Publications by the researcher in collaboration with Josu Arteche González (11)

2022

  1. Singular spectrum analysis for value at risk in stochastic volatility models

    Journal of Forecasting, Vol. 41, Núm. 1, pp. 3-16

2017

  1. Singular Spectrum Analysis for signal extraction in Stochastic Volatility models

    Econometrics and Statistics, Vol. 1, pp. 85-98

  2. Testing for substitutability in the mackerel market: a new method using fractional cointegration

    Applied Economics, Vol. 49, Núm. 39, pp. 3912-3926

2016

  1. Corrigendum to Spatial Integration in the Spanish Mackerel Market. [Journal of Agricultural Economics. Volume 65, Issue 1, January 2014, pp. 234-256]

    Journal of Agricultural Economics

  2. Economic structure of fishing activity: an analysis of mackerel fishery management in the Basque Country

    Economía agraria y recursos naturales, Vol. 16, Núm. 1, pp. 81-109

2014

  1. Spatial Integration in the Spanish Mackerel Market

    Journal of Agricultural Economics, Vol. 65, Núm. 1, pp. 234-256

2012

  1. Integración espacial en el mercado de verdel en España

    Anales de Economía Aplicada 2012: El efecto de la crisis y el futuro de la sociedad del bienestar

2010

  1. Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country

    Documentos de Trabajo BILTOKI

  2. Fractional integration analysis and its implications on profitability: The case of the mackerel market in the Basque Country

    Fisheries Research, Vol. 106, Núm. 3, pp. 420-429

2009

  1. Análisis de Integración cíclica fraccional en el sector pesquero del País Vasco: aplicaciones al mercado del verdel

    DFAE-II WP Series

  2. Integración vertical en el mercado del verdel en el País Vasco

    DFAE-II WP Series