Articles (forthcoming)
Barcellos-Paula, L., Gil-Lafuente, A. M., and Castro-Rezende, A. (2023) “Algorithm Applied to SDG13: A Case Study of Ibero-American Countries.” Mathematics, 11, 2, 313. DOI: https://doi.org/10.3390/math11020313
Vidal-Llana, X., Uribe, J. M. and Guillén, M. (2023) “European stock market volatility connectedness: The role of country and sector membership.” Journal of International Financial Markets, Institutions and Money, 82, 101696. DOI: https://doi.org/10.1016/j.intfin.2022.101696
2022
Abio, G., Alcañiz, M., Belloni, C.M, Gómez-Puig, M., Ortiz-Gracia, L., Royuela, V., Rubert, G., Serrano, M. and Stoyanova, A. (2022) “Impact of peers in educational outcomes in Economics”. Revista d’Innovació i Recerca en Educació, 15, 2, 1-18. DOI: https://doi.org/10.1344/reire.38063
Ashofteh, A., Bravo, J. M., and Ayuso, M. (2022) “An ensemble learning strategy for panel time series forecasting of excess mortality during the COVID-19 pandemic.” Applied Soft Computing, 128, 109422. DOI: https://doi.org/10.1016/j.asoc.2022.109422
Badea, A., Bolancé, C., and Vernic, R. (2022) “On the Bivariate Composite Gumbel–Pareto Distribution.” Stats, 5, 4, 948-969. DOI: https://doi.org/10.3390/stats5040055
Bermúdez, L. and Karlis, D. (2022) “Copula-based bivariate finite mixture regression models with an application for insurance claim count data”. Test. DOI: https://doi.org/10.1007/s11749-022-00814-1
Bolancé, C., Acuña, C.A. and Torra, S. (2022) “Non-Normal Market Losses and Spatial Dependence Using Uncertainty Indices”. Mathematics, 10, 8, 1317. DOI: https://doi.org/10.3390/math10081317
Claveria, O., Monte, E. and Torra S. (2022) “A genetic programming approach for Economic Forecasting with Survey Expectations”. Applied Sciences, 12, 13, 6661. DOI: https://doi.org/10.3390/app12136661
Constantinescu, C., Guillen, M. and Steffensen, M. (2022) “Continuing Risks.” Risks, 11, 1, 10. DOI: https://doi.org/10.3390/risks11010010
de Paula, L.B., de La Vega, I. and Gil-Lafuente, A.M. (2022) “A Bibliometric Review of Decision Models in Uncertainty Between 1990 and 2018”. Lecture Notes in Networks and Systems, 388 LNNS, 217-225.
DOI: https://doi-org.sire.ub.edu/10.1007/978-3-030-93787-4_13
de Paula, L.B., de La Vega, I. and Gil-Lafuente, A.M. (2022) “Bibliometric review of research on decision models in uncertainty, 1990–2020”. International Journal of Intelligent Systems, 37, 10, 7300-7333.
DOI: https://doi-org.sire.ub.edu/10.1002/int.22882
de Paula, L.B., Gil-Lafuente, A.M. and Alvares, D.F. (2022) “An Input of Fuzzy Logic to Sustainable Tourism: A Case from Brazil”. Lecture Notes in Networks and Systems, 388, LNNS, 194-204.
DOI: https://doi-org.sire.ub.edu/10.1007/978-3-030-93787-4_11
de Paula, L.B., Gil-Lafuente, A.M. and Castro-Rezende, A. (2022) “Socio-Economic and Health Management of Pandemics Based on Forgotten Effects Theory”. Cybernetics and Systems, 54, 2, 239-265.
DOI: https://doi.org/10.1080/01969722.2022.2058693
Figuerola-Wischke, A., Gil-Lafuente, A.M. and Merigó J.M. (2022) “The uncertain ordered weighted averaging adequacy coefficient operator”. International Journal of Approximate Reasoning, 148, 68-79.
DOI: https://doi.org/10.1016/j.ijar.2022.06.001
Gomez-Gonzalez, J. E., Hirs-Garzón, J. and Uribe, J. M. (2022) “Interdependent capital structure choices and the macroeconomy.” The North American Journal of Economics and Finance, 62, 101750. DOI: https://doi.org/10.1016/j.najef.2022.101750
Gomez-Gonzalez, J. E., Uribe, J. M. and Valencia, O. M. (2022) “Risk spillovers between global corporations and Latin American sovereigns: global factors matter.” Applied Economics, 1-20. DOI: https://doi.org/10.1080/00036846.2022.2097193
Gomez-Gonzalez, J.E., Hirs-Garzon, J. and Uribe, J.M. (2022) “Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets”. Journal of Commodity Markets, 100258. DOI: https://doi.org/10.1016/j.jcomm.2022.100258
Gómez-Puig, M. and Stoyanova, A. (2022) “Learning by engaging. The use of active learning strategies in higher education”. Revista d’Innovació i Recerca en Educació, 15, 2, 1-4. DOI: https://doi.org/10.1344/reire.39770
Gómez-Puig, M., Sosvilla-Rivero, S. and Martínez-Zarzoso, I. (2022) “On the heterogeneous link between public debt and economic growth”. Journal of International Financial Markets, Institutions and Money, 77, 101528. DOI: https://doi.org/10.1016/j.intfin.2022.101528
Guillen, M., Robles, I.B., Cabrera, E.B., Roldán, X.A., Bolancé, C., Jorba, D. and Moriña, D. (2022) “Acute respiratory infection rates in primary care anticipate ICU bed occupancy during COVID-19 waves”. PLoS ONE, 17, 5 May, e0267428. DOI: https://doi.org/10.1371/journal.pone.0267428
Hernández-Herrera, G., Moriña, D. and Navarro, A. (2022) “Left-censored recurrent event analysis in epidemiological studies: a proposal for when the number of previous episodes is unknown”. BMC Medical Research Methodology, 22, 1, 20. DOI: https://doi.org/10.1186/s12874-022-01503-1
Joaqui-Barandica, O., Manotas-Duque, D. F. and Uribe, J. M. (2022) “Commonality, macroeconomic factors and banking profitability.” The North American Journal of Economics and Finance, 62, 101714. DOI: https://doi.org/10.1016/j.najef.2022.101714
Martínez, A.T., Gil-Lafuente, A.M., Keropyan, A. and Merigó-Lindahl, J.M. (2022) ”Application of the Forgotten Effects Theory to the Qualitative Analysis of the Operational Risk Events”. Lecture Notes in Networks and Systems, 388 LNNS, 261-270. DOI: https://doi.org/10.1007/978-3-030-93787-4_15
Moriña, D. (2022) “Impact of the Covid-19 pandemic in health services usage.” BEIO, Boletín de Estadística e Investigación Operativa, 38, 2, 7. https://www.seio.es/wp-content/uploads/2022/07/Julio2022_Estadistica.pdf
Moriña, D., Puig, P. and Navarro, A. (2022) “Correction: Analysis of zero inflated dichotomous variables from a Bayesian perspective: application to occupational health.” BMC Medical Research Methodology, 22, 210. DOI: https://doi.org/10.1186/s12874-022-01697-4
Mosquera-López, S. and Uribe, J. M. (2022) “Pricing the risk due to weather conditions in small variable renewable energy projects.” Applied Energy, 322, 119476. DOI: https://doi.org/10.1016/j.apenergy.2022.119476
Navarro, A., Fernández-Cano, M. I., Salas-Nicas, S., Llorens, C., Moriña, D. and Moncada, S. (2022) “Relación entre exposición a riesgos psicosociales y salud: un estudio de cohorte mediante el COPSOQ-Istas21”. Gaceta Sanitaria, 36, 4, 376-379. DOI: https://doi.org/10.1016/j.gaceta.2021.11.004
Olmedo Lucerón, C., Díez Domingo, J., Expósito Singh, D., Moriña Soler, D., Aznarte, J.L., Almagro Pedreño, J. and Limia Sánchez A. (2022) ”Predictions of three mathematical models related with the COVID-19 Vaccination Strategy in Spain. June 2021 [Predicciones de tres modelos matemáticos en relación a la estrategia de vacunación frente a la COVID-19 en España. Junio de 2021]”. Revista Española de Salud Pública, 96. 16 de febrero e202202019. https://www.sanidad.gob.es/biblioPublic/publicaciones/recursos_propios/resp/revista_….RS96C_202202019.pdf
Ortega, I. and Guillén, M. (2022) “El treball sènior en l’economia de la longevitat.” Revista econòmica de Catalunya, 85, 55-62. https://www.raco.cat/index.php/RECAT/article/download/400894/494484
Pinto-López, I.N., Montaudon-Tomas, C.M. and Gil-Lafuente A.M. (2022) ”Mexico and the Challenges of Achieving the 2030 Sustainable Development Goals”. Lecture Notes in Networks and Systems, 388, LNNS, 29-45. DOI: https://doi.org/10.1007/978-3-030-93787-4_2
Pitarque, A. and Guillen M. (2022) ”Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed”. Risks, 10, 1, 19. DOI: https://doi.org/10.3390/risks10010019
Pons-Novell, J. and Guillen, M. (2022) “The Autonomous Capacity of the Elderly Population in Spain for Shopping and Preparing Meals.” International Journal of Environmental Research and Public Health, 19, 22, 14828. DOI: https://doi.org/10.3390/ijerph192214828
Riera, M.C., Alcañiz, M., Chulià, H. and Pujol-Jover, M. (2022) “Graduates and competences: analyzing the gap between university and Enterprise”. RIDU: Revista d’Innovació Docent Universitària, 14.
