Articles (forthcoming)

Claveria, O., Monte, E., and Torra, S. “Economic uncertainty: A geometric indicator of discrepancy among experts’ expectations. Social Indicators Research, In Press. DOI: https://doi.org/10.1007/s11205-018-1984-2

Claveria, O., Monte, E., and Torra, S. “Empirical modelling of survey-based expectations for the design of economic indicators in five European regions”. Empirica – Journal of European Economics, In Press.
DOI: https://doi.org/10.1007/s10663-017-9395-1

Claveria, O., Monte, E., and Torra, S. “Evolutionary computation for macroeconomic forecasting”. Computational Economics, In Press.
DOI: https://doi.org/10.1007/s10614-017-9767-4

Denuit, M., Guillen, M. and Trufin, “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science, accepted

Gil-Lafuente, A.M. and Merigó, J.M. “Fuzzy generalized aggregation operators in complex environments” Fuzzy Sets and Systems,     accepted.

Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worth” Multivariate Behavioral Research, accepted.

Guillen, M., Nielsen, J. P., Pérez-Marín, A. M., Elpidorou, V. (2019) “Can automobile insurance telematics predict the risk of near-miss events?” North American Actuarial Journal, accepted. DOI: https:/doi.org/10.1080/10920277.2019.1627221.

Guillen, M, Sarabia, J.M., Prieto, F. and Jordá, V. “Aggregation of dependent risks with heavy-tail distributions” International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, accepted.

Sarabia, J.M., Guillen, M., Chuliá, H. and F. Prieto. (2019). “Tail risk measures using flexible parametric distributions”, SORT-Statistics and Operations Research Transactions, accepted.

Singh, M.K., Gómez-Puig, M., and Sosvilla-Rivero, S. “Bank-sovereign risk spillovers in EMU” Applied Economics Letters, accepted.

2019

Alaminos, E. and Ayuso, M. (2019). “Marital status, gender, mortality, and pensions: the disadvantages of being single in old age”. Revista Española de Investigaciones Sociológicas, 165, 3-24 (also in spanish version).
DOI: http://dx.doi.org/10.5477/cis/reis.165.3

Ayuso, M.M., Guillen M. and Nielsen, J.P. “Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data” Transportation, 46(3), 735-752 DOI: https://doi.org/10.1007/s11116-018-9890-7

Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) “A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model” Applied Numerical Mathematics, 136, 1-22. DOI:https://doi.org/10.1016/j.apnum.2018.09.013

Bolancé, C. and Vernic, R. (2019) “Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution” Insurance: Mathematics and Economics, 85, 89-103. DOI: https://doi.org/10.1016/j.insmatheco.2019.01.001

Boonen, T.J., Guillen, and Santolino, M. (2019) “Forecasting compositional risk allocations” Insurance, Mathematics and Economics, 84, 79-86 DOI: https://doi.org/10.1016/j.insmatheco.2018.10.002

Cohen, L., Gómez-Puig, M., and Sosvilla-Rivero, S. (2019). “Has de ECB’s monetary policy prompted companies to investor pay dividends?” Applied Economics, 51 (45), 4920-4938. DOI: https://doi.org/10.1080/00036846.2019.1602715

Chuliá, H., Furió, M.D. and Uribe, J.M. (2019). “Volatility Spillovers in Energy Markets” Energy Journal, 40(3):127-152.

Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) “Quantifying credit portfolio losses under multi-factor models” International Journal of Computer Mathematics, 96(11), 2135–2156. DOI: https://doi.org/10.1080/00207160.2018.1447666.

Denuit, M., Guillen, M. and Trufin, J. (2019) “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science, 13(2), 378-399. https://doi-org.sire.ub.edu/10.1017/S1748499518000349

Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2019) “Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error” Sociological Methods and Research, 48, 1, 185-201. https://doi.org/10.1177/0049124116672681

Gómez-Puig, M. and Sosvilla-Rivero, S. (2019). “New empirical evidence on the impact of public debt on economic growth in EMU countries”, Revista de Economía Mundial-Journal of World Economy, 51, 101-120. https://www.sem-wes.org/sites/default/files/revistas/REM51%20cap4.pdf

Gómez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019). “The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis” North American Journal of Economics and Finance, 49, 1-46. DOI: https://doi.org/10.1016/j.najef.2019.03.021

Guillen, M., Nielsen, J.P., Ayuso, M. and Pérez-Marin, A.M. (2019)“The use of telematics devices to improve automobile insurance rates” Risk Analysis, 39, 3, 662-672. DOI: https://doi.org/10.1111/risa.13172

Pérez-Marín, A.M. and Guillen, M. (2019) “Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations” Accident Analysis and Prevention, 123, 99-106. DOI:https://doi.org/10.1016/j.aap.2018.11.005

Perez-Marin, A. M., Ayuso, M. and Guillen, M. (2019) “Do young insured drivers slow down after suffering an accident?” Transportation Research Part F: Psychology and Behaviour 62, 690-699. DOI: https://doi.org/10.1016/j.trf.2019.02.021.

