{"id":3008,"date":"2019-11-12T10:02:25","date_gmt":"2019-11-12T10:02:25","guid":{"rendered":"http:\/\/www.ub.edu\/riskcenter\/?page_id=3008"},"modified":"2019-12-04T10:36:39","modified_gmt":"2019-12-04T10:36:39","slug":"eco2016","status":"publish","type":"page","link":"https:\/\/www.ub.edu\/riskcenter\/eco2016\/","title":{"rendered":"ECO2016-76203-C2-2-P"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box fusion-fullwidth-1  fusion-parallax-none nonhundred-percent-fullwidth\" style=\"border-color:#eaeaea;border-bottom-width: 0px;border-top-width: 0px;border-bottom-style: solid;border-top-style: solid;padding-bottom:40px;padding-top:40px;padding-left:40px;padding-right:40px;background-color:#ffffff;\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-fullwidth-1 {\n                            padding-left: 40px !important;\n                            padding-right: 40px !important;\n                        }<\/style><div class=\"fusion-row\"><div class=\"oepd_desc\">\n<h3>Summary<\/h3>\n<p>Control and supervision of economic activities and especially those related to finance and insurance requires that the quantification of risk<br \/>\nis carried out in a manner that is increasingly objective and rigorous. We study how to quantify the risk in complex situations from the<br \/>\nfollowing points of view: 1) there is a multivariate behaviour and dependence between different sources of risk, 2) the distribution of losses<br \/>\ndoes not follow a normal statistical distribution, or close to the normal, 3) extreme events have a very different behavior to the rest, 4) the<br \/>\ndynamics of risk need to be captured and 5) there is a vhigh volume of data. From previous results on multivariate risk quantification and<br \/>\nfurther risk measures more general results are obtained with numerous applications in economics and risk management. The main<br \/>\nresearch lines of this project are: 1) methodology in the analysis of statistical distributions, 2) the relationship between measures of risk,<br \/>\nentropy and multivariate inequality 3) extending measures of multidimensional risk and the dynamics of risk 4) models for panels data and<br \/>\njoint modelling 5) allocation of risks. Applications in insurance include, pension, where the multidimensionality of risk comes from<br \/>\ncombining investment risk, longevity and loss of personal autonomy (functional or cognitive dependence). The implications for financial<br \/>\nand insurance regulation through directives Basel III and Solvency II are studied. The results have an impact on all economic sectors due<br \/>\nto the enforcement of the Audit Act that will require additional and explicit control of risks in financial reporting. Furthermore, this research<br \/>\nis of interest to all citizens at a micro level, at least in regard to their expectations for retirement.<\/p>\n<\/div>\n<div class=\"fusion-recent-posts avada-container layout-default layout-columns-1\"><section class=\"fusion-columns columns fusion-columns-1 columns-1\"><\/section><\/div><p><small><big><small><big><small><big><small><big><b><small><big>Publications (2017-2019)<\/big><\/small><\/b><\/big><\/small><\/big><\/small><\/big><\/small><\/big><\/small><\/p>\n<p><strong>2019<\/strong><\/p>\n<ol>\n<li>Ayuso, M.M., Guillen M. and Nielsen, J.P. \u201cImproving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data\u201d <strong>Transportation<\/strong>, 46(3), 735-752 DOI: <a href=\"https:\/\/doi.org\/10.1007\/s11116-018-9890-7\">https:\/\/doi.org\/10.1007\/s11116-018-9890-7<\/a><\/li>\n<li>Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) \u00abA Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor<br \/>\nCIR model\u00bb <strong>Applied Numerical Mathematics<\/strong>, 136, 1-22. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.apnum.2018.09.013\">https:\/\/doi.org\/10.1016\/j.apnum.2018.09.013<\/a><\/li>\n<li>Bolanc\u00e9, and Vernic, R. (2019) \u201cMultivariate count data generalized linear models: Three approaches based on the Sarmanov distribution\u201d, <a href=\"https:\/\/www.sciencedirect.com\/science\/journal\/01676687\">Insurance: Mathematics and Economics<\/a>, 85, 89-103. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.insmatheco.2019.01.001\">https:\/\/doi.org\/10.1016\/j.insmatheco.2019.01.001<\/a><\/li>\n<li>Boonen, T.J., Guillen, M. and Santolino, M. (2019) \u201cForecasting compositional risk allocations\u201d <strong>Insurance, Mathematics and Economics<\/strong>, 84, 79-86. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.insmatheco.2018.10.002\">https:\/\/doi.org\/10.1016\/j.insmatheco.2018.10.002<\/a><\/li>\n<li>Cohen, L., G\u00f3mez-Puig, M., and Sosvilla-Rivero, S. (2019). \u201cHas de ECB\u2019s monetary policy prompted companies to investor pay dividends? <strong>Applied Economics<\/strong>, 51 (45), 4920-4938. DOI:\u00a0 <a href=\"https:\/\/doi.org\/10.1080\/00036846.2019.1602715\">https:\/\/doi.org\/10.1080\/00036846.2019.1602715<\/a><\/li>\n<li>Chuli\u00e1, H., Furi\u00f3, M.D. and Uribe, J.M. (2019). \u201cVolatility Spillovers in Energy Markets\u201d, <strong>Energy Journal<\/strong>, 40(3):127-152.<\/li>\n<li>Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) \u201dQuantifying credit portfolio losses under multi-factor models\u201d International Journal of Computer Mathematics, 96(11), 2135\u20132156. DOI: <a href=\"https:\/\/doi.org\/10.1080\/00207160.2018.1447666\">https:\/\/doi.org\/10.1080\/00207160.2018.1447666<\/a>.<\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2019). \u201cNew empirical evidence on the impact of public debt on economic growth in EMU countries\u00bb,<strong> Revista de Econom\u00eda Mundial-Journal of World Economy<\/strong>, 51, 101-120. DOI: <a href=\"https:\/\/www.sem-wes.org\/sites\/default\/files\/revistas\/REM51%20cap4.pdf\">https:\/\/www.sem-wes.org\/sites\/default\/files\/revistas\/REM51%20cap4.pdf<\/a><\/li>\n<li>G\u00f3mez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019). \u201cThe sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis\u201d. <strong>North American Journal of Economics and Finance<\/strong>, 49, 1-46. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.najef.2019.03.021\">https:\/\/doi.org\/10.1016\/j.najef.2019.03.021<\/a><\/li>\n<li>Denuit, M., Guillen, M. and Trufin, J. (2019) \u201cMultivariate credibility modeling for usage-based motor insurance pricing with behavioural data\u201d <strong>Annals of Actuarial Science<\/strong> 13(2), 378-399. DOI: <a href=\"https:\/\/doi-org.sire.ub.edu\/10.1017\/S1748499518000349\">https:\/\/doi-org.sire.ub.edu\/10.1017\/S1748499518000349<\/a><\/li>\n<li>Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Oll\u00e9-Espluga, L., Men\u00e9ndez, M. and Benach, J. (2019) \u201cIs there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error\u201d <strong><em>Sociological Methods and Research<\/em><\/strong>, 48, 1, 185-201. DOI:\u00a0<a href=\"https:\/\/doi.org\/10.1177\/0049124116672681\">https:\/\/doi.org\/10.1177\/0049124116672681<\/a><\/li>\n<li>Guillen, M., Nielsen, J.P., Ayuso, M. and P\u00e9rez-Marin, A.M. (2019)\u201cThe use of telematics devices to improve automobile insurance rates\u201d <strong>Risk Analysis<\/strong>, 39, 3, 662-672. DOI:\u00a0 <a href=\"https:\/\/doi.org\/10.1111\/risa.1317\">https:\/\/doi.org\/10.1111\/risa.1317<\/a><\/li>\n<li>P\u00e9rez-Mar\u00edn, A.M. and Guillen, M. (2019) \u201cSemi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations\u201d <strong>Accident Analysis and Prevention<\/strong>, 123, 99-106.\u00a0 DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.aap.2018.11.005\">https:\/\/doi.org\/10.1016\/j.aap.2018.11.005<\/a><\/li>\n<li>Perez-Marin, A. M., Ayuso, M. and Guillen, M. (2019) \u201cDo young insured drivers slow down after suffering an accident?\u201d <em>Transportation Research Part F: Psychology and Behaviour<\/em> 62, 690-699. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.trf.2019.02.02\">https:\/\/doi.org\/10.1016\/j.trf.2019.02.02<\/a><\/li>\n<li>P\u00e9rez-Mar\u00edn, A. M., Guillen, M., Alca\u00f1iz, M. and Berm\u00fadez, L. (2019) \u201cQuantile regression with telematics information to assess the risk of driving above the posted speed limit\u201d, <em>Risks<\/em>, 7, 80. DOI: <a href=\"https:\/\/doi.org\/10.3390\/risks7030080\">https:\/\/doi.org\/10.3390\/risks7030080<\/a>.<\/li>\n<li>Pes\u00e1ntez-Narv\u00e1ez, J., Guill\u00e9n, M. and Alca\u00f1iz, M. (2019). \u201cPredicting Motor Insurance Claims Using Telematics Data\u2014XGBoost versus Logistic Regression\u201d. <strong>Risks<\/strong>, 7(2), 70. DOI:\u00a0 <a href=\"https:\/\/doi.org\/10.3390\/risks7020070\">https:\/\/doi.org\/10.3390\/risks7020070<\/a><\/li>\n<\/ol>\n<p><strong>2018<\/strong><\/p>\n<ol>\n<li>Acu\u00f1a, C., Bolanc\u00e9, C. and Torra, S. (2018) \u00abAn\u00e1lisis de la dependencia espacial entre \u00edndices burs\u00e1tiles\u00bb <strong>Anales del Instituto de Actuarios Espa\u00f1oles<\/strong>, 4\u00aa \u00e9poca, 24, 2018\/79-97 DOI: <a href=\"https:\/\/doi.org\/10.26360\/2018_4\">https:\/\/doi.org\/10.26360\/2018_4<\/a><\/li>\n<li>Alca\u00f1iz, M., Guillen, M. and Santolino, M. (2018) \u201cPrevalence of drug use among drivers based on mandatory, random tests in a roadside survey\u201d <strong>PLoS ONE<\/strong>, 13, 6, art. no. e0199302. DOI: <a href=\"https:\/\/doi.org\/10.1371\/journal.pone.0199302\">https:\/\/doi.org\/10.1371\/journal.pone.0199302<\/a><\/li>\n<li>Berm\u00fadez, Ll, Karlis, D. and Santolino, M. (2018) \u201cA discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims\u201d <strong>Accident Analysis and Prevention<\/strong>,. 121, 157-165.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/j.aap.2018.09.006\">https:\/\/doi.org\/10.1016\/j.aap.2018.09.006<\/a><\/li>\n<li>Berm\u00fadez, Ll., Guillen, M. and Karlis, D. (2018) \u201cAllowing for time and cross dependence assumptions between claim counts in ratemaking models\u201d <strong>Insurance: Mathematics and Economics<\/strong>, 83, 161-169.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/j.insmatheco.2018.06.003.\">https:\/\/doi.org\/10.1016\/j.insmatheco.2018.06.003.<\/a><\/li>\n<li>Bolanc\u00e9, C., Alemany, R. and Padilla-Barreto, A. E. (2018) \u201cImpact of D-Vine Structure on Risk Estimation\u201d <strong>The Journal of Risk<\/strong>, 20, 1-32.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.21314\/JOR.2018.384%20\">https:\/\/doi.org\/10.21314\/JOR.2018.384<\/a><\/li>\n<li>Bolanc\u00e9, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) \u201cPrice and Profit Optimization for Financial Services\u201d<strong> Risks<\/strong>, 6, 1, 9.