carlos Vidal- Meliá, 2008, "El balance actuarial como indicador de la solvencia del sistema de reparto," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-02, Mar.

2007

  1. 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), number 2007-09, Aug.
  2. Torro, Hipolit, 2007, "Forecasting Weekly Electricity Prices at Nord Pool," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 7437, DOI: 10.22004/ag.econ.7437.

2005

  1. Carlos Vidal-Meliá & Inmaculada Domínguez-Fabian, 2005, "The Spanish Pension System: Issues Of Introducing Notional Defined Contribution Accounts," Public Economics, University Library of Munich, Germany, number 0504006, Apr.

2004

  1. Carlos Vidal-Melia & Ana Lejárraga-García, 2004, "The Bequest Motive And Single People’S Demand For Life Annuities," Public Economics, University Library of Munich, Germany, number 0405005, May.

2002

  1. Carlos Vidal- Meliá & José E. Devesa- Carpio & Rosa Rodríguez- Barrera, 2002, "Assessing Administration Charges For The Affiliate In Individual Account Systems," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-09, May.

2001

  1. Pascual, Roberto & Pascual Fuste, Bartolomé & Climent, Francisco, 2001, "Cross-listing, price discovery and the informativeness of the trading process," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb014511, Oct.
  2. 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), number 2001-22, Nov.

2000

  1. Carlos Vidal & José E. Devesa- Carpio & Mónica Martínez, 2000, "Análisis Y Valoración De Los Sistemas De Pensiones Reformados En Latinoamérica," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-11, Jun.

1999

  1. Ana Lejárraga & Carlos Vidal & José E. Devesa- Carpio, 1999, "- La Viabilidad Financiera Del Sistema De Pensiones De Reparto: Aplicación A La Contingencia De Jubilación Del Régimen General De La Seguridad Social Española," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-16, Dec.

1996

  1. Ángel Pardo Tornero & Francisco José Climent Diranzo, 1996, "Estudio de las relaciones entre el contrato de futuro sobre IBEX-35 y su activo subyacente," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1996-13, Oct.

Undated

  1. Francisco J. Climent & Vicente Meneu, undated, "Has 1997 Asian Crisis Increased Information Flows Between International Markets?," Working Papers on International Economics and Finance, FEDEA, number 01-01.
  2. Francisco J. Climent & Vicente Meneu, undated, "oSe ha incrementado la transmisión de información entre los mercados Bursátiles internaciones a raiz de la crisis asiática de 1997?," Studies on the Spanish Economy, FEDEA, number 82.
  3. Francisco Climent Diranzo & Robert Meneu Gaya, undated, "Relaciones de equilibrio entre demografía y crecimiento económico en Espana," Studies on the Spanish Economy, FEDEA, number 163.
  4. Martínez, Beatriz & Torró, Hipòlit, undated, "European Natural Gas Seasonal Effects on Futures Hedging," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 198462, DOI: 10.22004/ag.econ.198462.
  5. Beatriz Martínez, Beatriz Martínez & Hipòlit Torró, Hipòlit Torró, undated, "Anatomy of Risk Premium in UK Natural Gas Futures," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 232212, DOI: 10.22004/ag.econ.232212.
  6. Torró, Hipòlit, undated, "The Response of European Energy Prices to ECB Monetary Policy," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 269537, DOI: 10.22004/ag.econ.269537.
  7. Vicente Meneu & Hipolit Torro, undated, "Asymmetric covariance in sport-future markets," Studies on the Spanish Economy, FEDEA, number 135.
  8. Carlos Vidal-Meliá & Ana Lejárraga-García, undated, "Demand for life annuities from married couples with a bequest motive," Working Papers, FEDEA, number 2005-11.
  9. Carlos Vidal-Meliá & Inmaculada Domínguez-Fabián & María del Carmen Boado-Penas, undated, "Notional Defined Contribution Accounts (NDCs): Solvency and Risk; Application to the Case of Spain," Studies on the Spanish Economy, FEDEA, number 226.

