Working papers

Oil revenues, ethnic fragmentation and political transition of authoritarian regimes
Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
Oil Price Forecast Evaluation with Flexible Loss Functions
Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks
Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries
On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries
The Health Effects of Climate Change: A Survey of Recent Quantitative Research
Industrial Coal Demand in China: A Provincial Analysis
On the robustness of robustness checks of the Environmental Kuznets Curve
Modelling electricity prices: from the state of the art to a draft of a new proposal
Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index
The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries
On the Robustness of Robustness Checks of the Environmental Kuznets Curve (FEEM)
Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries
Econometric Models of Asymmetric Price Transmission
Hunting the Living Dead A "Peso Problem" in Corporate Liabilities Data
Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship
Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
Long-run Models of Oil Stock Prices
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
Oil and Product Price Dynamics in International Petroleum Markets
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models
Rockets and Feathers Revisited: An International Comparison on European Gasoline Markets
Oil Price Forecast Evaluation with Flexible Loss Functions (2)
Modeling Factor Demands with SEM and VAR: An Empirical Comparison