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José-María Montero

Personal Details

First Name:José-María
Middle Name:
Last Name:Montero
Suffix:
RePEc Short-ID:pmo704
http://www.uclm.es/profesorado/josemlorenzo/

Affiliation

Departamento de Economía Política y Hacienda Pública, Estadística Económica y Empresarial y Política Económica
Facultad de Ciencias Económicas y Empresariales
Universidad de Castilla La Mancha

Albacete, Spain
http://www.uclm.es/dep/epa/

:


RePEc:edi:dpclmes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin, 2013. "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS ws132925, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Beatriz Larraz Iribas & Jose Maria Montero Lorenzo, 2011. "Space-time approach to commercial property prices valuation," Post-Print hal-00712371, HAL.
  3. Fernández-Avilés, G & Montero, JM & Mateu, J, 2011. "Mathematical Genesis of the Spatio-Temporal Covariance Functions," MPRA Paper 35874, University Library of Munich, Germany.
  4. Montero, José María & Larraz, Beatriz & Chasco, Coro, 2008. "Building an Environmental Quality Index for a big city: a spatial interpolation approach with DP2," MPRA Paper 10736, University Library of Munich, Germany.

Articles

  1. Montero, José-María & Fernández-Avilés, Gema, 2015. "Functional Kriging Prediction of Pollution Series: The Geostatistical Alternative for Spatially-fixed Data/Predicción de series de contaminación mediante kriging funcional. La alternativa geoestadísti," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 145-179, Enero.
  2. Laureti, Tiziana & Montero, José-María & Fernández-Avilés, Gema, 2014. "A local scale analysis on influencing factors of NOx emissions: Evidence from the Community of Madrid, Spain," Energy Policy, Elsevier, vol. 74(C), pages 557-568.
  3. F. Carrión & J. Montero & J. Tarjuelo & M. Moreno, 2014. "Design of Sprinkler Irrigation Subunit of Minimum Cost with Proper Operation. Application at Corn Crop in Spain," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(14), pages 5073-5089, November.
  4. Román Mínguez & José-María Montero & Gema Fernández-Avilés, 2013. "Measuring the impact of pollution on property prices in Madrid: objective versus subjective pollution indicators in spatial models," Journal of Geographical Systems, Springer, vol. 15(2), pages 169-191, April.
  5. Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012. "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, vol. 9(4), pages 202-212.
  6. José-María Montero-Lorenzo & Beatriz Larraz-Iribas, 2012. "Space-time approach to commercial property prices valuation," Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3705-3715, October.
  7. Gema Fernandez-Aviles & Roman Minguez & Jose-Maria Montero, 2012. "Geostatistical Air Pollution Indexes in Spatial Hedonic Models: The case of Madrid, Spain," Journal of Real Estate Research, American Real Estate Society, vol. 34(2), pages 243-274.
  8. Jose M. Montero & Beatriz Larraz, 2011. "Interpolation methods for geographical data: Housing and commercial establishment markets," Journal of Real Estate Research, American Real Estate Society, vol. 33(2), pages 233-244.
  9. Montero, José M. & García-Centeno, Maria C. & Fernández-Avilés, Gema, 2011. "Modelling the Volatility of the Spanish Wholesale Electricity Spot Market. Asymmetric GARCH Models vs. Threshold ARSV model/Modelización de la volatilidad en el mercado eléctrico español. Modelos GARC," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 597-616, Agosto.
  10. Montero, José-María & Fernández-Avilés , Gema & Mínguez, Román, 2011. "Spatial Hedonic Pricing Models for Testing the Adequacy of Acoustic Areas in Madrid, Spain," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 157-181.
  11. José‐María Montero & Gema Fernández‐Avilés & María‐Carmen García, 2010. "Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products," International Statistical Review, International Statistical Institute, vol. 78(3), pages 330-347, December.
  12. José-María Montero & Coro Chasco & Beatriz Larraz, 2010. "Building an environmental quality index for a big city: a spatial interpolation approach combined with a distance indicator," Journal of Geographical Systems, Springer, vol. 12(4), pages 435-459, December.
  13. José-María Montero-Lorenzo & Beatriz Larraz-Iribas & Antonio Páez, 2009. "Estimating commercial property prices: an application of cokriging with housing prices as ancillary information," Journal of Geographical Systems, Springer, vol. 11(4), pages 407-425, December.
  14. Montero Lorenzo, José María, 2004. "El precio medio del metro cuadrado de la vivienda libre: Una aproximación metodológica desde la perspectiva de la Geoestadística," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-18, Diciembre.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Beatriz Larraz Iribas & Jose Maria Montero Lorenzo, 2011. "Space-time approach to commercial property prices valuation," Post-Print hal-00712371, HAL.