Journal articles

2025

  1. Furió, Dolores & Torró, Hipòlit, 2025, "Selective futures hedging in the Nordic electricity market," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108150.
  2. Anna Castañer & Anne Marie Garvey & Juan Manuel Pérez-Salamero González & Carlos Vidal-Meliá, 2025, "Transforming Eurostat’s Table 29 into an Actuarial Balance Sheet: A Net Worth Approach to Assessing Public Pension Solvency," JRFM, MDPI, volume 18, issue 9, pages 1-34, September.

2024

  1. Carlos Vidal-Meliá & Manuel Ventura-Marco & Anne M. Garvey, 2024, "Analyzing the demographic coherence of selected US, Australian and Chinese biometric data sets used to price long-term care insurance and life care annuities," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 3, pages 2813-2836, June, DOI: 10.1007/s11135-023-01782-w.

2023

  1. Martínez, Beatriz & Torró, Hipòlit, 2023, "Theory of storage implications in the European natural gas market," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2022.100310.
  2. Ventura-Marco, Manuel & Vidal-Meliá, Carlos & Pérez-Salamero González, Juan Manuel, 2023, "Joint life care annuities to help retired couples to finance the cost of long-term care," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 122-139, DOI: 10.1016/j.insmatheco.2023.08.002.
  3. Anne M. Garvey & Juan Manuel Pérez-Salamero González & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2023, "Transforming the supplementary table on pension liabilities (Table 29) into an actuarial balance sheet," Public Money & Management, Taylor & Francis Journals, volume 43, issue 8, pages 783-792, November, DOI: 10.1080/09540962.2022.2144362.

2022

  1. Soriano, Pilar & Torró, Hipòlit, 2022, "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102353.

2021

  1. Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2021, "Differences in Life Expectancy Between Self-Employed Workers and Paid Employees when Retirement Pensioners: Evidence from Spanish Social Security Records," European Journal of Population, Springer;European Association for Population Studies, volume 37, issue 3, pages 697-725, July, DOI: 10.1007/s10680-021-09585-1.
  2. Anne M. Garvey & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2021, "Does the pension system’s income statement really matter? A proposal for an NDC scheme with disability and minimum pension benefits," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 34, issue 1, pages 292-310, January, DOI: 10.1080/1331677X.2020.1782246.

2020

  1. Furió, Dolores & Torró, Hipòlit, 2020, "Optimal hedging under biased energy futures markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104750.
  2. Vidal-Melia, Carlos & Ventura-Marco, Manuel & Pla-Porcel, Javier, 2020, "An NDC approach to helping pensioners cope with the cost of long-term care," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 1, pages 80-108, January.
  3. Vicente Núñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2020, "Improving the Representativeness of a Simple Random Sample: An Optimization Model and Its Application to the Continuous Sample of Working Lives," Mathematics, MDPI, volume 8, issue 8, pages 1-27, July.

2019

  1. Hip lit Torr, 2019, "The Response of European Energy Prices to ECB Monetary Policy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 2, pages 1-9.

2018

  1. Martínez, Beatriz & Torró, Hipòlit, 2018, "Hedging spark spread risk with futures," Energy Policy, Elsevier, volume 113, issue C, pages 731-746, DOI: 10.1016/j.enpol.2017.11.038.
  2. Martínez, Beatriz & Torró, Hipòlit, 2018, "Analysis of risk premium in UK natural gas futures," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 621-636, DOI: 10.1016/j.iref.2018.07.004.
  3. Carlos Vidal-Meliá & Manuel Ventura-Marco & Juan Manuel Pérez-Salamero González, 2018, "Social Insurance Accounting for a Notional Defined Contribution Scheme Combining Retirement and Long-Term Care Benefits," Sustainability, MDPI, volume 10, issue 8, pages 1-36, August.

