Finance and macroeconomics:
 “Daily growth at risk: financial or real drivers? The answer is not always the same”(with Chuliá, H. and Garrón, I.), International Journal of Forecasting. Accepted.
 “Does economic complexity reduce the probability of a fiscal crisis?“(with Gomez-Gonzalez, J.E. and Valencia, O.), World Development.
 “Banks’ leverage in foreign exchange derivatives in times of crisis: A tale of two countries“(with Giraldo, C., Giraldo, I., and Gomez-Gonzalez, J.E.) Emerging Markets Review.
 “Expected, unexpected, good and bad aggregate uncertainty” (with Chuliá H.) Studies in Nonlinear Dynamics & Econometrics.
 “Asymmetric volatility spillovers and consumption risk-sharing” (with Chuliá H.) Applied Economics.
 “The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions” (with Holguín J.S.) Empirical Economics.
 “Measuring uncertainty in the stock market” (with Chuliá H. and Guillén M.) International Review of Economics and Finance.
 “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.
 “Regímenes de volatilidad del tipo de cambio en Colombia e intervenciones de política” (with Fernández, J., Jiménez, D.) Investigación Económica.
 “Nonlinear market liquidity: An empirical examination“(with Chuliá H. and Mosquera-López S.) International Review of Financial Analysis.
 “European stock market volatility connectedness: The role of country and sector membership” (with Guillén,M. and Vidal, J.J.) Journal of International Financial Markets, Institutions & Money.
 “Risk spillovers between global corporations and Latin American sovereigns: global factors matter” (with Gomez-Gonzalez, J.E. and Valencia, O.) Applied Economics.
 “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.
 “Analyzing the nonlinear pricing of liquidity risk according to the market state” (with Chuliá H. and Koser C.) Finance Research Letters.
 “Giving and receiving: exploring the predictive causality between oil prices and exchange rates” (with Gomez-Gonzalez J.E. and Hirs-Garzon J.) International Finance.
 “Uncovering the time-varying causality between volatility and commonality in liquidity” (with Chuliá H. and Koser C.) International Review of Financial Analysis 69.
 “Currency downside risk, liquidity, and financial stability” ” (with Chuliá, H. and J. Fernández) Journal of International Money and Finance.
 “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.
 “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.
 “Systemic political risk” (with Chuliá, H and Estevez M.) Economic Modelling.
 “Cyclical capital structure decisions” (with Llobet-Dalmases J. and Plana-Erta, D.) North American Journal of Economics and Finance.
 “Interdependent capital structure choices and the macroeconomy” (with Gomez-Gonzalez J.E. and Hirs-Garzon J.) North American Journal of Economics and Finance.
 “Commonality, macroeconomic factors and banking profitability” (with Joaqui, O. and Manotas, D.) North American Journal of Economics and Finance.
 “Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation” (with Restrepo, N. and D. Manotas) Resources Policy.
 “Pricing the risk due to weather conditions in small variable renewable energy projects” (with Mosquera-López, S.) Applied Energy.
 “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.
 “Characterizing electricity market integration in Nord Pool” (with Mosquera, S., and Guillén M.) Energy.
 “Volatility spillovers in energy markets”(with Chuliá H. and M. D. Furió) Energy Journal.
 “Uncovering the nonlinear predictive causality between natural gas and electricity prices”(with Guillén, M. and S. Mosquera-López) Energy Economics.
 “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.
 “Financial risk network architecture of energy firms” (with Restrepo, N. and D. Manotas) Applied Energy.
 “Nonlinear empirical pricing in electricity markets using fundamental weather factors”, (with Mosquera-López S. and Manotas D.) Energy.
 “Risk asymmetries in hydrothermal power generation markets” (with Mosquera-López S. and Manotas D.) Electric Power Systems Research.
 “Trends in the quantiles of the life table survivorship function” (with Chuliá, H. and M. Guillén) European Journal of Population.
 “Modeling longevity risk with generalized dynamic factor models and vine copulae“(with H. Chuliá and M. Guillén.) Astin Bulletin.
 “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.