DOI: https://doi.org/10.1344/RIDU2022.14.1
Ruiz, G. E. S., Valenzuela, K. S., Gil-Lafuente, A. M. and Flores, V. V. (2022) “Los efectos olvidados en las cooperativas pesqueras de la bahía de Altata.” Inquietud Empresarial, 22, 1, 37-58. DOI: https://doi.org/10.19053/01211048.13180
Salvans Blanch, M., Gil-Lafuente, A.M., Sole Moro, M.L. and Boria-Reverter, S. (2022) ”The Fit Between Corporate Entrepreneurship and Innovation in the Organizational Performance Through SHRM”. Lecture Notes in Networks and Systems, 388 LNNS, 121-143. DOI: https://doi.org/10.1007/978-3-030-93787-4_7
Santolino, M., Alcañiz, M. and Bolancé, C. (2022) “Hospitalizations from covid-19: a health planning tool”. Revista de Saude Publica, 56, 51. DOI: https://doi.org/10.11606/s1518-8787.2022056004315
Santolino, M., Céspedes, L. and Ayuso, M. (2022) “The impact of aging drivers and vehicles on the injury severity of crash victims.” International journal of environmental research and public health, 19, 24, 17097. DOI: https://doi.org/10.3390/ijerph192417097
Uribe, J.M. and Chuliá, H. (2022) ”Expected, unexpected, good and bad aggregate uncertainty”. Studies in Nonlinear Dynamics and Econometrics. DOI: https://doi.org/10.1515/snde-2020-0127
Uribe, J.M., Mosquera-López, S. and Arenas, O.J. (2022) ”Assessing the relationship between electricity and natural gas prices in European markets in times of distress”. Energy Policy, 166, 113018.
DOI: https://doi.org/10.1016/j.enpol.2022.113018
Vega Baquero, J.D. and Santolino, M. (2022) “Too big to fail? An analysis of the Colombian banking system through compositional data” Latin American Journal of Central Banking, 3, 2, 100060.
DOI: https://doi.org/10.1016/j.latcb.2022.100060
Vega Baquero, J.D. and Santolino, M. (2022) “Capital flows in integrated capital markets: MILA case.” Quantitative Finance and Economics, 6, 4, 622-639. DOI: 3934/QFE.2022027
Vernic, R., Bolancé, C. and Alemany, R. (2022) ”Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims”. Insurance: Mathematics and Economics, 102, 111-125. DOI: https://doi.org/10.1016/j.insmatheco.2021.12.001
Vidal-Llana, X. and Guillén, M. (2022) “Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility.” The North American Journal of Economics and Finance, 63, 101835. DOI: https://doi.org/10.1016/j.najef.2022.101835
Vizuete-Luciano, E., Boria-Reverter, S., Solé-Moro, M.L. and Gil-Lafuente, A.M. (2022) ”Adaptation of Grocery Stores to the Post-Covid-19 Environment. The Case of Barcelona”. Lecture Notes in Networks and Systems, 388 LNNS, 288-300. DOI: https://doi.org/10.1007/978-3-030-93787-4_17
Vizuete-Luciano, E., Güzel, O. and Merigó, J. M. (2022) “Bibliometric research of the Pay-What-You-Want Topic.” Journal of Revenue and Pricing Management. DOI: https://doi.org/10.1057/s41272-022-00414-6
2021
Alcañiz, M., Guillen, M. and Santolino, M. (2021) “Differences in the risk profiles of drunk and drug drivers: Evidence from a mandatory roadside survey”. Accident Analysis & Prevention, 151, 105947.
DOI: https://doi.org/10.1016/j.aap.2020.105947
Alemany, R., Bolancé, C., Rodrigo, R. and Vernic, R. (2021) “Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity“. Mathematics, 9 (1), 73. DOI:https://doi.org/10.3390/math9010073
Alfaro-García, V. G., Merigó, J. M., Gil-Lafuente, A. M. and Monge, R. G. (2021). “Group-decision making with induced ordered weighted logarithmic aggregation operators”. Journal of Intelligent & Fuzzy Systems, 40, 2, 1761-1772. DOI:https://doi.org/ 10.3233/JIFS-189183
Arenas, L. and Gil Lafuente, A. M. (2021) “Impact of emerging technologies in banking and finance in Europe: A volatility spillover and contagion approach”. Journal of Intelligent and Fuzzy Systems, 40, 2, 1903-1919. DOI:https://doi.org/10.3233/JIFS-189195
Arenas, L. and Gil-Lafuente, A. M. (2021). “Regime Switching in High-Tech ETFs: Idiosyncratic Volatility and Return”. Mathematics, 9(7), 742. DOI:https://doi.org/10.3390/math9070742
Ayuso, M., Bravo, J. M., Holzmann, R. and Palmer, E. (2021) “Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters”. Risks, 9(5), 96. DOI: https://doi.org/10.3390/risks9050096
Ayuso, M., Bravo, J. M. and Holzmann, R. (2021) “Getting life expectancy estimates right for pension policy: period versus cohort approach”. Journal of Pension Economics & Finance, 20(2), 212-231. DOI:https://doi.org/10.1017/S1474747220000050
Bermúdez, L. and Karlis, D. (2021). “Multivariate INAR (1) Regression Models Based on the Sarmanov Distribution“. Mathematics 2021, 9(5), 505. DOI: https://doi.org/10.3390/math9050505
Bolancé, C. and Acuña, C. A. (2021). “A New Kernel Estimator of Copulas Based on Beta Quantile Transformations”. Mathematics, 9(10), 1078. DOI:https://doi.org/10.3390/math9101078
Bolancé, C. and Guillen, M. (2021) “Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk”. Risks, 9(4), 77. DOI:https://doi.org/10.3390/risks9040077
Bravo, J. M., Ayuso, M., Holzmann, R. and Palmer, E. (2021) “Addressing the life expectancy gap in pension policy”. Insurance: Mathematics and Economics, 99, 200-221. DOI: https://doi.org/10.1016/j.insmatheco.2021.03.025
Bravo, J. M. and Ayuso, M. (2021) “Forecasting the Retirement Age”. Trends and Applications in Information Systems and Technologies, 123-135. DOI:https://doi.org/10.1007/978-3-030-72657-7_12
Bravo, J.M. and Ayuso, M. (2021) “Linking pensions to life expectancy: Tackling conceptual uncertainty through bayesian model averaging”. Mathematics, 9, 24, 3307. DOI: https://doi.org/10.3390/math9243307
Caïs, J., Torrente, D. and Bolancé, C. (2021). “The Effects of Economic Crisis on Trust: Paradoxes for Social Capital Theory“. Social Indicators Research, 153 (1), 173-192. DOI: https://doi.org/10.1007/s11205-020-02385-w
Chen, A., Guillen, M. and Rach, M. (2021) “Fees in tontines”. Insurance: Mathematics and Economics, 100. DOI:https://doi.org/10.1016/j.insmatheco.2021.05.001
Chulia, H., Koser, C. and Uribe, J. M. (2021) “Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State”. Finance Research Letters, 38, 101515. DOI: https://doi.org/10.1016/j.frl.2020.101515
Claveria, O., Monte, E. and Torra S. (2021) “A genetic programming approach for estimating economic sentiment in the baltic countries and the European union”. Technological and Economic Development of Economy, 27, 1, 262-279. DOI: https://doi.org/10.3846/tede.2021.13989
Claveria, O., Monte, E. and Torra, S. (2021) “Frequency domain analysis and filtering of business and consumer survey expectations”. International Economics, 166, 42-57. DOI: https://doi.org/10.1016/j.inteco.2021.03.002
de Guevara Cortés, R.L., Porras, S.T.and Moreno, E.M. (2021) “Statistical and computational techniques for extraction of underlying systematic risk factors: A comparative study in the Mexican Stock Exchange”. Revista Finanzas y Politica Economica, 13, 2, 513-543. DOI: https://doi.org/10.14718/revfinanzpolitecon.v13.n2.2021.9
de Paula, L.B., de la Vega, I. and Gil-Lafuente, A.M. (2021) “The quintuple helix of innovation model and the sdgs: Latin-American countries’ case and its forgotten effects”. Mathematics, 9, 4, 416, 1-24.
DOI: https://doi.org/10.3390/math9040416
de Paula, L. B., Gil-Lafuente, A. M. and Alvares, D. F. (2021) “A contribution of fuzzy logic to sustainable tourism through a case analysis in Brazil”. Journal of Intelligent & Fuzzy Systems, 40, 2, 1851-1864. DOI:https://doi.org/10.3233/JIFS-189191
de Paula, L.B., Gil-Lafuente, A.M. and Rezende, A.D.C. (2021) “Sustainable Management of the Supply Chain Based on Fuzzy Logic”. Cybernetics and Systems, 52, 7, 579-600. DOI: https://doi.org/10.1080/01969722.2021.1910763
Feijoo-Cid, M., Rivero-Santana, A., Moriña, D., Cesar, C., Fink, V. and Sued, O. (2021) “Decision-making in HIV clinical trials: a study with patients enrolled in antiretroviral trials”. Gaceta sanitaria, 35(3), 264-269. DOI:https://doi.org/10.1016/j.gaceta.2019.11.008
Frees, E.W., Bolancé, C., Guillen, M. and Valdez, E.A. (2021) “Dependence modeling of multivariate longitudinal hybrid insurance data with dropout”. Expert Systems with Applications, 185, 115552.
