Publicaciones (26) Publicaciones de MARIA ANGELES CARNERO FERNANDEZ

2023

  1. Skewness in energy returns: Estimation, testing and retain–>implications for tail risk

    Quarterly Review of Economics and Finance, Vol. 90, pp. 178-189

2021

  1. Outliers and misleading leverage effect in asymmetric GARCH-type models

    Studies in Nonlinear Dynamics and Econometrics, Vol. 25, Núm. 1

2019

  1. Leverage effect in energy futures revisited

    Energy Economics, Vol. 82, pp. 237-252

2018

  1. Modelling the dynamics of fuel and eu allowance prices during phase 3 of the eu ets

    Energies, Vol. 11, Núm. 11

2016

  1. Identification of asymmetric conditional heteroscedasticity in the presence of outliers

    SERIEs : Journal of the Spanish Economic Association, Vol. 7, Núm. 1, pp. 179-201

2015

  1. Explaining transactions in time banks in economic crisis

    Applied Economics Letters, Vol. 22, Núm. 9, pp. 739-744

  2. Rental housing discrimination and the persistence of ethnic enclaves

    SERIEs : Journal of the Spanish Economic Association, Vol. 6, Núm. 2, pp. 129-152

2014

  1. Estimating VAR-MGARCH models in multiple steps

    Studies in Nonlinear Dynamics and Econometrics, Vol. 18, Núm. 3, pp. 339-365

2012

  1. Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"

    International Journal of Forecasting

  2. Estimating GARCH volatility in the presence of outliers

    Economics Letters, Vol. 114, Núm. 1, pp. 86-90

  3. Estimating VAR-MGARCH models in multiple steps

    Working papers = Documentos de trabajo: Serie AD

  4. Mobbing and workers' health: Empirical analysis for Spain

    International Journal of Manpower, Vol. 33, Núm. 3, pp. 322-339

2011

  1. Rental housing discrimination and the persistence of ethnic enclaves

    Working papers = Documentos de trabajo: Serie AD

2010

  1. Information and discrimination in the rental housing market: Evidence from a field experiment

    Regional Science and Urban Economics, Vol. 40, Núm. 1, pp. 11-19

  2. Metodología en Econometría I: una experiencia

    VIII Jornades de Xarxes d'Investigació en Docència Universitària: noves titulacions i canvi universitari

  3. Mobbing and its determinants: The case of Spain

    Applied Economics, Vol. 42, Núm. 29, pp. 3777-3787

  4. Mobbing and workers' health: an empirical analysis for Spain

    Working papers = Documentos de trabajo: Serie AD

2009

  1. Information and discrimination in the rental housing market: evidence from a field experiment

    Working papers = Documentos de trabajo: Serie AD

  2. Mobbing and its determinants: The case of Spain

    Applied Economics, Vol. 41, Núm. 16, pp. 3777-3787

2008

  1. Estimating and Forecasting GARCH Volatility in the Presence of Outiers

    Working papers = Documentos de trabajo: Serie AD