Concepedia

Alejandro Bernales

AB

10

Publications

265

Citations

10

H-Index

2013

Active since

Affiliations

University of Chile(Current)

Bocconi University

Banque de France

University of Kent

Alejandro Bernales is an author at University of Chile specializing in finance, business, and asset pricing.

ORCID

Top concepts

Publications per year

2013–2020

10

Publications

10

Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests

Alejandro Bernales, Massimo Guidolin · Universidad de Chile · 2014 · 53 citations · Full text

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CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation

Andrés Inzunza, Rodrigo Moreno, Alejandro Bernales et al. · Energy Economics · 2016 · 47 citations · Full text

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Do investors follow the herd in option markets?

Alejandro Bernales, Thanos Verousis, Nikolaos Voukelatos · Journal of Banking & Finance · 2016 · 41 citations · Full text

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Make-take decisions under high-frequency trading competition

Alejandro Bernales · Journal of Financial Markets · 2019 · 27 citations · Full text

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Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests

Alejandro Bernales, Massimo Guidolin · SSRN Electronic Journal · 2013 · 20 citations · Full text

, , +11

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