The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Peña Sanchez De Rivera, Juan Ignacio ypenya@eco.uc3m.es

Economía de la Empresa / Universidad Carlos III de Madrid

Publications

Open Access

The hedging effectiveness of electricity futures in the Spanish market

  • Peña Sanchez De Rivera, Juan Ignacio

Finance Research Letters (p. 1-7) - 5/2023

https://doi.org/10.1016/j.frl.2022.103507 View at source

  • EISSN 1544-6131
  • ISSN 1544-6123

Cannibalization, depredation, and market remuneration of power plants

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

Energy Policy (p. 1-14) - 8/2022

10.1016/j.enpol.2022.113086 View at source

  • EISSN 1873-6777
  • ISSN 0301-4215

Market Makers and Liquidity Premium in Electricity Futures Markets

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa

ENERGY JOURNAL - 3/2022

https://doi.org/10.5547/01956574.43.2.jpen View at source

  • EISSN 1944-9089
  • ISSN 0195-6574
Open Access

Tail risk of electricity futures

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

Energy Economics (p. 1-16) - 9/2020

https://doi.org/10.1016/j.eneco.2020.104886 View at source

  • EISSN 1873-6181
  • ISSN 0140-9883

The impact of forced divestments on parent company stock prices: Buy on the rumor, sell on the news?

  • Restrepo Ochoa, Diana Constanza
  • Peña Sanchez De Rivera, Juan Ignacio

Research in International Business and Finance (p. 1-18) - 1/2020

https://doi.org/10.1016/j.ribaf.2019.101175 View at source

  • EISSN 1878-3384
  • ISSN 0275-5319

Are EU's Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa

Energy (p. 477-486) - 6/2019

10.1016/j.energy.2019.06.138 View at source

  • EISSN 1873-6785
  • ISSN 0360-5442

Does the source of debt financing affect default risk?

  • Chiu, Wan Chien
  • Wang, Wei Chih
  • Peña Sanchez De Rivera, Juan Ignacio

Annual Review of Financial Economics (p. 232-251) - 7/2018

https://doi.org/10.1016/j.rfe.2017.03.006 View at source

  • EISSN 1941-1375
  • ISSN 1941-1367

Default supply auctions in electricity markets: Challenges and proposals

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa

Energy Policy (p. 142-151) - 11/2018

https://doi.org/10.1016/j.enpol.2018.07.031 View at source

  • EISSN 1873-6777
  • ISSN 0301-4215

Effect of rollover risk on default risk: Evidence from bank financing

  • Peña Sanchez De Rivera, Juan Ignacio
  • Wang, Chin Wei
  • Chiu, Wan Chien

International Review of Financial Analysis (p. 130-143) - 11/2017

https://doi.org/10.1016/j.irfa.2016.09.009 View at source

  • EISSN 1873-8079
  • ISSN 1057-5219

Tail risk spillovers and corporate cash holdings

  • Chiu, Wan Chien
  • Wang, Chih-wei
  • Peña Sanchez De Rivera, Juan Ignacio

Journal of Multinational Financial Management (p. 30-48) - 9/2016

10.1016/j.mulfin.2016.07.001 View at source

  • EISSN 1873-1309
  • ISSN 1042-444X
Open Access

Productos financieros para la transición energética

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

2020

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 978-84-17609-41-2

Pricing Tranched Credit Products with Generalized Multifactor Models. In: Credit Risk: Models, Derivatives and Management

  • Moreno, Manuel
  • Peña Sanchez De Rivera, Juan Ignacio
  • Serrano Jimenez, Pedro Jose

Credit Risk: Models, Derivatives and Management (p. 485-510) - 1/2008

Editor: CHAPMAN & HALL/CRC

  • ISBN 978-1-58488-994-6
Open Access

Expropriation risk, investment decisions and economic sectors

  • Restrepo Ochoa, Diana Constanza
  • Vaz Antunes Pereira Correia, Jose Ricardo
  • Peña Sanchez De Rivera, Juan Ignacio
  • Población, Javier

18th Annual International Conference on Macroeconomic Analysis and International Finance (p. 326-342) - 1/8/2014

Editor: ELSEVIER

https://doi.org/10.1016/j.econmod.2014.11.005 View at source

  • ISBN 0264-9993
  • EISSN 1873-6122
  • ISSN 02649993
Open Access

Modelling Electricity Swaps with Stochastic Forward Premium Models

  • Blanco Sanchez, Ivan
  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa

XXII Finance Forum, Asociación Española de Finanzas (p. 1-33) - 3/2014

https://doi.org/10.5547/01956574.39.2.ibla View at source

  • EISSN 1944-9089
  • ISSN 0195-6574

Portfolio Selection with Commodities under Conditional Copulas and Skew Preferences

  • Gonzalez Pedraz, Carlos Ubaldo
  • Moreno, Manuel
  • Peña Sanchez De Rivera, Juan Ignacio

2nd International Conference of the Financial Engineering and Banking Society (FEBS) - 2012

Systemic Risk Measures: The Simpler the Better?