    Cited by:

    1. Fernandes, Guilherme Barreto & Artes, Rinaldo, 2016. "Spatial dependence in credit risk and its improvement in credit scoring," European Journal of Operational Research, Elsevier, vol. 249(2), pages 517-524.
    2. Fernandes, Guilherme Barreto & Artes , Rinaldo, 2013. "Spatial correlation in credit risk and its improvement in credit scoring," Insper Working Papers wpe_321, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  2. Montero, José María & Larraz, Beatriz & Chasco, Coro, 2008. "Building an Environmental Quality Index for a big city: a spatial interpolation approach with DP2," MPRA Paper 10736, University Library of Munich, Germany.

    Cited by:

    1. PHOLO BALA, Alain & PEETERS, Dominique & THOMAS, Isabelle, 2013. "Spatial issues on a hedonic estimation of rents in Brussels," CORE Discussion Papers 2013036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Laureti, Tiziana & Montero, José-María & Fernández-Avilés, Gema, 2014. "A local scale analysis on influencing factors of NOx emissions: Evidence from the Community of Madrid, Spain," Energy Policy, Elsevier, vol. 74(C), pages 557-568.

    Cited by:

    1. Wen Guo & Tao Sun & Hongjun Dai, 2016. "Effect of Population Structure Change on Carbon Emission in China," Sustainability, MDPI, Open Access Journal, vol. 8(3), pages 1-20, March.
    2. Montero, José-María & Fernández-Avilés, Gema, 2015. "Functional Kriging Prediction of Pollution Series: The Geostatistical Alternative for Spatially-fixed Data/Predicción de series de contaminación mediante kriging funcional. La alternativa geoestadísti," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 145-179, Enero.
    3. Yong Wang & Guangchun Yang & Ying Dong & Yu Cheng & Peipei Shang, 2018. "The Scale, Structure and Influencing Factors of Total Carbon Emissions from Households in 30 Provinces of China—Based on the Extended STIRPAT Model," Energies, MDPI, Open Access Journal, vol. 11(5), pages 1-25, May.

  2. F. Carrión & J. Montero & J. Tarjuelo & M. Moreno, 2014. "Design of Sprinkler Irrigation Subunit of Minimum Cost with Proper Operation. Application at Corn Crop in Spain," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(14), pages 5073-5089, November.

    Cited by:

    1. Qin Tu & Hong Li & Xinkun Wang & Chao Chen, 2015. "Ant Colony Optimization for the Design of Small-Scale Irrigation Systems," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(7), pages 2323-2339, May.
    2. Tarjuelo, José M. & Rodriguez-Diaz, Juan A. & Abadía, Ricardo & Camacho, Emilio & Rocamora, Carmen & Moreno, Miguel A., 2015. "Efficient water and energy use in irrigation modernization: Lessons from Spanish case studies," Agricultural Water Management, Elsevier, vol. 162(C), pages 67-77.

  3. Román Mínguez & José-María Montero & Gema Fernández-Avilés, 2013. "Measuring the impact of pollution on property prices in Madrid: objective versus subjective pollution indicators in spatial models," Journal of Geographical Systems, Springer, vol. 15(2), pages 169-191, April.

