Pablo Villaplana
Finance · 2002–2007
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it
- Economics and Econometrics — 8 citations into it; #9,939 of 23,481 by trust here, #9,665 by citations
Whom Pablo Villaplana trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Pablo Villaplana overall
Papers from Pablo Villaplana's perspective
Ordered by how strongly the researchers Pablo Villaplana trusts endorse each paper. Same corpus, a different order for every researcher.
- Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
- Short-Term Variations and Long-Term Dynamics in Commodity Prices
- An Empirical Examination of Deregulated Electricity Prices
- Forecasting, Structural Time Series Models and the Kalman Filter
- Post-'87 crash fears in the S&P 500 futures option market
- Spanning and Derivative-Security Valuation
- The Term Structure of Interest Rates as a Random Field
- Quasi-Random Sequences and Their Discrepancies
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Distribution of Realized Exchange Rate Volatility
Their papers
- Modelling Electricity Prices: International Evidence (2002) — 362 citations
- Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity (2007) — 167 citations