  • Rodriguez Moreno, Maria
  • Peña Sanchez De Rivera, Juan Ignacio

BoK-BIS Conference on Macroprudential Regulation and Policy - 2011

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • ISBN 0378-4266

Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs

  • Mayordomo Gomez, Sergio
  • Peña Sanchez De Rivera, Juan Ignacio
  • Romo Urroz, Juan

European Financial Management 2010 Annual Conference (EFMA 2010) (p. 1-55) - 2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

Are There Arbitrage Opportunities in Credit Derivatives Markets?

  • Mayordomo Gomez, Sergio
  • Peña Sanchez De Rivera, Juan Ignacio
  • Romo Urroz, Juan

XXXIII Simposio de Análisis Económico - 2008

Derivatives Holdings and Systemic Risk in the U.S. Banking Sector

  • Rodriguez Moreno, Maria
  • Mayordomo Gomez, Sergio
  • Peña Sanchez De Rivera, Juan Ignacio

JOURNAL OF BANKING & FINANCE (p. 84-104) - 8/2012

https://doi.org/10.1016/j.jbankfin.2014.03.037 View at source

  • EISSN 1872-6372
  • ISSN 0378-4266
Open Access

A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets

  • Mayordomo Gómez, Sergio
  • Peña Sanchez De Rivera, Juan Ignacio
  • Romo Urroz, Juan

2011

Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization

  • Barros Fernandes, Jose Luiz
  • Peña Sanchez De Rivera, Juan Ignacio
  • Tabak, Benjamin Miranda

2009

Editor: Banco Central do Brasil

Periodic Components in Panel Hourly Electricity Prices

  • Peña Sanchez De Rivera, Juan Ignacio

2008

This researcher has no technical reports.

PID2020-115744RB-I00 - NUEVOS INSTRUMENTOS FINANCIEROS PARA LA TRANSICIÓN ENERGÉTICA

  • Rodriguez Lopez, Rosa
  • Peña Sanchez De Rivera, Juan Ignacio
  • Mayoral Blaya, Silvia
  • Serrano Jimenez, Pedro Jose
  • Floropoulos, Nikolaos
  • Colas, Baptiste Emile Jules

Period: 01-09-2021 - 31-08-2025

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Productos financieros para la transición energética: situación actual, perspectivas de futuro e implicaciones regulatorias

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

Period: 17-10-2019 - 16-02-2020

Type of funding: Regional

Funding entity: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

Los precios de la electricidad en Europa: determinantes e implicaciones para el Horizonte 2020

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Yuan, Shanshan

Period: 01-03-2017 - 31-10-2018

Type of funding: Regional

Funding entity: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

S2015/HUM-3353 - EARLYFIN-CM. Nuevas formas de financiación de la innovación.

  • Bonache Perez, Jaime Alfonso
  • Tribo Gine, Jose Antonio
  • Balbas De La Corte, Alejandro
  • Muñoz Bullon, Fernando
  • Peña Sanchez De Rivera, Juan Ignacio
  • Samartin Saenz, Margarita
  • Gutierrez Urtiaga, Maria
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia
  • Ruiz Verdu, Pablo
  • Moreno Muñoz, Jesus David
  • Barra Zavaleta, Eduardo
  • Melero Martin, Eduardo
  • Palomeras Vilches, Neus
  • Zarraga Oberty, Celia Maria
  • Sanchez Bueno, Maria Jose
  • Stirpe, Luigi
  • Penalva Zuasti, Jose Sebastian
  • Dias Dos Reis, Samira
  • Martinez Miera, David
  • Guo Zhong, Bing
  • Toldra Simats, Anna
  • Castello Molina, Maria Itziar
  • Marin Vigueras, Jose Maria
  • Bellon Nuñez-mera, Carlos
  • Vicente Rodriguez, Sergio
  • Ali, Ayfer Habib
  • Ekinci, Emre
  • Majid, Faiza
  • Kavadis, Nikolaos
  • Vazquez Lopez, Antonio
  • Von Hippel, Eric
  • Lee, Hyun Jung
  • Dobrajska, Magdalena
... View more Collapse

Period: 01-01-2016 - 30-06-2019

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

ECO2016-77807-P - Mercados energéticos de contacto y derivados: precios, eficiencia y carteras de inversión.

