Energy Finance, Asset Pricing , Risk Management
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
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 Economics, 127 (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