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Hipolit Torro

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
RePEc Short-ID:pto139
[This author has chosen not to make the email address public]
València, Spain

: +34 963 828 369
+34 963 828 370
Edifici Dptal Oriental (5é pis), Campus dels Tarongers, 46071 València
RePEc:edi:dfvales (more details at EDIRC)
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  1. Beatriz Martínez, Beatriz Martínez & Hipòlit Torró, Hipòlit Torró, 2016. "Anatomy of Risk Premium in UK Natural Gas Futures," ESP: Energy Scenarios and Policy 232212, Fondazione Eni Enrico Mattei (FEEM).
  2. Beatriz Martínez & Hipòlit Torró, 2015. "European Natural Gas Seasonal Effects on Futures Hedging," Working Papers 2015.10, Fondazione Eni Enrico Mattei.
  3. 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.
  4. Torro, Hipolit, 2009. "Assessing the influence of spot price predictability on electricity futures hedging," MPRA Paper 18892, University Library of Munich, Germany.
  5. Hipòlit Torró & Julio Lucia, 2008. "Short-term electricity futures prices: Evidence on the time-varying risk premium," Working Papers. Serie EC 2008-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  6. Hipòlit Torró, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," Working Papers 2007.88, Fondazione Eni Enrico Mattei.
  7. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007. "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC 2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  8. Enric Valor & Hipòlit Torró & Vicente Meneu, 2001. "Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables," Working Papers. Serie EC 2001-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  9. Vicente Meneu & Hipolit Torro, "undated". "Asymmetric covariance in sport-future markets," Studies on the Spanish Economy 135, FEDEA.
  1. Martínez, Beatriz & Torró, Hipòlit, 2015. "European natural gas seasonal effects on futures hedging," Energy Economics, Elsevier, vol. 50(C), pages 154-168.
  2. Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5316-5328.
  3. Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit, 2012. "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, vol. 34(5), pages 1700-1712.
  4. Lucia, Julio J. & Torró, Hipòlit, 2011. "On the risk premium in Nordic electricity futures prices," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 750-763, October.
  5. Helena Chulia & Hipolit Torro, 2011. "Firm size and volatility analysis in the Spanish stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(8), pages 695-715.
  6. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009. "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 607-619.
  7. 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., vol. 28(11), pages 1066-1094, November.
  8. 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, vol. 31(3), pages 445-474, September.
  9. Angel Pardo & Hipòlit Torró, 2007. "Trading with Asymmetric Volatility Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9-10), pages 1548-1568.
  10. Vicente Meneu & Hipòlit Torró, 2003. "Asymmetric covariance in spot‐futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(11), pages 1019-1046, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (7) 2007-10-20 2008-07-20 2009-12-05 2010-10-09 2011-04-02 2015-05-09 2016-03-23. Author is listed
  2. NEP-RMG: Risk Management (5) 2009-12-05 2011-04-02 2015-05-09 2016-03-23 2016-03-29. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2016-03-23 2016-03-29
  4. NEP-EUR: Microeconomic European Issues (1) 2016-03-23
  5. NEP-FOR: Forecasting (1) 2007-10-20
  6. NEP-ORE: Operations Research (1) 2011-04-02

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