  • Peña Sanchez De Rivera, Juan Ignacio
  • Moreno Muñoz, Jesus David

Period: 30-12-2016 - 29-12-2020

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

ECO2012-35023 - La gestión del riesgo de crédito: valoración, cobertura y riesgo político

  • Peña Sanchez De Rivera, Juan Ignacio
  • Tapia Torres, Miguel Angel
  • Usabel Rodrigo, Miguel Arturo
  • Vaz Antunes Pereira Correia, Jose Ricardo
  • Rodriguez Moreno, Maria
  • Restrepo Ochoa, Diana Constanza
  • Chiu, Wan Chien
  • Wang, Chih-wei
... View more Collapse

Period: 01-01-2013 - 31-12-2016

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

Valoración de Productos Energéticos.

  • Peña Sanchez De Rivera, Juan Ignacio

Period: 01-05-2011 - 30-11-2011

Type of funding: Regional

Funding entity: ENDESA, S.A.

ECO2009-12551 - Los mercados financieros de energía: productos, microestructura y regulación

  • Peña Sanchez De Rivera, Juan Ignacio
  • Tapia Torres, Miguel Angel
  • Mayordomo Gomez, Sergio
  • Gonzalez Pedraz, Carlos Ubaldo
  • Vaz Antunes Pereira Correia, Jose Ricardo
  • Cartea Gonzalez, Alvaro Ivan

Period: 01-01-2010 - 31-12-2012

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

Análisis de metodologías de valoración y diseño de contratos a plazo con subyacente energético

  • Peña Sanchez De Rivera, Juan Ignacio
  • Escribano Saez, Alvaro
  • Gonzalez Pedraz, Carlos Ubaldo
  • Castillo Vargas, Ramiro

Period: 01-10-2007 - 30-09-2008

Type of funding: National

Funding entity: COMISION NACIONAL DE LA ENERGIA

CCG06-UC3M/HUM-0825 - Nuevas tendencias en la medición y gestión de riesgos

  • Balbas De La Corte, Alejandro
  • Ibañez Rodriguez, Alfredo
  • Cardone Riportella, Clara Laura
  • Camino Blasco, David
  • Tribo Gine, Jose Antonio
  • Gil Bazo, Jose Javier
  • Peña Sanchez De Rivera, Juan Ignacio
  • Samartin Saenz, Margarita
  • Gutierrez Urtiaga, Maria
  • Tapia Torres, Miguel Angel
  • Rodriguez Lopez, Rosa
  • Brusco, Sandro
  • Perez Fructuoso, Maria Jose
  • Moreno Muñoz, Jesus David
... View more Collapse

Period: 01-01-2007 - 29-02-2008

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Systemic risk and the impact of financing: Sources on default risk

  • Chiu, Wan Chien
  • Peña Sanchez De Rivera, Juan Ignacio

Reading date: 11-06-2014

Arbitraje estadístico en finanzas: Four Essays on the interaction between Credit Derivaties and Fixed Income Markets

  • Mayordomo, Sergio
  • Romo Urroz, Juan
  • Peña Sanchez De Rivera, Juan Ignacio

Reading date: 15-07-2010

Three Essays on Power Prices and the Impact of Green Technology

  • Peña Sanchez De Rivera, Juan Ignacio
  • Yuan, Shanshan

Reading date: 01-07-2021

Four essays in Commodity Markets: Asset Allocation, Pricing, and Risk Management

  • Gonzalez Pedraz, Carlos Ubaldo
  • Peña Sanchez De Rivera, Juan Ignacio

Reading date: 21-11-2014

Corporate Failure Prediction and Financial Risk Spillover

  • Peña Sanchez De Rivera, Juan Ignacio
  • Wang, Chih-wei

Reading date: 10-06-2014

Three essays on the effect of expropriation risk on private investment

  • Peña Sanchez De Rivera, Juan Ignacio
  • Restrepo Ochoa, Diana Constanza

7/9/2016

Reading date: 07-09-2016

Reading institution: CAMPUS DE GETAFE

This researcher has no patents or software licenses.

Last data update: 8/28/24 5:38 PM