DOI: https://doi.org/10.1016/j.eswa.2021.115552
García-Orozco, D., Alfaro-García, V. G., Espitia-Moreno, I. C. and Gil-Lafuente, A. M. (2021) “Forgotten effects analysis of the consumer behavior of sustainable food products in Mexico”. Journal of Intelligent & Fuzzy Systems, 40, 2, 1893-1902. DOI:https://doi.org/ 10.3233/JIFS-189194
Guillen, M., Bermúdez, L. and Pitarque, A. (2021) “Joint generalized quantile and conditional tail expectation regression for insurance risk analysis”. Insurance: Mathematics and Economics, 99, 1-8. DOI:https://doi.org/10.1016/j.insmatheco.2021.03.006
Guillen, M., Bolancé, C., Frees, E.W. and Valdez, E.A. (2021) “Case study data for joint modeling of insurance claims and lapsation”. Data in Brief, 39, 107639. DOI: https://doi.org/10.1016/j.dib.2021.107639
Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2021) “Near‐miss telematics in motor insurance”. Journal of Risk and Insurance, 1-21. DOI:https://doi.org/10.1111/jori.12340
Guillen, M., Pérez-Marín, A.M. and Alcañiz, M. (2021) “Percentile charts for speeding based on telematics information”. Accident Analysis & Prevention, 150,105865. DOI: https://doi.org/10.1016/j.aap.2020.105865
Hyafil, A. and Moriña, D. (2021) ”Analysis of the impact of lockdown on the reproduction number of the SARS-Cov-2 in Spain [Análisis del impacto del confinamiento en el número de reproducción del SARS-Cov-2 en España]”. Gaceta Sanitaria, 35, 5, 453-458. DOI: https://doi.org/10.1016/j.gaceta.2020.05.003
Leon-Castro, E., Blanco-Mesa, F., Alfaro-Garcia, V., Gil-Lafuente, A.M. and Merigo, J.M. (2021) ”Fuzzy systems in innovation and sustainability”. Computational and Mathematical Organization Theory, 27, 4, 377-383.
DOI: https://doi.org/10.1007/s10588-021-09334-z
León-Castro, E., Blanco-Mesa, F., Alfaro-García, V. G., Gil Lafuente, A. M. and Merigó Lindahl, J.M. (2021) “Fuzzy systems and applications in innovation and sustainability”. Journal of Intelligent and Fuzzy Systems, 40, 2, 1723-1726. DOI: https://doi.org/10.3233/JIFS-189179
Llupià, A., Borràs-Santos, A., Guinovart, C., Utzet, M., Moriña, D. and Puig, J. (2021) “SARS-CoV-2 transmission in students of public schools of Catalonia (Spain) after a month of reopening”. Plos One, 16(5), e0251593. DOI:https://doi.org/10.1371/journal.pone.0251593
Moncada I Lluís, S., Llorens Serrano, C., Salas Nicás, S., Moriña Soler, D. and Navarro Giné, A. (2021) “The third version of COPSOQ-Istas21. An updated international instrument for the workplace [La tercera versión de COPSOQ-Istas21. Un instrumento internacional actualizado para la prevención de riesgos psicosociales en el Trabajo]”. Revista Española de Salud Pública, 95, 28 de mayo e202105075 https://www.sanidad.gob.es/biblioPublic/publicaciones/recursos_propios/resp/revista_cdrom/VOL95/ORIGINALES/RS95C_202105075.pdf
Moriña, D., Fernández-Fontelo, A., Cabaña, A. and Puig, P. (2021)
“New statistical model for misreported data with application to current public health challenges”. Scientific Reports, 11, 1, 23321. DOI: https://doi.org/10.1038/s41598-021-02620-5
Moriña, D., Fernández-Fontelo, A., Cabaña, A., Arratia, A. and Puig, P. (2021) “Misreported longitudinal data in epidemiology: Review of mixture-based advances and current challenges” Spanish Journal of Statistics, 3, 1, 37-44. DOI: http://dx.doi.org/10.37830/SJS.2021.1.03
Moriña, D., Fernández-Fontelo, A., Cabaña, A., Arratia, A., Ávalos, G. and Puig, P. (2021) ”Cumulated burden of COVID-19 in Spain from a Bayesian perspective”. European Journal of Public Health, 31, 4, 917-920.
DOI: https://doi.org/10.1093/eurpub/ckab118
Moriña, D., Fernández-Fontelo, A., Cabaña, A., Puig, P., Monfil, L., Brotons, M. and Diaz, M. (2021). “Quantifying the under-reporting of uncorrelated longitudal data: the genital warts example“. BMC Medical Research Methodology, 2, :6. DOI:https://doi.org/10.1186/s12874-020-01188-4
Moriña, D., Hernández-Herrera, G. and Navarro, A. (2021)”miRecSurv Package: Prentice-Williams-Peterson Models with Multiple Imputation of Unknown Number of Previous Episodes”. R Journal, 13, 2, 419-426.
DOI: https://doi.org/10.32614/RJ-2021-082
Moriña, D., Puig, P. and Navarro, A. (2021) ”Analysis of zero inflated dichotomous variables from a Bayesian perspective: application to occupational health”. BMC Medical Research Methodology, 21, 1, 277.
DOI: https://doi.org/10.1186/s12874-021-01427-2
Navarro, A., Fernández-Cano, M.I., Salas-Nicas, S., Llorens, C., Moriña, D. and Moncada S. (2021) ”Relationship between psychosocial risks exposure and health: a cohort study using the COPSOQ-Istas21 [Relación entre exposición a riesgos psicosociales y salud: un estudio de cohorte mediante el COPSOQ-Istas21]”. Gaceta Sanitaria, 36, 4, 376-379. DOI: https://doi.org/10.1016/j.gaceta.2021.11.004
Pesantez-Narvaez, J., Guillen, M. and Alcañiz, M. (2021) “RiskLogitboost Regression for Rare Events in Binary Response: An Econometric Approach”. Mathematics 2021, 9, 579. DOI: https://doi.org/10.3390/math9050579
Pesantez-Narvaez, J., Guillen, M. and Alzañiz, M. (2021) “A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data”. Computational Economics, volume 57, 281–309.
DOI: https://doi.org/10.1007/s10614-020-10059-5
Piulachs, X., Andrinopoulou, E. R., Guillén, M. and Rizopoulos, D. (2021) “A Bayesian joint model for zero‐inflated integers and left‐truncated event times with a time‐varying association: Applications to senior health care”. Statistics in Medicine, 40 (1), 147-166. DOI:https://doi.org/10.1002/sim.8767
Romo, E. and Ortiz-Gracia, L. (2021). “SWIFT calibration of the Heston model“. Mathematics,9(5), 529. DOI:https://doi.org/10.3390/math9050529
Santolino, M., Belles-Sampera, J., Sarabia, J.M. and Guillen, M. (2021) ”An examination of the tail contribution to distortion risk measures”. Journal of Risk, 23, 6. DOI: https://doi.org/10.21314/JOR.2021.014
Sarabia, J.M., Prieto, F., Jardá, V. and Guillen, M. (2021) “Multivariate Classes of GB2 Distributions with Applications”. Mathematics 2021, 9 (1), 72. DOI: https://doi.org/10.3390/math9010072
Singh, M. K., Gómez-Puig, M., and Sosvilla-Rivero, S. (2021). “Quantifying sovereign risk in the euro area“. Economic Modelling, 95, 76-96. DOI:https://doi.org/10.1016/j.econmod.2020.12.010
Soler, D., Moriña, D., Kumru, H., Vidal, J. and Navarro, X. (2021) “Transcranial direct current stimulation and visual illusion effect according to sensory phenotypes in patients with spinal cord injury and neuropathic pain”. The Journal of Pain, 22(1), 86-96. DOI: https://doi.org/10.1016/j.jpain.2020.06.004
Sun, S., Bi, J., Guillen, M. and Pérez-Marín, A.M. (2021) ”Driving risk assessment using near-miss events based on panel poisson regression and panel negative binomial regression”. Entropy, 23, 7, 829.
DOI: https://doi.org/10.3390/e23070829
Urbina, J., Santolino, M. and Guillen, M. (2021) ”Covariance principle for capital allocation: A time-varying approach”. Mathematics, 9, 16, 2005. DOI: https://doi.org/10.3390/math9162005
Uribe, J.M. and Chuliá H. (2021) ”Asymmetric volatility spillovers and consumption risk-sharing”. Applied Economics, 53, 35, 4100-4117. DOI: https://doi.org/10.1080/00036846.2021.1897073
Utzet, M., Llorens, C., Moriña, D. and Moncada, S. (2021) “Persistent inequality: evolution of psychosocial exposures at work among the salaried population in Spain between 2005 and 2016”. International archives of occupational and environmental health, 94(4), 621-629.
DOI:https://doi.org/10.1007/s00420-020-01609-3
Velazquez-Cazares, M.G., Gil-Lafuente, A.M., Leon-Castro, E. and Blanco-Mesa, F. (2021) ”Innovation capabilities measurement using fuzzy methodologies: a Colombian SMEs case”. Computational and Mathematical Organization Theory, 27, 4, 384-413. DOI: https://doi.org/10.1007/s10588-020-09321-w
Vizuete‐Luciano, E., Boria‐Reverter, S., Merigó‐Lindahl, J.M., Gil‐Lafuente, A.M. and Solé‐Moro, M.L. (2021) ”Fuzzy branch‐and‐bound algorithm with owa operators in the case of consumer decision making”. Mathematics, 9, 23, 3045. DOI: https://doi.org/10.3390/math9233045
2020
Alcañiz, M., Riera-Prunera, M.C. and Solé-Auró, A. (2020) “When I Retire, I’ll Move Out of the City: Mental Well-being of the Elderly in Rural vs. Urban Settings”. International Journal of Environmental Research and Public Health, 17(7), 2442; DOI: https://doi.org/10.3390/
Alfaro-García, V. G., Merigó, J. M., Alfaro Calderón, G. G., Plata-Perez, L., Gil-Lafuente, A. M. and Herrera-Viedma, E. (2020) “A citation analysis of fuzzy research by universities and countries“. Journal of Intelligent & Fuzzy Systems, vol. 38, no. 5, pp. 5355-5367, 2020. DOI:https://doi.org/10.3233/JIFS-179629
Arvelo, E., de Armas, J. and Guillen, M. (2020) “Assessing the Distribution of Elderly Requiring Care: A Case Study on the Residents in Barcelona and the Impact of COVID-19”. International Journal of Environmental Research and Public Health, 17 (20), 7486. DOI: https://doi.org/10.3390/ijerph17207486
Ayuso M, Bravo J.M. and Holzmann, R. (2020). “Getting life expectancy estimates right for pension policy: period versus cohort approach“. Journal of Pension Economics and Finance 1–20. DOI:https://doi.org/10.1017/S1474747220000050
Ayuso, M., Sanchez, R. and Santolino, M. (2020). “Does longevity impact the severity of traffic crashes? A comparative study of young-older and old-older drivers “. Journal of Safety Research, 73, 37-46.