Pérez-Marín, A. M., Guillen, M., Alcañiz, M. and Bermúdez, L. (2019) “Quantile regression with telematics information to assess the risk of driving above the posted speed limit” Risks, 7, 80. DOI: https://doi.org/10.3390/risks7030080

Pesántez-Narváez, J., Guillén, M. and Alcañiz, M. (2019). “Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression” Risks, 7(2), 70. https://doi.org/10.3390/risks7020070

 

2018

Acuña, C., Bolancé, C. and Torra, S. (2018) “Análisis de la dependencia espacial entre índices bursátiles” Anales del Instituto de Actuarios Españoles, 4ª época, 24, 2018/79-97 DOI: https://doi.org/10.26360/2018_4

Alcañiz, M. and Solé-Auró, A. (2018) “Feeling good in old age: factors explaining health-related quality of life” Health and Quality of Life Outcomes, 16:48. DOI: https://doi.org/10.1186/s12955-018-0877-z

Alcañiz, M., Guillen, M. and Santolino, M. (2018) “Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey” PLoS ONE, 13, 6, art. no. e0199302. DOI:https://doi.org/10.1371/journal.pone.0199302

Bermúdez, Ll., Guillen, M. and Karlis, D. (2018) “Allowing for time and cross dependence assumptions between claim counts in ratemaking models” Insurance: Mathematics and Economics, 83, 161-169.
DOI: https://doi.org/10.1016/j.insmatheco.2018.06.003.

Bermúdez, Ll, Karlis, D. and Santolino, M. (2018) “A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims” Accident Analysis and Prevention,. 121, 157-165.
DOI: https://doi.org/10.1016/j.aap.2018.09.006

Bolancé, C., Alemany, R. and Padilla-Barreto, A. E. “Impact of D-Vine Structure on Risk Estimation” The Journal of Risk, 20, 1-32. DOI: https://doi.org/10.21314/JOR.2018.384

Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) “Price and Profit Optimization for Financial Services” Risks, 6, 1, 9. DOI: https://doi.org/10.3390/risks6010009

Chen, A., Vigna, E. and Guillen, M. (2018) “Solvency requirement in a unisex mortality model” Astin Bulletin, 48(3), 1219-1243. DOI: https://doi.org/10.1017/asb.2018.11

Claveria, O., Monte, E. and Torra, S. (2018): “A data-driven approach to construct survey-based indicators by means of evolutionary algorithms. Social Indicators Research, 135 (1), 1-14.
DOI: https://doi.org/10.1007/s11205-016-1490-3

Chuliá, H., Fernández, J. and Uribe, J.M. (2018) “Currency downside risk, liquidity, and financial stability” Journal of International Money and Finance, 89, 83-102. DOI: https://doi.org/10.1016/j.jimonfin.2018.09.009

Colldeforns-Papiol, G. and Ortiz-Gracia. L. “Computation of market risk measures with stochastic liquidity horizon” Journal of Computational and Applied Mathematics, 342, 431-450. DOI: https://doi.org/10.1016/j.cam.2018.03.038

Dang, D.M. and Ortiz-Gracia, L.  (2018) “A dimension reduction Shannon-wavelet based method for option pricing” Journal of Scientific Computing, 75, 2, 733 761  DOI:https://doi.org/10.1007/s10915-017-0556-y

Donnelly, C., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings decisions for retirement with bounds on wealth” Astin Bulletin, 48, 1, 111-137. DOI: https://doi.org/10.1017/asb.2017.34

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) “Public debt and economic growth: Further evidence for the Euro Area”. Acta Oeconomica, 68, 209-229. DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “On the time-varying nature of the debt-growth nexus: Evidence from the euro area”. Applied Economics Letters, 25, 9, 597-600. DOI:http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “Nonfinancial debt and economic growth in euro-area countries” Journal of International Financial Markets, Institutions and Money, 56, 17-37  DOI: https://doi.org/10.1016/j.intfin.2018.03.005

Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate Risks” Journal of Operational Risk, 13, 2, 35–57. DOI:  https://doi.org/10.21314/JOP.2018.206

Ladrón de Guevara, R., Torra, S. and Monte, E. (2018). “Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.” Computación y Sistemas, 22 (4), 1049-1064. México: ISSN Impreso: 1405-5546, ISSN electrónico: 2007-9737

Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) “On the data-driven COS method” Applied Mathematics and Computation, 317, 68-84. DOI: https://doi.org/10.1016/j.amc.2017.09.002

Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) “SWIFT valuation of discretely monitored arithmetic Asian options” Journal of Computational Science, 28, 120–139. DOI: https://doi.org/10.1016/j.jocs.2018.07.004

Restrepo, N., Uribe, J.M. and Manotas, D. (2018) “Financial risk network architecture of energy firms” Applied Energy, 215(C): 630-642. DOI: https://doi.org/10.1016/j.apenergy.2018.02.060

Salas-Molina, F., Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and Martin, F. J. (2018)  “Empirical analysis of daily cash flow time series and its implications for forecasting” SORT-Statistics and Operations Research Transactions, 42, 1, 73-98. DOI: https://doi.org/10.2436/20.8080.02.70

Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany” International Journal of Transport Economics, 45, 1, 97-122 DOI: https://doi.org/10.19272/201806701006

Söderberg, M., Menezes, F. and Santolino, M. (2018) “Regulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market”, Energy Economics, , 302-310.
DOI: https://doi.org/10.1016/j.eneco.2018.03.006

Torra, V., Guillen, M. and Santolino, M. (2018) “Continuous m-dimensional distorted probabilities”, Information Fusion, 44, 97-102. DOI: https://doi.org/10.1016/j.inffus.2017.12.004

Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function” European Journal of Population, 34, 5, 793-817.
DOI: https://doi.org/10.1007/s10680-017-9460-2

Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality between natural gas and electricity prices” Energy Economics, 74, 904-916. DOI: https://doi.org/10.1016/j.eneco.2018.07.025

 

2017

Abío, G., Alcañiz, M., Gómez-Puig, M., Rubert, G., Serrano, M., Stoyanova, A. and Vilalta-Bufí, M. (2017) “Retaking a course in Economics: Innovative teaching strategies to develop learning habits in large groups of low-performing students”. Innovations in Education and Teaching International, Published on-line 12/10/17.
DOI: https://doi.org/10.1080/14703297.2017.1389289

