Elena Díaz

Elena Díaz
Universidad Pontificia Comillas | UPCO

PhD in Economics and Business

About

4
Publications
509
Reads
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253
Citations
Citations since 2016
4 Research Items
252 Citations
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
Additional affiliations
September 2015 - June 2016
Universidad de Navarra
Position
  • Professor (Associate)
September 2015 - present
Universidad de Navarra
Position
  • Professor (Associate)
Description
  • Calculus I and II
September 2015 - present
Universidad de Navarra
Position
  • Research Assistant

Publications

Publications (4)
Article
This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of information. We find that the GEA Tracker outperforms its competi...
Article
In this paper we examine the impact of oil price shocks on stock returns of four oil and gas corporations listed on NYSE over the period January 1974 to December 2015. We consider different linear and nonlinear oil price specifications and take into account the structural break date of the year 1986. The novelty evidence supports a significant posi...
Article
In this paper we examine the impact of oil price shocks on stock returns of four oil and gas corporations listed on NYSE over the period January 1974 to December 2015. We consider different linear and nonlinear oil price specifications and take into account the structural break date of the year 1986. The novelty evidence supports a significant posi...
Article
This study examines the relationship between oil price volatility and stock returns in the G7 economies (Canada, France, Germany, Italy, Japan, the UK and the US) using monthly data for the period 1970 to 2014. In order to measure oil volatility we consider alternative specifications for oil prices (world, nominal and real prices). We estimate a ve...

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