    Cited by:

    1. José-María Montero & Román Mínguez & Gema Fernández-Avilés, 2018. "Housing price prediction: parametric versus semi-parametric spatial hedonic models," Journal of Geographical Systems, Springer, vol. 20(1), pages 27-55, January.
    2. Yusep Suparman & Henk Folmer & Johan Oud, 2014. "Hedonic price models with omitted variables and measurement errors: a constrained autoregression–structural equation modeling approach with application to urban Indonesia," Journal of Geographical Systems, Springer, vol. 16(1), pages 49-70, January.

  4. Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012. "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, vol. 9(4), pages 202-212.

    Cited by:

    1. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
    2. Liu, Chih-Liang & Yang, Hsin-Feng, 2017. "Systemic risk in carry-trade portfolios," Finance Research Letters, Elsevier, vol. 20(C), pages 40-46.
    3. Tam, Pui Sun, 2014. "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 304-327.
    4. Giuseppe Arbia & Michele Di Marcantonio, 2015. "Forecasting Interest Rates Using Geostatistical Techniques," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 1-28, November.
    5. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
    6. Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen, 2014. "How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 198-226.

  5. José-María Montero-Lorenzo & Beatriz Larraz-Iribas, 2012. "Space-time approach to commercial property prices valuation," Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3705-3715, October.
    See citations under working paper version above.
  6. Gema Fernandez-Aviles & Roman Minguez & Jose-Maria Montero, 2012. "Geostatistical Air Pollution Indexes in Spatial Hedonic Models: The case of Madrid, Spain," Journal of Real Estate Research, American Real Estate Society, vol. 34(2), pages 243-274.

    Cited by:

    1. Mussa, Abeba & Nwaogu, Uwaoma G. & Pozo, Susan, 2017. "Immigration and housing: A spatial econometric analysis," Journal of Housing Economics, Elsevier, vol. 35(C), pages 13-25.
    2. Qin Fan & J. Andrew Hansz & Xiaoming Yang, 2016. "The Pricing Effects of Open Space Amenities," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 244-271, April.
    3. Masha Maslianskaia-Pautrel & Catherine Baumont pba148, 2016. "The nature and impacts of environmental spillovers on housing prices: A spatial hedonic analysis," Working Papers 2016.04, FAERE - French Association of Environmental and Resource Economists.
    4. Laureti, Tiziana & Montero, José-María & Fernández-Avilés, Gema, 2014. "A local scale analysis on influencing factors of NOx emissions: Evidence from the Community of Madrid, Spain," Energy Policy, Elsevier, vol. 74(C), pages 557-568.
    5. José-María Montero & Román Mínguez & Gema Fernández-Avilés, 2018. "Housing price prediction: parametric versus semi-parametric spatial hedonic models," Journal of Geographical Systems, Springer, vol. 20(1), pages 27-55, January.

  7. Jose M. Montero & Beatriz Larraz, 2011. "Interpolation methods for geographical data: Housing and commercial establishment markets," Journal of Real Estate Research, American Real Estate Society, vol. 33(2), pages 233-244.

    Cited by:

    1. José-María Montero-Lorenzo & Beatriz Larraz-Iribas, 2012. "Space-time approach to commercial property prices valuation," Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3705-3715, October.
    2. Gema Fernandez-Aviles & Roman Minguez & Jose-Maria Montero, 2012. "Geostatistical Air Pollution Indexes in Spatial Hedonic Models: The case of Madrid, Spain," Journal of Real Estate Research, American Real Estate Society, vol. 34(2), pages 243-274.
    3. José-María Montero & Román Mínguez & Gema Fernández-Avilés, 2018. "Housing price prediction: parametric versus semi-parametric spatial hedonic models," Journal of Geographical Systems, Springer, vol. 20(1), pages 27-55, January.

  8. Montero, José-María & Fernández-Avilés , Gema & Mínguez, Román, 2011. "Spatial Hedonic Pricing Models for Testing the Adequacy of Acoustic Areas in Madrid, Spain," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 157-181.

    Cited by:

    1. José-María Montero & Román Mínguez & Gema Fernández-Avilés, 2018. "Housing price prediction: parametric versus semi-parametric spatial hedonic models," Journal of Geographical Systems, Springer, vol. 20(1), pages 27-55, January.