Alcañiz, M., Santolino, M. and Ramon, Ll. (2017) “A comparative analysis of tree-based models classifying imbalanced breath alcohol data” Boletín de Estadística e Investigación Operativa, 33, 3, 189-222.       http://hdl.handle.net/2445/120281

Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) “A fuzzy methodology for innovation management measurement” Kybernetes, 46, 1, 50-66. DOI: https://doi.org/10.1108/K-06-2016-0153

Alfaro, V., Gil-Lafuente, A.M., Alfaro, G. (2017) “A fuzzy approach to a municipality grouping model towards creation of synergies” Computational and Mathematical Organization Theory, 23, 3, 391–408.
DOI: https://doi.org/10.1007/s1058

Ayuso, M., Bravo, J. M. and Holzmann, R. (2017) “Adressing longevity heterogeneity in pension scheme design” Journal of Finance and Economics, 6, 1 (2017), 1-21. DOI: https://doi.org/10.12735/jfe.v6n1p1

Bermúdez, L. and Karlis, D. (2017) “A posteriori ratemaking using bivariate Poisson models” Scandinavian Actuarial Journal, 2, 148-158. DOI:http://dx.doi.org/10.1080/03461238.2015.1094403

Bermúdez, L., Karlis, D. and Santolino, M. (2017) “A finite mixture of multiple discrete distributions for modelling heaped count data”. Computational Statistics and Data Analysis, 112, 14-23. DOI:https://doi.org/10.1016/j.csda.2017.02.013

Blanco, F., Gil-Lafuente, A.M. and Merigo, J. (2017) “Fuzzy decision making: A bibliometric-based review” Journal of lntelligent and Fuzzy Systems, 32, 3, 2033-2050. DOI: https://doi.org/10.3233/JIFS 161640

Bølviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals”, Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.12.006

Boucher, J-P., Côté, S. and Guillen, M. (2017) “Exposure as duration and distance in telematics motor insurance using generalized additive models”, Risks, 5(4), 54;DOI:  https://doi.org/10.3390/risks5040054

Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines” The Geneva Papers on Risk and Insurance – Issues and Practice, 42, 3, 406-422. DOI: https://doi.org/10.1057/s41288-017-0056-1

Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe), International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003

Chuliá, H., Guillen, M. and Uribe, J.M.  (2017) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”, Emerging Markets Review,  31, 32-45. DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001

Chuliá, H., Gupta, R., Uribe, J.M. and Wohar, M.E.  (2017)“Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach”, Journal of International Financial Markets, Institutions and Money, 48, 178-191 DOI:http://dx.doi.org/10.1016/j.intfin.2016.12.003

Chuliá H., Pinchao, A.D. and Uribe, J.M. (2017) “Risk Synchronization in International Stock Markets” Global Economic Review, 47, 2, 135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952

Clavería, O., Monte, E. and Torra, S. (2017) “Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis Journal Of Applied Economics, 20, 2, 329-349.
DOI: https://doi.org/10.1016/S1514‑0326(17)30015-6

Clavería, O., Monte, E. and Torra, S. (2017) “Data pre-processing for neural network-based forecasting: does it really matter?” Technological and Economic Development of Economy. 235, 709-725.
DOI: https://doi.org/10.3846/20294913.2015.1070772

Clavería, O., Monte, E. and Torra, S. (2017) “A new approach for the quantification of qualitative measures of economic expectations” Quality & Quantity, 51, 6, 2685-2706. DOI: https://doi.org/10.1007/s11135-016-0416-0

Claveria, O., Monte, E. and Torra, S. (2017) “Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression”, Applied Economics Letters, 24, 648-652. DOI:http://dx.doi.org/10.1080/13504851.2016.1218419

Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) “Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options” Applied Numerical Mathematics, 117, 115–138. DOI:https://doi.org/10.1016/j.apnum.2017.03.002

D’Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating conversion options in life insurance” Modern Stochastics Theory and Applications, 4(2), 127-139.
DOI http://dx.doi.org/10.15559/17-VMSTA78

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Public debt and economic growth: Further evidence for the Euro Area”. Acta Oeconomica, 68, 209-229  DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “On the time-varying nature of the debt-growth nexus: Evidence from the euro area”. Applied Economics Letters, 25, 9, 597-600.
DOI: http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Heterogeneity in the debt-growth nexus: Evidence from EMU countries”. International Review of Economics and Finance, Vol. 51, 470-486. DOI: http://dx.doi.org/10.2139/ssrn.2943255

Maree, S.C., Ortiz-Gracia L.and C.W. Oosterlee (2017). Pricing early-exercise and discrete barrier options by Shannon wavelet expansions. Numerische Mathematik, 136, 4, 1035-1070.
DOI:  https://doi.org/10.1007/s00211-016-0858-2

Marí del Cristo, M.L. and Gómez-Puig, M. (2017). “Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, Vol.40, 14-30.  DOI:http://dx.doi.org/10.1016/j.cesjef.2016.10.002

Merigo, J., Blanco, F., Gil-Lafuente, A.M. and Yager, R. (2017) “Thirty years of the international journal of intelligent systems: a bibliometric review” lnternational Journal of lntelligent Systems, 32, 5, 526-554.
DOI: https://doi.org/10.1002/int.21859

Mosquera, S., Manotas, D., Uribe, J.M. (2017) “Risk asymmetries in hydrothermal power generation markets”, Electric Power Systems Research, 147, 154-164. DOI:http://dx.doi.org/10.1016/j.epsr.2017.02.032