DOI: https://doi.org/10.1016/j.jsr.
Bermúdez, L., Karlis, D. and Morillo, I. (2020). “Modelling unobserved heterogeneity in claim counts using finite mixture models“. Risks, 8 (1), 10. DOI:https://doi.org/10.3390/risks8010010
Bolancé, C., Guillen, M. and Pitarque, A. (2020) “A Sarmanov Distribution with Beta Marginals: An Application to Motor Insurance Pricing”. Mathematics, 8 (11, 2020. DOI: https://doi.org/10.3390/math8112020
Bolancé, C. and Vernic, R. (2020) “Frequency and Severity Dependence in the Collective Risk Model: An Approach Based on Sarmanov Distribution “. Mathematics, 8 (9), 1400. DOI: https://doi.org/10.3390/math8091400
Bravo, J.M. and Ayuso, M. (2020) “Mortality and life expectancy forecasts using bayesian model combinations: An application to the portuguese population [Previsões de mortalidade e de esperança de vida mediante combinação bayesiana de modelos: Uma aplicação à população portuguesa]. RISTI – Revista Iberica de Sistemas e Tecnologias de Informaçao, E40, 128-144. DOI: https://doi.org/10.17013/risti.40.128-145
Chuliá, H., Koser, C. and Uribe, J.M. (2020) “Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State”. International Review of Financial Analysis, 69, 101466. DOI:https://doi.org/10.1016/j.irfa.2020.101466.
Chuliá, H., Koser, C. and Uribe, J.M. (2020) “Uncovering the time-varying relationship between commonality in liquidity and volatility” International Review of Financial Analysis, 69, 101466. DOI:https://doi.org/10.1016/j.irfa.2020.101466
Espinoza-Audelo, L. F., León-Castro, E., Olazabal-Lugo, M., Merigó, J. M. and Gil-Lafuente, A. M. (2020) “Using ordered weighted average for weighted averages inflation“. International Journal of Information Technology & Decision Making, 19 (02), 601-628. DOI: https://doi.org/10.1142/S0219622020500066
García-Orozco, D., Alfaro-García, V. G., Espitia-Moreno, I. C. and Gil-Lafuente, A. M. (2020). “Forgotten effects analysis of the consumer behavior of sustainable food products in Mexico“. Journal of Intelligent & Fuzzy Systems, vol. 40, no. 2, pp. 1893-1902, 2021. DOI: https://doi.org/10.3233/JIFS-189194
Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. (2020) “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worth”. Multivariate Behavioral Research, 55(5), 685-703. DOI:https://doi.org/10.1080/00273171.2019.1665979
Guillen, M., Nielsen, J.P., Pérez-Marín, A.M. and Elpidorou, V. (2020) “Can automobile insurance telematics predict the risk of near-miss events?”. North American Actuarial Journal, 24, 1, 141-152.
DOI: https://doi.org/10.1080/10920277.2019.1627221
Leitao, Á. and Ortiz-Gracia, L. (2020) “Model-free computation of risk contributions in credit portfolios“. Applied Mathematics and Computation, 382, 125351. DOI: https://doi.org/10.1016/j.amc.2020.125351
León-Castro, E., Espinoza-Audelo, L. F., Merigó, J. M., Gil-Lafuente, A. M. and Yager, R. R. (2020) “The ordered weighted average inflation“. Journal of Intelligent & Fuzzy Systems, 38 (2), 1901-1913
DOI: https://doi.org/10.3233/JIFS-190442
López-Guauque, J. A. and Gil-Lafuente, A. M. (2020). “Fifty years of fuzzy research: A bibliometric analysis and a long-term comparative overview“. Journal of Intelligent & Fuzzy Systems, vol. 38, no. 5, pp. 5413-5425, 2020. DOI:https://doi.org/10.3233/JIFS-179634
Monteverde, M., Palloni, A., Guillen, M. and Tomas, S. (2020) “Early poverty and future life expectancy with disability among the elderly in Argentina”. Revista Latinoamericana de Población, 14 (26), 5-22.
DOI: https://doi.org/10.31406/relap2020.v14.i1.n26.1
Ortiz-Gracia. L. (2020) “Expected Shortfall computation with multiple control variates”. Applied Mathematics and Computation, 373, 125018. DOI: https://doi.org/10.1016/j.amc.2019.125018
Pesantez-Narvaez J. and Guillen M. (2020) “Penalized logistic regression to improve predictive capacity of rare events in surveys”. Journal of Intelligent and Fuzzy Systems, 38 (5), 5497-5507.
DOI:https://doi.org/10.3233/JIFS-179641
Pesantez-Narvaez J. and Guillen M. (2020) “Weighted Logistic Regression to Improve Predictive Performance in Insurance”. Advances in Intelligent Systems and Computing, 894, 22-34.
DOI:https://doi.org/10.1007/978-3-030-15413-4_3
Santolino, M. (2020) “The Lee-Carter quantile mortality model“. Scandinavian Actuarial Journal, 2020 (7), 614-633. DOI: https://doi.org/10.1080/03461238.2019.1707109
Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2020) “Bank-sovereign risk spillovers in EMU”. Applied Economics Letters, 27 (8), 642-646. DOI: https://doi.org/10.1080/13504851.2020.1728225
Sun, S., Bi, J., Guillen, M. and Pérez-Marín, A. M. (2020) “Assessing driving risk using internet of vehicles data: an analysis based on generalized linear models”. Sensors, 20 (9), 2712. DOI: https://doi.org/10.3390/s20092712
Uribe, J. M. and Guillen, M. (2020) “Generalized Market Uncertainty Measurement in European Stock Markets in Real Time”. Mathematics, 8 (12), 2148. DOI:https://doi.org/10.3390/math8122148
Uribe, J., Mosquera-López, S. and Guillen, M. (2020) “Characterizing electricity market integration in Nord Pool”. Energy, 208, 118368. DOI: https://doi.org/10.1016/j.energy.2020.118368
Vida-Llana, X. and Guillen , M. (2020) “Advanced analytics pricing for the calculation of post-covid19 scenarios in automobile insurance”. Anales del Instituto de Actuarios Españoles, 26, 157-179. DOI:https://doi.org/10.26360/2020_7
2019
Alaminos, E. and Ayuso, M. (2019) «Marital status, gender, mortality, and pensions: the disadvantages of being single in old age». Revista Española de Investigaciones Sociológicas, 165, 3-24 (also in spanish version).
DOI: http://dx.doi.org/10.5477/cis/reis.165.3
Ayuso, M.M., Guillen M. and Nielsen, J.P. (2019) «Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data». Transportation, 46(3), 735-752
DOI: https://doi.org/10.1007/s11116-018-9890-7
Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) «A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model». Applied Numerical Mathematics, 136, 1-22. DOI:https://doi.org/10.1016/j.apnum.2018.09.013
Bolancé, C. and Vernic, R. (2019) «Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution». Insurance: Mathematics and Economics, 85, 89-103.
DOI: https://doi.org/10.1016/j.insmatheco.2019.01.001
Boonen, T.J., Guillen, and Santolino, M. (2019) «Forecasting compositional risk allocations». Insurance, Mathematics and Economics, 84, 79-86 DOI: https://doi.org/10.1016/j.insmatheco.2018.10.002
Claveria, O., Monte, E. and Torra, S. (2019). «Economic uncertainty: A geometric indicator of discrepancy among experts’ expectations». Social Indicators Research, 143, 95–114. DOI: https://doi.org/10.1007/s11205-018-1984-2
Claveria, O., Monte, E. and Torra, S. (2019). «Empirical modelling of survey-based expectations for the design of economic indicators in five European regions». Empirica – Journal of European Economics, 46, 205–227.
DOI: https://doi.org/10.1007/s10663-017-9395-1
Claveria, O., Monte, E., and Torra, S. (2019). «Evolutionary computation for macroeconomic forecasting». Computational Economics, 53, 833–849.
DOI: https://doi.org/10.1007/s10614-017-9767-4
Cohen, L., Gómez-Puig, M. and Sosvilla-Rivero, S. (2019) «Has de ECB’s monetary policy prompted companies to investor pay dividends?». Applied Economics, 51 (45), 4920-4938.
DOI: https://doi.org/10.1080/00036846.2019.1602715
Chuliá, H., Furió, M.D. and Uribe, J.M. (2019). «Volatility Spillovers in Energy Markets». Energy Journal, 40(3):127-152.
Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) «Quantifying credit portfolio losses under multi-factor models». International Journal of Computer Mathematics, 96(11), 2135–2156.
DOI: https://doi.org/10.1080/00207160.2018.1447666.
Denuit, M., Guillen, M. and Trufin, J. (2019) «Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data». Annals of Actuarial Science, 13(2), 378-399.
DOI: https://doi-org.sire.ub.edu/10.1017/S1748499518000349
Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2019) «Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error». Sociological Methods and Research, 48, 1, 185-201. DOI:https://doi.org/10.1177/0049124116672681
Gómez-Puig, M. and Sosvilla-Rivero, S. (2019) «New empirical evidence on the impact of public debt on economic growth in EMU countries». Revista de Economía Mundial-Journal of World Economy, 51, 101-120. https://www.sem-wes.org/sites/default/files/revistas/REM51%20cap4.pdf
Gómez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019) «The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis». North American Journal of Economics and Finance, 49, 1-46. DOI: https://doi.org/10.1016/j.najef.2019.03.021
Guillen, M., Nielsen, J.P., Ayuso, M. and Pérez-Marin, A.M. (2019) «The use of telematics devices to improve automobile insurance rates». Risk Analysis, 39(3), 662-672. DOI: https://doi.org/10.1111/risa.13172
Guillen, M, Sarabia, J.M., Prieto, F. and Jordá, V. (2019) «Aggregation of dependent risks with heavy-tail distributions». International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 27,
Sup. 1, 77-88. DOI:https://doi.org/10.1142/S021848851940004X
Pérez-Marín, A.M. and Guillen, M. (2019) «Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations». Accident Analysis and Prevention, 123, 99-106. DOI:https://doi.org/10.1016/j.aap.2018.11.005
Perez-Marin, A. M., Ayuso, M.M. and Guillen, M. (2019) «Do young insured drivers slow down after suffering an accident?». Transportation Research Part F: Psychology and Behaviour 62, 690-699.
