ANTONIO DIAZ

ANTONIO DIAZ

Universidad de Castilla-La Mancha

H-index: 15

Europe-Spain

About ANTONIO DIAZ

ANTONIO DIAZ, With an exceptional h-index of 15 and a recent h-index of 11 (since 2020), a distinguished researcher at Universidad de Castilla-La Mancha, specializes in the field of finance, fixed income, default risk, liquidity, interest rates.

His recent articles reflect a diverse array of research interests and contributions to the field:

Portfolio management of ESG-labeled energy companies based on PTV and ESG factors

Bond pairs and the term structure

Sustainable risk preferences on asset allocation: a higher order optimal portfolio study

Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios

Unveiling the diversification capabilities of carbon markets in NFT portfolios

How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study

Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds

The impact of COVID-19 induced panic on stock market returns: A two-year experience

ANTONIO DIAZ Information

University

Position

___

Citations(all)

745

Citations(since 2020)

377

Cited By

483

hIndex(all)

15

hIndex(since 2020)

11

i10Index(all)

21

i10Index(since 2020)

13

Email

University Profile Page

Universidad de Castilla-La Mancha

Google Scholar

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ANTONIO DIAZ Skills & Research Interests

finance

fixed income

default risk

liquidity

interest rates

Top articles of ANTONIO DIAZ

Title

Journal

Author(s)

Publication Date

Portfolio management of ESG-labeled energy companies based on PTV and ESG factors

Energy Economics

Antonio Díaz

Carlos Esparcia

Daniel Alonso

Maria-Teresa Alonso

2024/4/22

Bond pairs and the term structure

Journal of Financial Research

Antonio Diaz

Miles Livingston

2024/3/28

Sustainable risk preferences on asset allocation: a higher order optimal portfolio study

Journal of Behavioral and Experimental Finance

Antonio Díaz

Ana Escribano

Carlos Esparcia

2024/3/1

Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios

The North American Journal of Economics and Finance

Antonio Díaz

Carlos Esparcia

Diego Huélamo

2023/1/1

Unveiling the diversification capabilities of carbon markets in NFT portfolios

Finance Research Letters

Antonio Díaz

Carlos Esparcia

Diego Huélamo

2023/12/1

How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study

Energy Economics

Carlos Esparcia

Antonio Diaz

Daniel Alonso

2023/12/1

Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds

International Journal of Finance & Economics

Antonio Díaz

Francisco Jareño

Eliseo Navarro

2022/4

The impact of COVID-19 induced panic on stock market returns: A two-year experience

Economic Analysis and Policy

Paula Cervantes

Antonio Díaz

Carlos Esparcia

Diego Huélamo

2022/12/1

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

Economic Analysis and Policy

Antonio Díaz

Carlos Esparcia

Raquel López

2022/9/1

Liquidity dimensions in the US corporate bond market

International Review of Economics & Finance

Antonio Díaz

Ana Escribano

2022/7/1

The Role of Stablecoins: Cryptocurrencies Sought Stability and Found Gold and Dollars

Antonio Díaz

Carlos Esparcia

Diego Huélamo

2022/4/12

Dynamic optimal portfolio choice under time-varying risk aversion

International Economics

Antonio Díaz

Carlos Esparcia

2021/8/1

Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints

Journal of Corporate Finance

Pilar Abad

Antonio Díaz

Ana Escribano

M-Dolores Robles

2021/4/1

Sustainability premium in energy bonds

Energy Economics

Antonio Díaz

Ana Escribano

2021/3/1

Risk management for bonds with embedded options

Mathematics

Antonio Diaz

Marta Tolentino

2020/5/13

Measuring the multi-faceted dimension of liquidity in financial markets: A literature review

Antonio Díaz

Ana Escribano

2020/1/1

Yield curves from different bond data sets

Review of Derivatives Research

Antonio Díaz

Francisco Jareño

Eliseo Navarro

2020/7

See List of Professors in ANTONIO DIAZ University(Universidad de Castilla-La Mancha)

Co-Authors

H-index: 29
María Ángeles Fernández Izquierdo

María Ángeles Fernández Izquierdo

Universidad Jaime I

H-index: 27
Fran Jareño (ORCID: 0000-0001-9778-7345)

Fran Jareño (ORCID: 0000-0001-9778-7345)

Universidad de Castilla-La Mancha

H-index: 17
Gonzalo Garcia-Donato

Gonzalo Garcia-Donato

Universidad de Castilla-La Mancha

H-index: 17
Frank Skinner

Frank Skinner

Brunel University London

H-index: 13
Andres Mora-Valencia

Andres Mora-Valencia

Universidad de Los Andes

H-index: 11
M. DOLORES ROBLES FERNANDEZ

M. DOLORES ROBLES FERNANDEZ

Universidad Complutense de Madrid

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