  9. José‐María Montero & Gema Fernández‐Avilés & María‐Carmen García, 2010. "Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products," International Statistical Review, International Statistical Institute, vol. 78(3), pages 330-347, December.

    Cited by:

    1. Lopes Moreira Da Veiga, María Helena & Ruiz Ortega, Esther & Mao, Xiuping, 2013. "One for all : nesting asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS ws131110, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Montero, José M. & García-Centeno, Maria C. & Fernández-Avilés, Gema, 2011. "Modelling the Volatility of the Spanish Wholesale Electricity Spot Market. Asymmetric GARCH Models vs. Threshold ARSV model/Modelización de la volatilidad en el mercado eléctrico español. Modelos GARC," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 597-616, Agosto.
    3. Mao, Xiuping & Ruiz, Esther & Veiga, Helena, 2017. "Threshold stochastic volatility: Properties and forecasting," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1105-1123.

  10. José-María Montero & Coro Chasco & Beatriz Larraz, 2010. "Building an environmental quality index for a big city: a spatial interpolation approach combined with a distance indicator," Journal of Geographical Systems, Springer, vol. 12(4), pages 435-459, December.

    Cited by:

    1. Nayak, Purusottam & Mishra, SK, 2012. "Efficiency of Pena’s P2 Distance in Construction of Human Development Indices," MPRA Paper 39022, University Library of Munich, Germany.
    2. José Antonio Rodríguez Martín & Juan Dios Jiménez Aguilera & José Antonio Salinas Fernández & José María Martín Martín, 2016. "Millennium Development Goals 4 and 5: Progress in the Least Developed Countries of Asia," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 129(2), pages 489-504, November.
    3. Mishra, SK, 2012. "A note on the indeterminacy and arbitrariness of pena’s method of construction of synthetic indicators," MPRA Paper 37534, University Library of Munich, Germany.
    4. Ivaldi, Enrico & Bonatti, Guido & Soliani, Riccardo, 2016. "Is there a two-speed europe also in the well-being? - Esiste un’Europa a due velocità anche nel benessere ?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 45-68.
    5. Ángeles Sánchez & Jorge Chica-Olmo & Juan de Dios Jiménez-Aguilera, 2018. "A Space–Time Study for Mapping Quality of Life in Andalusia During the Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(2), pages 699-728, January.
    6. Ángeles Sánchez-Domínguez & Maria J. Ruiz Martos, 2013. "Europe 2020 strategy: a strategy for which type of growth?," ThE Papers 13/11, Department of Economic Theory and Economic History of the University of Granada..
    7. Stossel, Zeev & Kissinger, Meidad & Meir, Avinoam, 2015. "Measuring the biophysical dimension of urban sustainability," Ecological Economics, Elsevier, vol. 120(C), pages 153-163.
    8. Noelia Somarriba Arechavala & Pilar Zarzosa Espina & Bernardo Pena Trapero, 2015. "The Economic Crisis and its Effects on the Quality of Life in the European Union," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 120(2), pages 323-343, January.
    9. Mishra, SK, 2016. "A note on construction of a composite index by optimization of Shapley value shares of the constituent variables," MPRA Paper 72330, University Library of Munich, Germany.
    10. Mishra, SK, 2012. "A note on construction of heuristically optimal Pena’s synthetic indicators by the particle swarm method of global optimization," MPRA Paper 37625, University Library of Munich, Germany.
    11. Mishra, SK, 2012. "A maximum entropy perspective of Pena’s synthetic indicators," MPRA Paper 37797, University Library of Munich, Germany.
    12. Ángeles Sánchez-Domínguez & Maria J. Ruiz Martos, 2016. "Europe 2020 Strategy Under the Scope of Life Satisfaction," ThE Papers 16/01, Department of Economic Theory and Economic History of the University of Granada..
    13. Mishra, SK, 2012. "Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores," MPRA Paper 39088, University Library of Munich, Germany.
    14. Román Mínguez & José-María Montero & Gema Fernández-Avilés, 2013. "Measuring the impact of pollution on property prices in Madrid: objective versus subjective pollution indicators in spatial models," Journal of Geographical Systems, Springer, vol. 15(2), pages 169-191, April.
    15. Mishra, SK & Kumar, Binod, 2012. "Disparities in Globalization of the World Economies," MPRA Paper 41936, University Library of Munich, Germany.
    16. Enrico Ivaldi & Guido Bonatti & Riccardo Soliani, 2017. "An Indicator for the Measurement of Political Participation: The Case of Italy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 132(2), pages 605-620, June.
    17. José María Martín Martín & Jose Antonio Salinas Fernández & José Antonio Rodríguez Martín & Juan de Dios Jiménez Aguilera, 2017. "Assessment of the Tourism’s Potential as a Sustainable Development Instrument in Terms of Annual Stability: Application to Spanish Rural Destinations in Process of Consolidation," Sustainability, MDPI, Open Access Journal, vol. 9(10), pages 1-20, September.
    18. Benjamin Adams, 2015. "Finding similar places using the observation-to-generalization place model," Journal of Geographical Systems, Springer, vol. 17(2), pages 137-156, April.
    19. José Antonio Rodríguez Martín & José María Martín Martín & Juan Dios Jiménez Aguilera, 2018. "A Synthetic Indicator of Progress Towards the Millennium Development Goals 2, 3 and 4 in the Least Developed Countries (LDCs) of Asia," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 13(1), pages 1-19, March.
    20. Santanu Ray, 2014. "An Index of Maternal and Child Healthcare Status in India: Measuring Inter- and Intra-State Variations from Capability Perspectives," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 117(1), pages 195-207, May.
    21. Montero, José-María & Fernández-Avilés , Gema & Mínguez, Román, 2011. "Spatial Hedonic Pricing Models for Testing the Adequacy of Acoustic Areas in Madrid, Spain," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 157-181.