Mosquera-López, S., Uribe, J.M. and Manotas, D. (2017) “Nonlinear empirical pricing in electricity markets using fundamental weather factors” Energy, 139(15): 594-605.   DOI:  http://dx.doi.org/10.1016/j.energy.2017.07.181

Piulachs, X., Alemany, R. and Guillen, M. (2017) “Emergency care usage and longevity have opposite effects on health insurance rates” Kybernetes, 46(1), 102-113. DOI:http://dx.doi.org/10.1108/K-06-2016-0149

Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) “Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance” Sort-Statistics and Operations Research Transactions, 41(2), 347-372. DOI: http://dx.doi.org/10.2436/20.8080.02.63

Uribe, J. M., Chuliá, H., & Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?” Journal of International Financial Markets, Institutions and Money, 50, 52-68. DOI:  https://doi.org/10.1016/j.intfin.2017.09.027

 

2016

Abad, P. and Chuliá, H. (2016) “European government bond market contagion in turbulent times” Czech Journal of Economics and Finance, 66(3), 263-276. http://journal.fsv.cuni.cz/storage/1357_abad.pdf

Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs”, Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI:http://dx.doi.org/10.1007/978-3-319-40506-3_8

Alcañiz, M., Santolino, M. and Ramón, Ll. (2016) “Drinking patterns and drunk-driving behaviour by age and gender in Catalonia, Spain: a comparative study”, Transportation Research Part F: Traffic Psychology and Behaviour, 42, 522-541. DOI:http://dx.doi.org/10.1016/j.trf.2016.09.031

Alemany, R.; Bolancé, C.; Guillen, M. and Padilla-Barreto; A. (2016) “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”, Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
Download Info https://ideas.repec.org/a/cys/ecocyb/v50y2016i4p61-74.html

Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2016) “The incidence of incentives for t-commerce acceptance: improving television as a distribution channel” Journal of Business & Industrial Marketing, 31,3, 426-435. DOI:https://doi.org/10.1108/JBIM-04-2013-0072

Ayuso, M., Bermúdez, Ll. and Santolino, M. (2016) “Copula-based regression modeling of bivariate disability severity of temporary and permanent motor injuries”, Accident Analysis and Prevention, 89, 142-150. DOI:http://dx.doi.org/10.1016/j.aap.2016.01.008

Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s” Risks, 4(2), 1-10. DOI:http://dx.doi.org/10.3390/risks4020010.

Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance” Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI:http://dx.doi.org/10.1016/j.trc.2016.04.004.

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment” Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829

Belles-Sampera, J., Guillén, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems”, The Journal of Risk, 19(2), 1-15.DOI:http://dx.doi.org/10.21314/JOR.2016.345

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”, Insurance: Mathematics and Economics, 68, 101-109. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.02.005

Cambois, E., Solé-Auró, A., and Robine, J.M. (2016) “Economic hardship and educational differentials in disability in 26 European countries” Journal of Aging & Health (Q1), 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503

Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016) “ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009” Journal of Epidemiology & Community Health (Q1), 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978

Claveria, O., Monte, E. and Torra, S. (2016) “Combination forecasts of tourism demand with machine learning models”, Applied Economics Letters, 23, 428-431. DOI:http://dx.doi.org/10.1080/13504851.2015.1078441

Claveria, O., Monte, E. and Torra, S. (2016) “Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies”, Eastern European Economics, 54, 171-189. DOI:http://dx.doi.org/10.1080/00128775.2015.1136564

Claveria, O., Monte, E. and Torra, S. (2016) “A self-organizing map analysis of surveybased agents’ expectations before impending shocks for model selection: The case of the 2008 financial crisis”, International Economics, 146, 40-58. DOI:http://dx.doi.org/10.1016/j.inteco.2015.11.003

Claveria, O., Torra, S. and Monte, E (2016) “Modelling Tourism demand to spain with machine learning techniques. The impact of forecast horizon on model selection”, Revista de Economía Aplicada, 72, 109-132. http://www.revecap.com/revista/ingles/numeros/72/pdf/Claveria.pdf

Claveria, O., Monte, E. and Torra, S. (2016) “Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model”, Series-Journal of The Spanish Economic Association, 7, 341-357. DOI:http://dx.doi.org/10.1007/s13209-016-0144-7

Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”, ASTIN Bulletin, 46(1), 165-190. DOI:http://dx.doi.org/10.1017/asb.2015.21

Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability” Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf

Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility”. Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005

Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion” Economic Modelling, 56, 133–147. DOI:http://dx.doi.org/10.1016/j.econmod.2016.03.017.

Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints” Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413

Llach, J., Alonso-Almeida, M. D. M., Martí, J. and Rocafort, A. (2016). “Effects of quality management on hospitality performance in different contexts”. Industrial Management & Data Systems, 116(5), 1005-1023. DOI:http://dx.doi.org/10.1108/IMDS-06-2015-0235

Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador” Applied Economics, 48, 2139–2155. DOI:http://dx.doi.org/10.1080/00036846.2015.1114580

Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+” Plos one, 11(4), e0153234. DOI:http://dx.doi.org/10.1371/journal.pone.0153234

Ortiz-Gracia, L. (2016) “Efficient wavelets-based valuation of synthetic CDO tranches”. Journal of Computational and Applied Mathematics, 292, 562–575. DOI:http://dx.doi.org/10.1016/j.cam.2015.07.025

Ortiz-Gracia, L. and Oosterlee, C.W. (2016) “A highly efficient Shannon wavelet inverse Fourier technique for pricing European options”. SIAM Journal on Scientific Computing, 38(1), B118–B143. DOI:http://dx.doi.org/10.1137/15M1014164

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries” Journal of International Money and Finance, 63, 137-164. DOI:http://dx.doi.org/10.1016/j.jimonfin.2016.01.003

Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)” International Journal for Equity in Health (Q1), 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9

 

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

Articles (forthcoming)

Claveria, O., Monte, E., and Torra, S. “Economic uncertainty: A geometric indicator of discrepancy among experts’ expectations. Social Indicators Research, In Press. DOI: https://doi.org/10.1007/s11205-018-1984-2

Claveria, O., Monte, E., and Torra, S. “Empirical modelling of survey-based expectations for the design of economic indicators in five European regions”. Empirica – Journal of European Economics, In Press.
DOI: https://doi.org/10.1007/s10663-017-9395-1

Claveria, O., Monte, E., and Torra, S. “Evolutionary computation for macroeconomic forecasting”. Computational Economics, In Press.
DOI: https://doi.org/10.1007/s10614-017-9767-4

Denuit, M., Guillen, M. and Trufin, “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science, accepted

Gil-Lafuente, A.M. and Merigó, J.M. “Fuzzy generalized aggregation operators in complex environments” Fuzzy Sets and Systems,     accepted.

Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worth” Multivariate Behavioral Research, accepted.

Guillen, M., Nielsen, J. P., Pérez-Marín, A. M., Elpidorou, V. (2019) “Can automobile insurance telematics predict the risk of near-miss events?” North American Actuarial Journal, accepted. DOI: https:/doi.org/10.1080/10920277.2019.1627221.

Guillen, M, Sarabia, J.M., Prieto, F. and Jordá, V. “Aggregation of dependent risks with heavy-tail distributions” International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, accepted.

Sarabia, J.M., Guillen, M., Chuliá, H. and F. Prieto. (2019). “Tail risk measures using flexible parametric distributions”, SORT-Statistics and Operations Research Transactions, accepted.

Singh, M.K., Gómez-Puig, M., and Sosvilla-Rivero, S. “Bank-sovereign risk spillovers in EMU” Applied Economics Letters, accepted.

2019

Alaminos, E. and Ayuso, M. (2019). “Marital status, gender, mortality, and pensions: the disadvantages of being single in old age”. Revista Española de Investigaciones Sociológicas, 165, 3-24 (also in spanish version).
DOI: http://dx.doi.org/10.5477/cis/reis.165.3

Ayuso, M.M., Guillen M. and Nielsen, J.P. “Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data” Transportation, 46(3), 735-752 DOI: https://doi.org/10.1007/s11116-018-9890-7

Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) “A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model” Applied Numerical Mathematics, 136, 1-22. DOI:https://doi.org/10.1016/j.apnum.2018.09.013

Bolancé, C. and Vernic, R. (2019) “Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution” Insurance: Mathematics and Economics, 85, 89-103. DOI: https://doi.org/10.1016/j.insmatheco.2019.01.001

Boonen, T.J., Guillen, and Santolino, M. (2019) “Forecasting compositional risk allocations” Insurance, Mathematics and Economics, 84, 79-86 DOI: https://doi.org/10.1016/j.insmatheco.2018.10.002

Cohen, L., Gómez-Puig, M., and Sosvilla-Rivero, S. (2019). “Has de ECB’s monetary policy prompted companies to investor pay dividends?” Applied Economics, 51 (45), 4920-4938. DOI: https://doi.org/10.1080/00036846.2019.1602715

Chuliá, H., Furió, M.D. and Uribe, J.M. (2019). “Volatility Spillovers in Energy Markets” Energy Journal, 40(3):127-152.

Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) “Quantifying credit portfolio losses under multi-factor models” International Journal of Computer Mathematics, 96(11), 2135–2156. DOI: https://doi.org/10.1080/00207160.2018.1447666.

Denuit, M., Guillen, M. and Trufin, J. (2019) “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science 13(2), 378-399. https://doi-org.sire.ub.edu/10.1017/S1748499518000349

Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2019) “Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error” Sociological Methods and Research, 48, 1, 185-201. https://doi.org/10.1177/0049124116672681

Gómez-Puig, M. and Sosvilla-Rivero, S. (2019). “New empirical evidence on the impact of public debt on economic growth in EMU countries”, Revista de Economía Mundial-Journal of World Economy, 51, 101-120. https://www.sem-wes.org/sites/default/files/revistas/REM51%20cap4.pdf

Gómez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019). “The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis”. North American Journal of Economics and Finance, 49, 1-46. DOI: https://doi.org/10.1016/j.najef.2019.03.021

Guillen, M., Nielsen, J.P., Ayuso, M. and Pérez-Marin, A.M. (2019)“The use of telematics devices to improve automobile insurance rates” Risk Analysis, 39, 3, 662-672. doi:10.1111/risa.13172

Pérez-Marín, A.M. and Guillen, M. (2019) “Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations” Accident Analysis and Prevention, 123, 99-106. DOI:https://doi.org/10.1016/j.aap.2018.11.005

Perez-Marin, A. M., Ayuso, M. and Guillen, M. (2019) “Do young insured drivers slow down after suffering an accident?” Transportation Research Part F: Psychology and Behaviour 62, 690-699. DOI: 10.1016/j.trf.2019.02.021.

Pérez-Marín, A. M., Guillen, M., Alcañiz, M. and Bermúdez, L. (2019) “Quantile regression with telematics information to assess the risk of driving above the posted speed limit”, Risks, 7, 80. DOI: 10.3390/risks7030080.