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.3390\/risks6010009\">https:\/\/doi.org\/10.3390\/risks6010009<\/a><\/li>\n<li>Chen, A., Vigna, E. and Guillen, M. (2018) \u201cSolvency requirement in a unisex mortality model\u201d <strong>Astin Bulletin<\/strong>, 48(3), 1219-1243.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1017\/asb.2018.11\">https:\/\/doi.org\/10.1017\/asb.2018.11<\/a><\/li>\n<li>Claveria, O., Monte, E. and Torra, S. (2018) \u201cA data-driven approach to construct survey-based indicators by means of evolutionary algorithms\u201d. <strong>Social Indicators Research,<\/strong> 135 (1), 1-14. DOI: <a href=\"https:\/\/doi.org\/10.1007\/s11205-016-1490-3\">https:\/\/doi.org\/10.1007\/s11205-016-1490-3<\/a><\/li>\n<li>Chuli\u00e1, H., Fern\u00e1ndez, J. and Uribe, J.M. (2018) \u201cCurrency downside risk, liquidity, and financial stability\u201d <strong>Journal of International Money and Finance<\/strong>, 89, 83-102. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.jimonfin.2018.09.009\">https:\/\/doi.org\/10.1016\/j.jimonfin.2018.09.009<\/a><\/li>\n<li>Chuli\u00e1, H., Pinchao, A.D. and Uribe, J.M. (2018) \u201cRisk Synchronization in International Stock Markets\u201d, <strong>Global Economic Review<\/strong>, 47(2),135-150.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1080\/1226508X.2017.1407952\">https:\/\/doi.org\/10.1080\/1226508X.2017.1407952<\/a><\/li>\n<li>Colldeforns-Papiol, G. and Ortiz-Gracia. L.(2018) \u201cComputation of market risk measures with stochastic liquidity horizon\u201d <strong>Journal of Computational<\/strong> and Applied Mathematics, 342, 431-450.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/j.cam.2018.03.038\">https:\/\/doi.org\/10.1016\/j.cam.2018.03.038<\/a><\/li>\n<li>Dang, D.M. and Ortiz-Gracia, L. (2018) \u201cA dimension reduction Shannon-wavelet based method for option pricing\u201d <strong>Journal of Scientific Computing<\/strong>, 75, 2, 733 761 DOI:<a href=\"https:\/\/doi.org\/10.1007\/s10915-017-0556-y\">https:\/\/doi.org\/10.1007\/s10915-017-0556-y<\/a><\/li>\n<li>Donnelly, C., Guillen, M., Nielsen, J.P. and P\u00e9rez-Mar\u00edn, A.M. (2018) \u201cImplementing individual savings decisions for retirement with bounds on wealth\u201d <strong>Astin Bulletin<\/strong>, 48, 1, 111-137. DOI: <a href=\"https:\/\/doi.org\/10.1017\/asb.2017.34\">https:\/\/doi.org\/10.1017\/asb.2017.34<\/a><\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2018). \u201cNonfinancial debt and economic growth in euro-area countries\u201d <strong>Journal of International Financial Markets, Institutions and Money<\/strong>, 56, 17-37<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/j.intfin.2018.03.005\">https:\/\/doi.org\/10.1016\/j.intfin.2018.03.005<\/a><\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2018) \u201cPublic debt and economic growth: Further evidence for the Euro Area\u201d.<strong> Acta Oeconomica<\/strong>, 68, 209-229 DOI: <a href=\"https:\/\/doi.org\/10.1556\/032.2018.68.2.2\">https:\/\/doi.org\/10.1556\/032.2018.68.2.2<\/a><\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2018). \u201cOn the time-varying nature of the debt-growth nexus: Evidence from the euro area\u201d. <strong>Applied Economics Letters<\/strong>, 25, 9, 597-600. DOI: <a href=\"http:\/\/dx.doi.org\/10.1080\/13504851.2017.1349284\">http:\/\/dx.doi.org\/10.1080\/13504851.2017.1349284<\/a><\/li>\n<li>Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018). \u201cDistortion Risk Measures for Non-negative Multivariate Risks\u201d <strong>Journal of Operational Risk<\/strong>, 13, 2, 35\u201357. DOI: <a href=\"https:\/\/doi.org\/10.21314\/JOP.2018.206\">https:\/\/doi.org\/10.21314\/JOP.2018.206<\/a><\/li>\n<li>Ladr\u00f3n de Guevara, R., Torra, S. and Monte, E. (2018). \u201cExtraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.