Serna Calvo, Gregorio Manuel
Publications
- Articles 19
- Books 0
- Book chapters 3
- Conferences 1
- Working papers 0
- Technical reports 0
- Research projects 0
- Supervised theses 0
- Patent or software license 0
A common long-term trend for bulk shipping prices
- Población, J.
- Serna, G.
Maritime Economics and Logistics (p. 421-432) - 2018
Editor: Palgrave Macmillan Ltd.
10.1057/s41278-017-0065-9 View at source
- ISSN/ISBN 1479-294X
Analyzing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Quantitative Finance (p. 1839-1855) - 2012
10.1080/14697688.2012.708430 View at source
- ISSN/ISBN 1469-7688
Autoregresive conditional volatility, skewness and kurtosis
- León, Á.
- Rubio, G.
- Serna, G.
Quarterly Review of Economics and Finance (p. 599-618) - 2005
10.1016/j.qref.2004.12.020 View at source
- ISSN/ISBN 1062-9769
Commodity derivative valuation under a factor model with time-varying market prices of risk
- Mirantes, A.G.
- Población, J.
- Serna, G.
Review of Derivatives Research (p. 75-93) - 2015
Editor: Springer Science and Business Media, LLC
10.1007/s11147-014-9104-1 View at source
- ISSN/ISBN 1573-7144
Estimating regulatory capital requirements for reverse mortgages. An international comparison
- Fuente, I.D.L.
- Navarro, E.
- Serna, G.
International Review of Economics and Finance (p. 239-252) - 2021
Editor: Elsevier Inc.
10.1016/j.iref.2021.03.001 View at source
- ISSN/ISBN 1059-0560
Hedging voyage charter rates on illiquid routes
- Mirantes, A.G.
- Población, J.
- Serna, G.
International Journal of Shipping and Transport Logistics (p. 197-211) - 2020
Editor: Inderscience Publishers
10.1504/ijstl.2020.107231 View at source
- ISSN/ISBN 1756-6525
Is the refining margin stationary?
- Población, J.
- Serna, G.
International Review of Economics and Finance (p. 169-186) - 2016
Editor: Elsevier Inc.
10.1016/j.iref.2016.04.011 View at source
- ISSN/ISBN 1059-0560
Measuring bulk shipping prices risk
- Población, J.
- Serna, G.
Maritime Economics and Logistics (p. 291-309) - 2021
Editor: Palgrave Macmillan
10.1057/s41278-019-00129-3 View at source
- ISSN/ISBN 1479-294X
Modelos alternativos de valoración de opciones sobre acciones: una aplicación al mercado español
- Angel León Valle
- Gregorio Serna Calvo
Cuadernos económicos de ICE (p. 33-50) - 2005
Editor: Secretaría de Estado de Comercio
- ISSN/ISBN 0210-2633
OPtion Pricing Based on A Log-Skew-Normal Mixture
- Jiménez, J.A.
- Arunachalam, V.
- Serna, G.M.
International Journal of Theoretical and Applied Finance - 2015
Editor: World Scientific Publishing Co. Pte Ltd
10.1142/s021902491550051x View at source
- ISSN/ISBN 0219-0249
This researcher has no books.
Analysing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Commodities (p. 95-118) - 2015
Editor: CRC Press
- ISSN/ISBN 9781498712323
Analysing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing (p. 101-124) - 2022
Editor: CRC Press
10.1201/9781003265399-6 View at source
- ISSN/ISBN 9781032208176
Estimating the no-negative-equity guarantee in reverse mortgages: International sensitivity analysis
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Contributions to Management Science (p. 223-239) - 2018
Editor: Springer
10.1007/978-3-319-95285-7_13 View at source
- ISSN/ISBN 2197-716X
Estimating regulatory capital requirements for reverse mortgages: An international comparison
- De La Fuente, I.
- Navarro, E.
- Serna, G.
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018 (p. 301-304) - 2018
Editor: Springer International Publishing AG
10.1007/978-3-319-89824-7_54 View at source
- ISSN/ISBN 9783319898230
This researcher has no working papers.
This researcher has no technical reports.
This researcher has no research projects.
This researcher has no supervised thesis.
This researcher has no patents or software licenses.
Research groups
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Ciencias Actuariales y Financieras / Actuarial and Financial Sciences
Role: Responsable
Researcher profiles
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