Pesántez-Narváez, J., Guillén, M. and Alcañiz, M. (2019). “Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression”. Risks, 7(2), 70. https://doi.org/10.3390/risks7020070

 

2018

Acuña, C., Bolancé, C. and Torra, S. (2018) “Análisis de la dependencia espacial entre índices bursátiles” Anales del Instituto de Actuarios Españoles, 4ª época, 24, 2018/79-97 DOI: https://doi.org/10.26360/2018_4

Alcañiz, M. and Solé-Auró, A. (2018) “Feeling good in old age: factors explaining health-related quality of life” Health and Quality of Life Outcomes, 16:48. DOI: https://doi.org/10.1186/s12955-018-0877-z

Alcañiz, M., Guillen, M. and Santolino, M. (2018) “Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey” PLoS ONE, 13, 6, art. no. e0199302. DOI:https://doi.org/10.1371/journal.pone.0199302

Bermúdez, Ll., Guillen, M. and Karlis, D. (2018) “Allowing for time and cross dependence assumptions between claim counts in ratemaking models” Insurance: Mathematics and Economics, 83, 161-169.
DOI: https://doi.org/10.1016/j.insmatheco.2018.06.003.

Bermúdez, Ll, Karlis, D. and Santolino, M. (2018) “A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims” Accident Analysis and Prevention,. 121, 157-165.
DOI: https://doi.org/10.1016/j.aap.2018.09.006

Bolancé, C., Alemany, R. and Padilla-Barreto, A. E. “Impact of D-Vine Structure on Risk Estimation” The Journal of Risk, 20, 1-32. DOI: https://doi.org/10.21314/JOR.2018.384

Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) “Price and Profit Optimization for Financial Services” Risks, 6, 1, 9. DOI: https://doi.org/10.3390/risks6010009

Chen, A., Vigna, E. and Guillen, M. (2018) “Solvency requirement in a unisex mortality model” Astin Bulletin, 48(3), 1219-1243. DOI: https://doi.org/10.1017/asb.2018.11

Claveria, O., Monte, E. and Torra, S. (2018): “A data-driven approach to construct survey-based indicators by means of evolutionary algorithms. Social Indicators Research, 135 (1), 1-14.
DOI: https://doi.org/10.1007/s11205-016-1490-3

Chuliá, H., Fernández, J. and Uribe, J.M. (2018) “Currency downside risk, liquidity, and financial stability” Journal of International Money and Finance, 89, 83-102. DOI: https://doi.org/10.1016/j.jimonfin.2018.09.009

Colldeforns-Papiol, G. and Ortiz-Gracia. L. “Computation of market risk measures with stochastic liquidity horizon” Journal of Computational and Applied Mathematics, 342, 431-450. DOI: https://doi.org/10.1016/j.cam.2018.03.038

Dang, D.M. and Ortiz-Gracia, L.  (2018) “A dimension reduction Shannon-wavelet based method for option pricing” Journal of Scientific Computing, 75, 2, 733 761  DOI:https://doi.org/10.1007/s10915-017-0556-y

Donnelly, C., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings decisions for retirement with bounds on wealth” Astin Bulletin, 48, 1, 111-137. DOI: https://doi.org/10.1017/asb.2017.34

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) “Public debt and economic growth: Further evidence for the Euro Area”. Acta Oeconomica, 68, 209-229. DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “On the time-varying nature of the debt-growth nexus: Evidence from the euro area”. Applied Economics Letters, 25, 9, 597-600. DOI:http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “Nonfinancial debt and economic growth in euro-area countries” Journal of International Financial Markets, Institutions and Money, 56, 17-37  DOI: https://doi.org/10.1016/j.intfin.2018.03.005

Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate Risks” Journal of Operational Risk, 13, 2, 35–57. DOI:  https://doi.org/10.21314/JOP.2018.206

Ladrón de Guevara, R., Torra, S. and Monte, E. (2018). “Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.” Computación y Sistemas, 22 (4), 1049-1064. México: ISSN Impreso: 1405-5546, ISSN electrónico: 2007-9737

Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) “On the data-driven COS method” Applied Mathematics and Computation, 317, 68-84. DOI: https://doi.org/10.1016/j.amc.2017.09.002

Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) “SWIFT valuation of discretely monitored arithmetic Asian options” Journal of Computational Science, 28, 120–139. DOI: https://doi.org/10.1016/j.jocs.2018.07.004

Restrepo, N., Uribe, J.M. and Manotas, D. (2018) “Financial risk network architecture of energy firms” Applied Energy, 215(C): 630-642. DOI: https://doi.org/10.1016/j.apenergy.2018.02.060

Salas-Molina, F., Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and Martin, F. J. (2018)  “Empirical analysis of daily cash flow time series and its implications for forecasting” SORT-Statistics and Operations Research Transactions, 42, 1, 73-98. DOI: https://doi.org/10.2436/20.8080.02.70

Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany” International Journal of Transport Economics, 45, 1, 97-122 DOI: https://doi.org/10.19272/201806701006

Söderberg, M., Menezes, F. and Santolino, M. (2018) “Regulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market”, Energy Economics, , 302-310.
DOI: https://doi.org/10.1016/j.eneco.2018.03.006

Torra, V., Guillen, M. and Santolino, M. (2018) “Continuous m-dimensional distorted probabilities”, Information Fusion, 44, 97-102. DOI: https://doi.org/10.1016/j.inffus.2017.12.004

Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function” European Journal of Population, 34, 5, 793-817.
DOI: https://doi.org/10.1007/s10680-017-9460-2

Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality between natural gas and electricity prices” Energy Economics, 74, 904-916. DOI: https://doi.org/10.1016/j.eneco.2018.07.025

 

2017

Abío, G., Alcañiz, M., Gómez-Puig, M., Rubert, G., Serrano, M., Stoyanova, A. and Vilalta-Bufí, M. (2017) “Retaking a course in Economics: Innovative teaching strategies to develop learning habits in large groups of low-performing students”. Innovations in Education and Teaching International, Published on-line 12/10/17.
DOI: https://doi.org/10.1080/14703297.2017.1389289

