← All authors J. Eduardo Vera-Valdés Department of Mathematical Sciences (from arXiv:1801.06677, 2018) · ORCID · OpenAlex
20 papers in scope · 19 published · 1 on the econ.EM arXiv · 189 citations · h-index 8 (over the papers listed here)
Papers (1 of 20)
The effect of CEO public behaviour on the company’s valuation: the case of Tesla and Elon Musk
published 2026 · Applied Economics Letters · 1 citations · first circulated 2025
with Olivia Kvist
LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia
published 2025 · The Journal of Open Source Software · 1 citations · first circulated 2024
Exploring smart heat meter data: A co-clustering driven approach to analyse the energy use of single-family houses
published 2024 · Applied Energy · 8 citations
with Markus Schaffer, Anna Marszal-Pomianowska
Disaggregation of total energy use into space heating and domestic hot water: A city-scale suited approach
published 2024 · Energy · 10 citations
with Markus Schaffer, Joakim Widén, Anna Marszal-Pomianowska, Tine Steen Larsen
Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
published 2021 · Econometrics · 6 citations
Air Pollution and Mobility, What Carries COVID-19?
published 2021 · Econometrics · 1 citations
Air Pollution and Mobility in the Mexico City Metropolitan Area in Times of COVID-19
published 2021 · Atmósfera · 3 citations
with Carlos Vladimir Rodríguez Caballero
The persistence of financial volatility after COVID-19
published 2021 · Finance research letters · 39 citations
Temperature Anomalies, Long Memory, and Aggregation
published 2021 · Econometrics · 12 citations
The political risk factors of COVID-19
published 2021 · International Review of Applied Economics · 13 citations
Air Pollution and Mobility in the Mexico City Metropolitan Area, What Carries the COVID-19 Death Toll?
published 2020 · CREATES Research Papers · 1 citations
no link
Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
published 2020 · Econometrics · 31 citations
Spurious multivariate regressions under fractionally integrated processes
published 2020 · Communication in Statistics-Theory and Methods · 4 citations
with Daniel Ventosa-Santaulària, Katarzyna Łasak, Ricardo Ramírez-Vargas
The VIX, the Variance Premium, and Expected Returns*
published 2018 · Journal of Financial Econometrics · 16 citations
with Daniela Osterrieder, Daniel Ventosa-Santaulària
working paper 2018 · arXiv
Long memory, fractional integration, and cross-sectional aggregation
published 2017 · Journal of Econometrics · 34 citations · first circulated 2015
with Niels Haldrup
A comment on ‘resolving spurious regressions and serially correlated errors’
published 2015 · Empirical Economics · 2 citations
with Daniel Ventosa-Santaulària, Alejandra I. Martínez-Olmos
REAL BUSINESS CYCLES IN EMERGING ECONOMIES: THE ROLE OF INTERNATIONAL GROWTH AND INTEREST RATE
published 2013 · Investigación Económica · 3 citations
with Francisco Venegas-Martínez, Raúl O. Fernández
Ciclos económicos reales en economías emergentes: el papel del crecimiento y la tasa de interés internacional
published 2012 · Investigación Económica
with Francisco Venegas-Martínez, Raúl O. Fernández
no link
Spurious Forecasts?
published 2011 · Journal of Forecasting · 4 citations
with Berenice Martínez-Rivera, Daniel Ventosa-Santaulària
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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