Follow
Isabel Figuerola-Ferretti
Title
Cited by
Cited by
Year
Modelling and measuring price discovery in commodity markets
I Figuerola-Ferretti, J Gonzalo
Journal of Econometrics 158 (1), 95-107, 2010
2812010
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
712015
The shine of precious metals around the global financial crisis
I Figuerola-Ferretti, JR McCrorie
Journal of Empirical Finance 38, 717-738, 2016
622016
Mild explosivity in recent crude oil prices
I Figuerola-Ferretti, JR McCrorie, I Paraskevopoulos
Energy Economics 87, 104387, 2020
512020
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
432008
Price discovery in the aluminum market
I Figuerola‐Ferretti, CL Gilbert
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005
402005
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
402001
Bubbles in ethereum
C Bellón, I Figuerola-Ferretti
Finance Research Letters 46, 102387, 2022
222022
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
152018
Pairing market risk and credit risk
I Figuerola-Ferretti, I Paraskevopoulos
Available at SSRN 1553863, 2013
152013
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
142010
Prices and production cost in aluminium smelting in the short and the long run
I Figuerola–Ferretti
Applied Economics 37 (8), 917-928, 2005
132005
Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?
I Figuerola-Ferretti, CL Gilbert
Queen Mary & Westfield College Economics Working Paper, 2000
112000
Price discovery in commodity markets: the case of metals
I Figuerola-Ferretti, J Gonzalo
Available at SSRN 891030, 2006
82006
Oil price analysts' forecasts
I Figuerola‐Ferretti, A Rodríguez, E Schwartz
Journal of Futures Markets 41 (9), 1351-1374, 2021
72021
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
72017
The dynamic relation beetween CDS markets and the VIX index
I Figuerola-Ferretti, I Paraskevopoulos
Working paper Business Economics 11 (1), 2011
72011
Factor investing: A stock selection methodology for the European equity market
R Bermejo, I Figuerola-Ferretti, T Hevia, A Santos
Heliyon 7 (10), 2021
62021
Emprendimiento y brecha de género un mapa para el caso español
IC Figuerola Ferretti Garrigues, J Aracil Jordá, J Infante Infante
52022
The system can't perform the operation now. Try again later.
Articles 1–20