Alcañiz, M., Santolino, M. and Ramon, Ll. (2017) “A comparative analysis of tree-based models classifying imbalanced breath alcohol data” Boletín de Estadística e Investigación Operativa, 33, 3, 189-222.       http://hdl.handle.net/2445/120281

Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) “A fuzzy methodology for innovation management measurement” Kybernetes, 46, 1, 50-66. DOI: https://doi.org/10.1108/K-06-2016-0153

Alfaro, V., Gil-Lafuente, A.M., Alfaro, G. (2017) “A fuzzy approach to a municipality grouping model towards creation of synergies” Computational and Mathematical Organization Theory, 23, 3, 391–408.
DOI: https://doi.org/10.1007/s1058

Ayuso, M., Bravo, J. M. and Holzmann, R. (2017) “Adressing longevity heterogeneity in pension scheme design” Journal of Finance and Economics, 6, 1 (2017), 1-21. DOI: https://doi.org/10.12735/jfe.v6n1p1

Bermúdez, L. and Karlis, D. (2017) “A posteriori ratemaking using bivariate Poisson models” Scandinavian Actuarial Journal, 2, 148-158. DOI:http://dx.doi.org/10.1080/03461238.2015.1094403

Bermúdez, L., Karlis, D. and Santolino, M. (2017) “A finite mixture of multiple discrete distributions for modelling heaped count data”. Computational Statistics and Data Analysis, 112, 14-23. DOI:https://doi.org/10.1016/j.csda.2017.02.013

Blanco, F., Gil-Lafuente, A.M. and Merigo, J. (2017) “Fuzzy decision making: A bibliometric-based review” Journal of lntelligent and Fuzzy Systems, 32, 3, 2033-2050. DOI: https://doi.org/10.3233/JIFS 161640

Bølviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals”, Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.12.006

Boucher, J-P., Côté, S. and Guillen, M. (2017) “Exposure as duration and distance in telematics motor insurance using generalized additive models”, Risks, 5(4), 54;DOI:  https://doi.org/10.3390/risks5040054

Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines” The Geneva Papers on Risk and Insurance – Issues and Practice, 42, 3, 406-422. DOI: https://doi.org/10.1057/s41288-017-0056-1

Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe), International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003

Chuliá, H., Guillen, M. and Uribe, J.M.  (2017) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”, Emerging Markets Review,  31, 32-45. DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001

Chuliá, H., Gupta, R., Uribe, J.M. and Wohar, M.E.  (2017)“Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach”, Journal of International Financial Markets, Institutions and Money, 48, 178-191 DOI:http://dx.doi.org/10.1016/j.intfin.2016.12.003

Chuliá H., Pinchao, A.D. and Uribe, J.M. (2017) “Risk Synchronization in International Stock Markets” Global Economic Review, 47, 2, 135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952

Clavería, O., Monte, E. and Torra, S. (2017) “Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis Journal Of Applied Economics, 20, 2, 329-349.
DOI: https://doi.org/10.1016/S1514‑0326(17)30015-6

Clavería, O., Monte, E. and Torra, S. (2017) “Data pre-processing for neural network-based forecasting: does it really matter?” Technological and Economic Development of Economy. 235, 709-725.
DOI: https://doi.org/10.3846/20294913.2015.1070772

Clavería, O., Monte, E. and Torra, S. (2017) “A new approach for the quantification of qualitative measures of economic expectations” Quality & Quantity, 51, 6, 2685-2706. DOI: https://doi.org/10.1007/s11135-016-0416-0

Claveria, O., Monte, E. and Torra, S. (2017) “Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression”, Applied Economics Letters, 24, 648-652. DOI:http://dx.doi.org/10.1080/13504851.2016.1218419

Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) “Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options” Applied Numerical Mathematics, 117, 115–138. DOI:https://doi.org/10.1016/j.apnum.2017.03.002

D’Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating conversion options in life insurance” Modern Stochastics Theory and Applications, 4(2), 127-139.
DOI http://dx.doi.org/10.15559/17-VMSTA78

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Public debt and economic growth: Further evidence for the Euro Area”. Acta Oeconomica, 68, 209-229  DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “On the time-varying nature of the debt-growth nexus: Evidence from the euro area”. Applied Economics Letters, 25, 9, 597-600.
DOI: http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Heterogeneity in the debt-growth nexus: Evidence from EMU countries”. International Review of Economics and Finance, Vol. 51, 470-486. DOI: http://dx.doi.org/10.2139/ssrn.2943255

Maree, S.C., Ortiz-Gracia L.and C.W. Oosterlee (2017). Pricing early-exercise and discrete barrier options by Shannon wavelet expansions. Numerische Mathematik, 136, 4, 1035-1070.
DOI:  https://doi.org/10.1007/s00211-016-0858-2

Marí del Cristo, M.L. and Gómez-Puig, M. (2017). “Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, Vol.40, 14-30.  DOI:http://dx.doi.org/10.1016/j.cesjef.2016.10.002

Merigo, J., Blanco, F., Gil-Lafuente, A.M. and Yager, R. (2017) “Thirty years of the international journal of intelligent systems: a bibliometric review” lnternational Journal of lntelligent Systems, 32, 5, 526-554.
DOI: https://doi.org/10.1002/int.21859

Mosquera, S., Manotas, D., Uribe, J.M. (2017) “Risk asymmetries in hydrothermal power generation markets”, Electric Power Systems Research, 147, 154-164. DOI:http://dx.doi.org/10.1016/j.epsr.2017.02.032

