Carlos Esparcia

Profesor Ayudante Doctor

University of Castilla-La Mancha

Spain

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Dr. Carlos Esparcia is a Profesor Ayudante Doctor at Universidad de Castilla-La Mancha, Spain. His research areas include the dynamics of financial markets, risk management in ESG-driven portfolios, and the impact of macroeconomic factors on stock market returns. He has published extensively on topics such as the interplay between eurozone electricity sector stocks and inflation expectations, as well as the role of stablecoins in cryptocurrency portfolio risk mitigation.

Articles (15)

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2025

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2025

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2024

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2024

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2023

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2023

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2022

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2022

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2022

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2022

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2021

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2021

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2020

Collaborators (3)

Raquel López

Lecturer

Universidad de Castilla-La Mancha - Campus de Albacete

SPAIN

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Ana Escribano López

Profesora Titular de Universidad

University of Castilla-La Mancha

SPAIN

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ANTONIO DIAZ

Universidad de Castilla-La Mancha - Campus de Albacete

SPAIN

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Carlos Esparcia

Research Interests

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About

Articles (15)

Private equity market dynamics: Beyond the surface

Exploring the interplay between eurozone electricity sector stocks, real interest rates and inflation expectations

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies

Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector

Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios

Shock transmission between crude oil prices and stock markets

Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse

Unveiling the diversification capabilities of carbon markets in NFT portfolios

The impact of COVID-19 induced panic on stock market returns: A two-year experience

The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis

Outperformance of the pharmaceutical sector during the COVID-19 pandemic: Global time-varying screening rule development

Spillovers between sovereign yield curve components and oil price shocks

Dynamic optimal portfolio choice under time-varying risk aversion

Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective

Volatility Timing: Pricing Barrier Options on DAX XETRA Index

Collaborators (3)

Raquel López

Ana Escribano López

ANTONIO DIAZ

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