19 citations · 20 across the 7 of their papers we have counts for
7 papers
The Project 8 Neutrino Mass Experiment
Project 8 Collaboration, A. Ashtari Esfahani, S. Böser +45
Measurements of the spectrum of tritium give the most precise direct limits on neutrino mass. Project 8 will investigate neutrino mass using Cyclotron Radiation Emission Spec…
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
Sergio Mayordomo, María Rodriguez-Moreno, Juan Ignacio Peña
This paper studies the investment decision of the Spanish households using a unique data set, the Spanish Survey of Household Finance (EFF). We propose a theoretical model in which…
Industry Characteristics and Financial Risk Spillovers
Wan-Chien Chiua, Juan Ignacio Peña, Chih-Wei Wang
This paper proposes a new measure of tail risk spillover. The empirical application provides evidence of significant volatility and tail risk spillovers from the financial sector t…
Default Supply Auctions in Electricity Markets: Challenges and Proposals
Juan Ignacio Peña, Rosa Rodriguez
This paper studies premiums got by winning bidders in default supply auctions, and speculation and hedging activities in power derivatives markets in dates near auctions. Data incl…
Time-zero Efficiency of European Power Derivatives Markets
Juan Ignacio Peña, Rosa Rodriguez
We study time-zero efficiency of electricity derivatives markets. By time-zero efficiency is meant a sequence of prices of derivatives contracts having the same underlying asset bu…
Tail Risk of Electricity Futures
Juan Ignacio Peña, Rosa Rodriguez, Silvia Mayoral
This paper compares the in-sample and out-of-sample performance of several models for computing the tail risk of one-month and one-year electricity futures contracts traded in the…