DOI: https://doi.org/10.1016/j.trf.2019.02.021.
Pérez-Marín, A. M., Guillen, M., Alcañiz, M. and Bermúdez, L. (2019) «Quantile regression with telematics information to assess the risk of driving above the posted speed limit». Risks, 7, 80.
DOI: https://doi.org/10.3390/risks7030080
Pesántez-Narváez, J., Guillén, M. and Alcañiz, M. (2019) «Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression». Risks, 7(2), 70. DOI: https://doi.org/10.3390/risks7020070
Sarabia, J.M., Guillen, M., Chuliá, H. and F. Prieto. (2019) «Tail risk measures using flexible parametric distributions». SORT-Statistics and Operations Research Transactions, 43, 2, 223-236. DOI:https://doi.org/10.2436/20.8080.02.86
Torrente, D., Caïs, J. and Bolancé, C. (2019) «Economic crisis and social trust: Reviewing the effects of economic polarisation on social and institutional confidence». Social Science Information, 58, 4, 631-659. DOI:https://doi.org/10.1177/0539018419891321
2018
Acuña, C., Bolancé, C. and Torra, S. (2018) «Análisis de la dependencia espacial entre índices bursátiles». Anales del Instituto de Actuarios Españoles, 4ª época, 24, 2018/79-97 DOI: https://doi.org/10.26360/2018_4
Alcañiz, M. and Solé-Auró, A. (2018) “Feeling good in old age: factors explaining health-related quality of life”. Health and Quality of Life Outcomes, 16:48. DOI: https://doi.org/10.1186/s12955-018-0877-z
Alcañiz, M., Guillen, M. and Santolino, M. (2018) “Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey”. PLoS ONE, 13, 6, art. no. e0199302. DOI:https://doi.org/10.1371/journal.pone.0199302
Bermúdez, Ll., Guillen, M. and Karlis, D. (2018) “Allowing for time and cross dependence assumptions between claim counts in ratemaking models”. Insurance: Mathematics and Economics, 83, 161-169.
DOI: https://doi.org/10.1016/j.insmatheco.2018.06.003.
Bermúdez, Ll, Karlis, D. and Santolino, M. (2018) «A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims». Accident Analysis and Prevention,. 121, 157-165.
DOI: https://doi.org/10.1016/j.aap.2018.09.006
Bolancé, C., Alemany, R. and Padilla-Barreto, A. E. “Impact of D-Vine Structure on Risk Estimation”. The Journal of Risk, 20, 1-32. DOI: https://doi.org/10.21314/JOR.2018.384
Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) “Price and Profit Optimization for Financial Services”. Risks, 6, 1, 9. DOI: https://doi.org/10.3390/risks6010009
Chen, A., Vigna, E. and Guillen, M. (2018) “Solvency requirement in a unisex mortality model”. Astin Bulletin, 48(3), 1219-1243. DOI: https://doi.org/10.1017/asb.2018.11
Chuliá, H., Fernández, J. and Uribe, J.M. (2018) “Currency downside risk, liquidity, and financial stability”. Journal of International Money and Finance, 89, 83-102. DOI: https://doi.org/10.1016/j.jimonfin.2018.09.009
Chuliá, H., Pinchao, A.D. and Uribe, J.M. (2018) “Risk Synchronization in International Stock Markets”. Global Economic Review, 47(2),135-150.
DOI: https://doi.org/10.1080/1226508X.2017.1407952
Claveria, O., Monte, E. and Torra, S. (2018): «A data-driven approach to construct survey-based indicators by means of evolutionary algorithms«. Social Indicators Research, 135 (1), 1-14.
DOI: https://doi.org/10.1007/s11205-016-1490-3
Colldeforns-Papiol, G. and Ortiz-Gracia. L. “Computation of market risk measures with stochastic liquidity horizon”. Journal of Computational and Applied Mathematics, 342, 431-450. DOI: https://doi.org/10.1016/j.cam.2018.03.038
Dang, D.M. and Ortiz-Gracia, L. (2018) “A dimension reduction Shannon-wavelet based method for option pricing”. Journal of Scientific Computing, 75, 2, 733 761 DOI:https://doi.org/10.1007/s10915-017-0556-y
Donnelly, C., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings decisions for retirement with bounds on wealth”. Astin Bulletin, 48, 1, 111-137. DOI: https://doi.org/10.1017/asb.2017.34
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229. DOI: https://doi.org/10.1556/032.2018.68.2.2
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600. DOI:http://dx.doi.org/10.1080/13504851.2017.1349284
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “Nonfinancial debt and economic growth in euro-area countries”. Journal of International Financial Markets, Institutions and Money, 56, 17-37 DOI: https://doi.org/10.1016/j.intfin.2018.03.005
Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate Risks”. Journal of Operational Risk, 13, 2, 35–57. DOI: https://doi.org/10.21314/JOP.2018.206
Ladrón de Guevara, R., Torra, S. and Monte, E. (2018). “Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.”. Computación y Sistemas, 22 (4), 1049-1064. México: ISSN Impreso: 1405-5546, ISSN electrónico: 2007-9737
Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) “On the data-driven COS method”. Applied Mathematics and Computation, 317, 68-84. DOI: https://doi.org/10.1016/j.amc.2017.09.002
Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) «SWIFT valuation of discretely monitored arithmetic Asian options». Journal of Computational Science, 28, 120–139. DOI: https://doi.org/10.1016/j.jocs.2018.07.004
Restrepo, N., Uribe, J.M. and Manotas, D. (2018) “Financial risk network architecture of energy firms”. Applied Energy, 215(C): 630-642. DOI: https://doi.org/10.1016/j.apenergy.2018.02.060
Salas-Molina, F., Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and Martin, F. J. (2018) “Empirical analysis of daily cash flow time series and its implications for forecasting”. SORT-Statistics and Operations Research Transactions, 42, 1, 73-98. DOI: https://doi.org/10.2436/20.8080.02.70
Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany”. International Journal of Transport Economics, 45, 1, 97-122 DOI: https://doi.org/10.19272/201806701006
Söderberg, M., Menezes, F. and Santolino, M. (2018) «Regulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market». Energy Economics, , 302-310.
DOI: https://doi.org/10.1016/j.eneco.2018.03.006
Torra, V., Guillen, M. and Santolino, M. (2018) “Continuous m-dimensional distorted probabilities”. Information Fusion, 44, 97-102. DOI: https://doi.org/10.1016/j.inffus.2017.12.004
Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function”. European Journal of Population, 34, 5, 793-817.
DOI: https://doi.org/10.1007/s10680-017-9460-2
Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality between natural gas and electricity prices”. Energy Economics, 74, 904-916. DOI: https://doi.org/10.1016/j.eneco.2018.07.025
2017
Alcañiz, M., Santolino, M. and Ramon, Ll. (2017) “A comparative analysis of tree-based models classifying imbalanced breath alcohol data”. Boletín de Estadística e Investigación Operativa, 33, 3, 189-222. http://hdl.handle.net/2445/120281
Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) «A fuzzy methodology for innovation management measurement». Kybernetes, 46, 1, 50-66. DOI: https://doi.org/10.1108/K-06-2016-0153
Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) «A fuzzy approach to a municipality grouping model towards creation of synergies». Computational and Mathematical Organization Theory, 23, 3, 391–408.
DOI: https://doi.org/10.1007/s1058
Ayuso, M., Bravo, J. M. and Holzmann, R. (2017) «Adressing longevity heterogeneity in pension scheme design». Journal of Finance and Economics, 6, 1 (2017), 1-21. DOI: https://doi.org/10.12735/jfe.v6n1p1
Bermúdez, L. and Karlis, D. (2017) “A posteriori ratemaking using bivariate Poisson models”. Scandinavian Actuarial Journal, 2, 148-158. DOI:http://dx.doi.org/10.1080/03461238.2015.1094403
Bermúdez, L., Karlis, D. and Santolino, M. (2017) “A finite mixture of multiple discrete distributions for modelling heaped count data”. Computational Statistics and Data Analysis, 112, 14-23. DOI:https://doi.org/10.1016/j.csda.2017.02.013
Blanco, F., Gil-Lafuente, A.M. and Merigo, J. (2017) «Fuzzy decision making: A bibliometric-based review». Journal of lntelligent and Fuzzy Systems, 32, 3, 2033-2050. DOI: https://doi.org/10.3233/JIFS 161640
Bølviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals». Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.12.006
Boucher, J-P., Côté, S. and Guillen, M. (2017) “Exposure as duration and distance in telematics motor insurance using generalized additive models”. Risks, 5(4), 54;DOI: https://doi.org/10.3390/risks5040054
Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines”. The Geneva Papers on Risk and Insurance – Issues and Practice, 42, 3, 406-422. DOI: https://doi.org/10.1057/s41288-017-0056-1
Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe). International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003
Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”. Emerging Markets Review, 31, 32-45. DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001
Chuliá, H., Gupta, R., Uribe, J.M. and Wohar, M.E. (2017)“Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach”. Journal of International Financial Markets, Institutions and Money, 48, 178-191 DOI:http://dx.doi.org/10.1016/j.intfin.2016.12.003
Chuliá H., Pinchao, A.D. and Uribe, J.M. (2017) “Risk Synchronization in International Stock Markets”. Global Economic Review, 47, 2, 135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952
Clavería, O., Monte, E. and Torra, S. (2017) «Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis». Journal Of Applied Economics, 20, 2, 329-349.
DOI: https://doi.org/10.1016/S1514‑0326(17)30015-6
Clavería, O., Monte, E. and Torra, S. (2017) «Data pre-processing for neural network-based forecasting: does it really matter?». Technological and Economic Development of Economy. 235, 709-725.