\u201d <strong>Computaci\u00f3n y Sistemas<\/strong>, 22 (4), 1049-1064. M\u00e9xico: ISSN Impreso: 1405-5546, ISSN electr\u00f3nico: 2007-9737<\/li>\n<li>Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) \u201cOn the data-driven COS method\u201d <strong>Applied Mathematics and Computation<\/strong>, 317, 68-84. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.amc.2017.09.002\">https:\/\/doi.org\/10.1016\/j.amc.2017.09.002<\/a><\/li>\n<li>Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) \u00abSWIFT valuation of discretely monitored arithmetic Asian options\u00bb <strong>Journal of Computational Science<\/strong>, 28, 120\u2013139. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.jocs.2018.07.004\">https:\/\/doi.org\/10.1016\/j.jocs.2018.07.004<\/a><\/li>\n<li>Salas-Molina, F., Rodr\u00edguez-Aguilar, J. A., Serr\u00e0, J., Guillen, M. and Martin, F. J. (2018) \u201cEmpirical analysis of daily cash flow time series and its implications for forecasting\u201d <strong>SORT-Statistics and Operations Research Transactions<\/strong>, 42, 1, 73-98. DOI: <a href=\"https:\/\/doi.org\/10.2436\/20.8080.02.70\">https:\/\/doi.org\/10.2436\/20.8080.02.70<\/a><\/li>\n<li>Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) \u201cConsumer preferences for electric vehicles in Germany\u201d <strong>International Journal of Transport Economics<\/strong>, 45, 1, 97-122 DOI: <a href=\"https:\/\/doi.org\/10.19272\/201806701006\">https:\/\/doi.org\/10.19272\/201806701006<\/a><\/li>\n<li>S\u00f6derberg, M., Menezes, F. and Santolino, M. (2018) \u201cRegulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market\u201d <strong>Energy Economics<\/strong>, , 302-310.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/j.eneco.2018.03.006\">https:\/\/doi.org\/10.1016\/j.eneco.2018.03.006<\/a><\/li>\n<li>Torra, V., Guillen, M. and Santolino, M. (2018) \u201cContinuous m-dimensional distorted probabilities\u201d, <strong>Information Fusion<\/strong>, 44, 97-102.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/j.inffus.2017.12.004\">https:\/\/doi.org\/10.1016\/j.inffus.2017.12.004<\/a><\/li>\n<li>Uribe, J.M., Chuli\u00e1, H. and Guillen, M. (2018) \u201cTrends in the quantiles of the life table survivorship function\u201d <strong>European Journal of Population<\/strong>, 34, 5, 793-817.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1007\/s10680-017-9460-2\">https:\/\/doi.org\/10.1007\/s10680-017-9460-2<\/a><\/li>\n<li>Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) \u201cUncovering the nonlinear predictive causality between natural gas and electricity prices\u201d <strong>Energy Economics<\/strong>, 74, 904-916. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.eneco.2018.07.025\">https:\/\/doi.org\/10.1016\/j.eneco.2018.07.025<\/a><\/li>\n<\/ol>\n<p>&nbsp;<\/p>\n<p><strong>2017<\/strong><\/p>\n<ol>\n<li>Alca\u00f1iz, M., Santolino, M. and Ramon, Ll. (2017) \u201cA comparative analysis of tree-based models classifying imbalanced breath alcohol data\u201d <strong>Bolet\u00edn de Estad\u00edstica e Investigaci\u00f3n Operativa<\/strong>, 33, 3, 189-222. <a href=\"http:\/\/hdl.handle.net\/2445\/120281\">http:\/\/hdl.handle.net\/2445\/120281<\/a><\/li>\n<li>Berm\u00fadez, Ll., Karlis, D. and Santolino, M. (2017) \u201cA finite mixture of multiple discrete distributions for modelling heaped count data\u201d <strong>Computational Statistics and Data Analysis<\/strong>, 112, 14-23.