2017

  1. Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2017, "The continuous sample of working lives: improving its representativeness," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 8, issue 1, pages 43-95, March, DOI: 10.1007/s13209-017-0154-0.
  2. Javier Pla-Porcel & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2017, "Converting retirement benefit into a life care annuity with graded benefits," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2017, issue 10, pages 829-853, November, DOI: 10.1080/03461238.2016.1258370.
  3. Juan M. Pérez‐Salamero González & Manuel Ventura‐Marco & Carlos Vidal‐Meliá, 2017, "A “Swedish” actuarial balance for a notional defined contribution pension scheme with disability and minimum pension benefits," International Social Security Review, John Wiley & Sons, volume 70, issue 3, pages 79-104, July, DOI: 10.1111/issr.12143.

2016

  1. Pla-Porcel, Javier & Ventura-Marco, Manuel & Vidal-Meliá, Carlos, 2016, "Life Care Annuities (Lca) Embedded In A Notional Defined Contribution (Ndc) Framework," ASTIN Bulletin, Cambridge University Press, volume 46, issue 2, pages 331-363, May.
  2. Juan Manuel P rez-Salamero & Marta Reg lez Castillo & Carlos Vidal Meli, 2016, "An lisis de la representatividad de la MCVL: el caso de las prestaciones del sistema p blico de pensiones," Hacienda Pública Española / Review of Public Economics, IEF, volume 217, issue 2, pages 67-130, June.
  3. Manuel Ventura-Marco & Carlos Vidal-Meliá, 2016, "Integrating retirement and permanent disability in NDC pension schemes," Applied Economics, Taylor & Francis Journals, volume 48, issue 12, pages 1081-1102, March, DOI: 10.1080/00036846.2015.1093084.
  4. Carlos Vidal-Meliá & María del Carmen Boado-Penas & Francisco Navarro-Cabo, 2016, "Notional defined contribution pension schemes: why does only Sweden distribute the survivor dividend?," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 19, issue 3, pages 200-220, July, DOI: 10.1080/17487870.2015.1028547.

2015

  1. Martínez, Beatriz & Torró, Hipòlit, 2015, "European natural gas seasonal effects on futures hedging," Energy Economics, Elsevier, volume 50, issue C, pages 154-168, DOI: 10.1016/j.eneco.2015.04.002.

2014

  1. Ventura-Marco, Manuel & Vidal-Meliá, Carlos, 2014, "An Actuarial Balance Sheet Model For Defined Benefit Pay-As-You-Go Pension Systems With Disability And Retirement Contingencies," ASTIN Bulletin, Cambridge University Press, volume 44, issue 2, pages 367-415, May.
  2. Vidal-Meliá, Carlos, 2014, "An assessment of the 2011 Spanish pension reform using the Swedish system as a benchmark," Journal of Pension Economics and Finance, Cambridge University Press, volume 13, issue 3, pages 297-333, July.
  3. Boado-Penas & Carlos Vidal-Meli�, 2014, "Nonfinancial defined contribution pension schemes: is a survivor dividend necessary to make the system balanced?," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 4, pages 242-247, March, DOI: 10.1080/13504851.2013.851767.

2013

  1. Dolores Furió & Francisco J. Climent, 2013, "Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 1, pages 45-63, January, DOI: 10.1080/14697688.2012.696679.
  2. Hernandis, Lucía & Torró, Hipòlit, 2013, "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5316-5328, DOI: 10.1016/j.jbankfin.2013.08.001.

2012

  1. Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit, 2012, "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, volume 34, issue 5, pages 1700-1712, DOI: 10.1016/j.eneco.2012.02.008.
  2. Marta Regúlez‐Castillo & Carlos Vidal‐Meliá, 2012, "Individual information for pension contributors: Recommendations for Spain based on international experience," International Social Security Review, John Wiley & Sons, volume 65, issue 2, pages 1-27, April, DOI: 10.1111/j.1468-246X.2012.001426.x.

2011

  1. Francisco Climent & Pilar Soriano, 2011, "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, volume 103, issue 2, pages 275-287, October, DOI: 10.1007/s10551-011-0865-2.
  2. Lucia, Julio J. & Torró, Hipòlit, 2011, "On the risk premium in Nordic electricity futures prices," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 750-763, October.
  3. Helena Chulia & Hipolit Torro, 2011, "Firm size and volatility analysis in the Spanish stock market," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 8, pages 695-715, DOI: 10.1080/1351847X.2011.554286.

