Raquel López

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

Román Ferrer, Syed Jawad Hussain Shahzad, Raquel López et al. · Energy Economics · 2018 · 616 citations

Economics, Crude Oil Prices, Engineering +13

Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic

Francisco Jareño, María de la O González, Raquel López et al. · Resources Policy · 2021 · 103 citations · Full text

Oil Price Shocks, Cryptocurrency, Crude Oil Prices +16

The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis

Antonio Díaz, Carlos Esparcia, Raquel López · Economic Analysis and Policy · 2022 · 57 citations · Full text

Financial Risk Management, Asset Allocation, Portfolio Management +18

Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition

María Caridad Sevillano, Francisco Jareño, Raquel López et al. · Energy Economics · 2024 · 36 citations · Full text

Volatility Modeling, Us Sector Returns, Economic Fluctuation +20

The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments

Raquel López · Energy Economics · 2018 · 24 citations

Energy-related Volatility Indices, Volatility Modeling, Asset Pricing +8