“Nonlinear market liquidity: An empirical examination“(with Chuliá H and Mosquera-López S) International Review of Financial Analysis, 2023.
 “European stock market volatility connectedness: The role of country and sector membership” (with M. Guillén and J. Vidal) Journal of International Financial Markets, Institutions & Money, 2023.
 “Expected, unexpected, good and bad aggregate uncertainty” (with Chuliá H) Studies in Nonlinear Dynamics & Econometrics, 2023.
 “Risk spillovers between global corporations and Latin American sovereigns: global factors matter” (with Gomez-Gonzalez J.E. and Valencia, O.) Applied Economics, 2023.
 “Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets” (with Gomez-Gonzalez J.E. and Hirs-Garzon J.) Journal of Commodity Markets, 2022.
 “Pricing the risk due to weather conditions in small variable renewable energy projects” (with S.Mosquera-López) Applied Energy, 2022.
 “Interdependent capital structure choices and the macroeconomy” (with Gomez-Gonzalez J.E. and Hirs-Garzon J.) North American Journal of Economics and Finance, 2022.
 “Assessing the relationship between electricity and natural gas prices in European markets in times of distress” (with S. Mosquera-López and Arenas, O.) Energy Policy, 2022.
 “Commonality, macroeconomic factors and banking profitability” (with Joaqui, O. and Manotas, D.) North American Journal of Economics and Finance, 2022.
 “Asymmetric volatility spillovers and consumption risk-sharing” (with Chuliá H.) Applied Economics, 2021.
 “Analyzing the nonlinear pricing of liquidity risk according to the market state” (with Chuliá H. and Koser C.) Finance Research Letters, 2021.
 “Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation” (with Restrepo, N. and D. Manotas) Resources Policy, 2020.
 “Characterizing electricity market integration in Nord Pool” (with Mosquera, S., and Guillén M.) Energy, 2020.
 “Giving and receiving: exploring the predictive causality between oil prices and exchange rates” (with Gomez-Gonzalez J.E. and Hirs-Garzon J.) International Finance, 2020.
 “Uncovering the time-varying causality between volatility and commonality in liquidity” (with Chuliá H. and Koser C.) International Review of Financial Analysis 69, 2020.
 “The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions” (with Holguín J.S.) Empirical Economics, 2020.
 “Volatility spillovers in energy markets”(with Chuliá H. and M. D. Furió) Energy Journal, 2019.
 “Uncovering the nonlinear predictive causality between natural gas and electricity prices”(with Guillén, M. and S. Mosquera-López) Energy Economics, 2018.
 “Effect of stopping hydroelectric power generation on electricity prices: An event study approach”(with Mosquera-López, S. and D. Manotas) Renewable and Sustainable Energy Reviews, 2018.
 “Financial risk network architecture of energy firms” (with Restrepo, N. and D. Manotas) Applied Energy, 2018.
 “Currency downside risk, liquidity, and financial stability” ” (with Chuliá, H. and J. Fernández) Journal of International Money and Finance,2018. Slides FF-17
 “Risk synchronization in international stock markets” (with Chuliá, H. and A. Pinchao) Global Economic Review, 2018.
 “Trends in the quantiles of the life table survivorship function” (with Chuliá, H. and M. Guillén) European Journal of Population, 2018.
 “Nonlinear empirical pricing in electricity markets using fundamental weather factors”, (with Mosquera-López S. and Manotas D.) Energy, 2017.
 “Uncertainty, systemic shocks and the global banking sector: has the crisis modified their relationship?” (with Chuliá, H. and M. Guillén) Journal of International Financial Markets, Institutions & Money, 2017. Slides IFABS-16.
 “Spillovers from the United States to Latin American and G7 stock markets: A VAR-Quantile analysis” (with Chuliá H. and Guillén M.) Emerging Markets Review, 2017, Slides EFMA-16
 “Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach” (with Chuliá, H., Gupta, R. and M. Wohar) Journal of International Financial Markets, Institutions & Money, 2017.
 “Risk asymmetries in hydrothermal power generation markets” (with Mosquera-López S. and Manotas D.) Electric Power Systems Research, 2017.
 “Modeling longevity risk with generalized dynamic factor models and vine copulae“(with H. Chuliá and M. Guillén.) Astin Bulletin, 2016.
 “Regímenes de Volatilidad del Tipo de Cambio en Colombia e Intervenciones de Política” (with Fernández, J., Jiménez, D.) Investigación Económica, 2015.
 “Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R” (with Guillén, M.) Springer-Finance, 2020.
 “Essays on Risk and Uncertainty in Economics and Finance” Ed. Universidad de Cantabria, 2022.
*ISI-JCR publications only. A full list of my publications can be found on my Ideas-Repec or ResearchGate sites.