<br \/>\nDOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.csda.2017.02.013\">http:\/\/dx.doi.org\/10.1016\/j.csda.2017.02.013<\/a><\/li>\n<li>B\u00f8lviken, E. and Guillen, M. (2017) \u201cRisk aggregation in Solvency II through recursive log-normals\u201d <strong>Insurance: Mathematics and Economics<\/strong>, 73, 20-26.<br \/>\nDOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.insmatheco.2016.12.006\">http:\/\/dx.doi.org\/10.1016\/j.insmatheco.2016.12.006<\/a><\/li>\n<li>Boucher, J-P., C\u00f4t\u00e9, S. and Guillen, M. (2017) <strong>\u201cExposure as duration and distance in telematics motor insurance using generalized additive models\u201d<\/strong> Risks, 5(4), 54; DOI: <a href=\"https:\/\/doi.org\/10.3390\/risks5040054\">https:\/\/doi.org\/10.3390\/risks5040054<\/a><\/li>\n<li>Br\u00e4utigam, M., Guillen, M. and Nielsen, J.P. (2017) \u201cFacing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines\u201d <strong>The Geneva Papers on Risk and Insurance &#8211; Issues and Practice<\/strong>, 42, 3, 406-422.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1057\/s41288-017-0056-1\">https:\/\/doi.org\/10.1057\/s41288-017-0056-1<\/a><\/li>\n<li>Chuli\u00e1, H., Guillen, M. and Uribe, J.M. (2017) \u201cMeasuring uncertainty in the stock markets\u201d <strong>International Review of Economics and Finance<\/strong>, 48, 18-33.<br \/>\nDOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.iref.2016.11.003\">http:\/\/dx.doi.org\/10.1016\/j.iref.2016.11.003<\/a><\/li>\n<li>Chuli\u00e1, H., Guillen, M. and Uribe, J.M. (2017) \u201cSpillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis\u201d <strong>Emerging Markets Review<\/strong>, 31, 32-46.<br \/>\nDOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.ememar.2017.01.001\">http:\/\/dx.doi.org\/10.1016\/j.ememar.2017.01.001<\/a><\/li>\n<li>Chuli\u00e1, H., Gupta, R., Uribe, J.M. and Wohar, M.E. (2017) \u201cImpact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach\u201d <strong>Journal of International Financial Markets, Institutions and Money<\/strong>, 48, 178-191. DOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.intfin.2016.12.003\">http:\/\/dx.doi.org\/10.1016\/j.intfin.2016.12.003<\/a><\/li>\n<li>Chuli\u00e1 H., Pinchao, A.D. and Uribe, J.M. (2017) \u201cRisk Synchronization in International Stock Markets\u201d <strong>Global Economic Review<\/strong>, 47, 2, 135-150.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1080\/1226508X.2017.1407952\">https:\/\/doi.org\/10.1080\/1226508X.2017.1407952<\/a><\/li>\n<li>Claver\u00eda, O., Monte, E. and Torra, S. (2017) \u201cUsing survey data to forecast real activity with evolutionary algorithms. A cross-country analysis\u201d <strong>Journal Of Applied Economics<\/strong>, 20, 2, 329-349.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.1016\/S1514-0326(17)30015-6\">https:\/\/doi.org\/10.1016\/S1514\u20110326(17)30015-6<\/a><\/li>\n<li>Claver\u00eda, O., Monte, E. and Torra, S. (2017) \u201cData pre-processing for neural network-based forecasting: does it really matter?\u201d <strong>Technological and Economic Development of Economy.<\/strong> 235, 709-725.<br \/>\nDOI: <a href=\"https:\/\/doi.org\/10.3846\/20294913.2015.1070772\">https:\/\/doi.org\/10.3846\/20294913.2015.1070772<\/a><\/li>\n<li>Claver\u00eda, O., Monte, E. and Torra, S. (2017) \u201cA new approach for the quantification of qualitative measures of economic expectations\u201d <strong>Quality &amp; Quantity<\/strong>, 51, 6, 2685-2706. DOI: <a href=\"https:\/\/doi.org\/10.1007\/s11135-016-0416-0\">https:\/\/doi.org\/10.1007\/s11135-016-0416-0<\/a><\/li>\n<li>Claveria, O., Monte, E. and Torra, S. (2017) \u201cAssessment of the effect of the financial crisis on agents\u2019 expectations through symbolic regression\u201d <strong>Applied Economics Letters<\/strong>, 24, 648-652.<br \/>\nDOI: <a href=\"http:\/\/dx.doi.org\/10.1080\/13504851.2016.1218419\">http:\/\/dx.doi.org\/10.1080\/13504851.2016.1218419<\/a><\/li>\n<li>Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) \u201cTwo-dimensional Shannon wavelet inverse Fourier technique for pricing European options\u201d <strong>Applied Numerical Mathematics<\/strong>, 117, 115\u2013138. DOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.apnum.2017.03.002\">http:\/\/dx.doi.org\/10.1016\/j.apnum.2017.03.002<\/a>15.<\/li>\n<li>D&#8217;Amico, G.; Guillen, M.; Manca, R. (2017) \u201cMulti-state models for evaluating conversion options in life insurance\u201d <strong>Modern Stochastics Theory and Applications<\/strong>, 4(2), 127-139.DOI: \u00a0<a href=\"http:\/\/dx.doi.org\/10.15559\/17-VMSTA78\">http:\/\/dx.doi.org\/10.15559\/17-VMSTA78<\/a><\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2017) \u201cPublic debt and economic growth: Further evidence for the Euro Area\u201d <strong>Acta Oeconomica<\/strong>, 68, 209-229. DOI: <a href=\"https:\/\/doi.org\/10.1556\/032.2018.68.2.2\">https:\/\/doi.org\/10.1556\/032.2018.68.2.2<\/a><\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2017) \u201cOn the time-varying nature of the debt-growth nexus: Evidence from the euro area\u201d. <strong>Applied Economics Letters<\/strong>, 25, 9, 597-600. DOI: <a href=\"http:\/\/dx.doi.org\/10.1080\/13504851.2017.1349284\">http:\/\/dx.doi.org\/10.1080\/13504851.2017.1349284<\/a><\/li>\n<li>G\u00f3mez-Puig, M. and Sosvilla-Rivero, S. (2017) \u201cHeterogeneity in the debt-growth nexus: Evidence from EMU countries\u201d <strong>International Review of Economics and Finance<\/strong>, 51, 470-486.DOI: <a href=\"http:\/\/dx.doi.org\/10.2139\/ssrn.2943255\">http:\/\/dx.doi.org\/10.2139\/ssrn.2943255<\/a><\/li>\n<li>Maree, S.C., Ortiz-Gracia L. and C.W. Oosterlee (2017) \u201cPricing early-exercise and discrete barrier options by Shannon wavelet expansions\u201d <strong>Numerische Mathematik<\/strong>, 136, 4, 1035-1070. DOI: <a href=\"https:\/\/doi.org\/10.1007\/s00211-016-0858-2\">https:\/\/doi.org\/10.1007\/s00211-016-0858-2<\/a><\/li>\n<li>Mar\u00ed del Cristo, M.L. and G\u00f3mez-Puig, M. (2017) \u201c<a href=\"http:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/00036846.2015.1114580\">Dollarization and the relationship between EMBI and fundamentals in Latin American countries\u201d<\/a> <strong>Cuadernos de Econom\u00eda: Spanish Journal of Economics and Finance<\/strong>, 40, 14\u201330. DOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.cesjef.2016.10.002\">http:\/\/dx.doi.org\/10.1016\/j.cesjef.2016.10.002<\/a><\/li>\n<li>Mosquera, S., Manotas, D. and Uribe, J.M. (2017) \u201cRisk asymmetries in hydrothermal power generation markets\u201d <strong>Electric Power Systems