Finanzas energéticas, Valoración de Activos, Gestión de Riesgos.
Peña, J.I, Rodríguez, R. and Mayoral, S." Decoding renewable PPA prices in California's energy market", Renewable Energy, 261, 2026
Peña, J.I, Rodríguez, R. and Mayoral, S. "The energy policy pricing dilemma: Affordability, volatility, and market signals in electricity tariffs",Energy Reports,14, 2025
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
Peña, J.I, Rodríguez, R. and Mayoral, S." Decoding renewable PPA prices in California's energy market", Renewable Energy, 261, 2026
Peña, J.I, Rodríguez, R. and Mayoral, S. "The energy policy pricing dilemma: Affordability, volatility, and market signals in electricity tariffs",Energy Reports,14,2025
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", The energy Journal, 43 (2),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. 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", Journal of Financial Economics, vol. 127 (3), Marzo 2018, 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.: "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