  11. José-María Montero-Lorenzo & Beatriz Larraz-Iribas & Antonio Páez, 2009. "Estimating commercial property prices: an application of cokriging with housing prices as ancillary information," Journal of Geographical Systems, Springer, vol. 11(4), pages 407-425, December.

    Cited by:

    1. José-María Montero-Lorenzo & Beatriz Larraz-Iribas, 2012. "Space-time approach to commercial property prices valuation," Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3705-3715, October.
    2. Beatriz Larraz, 2011. "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 69-82, April.
    3. Mejia-Dorantes, Lucia & Lucas, Karen, 2014. "Public transport investment and local regeneration: A comparison of London׳s Jubilee Line Extension and the Madrid Metrosur," Transport Policy, Elsevier, vol. 35(C), pages 241-252.
    4. José-María Montero & Coro Chasco & Beatriz Larraz, 2010. "Building an environmental quality index for a big city: a spatial interpolation approach combined with a distance indicator," Journal of Geographical Systems, Springer, vol. 12(4), pages 435-459, December.
    5. Montero, José-María, 2018. "Geostatistics: Unde venis et quo vadis? /Geoestadística:¿De dónde vienes y a dónde vas?," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 36, pages 81-106, Enero.

  12. Montero Lorenzo, José María, 2004. "El precio medio del metro cuadrado de la vivienda libre: Una aproximación metodológica desde la perspectiva de la Geoestadística," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-18, Diciembre.

    Cited by:

    1. Gema Fernández-Avilés Calderón, 2009. "Spatial Regression Analysis vs. Kriging Methods for Spatial Estimation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 44-58, February.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-URE: Urban & Real Estate Economics (3) 2008-09-29 2012-01-25 2013-09-24
  2. NEP-ECM: Econometrics (2) 2012-01-25 2013-09-24
  3. NEP-GEO: Economic Geography (2) 2008-09-29 2013-09-24
  4. NEP-ENV: Environmental Economics (1) 2008-09-29
  5. NEP-ETS: Econometric Time Series (1) 2013-09-24

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