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José-María Montero
(JOSE-MARIA MONTERO)

Personal Details

First Name:JOSE-MARIA
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
https://www.uclm.es/Departamentos/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. 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.
  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.
  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.
  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.
  5. Jos魍ar, 2012. "Space-time approach to commercial property prices valuation," Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3705-3715, October.
  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.
  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.
  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.
  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.
  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.
  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.
    RePEc:lrk:eeaart:22_3_13 is not listed on IDEAS
    RePEc:lrk:eeaart:29_2_10 is not listed on IDEAS
    RePEc:lrk:eeaart:33_1_7 is not listed on IDEAS

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. Jorge Chica-Olmo & Rafael Cano-Guervos & Mario Chica-Rivas, 2019. "Estimation of Housing Price Variations Using Spatio-Temporal Data," Sustainability, MDPI, vol. 11(6), pages 1-21, March.
    3. Thomas M. Fullerton & Arturo Bujanda, 2018. "Commercial property values in a border metropolitan economy," Asia-Pacific Journal of Regional Science, Springer, vol. 2(2), pages 337-360, August.
    4. 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. Fernández-Avilés, G & Montero, JM & Mateu, J, 2011. "Mathematical Genesis of the Spatio-Temporal Covariance Functions," MPRA Paper 35874, University Library of Munich, Germany.

    Cited by:

    1. Fred Espen Benth & Jūratė Šaltytė Benth, 2012. "Modeling and Pricing in Financial Markets for Weather Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8457, January.

  3. 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," LIDAM Discussion Papers CORE 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, vol. 8(3), pages 1-20, March.
    2. Sadik-Zada, Elkhan Richard & Gatto, Andrea, 2021. "The puzzle of greenhouse gas footprints of oil abundance," Socio-Economic Planning Sciences, Elsevier, vol. 75(C).
    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, vol. 11(5), pages 1-25, May.
    4. Yang, Chunyu & Wang, Yu & Dong, Zhanfeng, 2020. "Evaluating the impact of denitrification tariff on energy-related NOx generation in China: Policy effects and regional disparities," Energy Policy, Elsevier, vol. 142(C).
    5. Hui Wang & Guangxing Ji & Jisheng Xia, 2019. "Analysis of Regional Differences in Energy-Related PM 2.5 Emissions in China: Influencing Factors and Mitigation Countermeasures," Sustainability, MDPI, vol. 11(5), pages 1-14, March.
    6. Pengran Zhou & Pengfei Zhou & Serhat Yüksel & Hasan Dinçer & Gülsüm Sena Uluer, 2019. "Balanced Scorecard-Based Evaluation of Sustainable Energy Investment Projects with IT2 Fuzzy Hybrid Decision Making Approach," Energies, MDPI, vol. 13(1), pages 1-20, December.
    7. Jingqi Sun & Jing Shi & Boyang Shen & Shuqing Li & Yuwei Wang, 2018. "Nexus among Energy Consumption, Economic Growth, Urbanization and Carbon Emissions: Heterogeneous Panel Evidence Considering China’s Regional Differences," Sustainability, MDPI, vol. 10(7), pages 1-16, July.
    8. José-María Montero & Gema Fernández-Avilés & Tiziana Laureti, 2021. "A Local Spatial STIRPAT Model for Outdoor NO x Concentrations in the Community of Madrid, Spain," Mathematics, MDPI, vol. 9(6), pages 1-33, March.

  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. Penghui Ma & Yajin Hu & Hansheng Liu, 2019. "Optimal Design for Pressurized Irrigation Subunits with a Minimum Cost and Maximum Area for Uniformly Sloping Fields," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(8), pages 2711-2726, June.
    4. Penghui Ma & Yajin Hu & Hansheng Liu & Yuannong Li, 2020. "The Optimum Design Criteria for On-demand Pressurized Microirrigation Network Systems: Optimizing Subunits with Paired Laterals based on the Maximum Size," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(10), pages 3237-3255, August.
    5. Serra-Wittling, Claire & Molle, Bruno & Cheviron, Bruno, 2019. "Plot level assessment of irrigation water savings due to the shift from sprinkler to localized irrigation systems or to the use of soil hydric status probes. Application in the French context," Agricultural Water Management, Elsevier, vol. 223(C), pages 1-1.

  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. Myung-Jin Jun, 2018. "Quantifying Welfare Impacts of Air Pollution in Seoul: A Two-Stage Hedonic Price Approach," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-25, June.
    2. Prendergast, Patrick & Pearson-Merkowitz, Shanna & Lang, Corey, 2019. "The individual determinants of support for open space bond referendums," Land Use Policy, Elsevier, vol. 82(C), pages 258-268.
    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.
    4. Wang, Jianing & Lee, Chyi Lin, 2022. "The value of air quality in housing markets: A comparative study of housing sale and rental markets in China," Energy Policy, Elsevier, vol. 160(C).
    5. José-María Montero & Gema Fernández-Avilés & Tiziana Laureti, 2021. "A Local Spatial STIRPAT Model for Outdoor NO x Concentrations in the Community of Madrid, Spain," Mathematics, MDPI, vol. 9(6), pages 1-33, March.
    6. 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. Xiurong Chen & Aimin Hao & Yali Li, 2020. "The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-20, March.
    4. 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.
    5. Mo, Guoli & Tan, Chunzhi & Zhang, Weiguo & Liu, Fang, 2019. "International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 168-183.
    6. Alda, Mercedes & Muñoz, Fernando & Vargas, María, 2022. "Product differentiation in the socially responsible mutual fund industry," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
    7. Chen, Hanxiao & Zheng, Xiaolong & Zeng, Daniel Dajun, 2020. "Analyzing the co-movement and its spatial–temporal patterns in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
    8. Giuseppe Arbia & Michele Di Marcantonio, 2015. "Forecasting Interest Rates Using Geostatistical Techniques," Econometrics, MDPI, vol. 3(4), pages 1-28, November.
    9. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
    10. Michael A. Goldstein & Joseph McCarthy & Alexei G. Orlov, 2019. "The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries," The Financial Review, Eastern Finance Association, vol. 54(1), pages 5-56, February.
    11. Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020. "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, vol. 118(C).
    12. Jiang, Shangwei & Jin, Xiu, 2021. "Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model," Economic Modelling, Elsevier, vol. 97(C), pages 298-306.
    13. 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.
    14. Chen, Ting-Hsuan & Lee, Chien-Chiang, 2020. "Spatial analysis of liquidity risk in China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    15. Tissaoui, Kais & Zaghdoudi, Taha, 2021. "Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 481-492.
    16. Noureddine Benlagha, 2014. "Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach," Applied Economics, Taylor & Francis Journals, vol. 46(31), pages 3849-3860, November.

  5. Jos魍ar, 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. Osseni, Abdel & Bareille, Francois & DUPRAZ, Pierre, 2018. "Decoupling Values Of Agricultural Externalities According To Scale: A Spatial Hedonic Approach In Brittany," 2018 Annual Meeting, August 5-7, Washington, D.C. 273998, Agricultural and Applied Economics Association.
    2. 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.
    3. Liv Osland & Inge Thorsen, 2013. "Spatial Impacts, Local Labour Market Characteristics and Housing Prices," Urban Studies, Urban Studies Journal Limited, vol. 50(10), pages 2063-2083, August.
    4. 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.
    5. Dupraz, P. & Osseni, A. & Bareille, F., 2018. "Assessing the direct and indirect impacts of breeding activities on residential values: a spatial hedonic approach in Brittany," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276994, International Association of Agricultural Economists.
    6. 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.
    7. Myung-Jin Jun, 2018. "Quantifying Welfare Impacts of Air Pollution in Seoul: A Two-Stage Hedonic Price Approach," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-25, June.
    8. Zhonghua Cheng & Qingfei Xu & Ian Fraser Sanderson, 2021. "China's economic growth and haze pollution control," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(3), pages 2653-2669, July.
    9. 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.
    10. Simo-Kengne, Beatrice D. & Bonga-Bonga, Lumengo, 2020. "House prices and fertility in South Africa: A spatial econometric analysis," MPRA Paper 100546, University Library of Munich, Germany.
    11. Li, Xiaoshu & Boyle, Kevin J. & Preisser, Evan L. & Holmes, Thomas P. & Orwig, David, 2022. "Property value effects of the Hemlock wooly adelgid infestation in New England, U.S.A," Ecological Economics, Elsevier, vol. 194(C).
    12. Jie Chen & Haiyong Zhang & Qian Zhou, 2021. "Rule by Law, Law-Based Governance, and Housing Prices: The Case of China," Land, MDPI, vol. 10(6), pages 1-22, June.
    13. José-María Montero & Gema Fernández-Avilés & Tiziana Laureti, 2021. "A Local Spatial STIRPAT Model for Outdoor NO x Concentrations in the Community of Madrid, Spain," Mathematics, MDPI, vol. 9(6), pages 1-33, March.

  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. Jos魍ar, 2012. "Space-time approach to commercial property prices valuation," Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3705-3715, October.
    2. Monica Palma & Claudia Cappello & Sandra De Iaco & Daniela Pellegrino, 2019. "The residential real estate market in Italy: a spatio-temporal analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(5), pages 2451-2472, September.
    3. Jeonghyeon Kim & Youngho Lee & Myeong-Hun Lee & Seong-Yun Hong, 2022. "A Comparative Study of Machine Learning and Spatial Interpolation Methods for Predicting House Prices," Sustainability, MDPI, vol. 14(15), pages 1-14, July.
    4. 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.
    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.
    6. Agnieszka Szczepańska, 2021. "Transport Accessibility in a Suburban Zone and Its Influence on the Local Real Estate Market: A Case Study of the Olsztyn Functional Urban Area (Poland)," Land, MDPI, vol. 10(5), pages 1-17, April.

