Publications in collaboration with researchers from Universidad del Rosario (3)

2025

  1. Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic

    International Journal of Emerging Markets, Vol. 20, Núm. 1, pp. 135-156

2024

  1. Real Options Volatility Surface for Valuing Renewable Energy Projects

    Energies, Vol. 17, Núm. 5

2021

  1. Financial market crash prediction through analysis of stable and Pareto distributions

    Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 (Springer International Publishing), pp. 355-360