DOI: https://doi.org/10.3846/20294913.2015.1070772
Clavería, O., Monte, E. and Torra, S. (2017) «A new approach for the quantification of qualitative measures of economic expectations». Quality & Quantity, 51, 6, 2685-2706. DOI: https://doi.org/10.1007/s11135-016-0416-0
Claveria, O., Monte, E. and Torra, S. (2017) “Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression”. Applied Economics Letters, 24, 648-652. DOI:http://dx.doi.org/10.1080/13504851.2016.1218419
Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) “Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options”. Applied Numerical Mathematics, 117, 115–138. DOI:https://doi.org/10.1016/j.apnum.2017.03.002
D’Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating conversion options in life insurance”. Modern Stochastics Theory and Applications, 4(2), 127-139.
DOI http://dx.doi.org/10.15559/17-VMSTA78
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229 DOI: https://doi.org/10.1556/032.2018.68.2.2
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600.
DOI: http://dx.doi.org/10.1080/13504851.2017.1349284
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Heterogeneity in the debt-growth nexus: Evidence from EMU countries”. International Review of Economics and Finance, Vol. 51, 470-486. DOI: http://dx.doi.org/10.2139/ssrn.2943255
Maree, S.C., Ortiz-Gracia L.and C.W. Oosterlee (2017). «Pricing early-exercise and discrete barrier options by Shannon wavelet expansions». Numerische Mathematik, 136, 4, 1035-1070.
DOI: https://doi.org/10.1007/s00211-016-0858-2
Marí del Cristo, M.L. and Gómez-Puig, M. (2017). «Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, Vol.40, 14-30. DOI:http://dx.doi.org/10.1016/j.cesjef.2016.10.002
Merigo, J., Blanco, F., Gil-Lafuente, A.M. and Yager, R. (2017) «Thirty years of the international journal of intelligent systems: a bibliometric review». lnternational Journal of lntelligent Systems, 32, 5, 526-554.
DOI: https://doi.org/10.1002/int.21859
Mosquera, S., Manotas, D. and Uribe, J.M. (2017) “Risk asymmetries in hydrothermal power generation markets”. Electric Power Systems Research, 147, 154-164. DOI:http://dx.doi.org/10.1016/j.epsr.2017.02.032
Mosquera-López, S., Uribe, J.M. and Manotas, D. (2017) “Nonlinear empirical pricing in electricity markets using fundamental weather factors”. Energy, 139(15): 594-605. DOI: http://dx.doi.org/10.1016/j.energy.2017.07.181
Piulachs, X., Alemany, R. and Guillen, M. (2017) «Emergency care usage and longevity have opposite effects on health insurance rates». Kybernetes, 46(1), 102-113. DOI:http://dx.doi.org/10.1108/K-06-2016-0149
Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) “Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance”. Sort-Statistics and Operations Research Transactions, 41(2), 347-372. DOI: http://dx.doi.org/10.2436/20.8080.02.63
Uribe, J. M., Chuliá, H., & Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?”. Journal of International Financial Markets, Institutions and Money, 50, 52-68. DOI: https://doi.org/10.1016/j.intfin.2017.09.027
2016
Abad, P. and Chuliá, H. (2016) “European government bond market contagion in turbulent times”. Czech Journal of Economics and Finance, 66(3), 263-276. http://journal.fsv.cuni.cz/storage/1357_abad.pdf
Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs». Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI:http://dx.doi.org/10.1007/978-3-319-40506-3_8
Alcañiz, M., Santolino, M. and Ramón, Ll. (2016) “Drinking patterns and drunk-driving behaviour by age and gender in Catalonia, Spain: a comparative study”. Transportation Research Part F: Traffic Psychology and Behaviour, 42, 522-541. DOI:http://dx.doi.org/10.1016/j.trf.2016.09.031
Alemany, R.; Bolancé, C.; Guillen, M. and Padilla-Barreto; A. (2016) “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”. Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
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Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2016) «The incidence of incentives for t-commerce acceptance: improving television as a distribution channel». Journal of Business & Industrial Marketing, 31,3, 426-435. DOI:https://doi.org/10.1108/JBIM-04-2013-0072
Ayuso, M., Bermúdez, Ll. and Santolino, M. (2016) “Copula-based regression modeling of bivariate disability severity of temporary and permanent motor injuries”. Accident Analysis and Prevention, 89, 142-150. DOI:http://dx.doi.org/10.1016/j.aap.2016.01.008
Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s”. Risks, 4(2), 1-10. DOI:http://dx.doi.org/10.3390/risks4020010.
Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance”. Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI:http://dx.doi.org/10.1016/j.trc.2016.04.004.
Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment”. Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829
Belles-Sampera, J., Guillén, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems”. The Journal of Risk, 19(2), 1-15.DOI:http://dx.doi.org/10.21314/JOR.2016.345
Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”. Insurance: Mathematics and Economics, 68, 101-109. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.02.005
Cambois, E., Solé-Auró, A., and Robine, J.M. (2016) “Economic hardship and educational differentials in disability in 26 European countries”. Journal of Aging & Health (Q1), 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503
Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016) “ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009”. Journal of Epidemiology & Community Health (Q1), 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978
Claveria, O., Monte, E. and Torra, S. (2016) “Combination forecasts of tourism demand with machine learning models”. Applied Economics Letters, 23, 428-431. DOI:http://dx.doi.org/10.1080/13504851.2015.1078441
Claveria, O., Monte, E. and Torra, S. (2016) “Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies”. Eastern European Economics, 54, 171-189. DOI:http://dx.doi.org/10.1080/00128775.2015.1136564
Claveria, O., Monte, E. and Torra, S. (2016) “A self-organizing map analysis of surveybased agents’ expectations before impending shocks for model selection: The case of the 2008 financial crisis”. International Economics, 146, 40-58. DOI:http://dx.doi.org/10.1016/j.inteco.2015.11.003
Claveria, O., Torra, S. and Monte, E (2016) “Modelling Tourism demand to spain with machine learning techniques. The impact of forecast horizon on model selection”. Revista de Economía Aplicada, 72, 109-132. http://www.revecap.com/revista/ingles/numeros/72/pdf/Claveria.pdf
Claveria, O., Monte, E. and Torra, S. (2016) “Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model”. Series-Journal of The Spanish Economic Association, 7, 341-357. DOI:http://dx.doi.org/10.1007/s13209-016-0144-7
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”. ASTIN Bulletin, 46(1), 165-190. DOI:http://dx.doi.org/10.1017/asb.2015.21
Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability”. Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf
Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility”. Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005
Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) «Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion». Economic Modelling, 56, 133–147. DOI:http://dx.doi.org/10.1016/j.econmod.2016.03.017.
Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints”. Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413
Llach, J., Alonso-Almeida, M. D. M., Martí, J. and Rocafort, A. (2016). «Effects of quality management on hospitality performance in different contexts». Industrial Management & Data Systems, 116(5), 1005-1023. DOI:http://dx.doi.org/10.1108/IMDS-06-2015-0235
Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador». Applied Economics, 48, 2139–2155. DOI:http://dx.doi.org/10.1080/00036846.2015.1114580
Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+”. Plos one, 11(4), e0153234. DOI:http://dx.doi.org/10.1371/journal.pone.0153234
Ortiz-Gracia, L. (2016) «Efficient wavelets-based valuation of synthetic CDO tranches». Journal of Computational and Applied Mathematics, 292, 562–575. DOI:http://dx.doi.org/10.1016/j.cam.2015.07.025
Ortiz-Gracia, L. and Oosterlee, C.W. (2016) «A highly efficient Shannon wavelet inverse Fourier technique for pricing European options». SIAM Journal on Scientific Computing, 38(1), B118–B143. DOI:http://dx.doi.org/10.1137/15M1014164
Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries”. Journal of International Money and Finance, 63, 137-164. DOI:http://dx.doi.org/10.1016/j.jimonfin.2016.01.003
Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)”. International Journal for Equity in Health (Q1), 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
Articles (forthcoming)
Claveria, O., Monte, E., and Torra, S. «Economic uncertainty: A geometric indicator of discrepancy among experts’ expectations«. Social Indicators Research, In Press. DOI: https://doi.org/10.1007/s11205-018-1984-2
Claveria, O., Monte, E., and Torra, S. «Empirical modelling of survey-based expectations for the design of economic indicators in five European regions». Empirica – Journal of European Economics, In Press.
DOI: https://doi.org/10.1007/s10663-017-9395-1
Claveria, O., Monte, E., and Torra, S. «Evolutionary computation for macroeconomic forecasting». Computational Economics, In Press.
DOI: https://doi.org/10.1007/s10614-017-9767-4
Denuit, M., Guillen, M. and Trufin, “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science, accepted
Gil-Lafuente, A.M. and Merigó, J.M. «Fuzzy generalized aggregation operators in complex environments» Fuzzy Sets and Systems, accepted.
Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worth” Multivariate Behavioral Research, accepted.
Guillen, M., Nielsen, J. P., Pérez-Marín, A. M., Elpidorou, V. (2019) “Can automobile insurance telematics predict the risk of near-miss events?” North American Actuarial Journal, accepted. DOI: https:/doi.org/10.1080/10920277.2019.1627221.
Guillen, M, Sarabia, J.M., Prieto, F. and Jordá, V. “Aggregation of dependent risks with heavy-tail distributions” International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, accepted.
Sarabia, J.M., Guillen, M., Chuliá, H. and F. Prieto. (2019). “Tail risk measures using flexible parametric distributions”, SORT-Statistics and Operations Research Transactions, accepted.
Singh, M.K., Gómez-Puig, M., and Sosvilla-Rivero, S. “Bank-sovereign risk spillovers in EMU” Applied Economics Letters, accepted.
2019
Alaminos, E. and Ayuso, M. (2019). «Marital status, gender, mortality, and pensions: the disadvantages of being single in old age». Revista Española de Investigaciones Sociológicas, 165, 3-24 (also in spanish version).
