Javier Perote

Full Professor

Universidad de Salamanca

Spain

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About

Javier Perote is a Full Professor at Universidad de Salamanca in Spain. His research areas include renewable energy project valuation, the investment behavior of green bonds and ESG-eligible stocks during crises, and risk assessment methods in finance, particularly related to cryptocurrencies and credit risk for SMEs. He has published extensively on topics such as financial contagion during global crises and the impact of economic policy on R&D investment.

Articles (11)

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2024

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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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2022

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2022

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2022

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2021

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2021

Collaborators (4)

Inés Jiménez

Assistant Professor

Universidad de Salamanca

SPAIN

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Jose Angel ZÚÑIGA-VICENTE

Universidad Rey Juan Carlos

SPAIN

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Gabriel de la Fuente Herrero

Full Professor

Universidad de Valladolid

SPAIN

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Jose D. Vicente-Lorente

Universidad de Salamanca

SPAIN

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Javier Perote

Research Interests

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About

Articles (11)

Real Options Volatility Surface for Valuing Renewable Energy Projects

How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis

Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies

Financial contagion drivers during recent global crises

Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?

Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns

Moral hazard index for credit risk to SMEs

Semi-nonparametric risk assessment with cryptocurrencies

The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach

Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts

Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures

Collaborators (4)

Inés Jiménez

Jose Angel ZÚÑIGA-VICENTE

Gabriel de la Fuente Herrero

Jose D. Vicente-Lorente

Make your next move.

Javier Perote

Research Interests

Explore related searches

Contact this professor

About

Articles (11)

Real Options Volatility Surface for Valuing Renewable Energy Projects

How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis

Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies

Financial contagion drivers during recent global crises

Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?

Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns

Moral hazard index for credit risk to SMEs

Semi-nonparametric risk assessment with cryptocurrencies

The impact of economic policy uncertainty and monetary policy on R&amp;D investment: An option pricing approach

Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts

Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures

Collaborators (4)

Inés Jiménez

Jose Angel ZÚÑIGA-VICENTE

Gabriel de la Fuente Herrero

Jose D. Vicente-Lorente

Make your next move.

The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach