Concepedia

Juan Ignacio Peña

JI

30

Publications

1.6K

Citations

20

H-Index

1995

Active since

Affiliations

Universidad Carlos III de Madrid(Current)

Universidad de Navarra

University of Glasgow

Adam Smith Institute

Juan Ignacio Peña is an author at Universidad Carlos III de Madrid specializing in finance, business, and economics.

Top concepts

FinanceBusinessFinancial EconomicsAsset PricingEconomicsManagementFinancial CrisisStatisticsEngineeringEconomic Analysis

Publications per year

1995–2022

30

Publications

30

Systemic risk measures: The simpler the better?

María Rodríguez‐Moreno, Juan Ignacio Peña · Journal of Banking & Finance · 2012 · 219 citations

Systemic Risk Measures, Risk Management, Management +6

Modeling Electricity Prices: International Evidence

Álvaro Escribano, Juan Ignacio Peña, Pablo Villaplana · SSRN Electronic Journal · 2002 · 193 citations · Full text

Modelling Electricity Prices: International Evidence*

Álvaro Escribano, Juan Ignacio Peña, Pablo Villaplana · Oxford Bulletin of Economics and Statistics · 2011 · 184 citations · Full text

Electricity Prices, Volatility Modeling, Deregulated Markets +16

Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis

Óscar Arce, Sergio Mayordomo, Juan Ignacio Peña · Journal of International Money and Finance · 2013 · 110 citations

Economics, Sovereign Cds, Financial Economics +14

Derivatives holdings and systemic risk in the U.S. banking sector

Sergio Mayordomo, María Rodríguez‐Moreno, Juan Ignacio Peña · Journal of Banking & Finance · 2014 · 105 citations

Financial System, Financial Risk Management, Management +6

Rows per page

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