| On the risk premium in Nordic electricity futures prices JJ Lucia, H Torró International Review of Economics & Finance 20 (4), 750-763, 2011 | 96 | 2011 |
| Asymmetric covariance in spot‐futures markets V Meneu, H Torro Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 61 | 2003 |
| The economic value of volatility transmission between the stock and bond markets H Chuliá, H Torro Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 56 | 2008 |
| Short-term electricity futures prices: Evidence on the time-varying risk premium JJ Lucia, H Torró Available at SSRN 1014035, 2008 | 54 | 2008 |
| Volatility transmission patterns and terrorist attacks H Chuliá, F Climent, P Soriano, H Torró Quantitative Finance 9 (5), 607-619, 2009 | 46 | 2009 |
| Trading with asymmetric volatility spillovers A Pardo, H Torro Journal of Business Finance & Accounting 34 (9‐10), 1548-1568, 2007 | 42 | 2007 |
| Model based Monte Carlo pricing of energy and temperature quanto options M Caporin, J Preś, H Torro Energy Economics 34 (5), 1700-1712, 2012 | 40 | 2012 |
| European natural gas seasonal effects on futures hedging B Martínez, H Torró Energy Economics 50, 154-168, 2015 | 37 | 2015 |
| Single factor stochastic models with seasonality applied to underlying weather derivatives variables H Torró, V Meneu, E Valor The Journal of Risk Finance 4 (4), 6-17, 2003 | 33 | 2003 |
| Forecasting weekly electricity prices at Nord Pool H Torró FEEM working paper, 2007 | 28 | 2007 |
| Single factor stochastic models with seasonality applied to underlying weather derivatives variables H Torró, V Meneu, E Valor Available at SSRN 264178, 2001 | 23 | 2001 |
| Electricity futures prices: some evidence on forecast power at Nord Pool H Torró The journal of energy markets 2 (3), 3, 2009 | 19 | 2009 |
| Hedging spark spread risk with futures B Martínez, H Torró Energy policy 113, 731-746, 2018 | 18 | 2018 |
| Short-term electricity future prices at Nordpool: Forecasting power and risk premiums J Lucia, H Torro JEL Classifications, University of Valencia, 2005 | 15 | 2005 |
| Optimal hedging under biased energy futures markets D Furió, H Torró Energy Economics 88, 104750, 2020 | 11 | 2020 |
| The response of Brent crude oil to the European central bank monetary policy P Soriano, H Torró Finance Research Letters 46, 102353, 2022 | 9 | 2022 |
| Assessing the influence of spot price predictability on electricity futures hedging H Torro Journal of Risk 13 (4), 31, 2011 | 9 | 2011 |
| Incidencia de la climatología en el consumo de gas y electricidad en España FJC Diranzo, EV i Micó, HT i Enguix, VC Miralles ICE, Revista de Economía, 2003 | 9 | 2003 |
| Hedging weekly electricity price risk with futures at nord pool: duration and maturity effects H Torró University of Valencia, Spain, Working Pa (per, 2008 | 7 | 2008 |
| Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española H Chuliá, H Torró investigaciones económicas 31 (3), 445-474, 2007 | 7 | 2007 |