DOI: http://dx.doi.org/10.5477/cis/reis.165.3
Ayuso, M.M., Guillen M. and Nielsen, J.P. «Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data» Transportation, 46(3), 735-752 DOI: https://doi.org/10.1007/s11116-018-9890-7
Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) «A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model» Applied Numerical Mathematics, 136, 1-22. DOI:https://doi.org/10.1016/j.apnum.2018.09.013
Bolancé, C. and Vernic, R. (2019) «Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution» Insurance: Mathematics and Economics, 85, 89-103. DOI: https://doi.org/10.1016/j.insmatheco.2019.01.001
Boonen, T.J., Guillen, and Santolino, M. (2019) «Forecasting compositional risk allocations» Insurance, Mathematics and Economics, 84, 79-86 DOI: https://doi.org/10.1016/j.insmatheco.2018.10.002
Cohen, L., Gómez-Puig, M., and Sosvilla-Rivero, S. (2019). «Has de ECB’s monetary policy prompted companies to investor pay dividends?» Applied Economics, 51 (45), 4920-4938. DOI: https://doi.org/10.1080/00036846.2019.1602715
Chuliá, H., Furió, M.D. and Uribe, J.M. (2019). «Volatility Spillovers in Energy Markets» Energy Journal, 40(3):127-152.
Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) «Quantifying credit portfolio losses under multi-factor models» International Journal of Computer Mathematics, 96(11), 2135–2156. DOI: https://doi.org/10.1080/00207160.2018.1447666.
Denuit, M., Guillen, M. and Trufin, J. (2019) “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data» Annals of Actuarial Science 13(2), 378-399. https://doi-org.sire.ub.edu/10.1017/S1748499518000349
Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2019) “Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error” Sociological Methods and Research, 48, 1, 185-201. https://doi.org/10.1177/0049124116672681
Gómez-Puig, M. and Sosvilla-Rivero, S. (2019). “New empirical evidence on the impact of public debt on economic growth in EMU countries», Revista de Economía Mundial-Journal of World Economy, 51, 101-120. https://www.sem-wes.org/sites/default/files/revistas/REM51%20cap4.pdf
Gómez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019). “The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis”. North American Journal of Economics and Finance, 49, 1-46. DOI: https://doi.org/10.1016/j.najef.2019.03.021
Guillen, M., Nielsen, J.P., Ayuso, M. and Pérez-Marin, A.M. (2019)“The use of telematics devices to improve automobile insurance rates” Risk Analysis, 39, 3, 662-672. doi:10.1111/risa.13172
Pérez-Marín, A.M. and Guillen, M. (2019) “Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations” Accident Analysis and Prevention, 123, 99-106. DOI:https://doi.org/10.1016/j.aap.2018.11.005
Perez-Marin, A. M., Ayuso, M. and Guillen, M. (2019) “Do young insured drivers slow down after suffering an accident?” Transportation Research Part F: Psychology and Behaviour 62, 690-699. DOI: 10.1016/j.trf.2019.02.021.
Pérez-Marín, A. M., Guillen, M., Alcañiz, M. and Bermúdez, L. (2019) “Quantile regression with telematics information to assess the risk of driving above the posted speed limit”, Risks, 7, 80. DOI: 10.3390/risks7030080.
Pesántez-Narváez, J., Guillén, M. and Alcañiz, M. (2019). “Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression”. Risks, 7(2), 70. https://doi.org/10.3390/risks7020070
2018
Acuña, C., Bolancé, C. and Torra, S. (2018) «Análisis de la dependencia espacial entre índices bursátiles» Anales del Instituto de Actuarios Españoles, 4ª época, 24, 2018/79-97 DOI: https://doi.org/10.26360/2018_4
Alcañiz, M. and Solé-Auró, A. (2018) “Feeling good in old age: factors explaining health-related quality of life” Health and Quality of Life Outcomes, 16:48. DOI: https://doi.org/10.1186/s12955-018-0877-z
Alcañiz, M., Guillen, M. and Santolino, M. (2018) “Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey” PLoS ONE, 13, 6, art. no. e0199302. DOI:https://doi.org/10.1371/journal.pone.0199302
Bermúdez, Ll., Guillen, M. and Karlis, D. (2018) “Allowing for time and cross dependence assumptions between claim counts in ratemaking models” Insurance: Mathematics and Economics, 83, 161-169.
DOI: https://doi.org/10.1016/j.insmatheco.2018.06.003.
Bermúdez, Ll, Karlis, D. and Santolino, M. (2018) «A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims» Accident Analysis and Prevention,. 121, 157-165.
DOI: https://doi.org/10.1016/j.aap.2018.09.006
Bolancé, C., Alemany, R. and Padilla-Barreto, A. E. “Impact of D-Vine Structure on Risk Estimation” The Journal of Risk, 20, 1-32. DOI: https://doi.org/10.21314/JOR.2018.384
Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) “Price and Profit Optimization for Financial Services” Risks, 6, 1, 9. DOI: https://doi.org/10.3390/risks6010009
Chen, A., Vigna, E. and Guillen, M. (2018) “Solvency requirement in a unisex mortality model” Astin Bulletin, 48(3), 1219-1243. DOI: https://doi.org/10.1017/asb.2018.11
Claveria, O., Monte, E. and Torra, S. (2018): «A data-driven approach to construct survey-based indicators by means of evolutionary algorithms«. Social Indicators Research, 135 (1), 1-14.
DOI: https://doi.org/10.1007/s11205-016-1490-3
Chuliá, H., Fernández, J. and Uribe, J.M. (2018) “Currency downside risk, liquidity, and financial stability” Journal of International Money and Finance, 89, 83-102. DOI: https://doi.org/10.1016/j.jimonfin.2018.09.009
Colldeforns-Papiol, G. and Ortiz-Gracia. L. “Computation of market risk measures with stochastic liquidity horizon” Journal of Computational and Applied Mathematics, 342, 431-450. DOI: https://doi.org/10.1016/j.cam.2018.03.038
Dang, D.M. and Ortiz-Gracia, L. (2018) “A dimension reduction Shannon-wavelet based method for option pricing” Journal of Scientific Computing, 75, 2, 733 761 DOI:https://doi.org/10.1007/s10915-017-0556-y
Donnelly, C., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings decisions for retirement with bounds on wealth” Astin Bulletin, 48, 1, 111-137. DOI: https://doi.org/10.1017/asb.2017.34
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229. DOI: https://doi.org/10.1556/032.2018.68.2.2
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600. DOI:http://dx.doi.org/10.1080/13504851.2017.1349284
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “Nonfinancial debt and economic growth in euro-area countries” Journal of International Financial Markets, Institutions and Money, 56, 17-37 DOI: https://doi.org/10.1016/j.intfin.2018.03.005
Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate Risks” Journal of Operational Risk, 13, 2, 35–57. DOI: https://doi.org/10.21314/JOP.2018.206
Ladrón de Guevara, R., Torra, S. and Monte, E. (2018). “Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.” Computación y Sistemas, 22 (4), 1049-1064. México: ISSN Impreso: 1405-5546, ISSN electrónico: 2007-9737
Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) “On the data-driven COS method” Applied Mathematics and Computation, 317, 68-84. DOI: https://doi.org/10.1016/j.amc.2017.09.002
Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) «SWIFT valuation of discretely monitored arithmetic Asian options» Journal of Computational Science, 28, 120–139. DOI: https://doi.org/10.1016/j.jocs.2018.07.004
Restrepo, N., Uribe, J.M. and Manotas, D. (2018) “Financial risk network architecture of energy firms” Applied Energy, 215(C): 630-642. DOI: https://doi.org/10.1016/j.apenergy.2018.02.060
Salas-Molina, F., Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and Martin, F. J. (2018) “Empirical analysis of daily cash flow time series and its implications for forecasting” SORT-Statistics and Operations Research Transactions, 42, 1, 73-98. DOI: https://doi.org/10.2436/20.8080.02.70
Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany” International Journal of Transport Economics, 45, 1, 97-122 DOI: https://doi.org/10.19272/201806701006
Söderberg, M., Menezes, F. and Santolino, M. (2018) «Regulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market», Energy Economics, , 302-310.
DOI: https://doi.org/10.1016/j.eneco.2018.03.006
Torra, V., Guillen, M. and Santolino, M. (2018) “Continuous m-dimensional distorted probabilities”, Information Fusion, 44, 97-102. DOI: https://doi.org/10.1016/j.inffus.2017.12.004
Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function” European Journal of Population, 34, 5, 793-817.
DOI: https://doi.org/10.1007/s10680-017-9460-2
Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality between natural gas and electricity prices” Energy Economics, 74, 904-916. DOI: https://doi.org/10.1016/j.eneco.2018.07.025
2017
Abío, G., Alcañiz, M., Gómez-Puig, M., Rubert, G., Serrano, M., Stoyanova, A. and Vilalta-Bufí, M. (2017) “Retaking a course in Economics: Innovative teaching strategies to develop learning habits in large groups of low-performing students”. Innovations in Education and Teaching International, Published on-line 12/10/17.
DOI: https://doi.org/10.1080/14703297.2017.1389289
Alcañiz, M., Santolino, M. and Ramon, Ll. (2017) “A comparative analysis of tree-based models classifying imbalanced breath alcohol data” Boletín de Estadística e Investigación Operativa, 33, 3, 189-222. http://hdl.handle.net/2445/120281
Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) «A fuzzy methodology for innovation management measurement» Kybernetes, 46, 1, 50-66. DOI: https://doi.org/10.1108/K-06-2016-0153
Alfaro, V., Gil-Lafuente, A.M., Alfaro, G. (2017) «A fuzzy approach to a municipality grouping model towards creation of synergies» Computational and Mathematical Organization Theory, 23, 3, 391–408.
DOI: https://doi.org/10.1007/s1058
Ayuso, M., Bravo, J. M. and Holzmann, R. (2017) «Adressing longevity heterogeneity in pension scheme design» Journal of Finance and Economics, 6, 1 (2017), 1-21. DOI: https://doi.org/10.12735/jfe.v6n1p1
Bermúdez, L. and Karlis, D. (2017) “A posteriori ratemaking using bivariate Poisson models” Scandinavian Actuarial Journal, 2, 148-158. DOI:http://dx.doi.org/10.1080/03461238.2015.1094403
Bermúdez, L., Karlis, D. and Santolino, M. (2017) “A finite mixture of multiple discrete distributions for modelling heaped count data”. Computational Statistics and Data Analysis, 112, 14-23. DOI:https://doi.org/10.1016/j.csda.2017.02.013
Blanco, F., Gil-Lafuente, A.M. and Merigo, J. (2017) «Fuzzy decision making: A bibliometric-based review» Journal of lntelligent and Fuzzy Systems, 32, 3, 2033-2050. DOI: https://doi.org/10.3233/JIFS 161640
Bølviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals», Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.12.006
Boucher, J-P., Côté, S. and Guillen, M. (2017) “Exposure as duration and distance in telematics motor insurance using generalized additive models”, Risks, 5(4), 54;DOI: https://doi.org/10.3390/risks5040054
Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines” The Geneva Papers on Risk and Insurance – Issues and Practice, 42, 3, 406-422. DOI: https://doi.org/10.1057/s41288-017-0056-1
Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe), International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003
Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”, Emerging Markets Review, 31, 32-45. DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001
Chuliá, H., Gupta, R., Uribe, J.M. and Wohar, M.E. (2017)“Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach”, Journal of International Financial Markets, Institutions and Money, 48, 178-191 DOI:http://dx.doi.org/10.1016/j.intfin.2016.12.003
Chuliá H., Pinchao, A.D. and Uribe, J.M. (2017) “Risk Synchronization in International Stock Markets” Global Economic Review, 47, 2, 135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952
Clavería, O., Monte, E. and Torra, S. (2017) «Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis Journal Of Applied Economics, 20, 2, 329-349.
DOI: https://doi.org/10.1016/S1514‑0326(17)30015-6
Clavería, O., Monte, E. and Torra, S. (2017) «Data pre-processing for neural network-based forecasting: does it really matter?» Technological and Economic Development of Economy. 235, 709-725.
DOI: https://doi.org/10.3846/20294913.2015.1070772
Clavería, O., Monte, E. and Torra, S. (2017) «A new approach for the quantification of qualitative measures of economic expectations» Quality & Quantity, 51, 6, 2685-2706. DOI: https://doi.org/10.1007/s11135-016-0416-0
Claveria, O., Monte, E. and Torra, S. (2017) “Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression”, Applied Economics Letters, 24, 648-652. DOI:http://dx.doi.org/10.1080/13504851.2016.1218419
Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) “Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options” Applied Numerical Mathematics, 117, 115–138. DOI:https://doi.org/10.1016/j.apnum.2017.03.002
D’Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating conversion options in life insurance” Modern Stochastics Theory and Applications, 4(2), 127-139.
DOI http://dx.doi.org/10.15559/17-VMSTA78
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229 DOI: https://doi.org/10.1556/032.2018.68.2.2
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600.
DOI: http://dx.doi.org/10.1080/13504851.2017.1349284
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Heterogeneity in the debt-growth nexus: Evidence from EMU countries”. International Review of Economics and Finance, Vol. 51, 470-486. DOI: http://dx.doi.org/10.2139/ssrn.2943255
Maree, S.C., Ortiz-Gracia L.and C.W. Oosterlee (2017). Pricing early-exercise and discrete barrier options by Shannon wavelet expansions. Numerische Mathematik, 136, 4, 1035-1070.
DOI: https://doi.org/10.1007/s00211-016-0858-2
Marí del Cristo, M.L. and Gómez-Puig, M. (2017). «Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, Vol.40, 14-30. DOI:http://dx.doi.org/10.1016/j.cesjef.2016.10.002
Merigo, J., Blanco, F., Gil-Lafuente, A.M. and Yager, R. (2017) «Thirty years of the international journal of intelligent systems: a bibliometric review» lnternational Journal of lntelligent Systems, 32, 5, 526-554.
DOI: https://doi.org/10.1002/int.21859
Mosquera, S., Manotas, D., Uribe, J.M. (2017) “Risk asymmetries in hydrothermal power generation markets”, Electric Power Systems Research, 147, 154-164. DOI:http://dx.doi.org/10.1016/j.epsr.2017.02.032
Mosquera-López, S., Uribe, J.M. and Manotas, D. (2017) “Nonlinear empirical pricing in electricity markets using fundamental weather factors” Energy, 139(15): 594-605. DOI: http://dx.doi.org/10.1016/j.energy.2017.07.181
Piulachs, X., Alemany, R. and Guillen, M. (2017) «Emergency care usage and longevity have opposite effects on health insurance rates» Kybernetes, 46(1), 102-113. DOI:http://dx.doi.org/10.1108/K-06-2016-0149
Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) “Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance” Sort-Statistics and Operations Research Transactions, 41(2), 347-372. DOI: http://dx.doi.org/10.2436/20.8080.02.63
Uribe, J. M., Chuliá, H., & Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?” Journal of International Financial Markets, Institutions and Money, 50, 52-68. DOI: https://doi.org/10.1016/j.intfin.2017.09.027
2016
Abad, P. and Chuliá, H. (2016) “European government bond market contagion in turbulent times” Czech Journal of Economics and Finance, 66(3), 263-276. http://journal.fsv.cuni.cz/storage/1357_abad.pdf
Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs», Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI:http://dx.doi.org/10.1007/978-3-319-40506-3_8
Alcañiz, M., Santolino, M. and Ramón, Ll. (2016) “Drinking patterns and drunk-driving behaviour by age and gender in Catalonia, Spain: a comparative study”, Transportation Research Part F: Traffic Psychology and Behaviour, 42, 522-541. DOI:http://dx.doi.org/10.1016/j.trf.2016.09.031
Alemany, R.; Bolancé, C.; Guillen, M. and Padilla-Barreto; A. (2016) “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”, Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
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Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2016) «The incidence of incentives for t-commerce acceptance: improving television as a distribution channel» Journal of Business & Industrial Marketing, 31,3, 426-435. DOI:https://doi.org/10.1108/JBIM-04-2013-0072
Ayuso, M., Bermúdez, Ll. and Santolino, M. (2016) “Copula-based regression modeling of bivariate disability severity of temporary and permanent motor injuries”, Accident Analysis and Prevention, 89, 142-150. DOI:http://dx.doi.org/10.1016/j.aap.2016.01.008
Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s” Risks, 4(2), 1-10. DOI:http://dx.doi.org/10.3390/risks4020010.
Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance” Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI:http://dx.doi.org/10.1016/j.trc.2016.04.004.
Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment” Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829
Belles-Sampera, J., Guillén, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems”, The Journal of Risk, 19(2), 1-15.DOI:http://dx.doi.org/10.21314/JOR.2016.345
Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”, Insurance: Mathematics and Economics, 68, 101-109. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.02.005
Cambois, E., Solé-Auró, A., and Robine, J.M. (2016) “Economic hardship and educational differentials in disability in 26 European countries” Journal of Aging & Health (Q1), 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503
Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016) “ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009” Journal of Epidemiology & Community Health (Q1), 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978
Claveria, O., Monte, E. and Torra, S. (2016) “Combination forecasts of tourism demand with machine learning models”, Applied Economics Letters, 23, 428-431. DOI:http://dx.doi.org/10.1080/13504851.2015.1078441
Claveria, O., Monte, E. and Torra, S. (2016) “Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies”, Eastern European Economics, 54, 171-189. DOI:http://dx.doi.org/10.1080/00128775.2015.1136564
Claveria, O., Monte, E. and Torra, S. (2016) “A self-organizing map analysis of surveybased agents’ expectations before impending shocks for model selection: The case of the 2008 financial crisis”, International Economics, 146, 40-58. DOI:http://dx.doi.org/10.1016/j.inteco.2015.11.003
Claveria, O., Torra, S. and Monte, E (2016) “Modelling Tourism demand to spain with machine learning techniques. The impact of forecast horizon on model selection”, Revista de Economía Aplicada, 72, 109-132. http://www.revecap.com/revista/ingles/numeros/72/pdf/Claveria.pdf
Claveria, O., Monte, E. and Torra, S. (2016) “Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model”, Series-Journal of The Spanish Economic Association, 7, 341-357. DOI:http://dx.doi.org/10.1007/s13209-016-0144-7
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”, ASTIN Bulletin, 46(1), 165-190. DOI:http://dx.doi.org/10.1017/asb.2015.21
Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability” Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf
Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility”. Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005
Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) «Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion» Economic Modelling, 56, 133–147. DOI:http://dx.doi.org/10.1016/j.econmod.2016.03.017.
Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints” Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413
Llach, J., Alonso-Almeida, M. D. M., Martí, J. and Rocafort, A. (2016). «Effects of quality management on hospitality performance in different contexts». Industrial Management & Data Systems, 116(5), 1005-1023. DOI:http://dx.doi.org/10.1108/IMDS-06-2015-0235
Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador» Applied Economics, 48, 2139–2155. DOI:http://dx.doi.org/10.1080/00036846.2015.1114580
Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+” Plos one, 11(4), e0153234. DOI:http://dx.doi.org/10.1371/journal.pone.0153234
Ortiz-Gracia, L. (2016) «Efficient wavelets-based valuation of synthetic CDO tranches». Journal of Computational and Applied Mathematics, 292, 562–575. DOI:http://dx.doi.org/10.1016/j.cam.2015.07.025
Ortiz-Gracia, L. and Oosterlee, C.W. (2016) «A highly efficient Shannon wavelet inverse Fourier technique for pricing European options». SIAM Journal on Scientific Computing, 38(1), B118–B143. DOI:http://dx.doi.org/10.1137/15M1014164
Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries” Journal of International Money and Finance, 63, 137-164. DOI:http://dx.doi.org/10.1016/j.jimonfin.2016.01.003
Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)” International Journal for Equity in Health (Q1), 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9
