Julio Sarmiento's research while affiliated with Pontificia Universidad Javeriana and other places
What is this page?
This page lists the scientific contributions of an author, who either does not have a ResearchGate profile, or has not yet added these contributions to their profile.
It was automatically created by ResearchGate to create a record of this author's body of work. We create such pages to advance our goal of creating and maintaining the most comprehensive scientific repository possible. In doing so, we process publicly available (personal) data relating to the author as a member of the scientific community.
If you're a ResearchGate member, you can follow this page to keep up with this author's work.
If you are this author, and you don't want us to display this page anymore, please let us know.
It was automatically created by ResearchGate to create a record of this author's body of work. We create such pages to advance our goal of creating and maintaining the most comprehensive scientific repository possible. In doing so, we process publicly available (personal) data relating to the author as a member of the scientific community.
If you're a ResearchGate member, you can follow this page to keep up with this author's work.
If you are this author, and you don't want us to display this page anymore, please let us know.
Publications (3)
This paper explores the empirical validity of an augmented volume model for Colombian electricity price returns (in the present study, the definition of returns is simply the “rate of change” of observed prices for different periods). Of particular interest is the impact of coskewness and cokurtosis when modeling Colombian electricity price returns...
In times of exogenous systemic shocks, such as the COVID-19 pandemic, it is important to identify hedge or safe haven assets. Therefore, this paper analyzes changes in the idiosyncratic risk of Bitcoin in a portfolio of commodities and global stocks. For this purpose, the M-GARCH model employed considers the interdependence among all the portfolio...
In this paper we explore the difference of quality in higher education between accredited and non-accredited higher education institutions (HEIs) in Colombia. For that purpose we test if the difference of the National Exam of Student Performance (Saber Pro), which is our proxy for quality between institutional accredited and non-accredited institut...
Citations
... This statement is also supported by the heatmap in Figure 10, where a very different behavior of this indicator is observed, compared to the others. Kurtosis end skewness have been used as indicators in the analysis of electricity markets [21][22][23]. However, their descriptive power of load profile features remains as a research topic. ...
![[object Object]](https://i1.rgstatic.net/ii/profile.image/272684147802137-1442024375496_Q64/Edgardo-Fallon.jpg)
... Several kinds of research on consumer reactions to pandemics have been carried out (Donthu and Gustafsson, 2020). Fallon and Sarmiento (2021) explored the relationship between pandemic cases and stock market trends. Machmuddah et al. (2020) predicted a 50% security value drop during the pandemic, but a fast recovery thereafter once the short-term shock of labor supply in the market eased. ...
... Across the globe with the development of technologies and focus on economic development, there has been shift in focus of government and the countries towards improving the quality of education. Education has become an essential component of national policies for enabling economic growth and high skilled workforce [10]. In today's digital economy, intellectual space-based models are formulated for enabling innovative modernization representation in the knowledge representation. ...
![[object Object]](https://i1.rgstatic.net/ii/profile.image/1146579402653700-1650377240828_Q64/Juan-Correa-29.jpg)
