ROSA RODRÍGUEZ
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email:
rosa.rodriguez@uc3m.es
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address / office:
C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.43
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phone / fax:
(34) 91 624 86 41 /
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BUSINESS UC3M
@UC3M_BUSINESS

ROSA RODRÍGUEZ

Professor of Finance

Research interests

Energy Finance, Asset Pricing , Risk Management

Selected publications

    Peña, J.I , Mayoral, S. and Rodríguez, R. "Hedging renewable power purchase agreements",Energy Strategy Reviews, 55, 2024

    Peña, J.I , Mayoral, S. and Rodríguez, R. "Cannibalization, depredation, and market remuneration of power plants", Energy Policy, 2022

    Peña, J.I, Mayoral, S. and Rodríguez, R. "Tail Risk of Electricity Futures" , Energy Economics, 2020  

    Peña, J.I  and Rodríguez, R. "Are EU’s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices"  Energy, 183, pages 477-486  , 2019, 

    Rodríguez, R., Moreno J.D. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry", Journal of Financial Economics vol. 127 (3), Marzo 2018, 567-587

    Rodríguez, R, Moreno, J.D. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance vol. 60, Noviembre 2015, 224-238

    Rosa Rodríguez is Professor of Finance at the Department of Business Administration at Carlos III University. She holds a Ph. D. in Economics from the Carlos III University and a Bachelor degree in business and economics from the Complutense University (Madrid - Spain). She teaches financial economics, asset pricing and risk management to undergraduates and graduates.

    Rosa's research interests center on energy markets, asset pricing, risk management and mutual funds evaluation. Her research examines the effects of macroeconomic factors on equity returns. She has published in international leading journals, such as the Journal of International Money and Finance and also in domestic journals, such as the Spanish Economic Review and Investigaciones Económicas.

    In addition to her teaching and research, Rosa has served as ad hoc reviewer of journals as International Review of Economics and Finance, Investigaciones Economicas, Moneda y Crédito, Revista de Economía Aplicada and Revista de Economía Financiera.

    Peña, J.I , Mayoral, S. and Rodríguez, R. "Hedging renewable power purchase agreements",Energy Strategy Reviews, 55, 2024

    Peña, J.I , Mayoral, S. and Rodríguez, R. "Cannibalization, depredation, and market remuneration of power plants", Energy Policy, 2022

    Peña, J.I  and Rodríguez, R.  "Market Makers and Liquidity Premium in Electricity Futures Markets " (2022). The energy Journal, 43 (2) 

    Peña, J.I & Mayoral, S. and Rodríguez, R. "Tail Risk of Electricity Futures" , Energy Economics, 2020

    Peña, J.I  and Rodríguez, R. "Are EU’s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices"  Energy, 183, pages 477-486  , 2019,

    Rodríguez, R. and Peña, J.I.: "Default supply auctions in electricity markets: Challenges and proposals", Energy Policy vol. 122, Noviembre 2018, 142-151

    Rodríguez, R., Moreno J.D. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry" (2018), Journal of Financial Economics127 (3), 567-587

    Peña, J.I and Blanco Ivan and Rodríguez, R. "Modelling Electricity Swaps with Stochastic Forward Premium Models  " ( 2018), The Energy Journal, vol. 39 (2) 

    Rodríguez, R. & Peña, I.: "Time-Zero Efficiency of European Power Derivatives Markets”, Energy Policy vol. 95,  August 2016, 253-268 

    Rodríguez, R. & Rubio, G.: “Teaching Quality and Academic Research”, International Review of Economics Education vol. 23, Septiembre 2016, 10-27 

    Rodríguez, R, Moreno, J.D. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance vol. 60, Noviembre 2015, 224-238

    Rodríguez, R. & Nieto, B.: “Corporate stock and bond return correlations and dynamic adjustments of capital structure ”, Journal of Business Finance and Accounting vol. 42 (5-6), Junio-Julio 2015, 705–746

    Rodríguez, R., Moreno, J.D. & Matallín-Sáez, J.C.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356

    Rodríguez, R., Moreno, J.D. & Malagón, J.: “Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343

    Rodríguez, R., Moreno, J.D. & Cáceres, E.: “A study on short-selling constraints: total ban versus partial ban”, Applied Economics Letters vol. 22 (2), 2015, 99-103

    Rodríguez, R., Moreno, J.D. & Wang, C.:“Accurately Measuring Gold Mutual Fund Performance”, Applied Economics Letters, vol. 21 (4), 2014, 268-271

    Rodríguez, R.& Moreno, J.D.: "Optimal Diversification across Mutual Funds", Applied Financial Economics vol. 23 (2), 2013, 199-203

    Rodríguez, R. & Moreno, J.D."The value of coskewness in mutual fund performance evaluation", Journal of Banking & Finance vol. 33, 2009, 1664–1676

    Rodríguez, R. & Peña, I.: "On the economic link between asset prices and real activity”, Journal of Business Finance and Accounting vol. 34 (5-6), Junio-Julio 2007, 889-916

    Rodríguez, R. & Nieto, B.: "The consumption-wealth and Book-to Market ratios in a Dynamic asset-pricing context", Spanish Economic Review  vol. 9, 2006

    Rodríguez, R. & Moreno, J.D.: "Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework", Managerial Finance vol. 32 (4), 2006, 375-392

    Rodríguez, R. & Restoy, F.: "Can Fundamentals Explain Cross-Country Correlations of Asset Returns? ”, Review of World Economics, vol. 142 (3), 2006

    Rodríguez, R. & Nieto, B.: "Los Modelos de Valoración de Activos Condicionales: un Panorama Comparativo Ilustrado con Datos Españoles" (2005)  Investigaciones Económicas, vol. 29 (1), 2004

    Rodríguez, R., Restoy, F. & Oeña, I.: "Can Output Explain the Predictability and Volatility of Stock Returns?", Journal of International Money and Finance vol. 21 (2), Abril 2002, 163-182