Research<\/strong>, 147, 154-164. DOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.epsr.2017.02.032\">http:\/\/dx.doi.org\/10.1016\/j.epsr.2017.02.032<\/a><\/li>\n<li>Mosquera-L\u00f3pez, S., Uribe, J.M. and Manotas, D. (2017) \u201cNonlinear empirical pricing in electricity markets using fundamental weather factors\u201d Energy, 139(15): 594-605. DOI: <a href=\"http:\/\/dx.doi.org\/10.1016\/j.energy.2017.07.181\">http:\/\/dx.doi.org\/10.1016\/j.energy.2017.07.181<\/a><\/li>\n<li>Piulachs, X., Alemany, R. and Guillen, M. (2017) \u201cEmergency care usage and longevity have opposite effects on health insurance rates\u201d <strong>Kybernetes<\/strong>, 46(1), 102-113. DOI: <a href=\"http:\/\/dx.doi.org\/10.1108\/K-06-2016-0149\">http:\/\/dx.doi.org\/10.1108\/K-06-2016-0149<\/a><\/li>\n<li>Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) \u201cJoint models for longitudinal counts and left-truncated time-to event data with applications to health insurance\u201d <strong>Sort-Statistics and Operations Research Transactions<\/strong>, 41(2), 347-372. DOI: <a href=\"http:\/\/dx.doi.org\/10.2436\/20.8080.02.63\">http:\/\/dx.doi.org\/10.2436\/20.8080.02.63<\/a><\/li>\n<li>Uribe, J. M., Chuli\u00e1, H., &amp; Guillen, M. (2017) \u201cUncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?\u201d <strong>Journal of International Financial Markets, Institutions and Money<\/strong>, 50, 52-68. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.intfin.2017.09.027\">https:\/\/doi.org\/10.1016\/j.intfin.2017.09.027<\/a><\/li>\n<\/ol>\n<p><small><big><small><big><small><big><small><big><b><small><big>Contributions to meetings (2017-2019)<\/big><\/small><\/b><\/big><\/small><\/big><\/small><\/big><\/small><\/big><\/small><\/p>\n<p>See <a href=\"http:\/\/www.ub.edu\/riskcenter\/contributed-papers-2-2-2\/\">link<\/a><\/p>\n<p><small><big><small><big><small><big><small><big><b><small><big>PhD theses defended (2017-2019)<\/big><\/small><\/b><\/big><\/small><\/big><\/small><\/big><\/small><\/big><\/small><\/p>\n<ul>\n<li>Padilla-Barreto, A. (2019) <em>Cuantificaci\u00f3n del riesgo global del asegurado para mejorar la tarificaci\u00f3n<\/em>, Universitat Polit\u00e8cnica de Catalunya. PhD in Statistics. Industrial PhD. Dir: C. Bolanc\u00e9 \/ Montserrat Guillen.<\/li>\n<li>Manish K. Singh (2018) \u201cBank and sovereign risk: The case of European Economic and Monetary Union\u201d. PhD in Economics. Dir: Marta G\u00f3mez-Puig.<\/li>\n<li>Uribe, J.M. (2018) Essays on Risk and Uncertainty in Economics and Finance. University of Barcelona, PhD in Economics. Dir: Helena Chuli\u00e0 \/ Montserrat Guillen.<\/li>\n<li>Gemma Colldeforns (Department of Mathematics, UAB, February 23, 2018). PhD project: \u201cWavelet approach in computational finance\u201d. Dir: Luis Ortiz-Gracia.<\/li>\n<li>Piulachs, X. (2017) Joint Modeling of Longitudinal and Time-to-Event Data with Applications in Health Insurance. University of Barcelona, PhD in Statistics. Dir: Montserrat Guillen \/ Ramon Alemany.<\/li>\n<\/ul>\n<\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/3008"}],"collection":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/comments?post=3008"}],"version-history":[{"count":4,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/3008\/revisions"}],"predecessor-version":[{"id":3020,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/3008\/revisions\/3020"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/media?parent=3008"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}