Modelling and measuring price discovery in commodity markets I Figuerola-Ferretti, J Gonzalo Journal of Econometrics 158 (1), 95-107, 2010 | 281 | 2010 |
Testing for mild explosivity and bubbles in LME non‐ferrous metals prices I Figuerola‐Ferretti, CL Gilbert, JR McCrorie Journal of Time Series Analysis 36 (5), 763-782, 2015 | 71 | 2015 |
The shine of precious metals around the global financial crisis I Figuerola-Ferretti, JR McCrorie Journal of Empirical Finance 38, 717-738, 2016 | 62 | 2016 |
Mild explosivity in recent crude oil prices I Figuerola-Ferretti, JR McCrorie, I Paraskevopoulos Energy Economics 87, 104387, 2020 | 51 | 2020 |
Commonality in the LME aluminum and copper volatility processes through a FIGARCH lens I Figuerola‐Ferretti, CL Gilbert Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 43 | 2008 |
Price discovery in the aluminum market I Figuerola‐Ferretti, CL Gilbert Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 40 | 2005 |
Price variability and marketing method in non-ferrous metals:: Slade's analysis revisited I Figuerola-Ferretti, CL Gilbert Resources Policy 27 (3), 169-177, 2001 | 40 | 2001 |
Bubbles in ethereum C Bellón, I Figuerola-Ferretti Finance Research Letters 46, 102387, 2022 | 22 | 2022 |
Pairs‐trading and spread persistence in the European stock market I Figuerola‐Ferretti, I Paraskevopoulos, T Tang Journal of Futures Markets 38 (9), 998-1023, 2018 | 15 | 2018 |
Pairing market risk and credit risk I Figuerola-Ferretti, I Paraskevopoulos Available at SSRN 1553863, 2013 | 15 | 2013 |
Price discovery and hedging properties of gold and silver markets I Figuerola-Ferretti, J Gonzalo Universidad Carlos III de Madrid Working Paper, 1-17, 2010 | 14 | 2010 |
Prices and production cost in aluminium smelting in the short and the long run I Figuerola–Ferretti Applied Economics 37 (8), 917-928, 2005 | 13 | 2005 |
Has Futures Trading Affected the Volatility of Aluminium Transactions Prices? I Figuerola-Ferretti, CL Gilbert Queen Mary & Westfield College Economics Working Paper, 2000 | 11 | 2000 |
Price discovery in commodity markets: the case of metals I Figuerola-Ferretti, J Gonzalo Available at SSRN 891030, 2006 | 8 | 2006 |
Oil price analysts' forecasts I Figuerola‐Ferretti, A Rodríguez, E Schwartz Journal of Futures Markets 41 (9), 1351-1374, 2021 | 7 | 2021 |
Recent credit risk and bubble behavior in the corporate energy sector I Figuerola-Ferretti, I Cervera | 7* | 2018 |
Supercointegrated I Figuerola-Ferretti, P Serrano, T Tang, A Vaello-Sebastià Available at SSRN 3005358, 2017 | 7 | 2017 |
The dynamic relation beetween CDS markets and the VIX index I Figuerola-Ferretti, I Paraskevopoulos Working paper Business Economics 11 (1), 2011 | 7 | 2011 |
Factor investing: A stock selection methodology for the European equity market R Bermejo, I Figuerola-Ferretti, T Hevia, A Santos Heliyon 7 (10), 2021 | 6 | 2021 |
Emprendimiento y brecha de género un mapa para el caso español IC Figuerola Ferretti Garrigues, J Aracil Jordá, J Infante Infante | 5 | 2022 |