Mosquera-López, S., Uribe, J.M. and Manotas, D. (2017) “Nonlinear empirical pricing in electricity markets using fundamental weather factors” Energy, 139(15): 594-605.   DOI:  http://dx.doi.org/10.1016/j.energy.2017.07.181

Piulachs, X., Alemany, R. and Guillen, M. (2017) “Emergency care usage and longevity have opposite effects on health insurance rates” Kybernetes, 46(1), 102-113. DOI:http://dx.doi.org/10.1108/K-06-2016-0149

Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) “Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance” Sort-Statistics and Operations Research Transactions, 41(2), 347-372. DOI: http://dx.doi.org/10.2436/20.8080.02.63

Uribe, J. M., Chuliá, H., & Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?” Journal of International Financial Markets, Institutions and Money, 50, 52-68. DOI:  https://doi.org/10.1016/j.intfin.2017.09.027

 

2016

Abad, P. and Chuliá, H. (2016) “European government bond market contagion in turbulent times” Czech Journal of Economics and Finance, 66(3), 263-276. http://journal.fsv.cuni.cz/storage/1357_abad.pdf

Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs”, Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI:http://dx.doi.org/10.1007/978-3-319-40506-3_8

Alcañiz, M., Santolino, M. and Ramón, Ll. (2016) “Drinking patterns and drunk-driving behaviour by age and gender in Catalonia, Spain: a comparative study”, Transportation Research Part F: Traffic Psychology and Behaviour, 42, 522-541. DOI:http://dx.doi.org/10.1016/j.trf.2016.09.031

Alemany, R.; Bolancé, C.; Guillen, M. and Padilla-Barreto; A. (2016) “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”, Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
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Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2016) “The incidence of incentives for t-commerce acceptance: improving television as a distribution channel” Journal of Business & Industrial Marketing, 31,3, 426-435. DOI:https://doi.org/10.1108/JBIM-04-2013-0072

Ayuso, M., Bermúdez, Ll. and Santolino, M. (2016) “Copula-based regression modeling of bivariate disability severity of temporary and permanent motor injuries”, Accident Analysis and Prevention, 89, 142-150. DOI:http://dx.doi.org/10.1016/j.aap.2016.01.008

Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s” Risks, 4(2), 1-10. DOI:http://dx.doi.org/10.3390/risks4020010.

Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance” Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI:http://dx.doi.org/10.1016/j.trc.2016.04.004.

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment” Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829

Belles-Sampera, J., Guillén, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems”, The Journal of Risk, 19(2), 1-15.DOI:http://dx.doi.org/10.21314/JOR.2016.345

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”, Insurance: Mathematics and Economics, 68, 101-109. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.02.005

Cambois, E., Solé-Auró, A., and Robine, J.M. (2016) “Economic hardship and educational differentials in disability in 26 European countries” Journal of Aging & Health (Q1), 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503

Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016) “ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009” Journal of Epidemiology & Community Health (Q1), 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978

Claveria, O., Monte, E. and Torra, S. (2016) “Combination forecasts of tourism demand with machine learning models”, Applied Economics Letters, 23, 428-431. DOI:http://dx.doi.org/10.1080/13504851.2015.1078441

Claveria, O., Monte, E. and Torra, S. (2016) “Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies”, Eastern European Economics, 54, 171-189. DOI:http://dx.doi.org/10.1080/00128775.2015.1136564

Claveria, O., Monte, E. and Torra, S. (2016) “A self-organizing map analysis of surveybased agents’ expectations before impending shocks for model selection: The case of the 2008 financial crisis”, International Economics, 146, 40-58. DOI:http://dx.doi.org/10.1016/j.inteco.2015.11.003

Claveria, O., Torra, S. and Monte, E (2016) “Modelling Tourism demand to spain with machine learning techniques. The impact of forecast horizon on model selection”, Revista de Economía Aplicada, 72, 109-132. http://www.revecap.com/revista/ingles/numeros/72/pdf/Claveria.pdf

Claveria, O., Monte, E. and Torra, S. (2016) “Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model”, Series-Journal of The Spanish Economic Association, 7, 341-357. DOI:http://dx.doi.org/10.1007/s13209-016-0144-7

Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”, ASTIN Bulletin, 46(1), 165-190. DOI:http://dx.doi.org/10.1017/asb.2015.21

Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability” Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf

Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility”. Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005

Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion” Economic Modelling, 56, 133–147. DOI:http://dx.doi.org/10.1016/j.econmod.2016.03.017.

Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints” Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413

Llach, J., Alonso-Almeida, M. D. M., Martí, J. and Rocafort, A. (2016). “Effects of quality management on hospitality performance in different contexts”. Industrial Management & Data Systems, 116(5), 1005-1023. DOI:http://dx.doi.org/10.1108/IMDS-06-2015-0235

Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador” Applied Economics, 48, 2139–2155. DOI:http://dx.doi.org/10.1080/00036846.2015.1114580

Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+” Plos one, 11(4), e0153234. DOI:http://dx.doi.org/10.1371/journal.pone.0153234

Ortiz-Gracia, L. (2016) “Efficient wavelets-based valuation of synthetic CDO tranches”. Journal of Computational and Applied Mathematics, 292, 562–575. DOI:http://dx.doi.org/10.1016/j.cam.2015.07.025

Ortiz-Gracia, L. and Oosterlee, C.W. (2016) “A highly efficient Shannon wavelet inverse Fourier technique for pricing European options”. SIAM Journal on Scientific Computing, 38(1), B118–B143. DOI:http://dx.doi.org/10.1137/15M1014164

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries” Journal of International Money and Finance, 63, 137-164. DOI:http://dx.doi.org/10.1016/j.jimonfin.2016.01.003

Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)” International Journal for Equity in Health (Q1), 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9

 

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