2009

  1. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009, "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 5, pages 607-619, DOI: 10.1080/14697680802637882.
  2. Carlos Vidal-Meliá & María del Carmen Boado-Penas & Ole Settergren, 2009, "Automatic Balance Mechanisms in Pay-As-You-Go Pension Systems," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 34, issue 2, pages 287-317, April.

2008

  1. Helena Chuliá & Hipòlit Torró, 2008, "The economic value of volatility transmission between the stock and bond markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 11, pages 1066-1094, November.
  2. María del Carmen Boado-Penas & Salvador Valdés-Prieto & Carlos Vidal-Meliá, 2008, "The Actuarial Balance Sheet for Pay-As-You-Go Finance: Solvency Indicators for Spain and Sweden," Fiscal Studies, Institute for Fiscal Studies, volume 29, issue 1, pages 89-134, March.

2007

  1. Climent, Francisco & Pardo, Angel, 2007, "Decoupling factors on the energy-output linkage: The Spanish case," Energy Policy, Elsevier, volume 35, issue 1, pages 522-528, January.
  2. Angel Pardo & Hipòlit Torró, 2007, "Trading with Asymmetric Volatility Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 9‐10, pages 1548-1568, November, DOI: 10.1111/j.1468-5957.2007.02029.x.
  3. 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, volume 31, issue 3, pages 445-474, September.
  4. María Del Carmen Boado‐Penas & Inmaculada Domínguez‐Fabiá & Carlos Vidal‐Meliá, 2007, "Notional defined contributions (NDC): Solvency and risk in Spain," International Social Security Review, John Wiley & Sons, volume 60, issue 4, pages 105-127, October, DOI: 10.1111/j.1468-246X.2007.00282.x.

2006

  1. Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006, "Cross-listing, price discovery and the informativeness of the trading process," Journal of Financial Markets, Elsevier, volume 9, issue 2, pages 144-161, May.
  2. Carlos Vidal‐Meliá & Inmaculada Domínguez‐Fabián & José Enrique Devesa‐Carpio, 2006, "Subjective Economic Risk to Beneficiaries in Notional Defined Contribution Accounts," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 3, pages 489-515, September, DOI: 10.1111/j.1539-6975.2006.00185.x.
  3. Vidal-Meliá, Carlos & Lejárraga-García, Ana, 2006, "Demand for life annuities from married couples with a bequest motive," Journal of Pension Economics and Finance, Cambridge University Press, volume 5, issue 2, pages 197-229, July.

2003

  1. Climent, Francisco & Meneu, Vicente, 2003, "Has 1997 Asian crisis increased information flows between international markets," International Review of Economics & Finance, Elsevier, volume 12, issue 1, pages 111-143.
  2. Hipòlit Torró & Vicente Meneu & Enric Valor, 2003, "Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables," Journal of Risk Finance, Emerald Group Publishing Limited, volume 4, issue 4, pages 6-17, March, DOI: 10.1108/eb022969.
  3. Vicente Meneu & Hipòlit Torró, 2003, "Asymmetric covariance in spot‐futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 11, pages 1019-1046, November.

2000

  1. Ángel Pardo & Francisco Climent, 2000, "Relaciones temporales entre el contrato de futuro sobre IBEX-35 y su activo subyacente," Investigaciones Economicas, Fundación SEPI, volume 24, issue 1, pages 219-236, January.

Chapters

2022

  1. Anne M. Garvey & Juan Manuel Pérez-Salamero González & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2022, "Improving Decision Making Information: “Table 29” to an Actuarial Balance Sheet," Springer Books, Springer, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-99638-3_46.

2021

  1. Anne Marie Garvey & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2021, "The Importance of Reporting a Pension System’s Income Statement and Budgeted Variances in a Fair and Sustainable Scheme," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_34.

2020

  1. Beatriz Martinez & Hipòlit Torró & Vanesa Garcia, 2020, "German Natural Gas Seasonal Effects on Futures Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.