  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. Osseni, Abdel & Bareille, Francois & DUPRAZ, Pierre, 2018. "Decoupling Values Of Agricultural Externalities According To Scale: A Spatial Hedonic Approach In Brittany," 2018 Annual Meeting, August 5-7, Washington, D.C. 273998, Agricultural and Applied Economics Association.
    2. Dupraz, P. & Osseni, A. & Bareille, F., 2018. "Assessing the direct and indirect impacts of breeding activities on residential values: a spatial hedonic approach in Brittany," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276994, International Association of Agricultural Economists.
    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.
    4. Jacek Batóg & Iwona Foryś & Radosław Gaca & Michał Głuszak & Jan Konowalczuk, 2019. "Investigating the Impact of Airport Noise and Land Use Restrictions on House Prices: Evidence from Selected Regional Airports in Poland," Sustainability, MDPI, vol. 11(2), pages 1-18, 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. Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira Da Veiga, María Helena, 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. 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. Carolina Bruzzi & Enrico Ivaldi & Stefano Landi, 2020. "Non-compensatory aggregation method to measure social and material deprivation in an urban area: relationship with premature mortality," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(3), pages 381-396, April.
    6. Daniel Dunea & Stefania Iordache & Alin Pohoata, 2016. "Fine Particulate Matter in Urban Environments: A Trigger of Respiratory Symptoms in Sensitive Children," IJERPH, MDPI, vol. 13(12), pages 1-18, December.
    7. 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.
    8. Alokananda Ghosh & Shraban Sarkar, 2022. "Assessing land use change and potential environmental quality in Chandernagore Municipal Corporation, India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(8), pages 10255-10288, August.
    9. 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..
    10. Stossel, Zeev & Kissinger, Meidad & Meir, Avinoam, 2015. "Measuring the biophysical dimension of urban sustainability," Ecological Economics, Elsevier, vol. 120(C), pages 153-163.
    11. 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.
    12. 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.
    13. 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.
    14. Enrico Ivaldi & Lara Penco & Gabriele Isola & Enrico Musso, 2020. "Smart Sustainable Cities and the Urban Knowledge-Based Economy: A NUTS3 Level Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 150(1), pages 45-72, July.
    15. Mishra, SK, 2012. "A maximum entropy perspective of Pena’s synthetic indicators," MPRA Paper 37797, University Library of Munich, Germany.
    16. Andrea Ciacci & Enrico Ivaldi & Reyes González-Relaño, 2021. "A Partially Non-Compensatory Method to Measure the Smart and Sustainable Level of Italian Municipalities," Sustainability, MDPI, vol. 13(1), pages 1-24, January.
    17. 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..
    18. 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.
    19. Guido Bonatti & Andrea Ciacci & Enrico Ivaldi, 2021. "Different Measures of Country Risk: An Application to European Countries," JRFM, MDPI, vol. 14(1), pages 1-16, January.
    20. 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.
    21. Mishra, SK & Kumar, Binod, 2012. "Disparities in Globalization of the World Economies," MPRA Paper 41936, University Library of Munich, Germany.
    22. 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.
    23. Jiménez-Fernández, Eduardo & Sánchez, Angeles & Ortega-Pérez, Mario, 2022. "Dealing with weighting scheme in composite indicators: An unsupervised distance-machine learning proposal for quantitative data," Socio-Economic Planning Sciences, Elsevier, vol. 83(C).
    24. 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, vol. 9(10), pages 1-20, September.
    25. Stefano Landi & Enrico Ivaldi & Angela Testi, 2018. "Measuring Change Over Time in Socio-economic Deprivation and Health in an Urban Context: The Case Study of Genoa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 139(2), pages 745-785, September.
    26. 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.
    27. Enrico Ivaldi & Guido Bonatti & Riccardo Soliani, 2018. "Objective and Subjective Health: An Analysis of Inequality for the European Union," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 138(3), pages 1279-1295, August.
    28. 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.
    29. 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.
    30. Jane Rongerude & Mônica Haddad, 2016. "Cores and Peripheries: Spatial Analysis of Housing Choice Voucher Distribution in the San Francisco Bay Area Region, 2000--2010," Housing Policy Debate, Taylor & Francis Journals, vol. 26(3), pages 417-436, May.
    31. 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. Jos魍ar, 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. 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.
    4. Zuo Zhang & Xinhai Lu & Min Zhou & Yan Song & Xiang Luo & Bing Kuang, 2019. "Complex Spatial Morphology of Urban Housing Price Based on Digital Elevation Model: A Case Study of Wuhan City, China," Sustainability, MDPI, vol. 11(2), pages 1-17, January.
    5. 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.
    6. 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.

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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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