Isabel Casas

Isabel Casas

Universidad de Deusto

H-index: 9

Europe-Spain

About Isabel Casas

Isabel Casas, With an exceptional h-index of 9 and a recent h-index of 8 (since 2020), a distinguished researcher at Universidad de Deusto, specializes in the field of R, nonparametric statistics, time-varying parameters.

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

Analysis of Mutriku's OWC performance

Forecast of Electricity Generation in a Wave Power Plant: The Mutriku Case Study

tvReg: Time-varying Coefficients in Multi-Equation Regression in R.

Time-varying coefficient estimation in SURE models. Application to portfolio management

Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone

Exploring option pricing and hedging via volatility asymmetry

Stock market return predictability before and after the Dodd-Frank Act

Adaptative predictability of stock market returns

Isabel Casas Information

University

Position

Associate Professor The

Citations(all)

379

Citations(since 2020)

234

Cited By

242

hIndex(all)

9

hIndex(since 2020)

8

i10Index(all)

9

i10Index(since 2020)

7

Email

University Profile Page

Universidad de Deusto

Google Scholar

View Google Scholar Profile

Isabel Casas Skills & Research Interests

R

nonparametric statistics

time-varying parameters

Top articles of Isabel Casas

Title

Journal

Author(s)

Publication Date

Analysis of Mutriku's OWC performance

Proceedings of the European Wave and Tidal Energy Conference

Isabel Casas

Jon Lekube

2023/9/19

Forecast of Electricity Generation in a Wave Power Plant: The Mutriku Case Study

Available at SSRN 4338614

Isabel Casas

Jon Lekube

2023

tvReg: Time-varying Coefficients in Multi-Equation Regression in R.

The R Journal

Isabel Casas

Rubén Fernández-Casal

2022/6

Time-varying coefficient estimation in SURE models. Application to portfolio management

Journal of Financial Econometrics

Isabel Casas

Eva Ferreira

Susan Orbe

2021/12/1

Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone

Journal of Applied Econometrics

Isabel Casas

Jiti Gao

Bin Peng

Shangyu Xie

2021/4

Exploring option pricing and hedging via volatility asymmetry

Computational Economics

Isabel Casas

Helena Veiga

2021/4

Stock market return predictability before and after the Dodd-Frank Act

Available at SSRN 3620062

Isabel Casas

Xiuping Mao

Helena Veiga

2020/2/5

Adaptative predictability of stock market returns

Isabel Casas

Xiuping Mao

Helena Veiga

2020/12/18

See List of Professors in Isabel Casas University(Universidad de Deusto)

Co-Authors

H-index: 45
C Muñoz

C Muñoz

Universidad de Barcelona

H-index: 45
Irène Gijbels

Irène Gijbels

Katholieke Universiteit Leuven

H-index: 37
Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, Professor of Econometrics and Statistics

Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, Professor of Econometrics and Statistics

Monash University

H-index: 28
Teresa Cadierno

Teresa Cadierno

Syddansk Universitet

H-index: 13
Elena Villalba Mora

Elena Villalba Mora

Universidad Politécnica de Madrid

H-index: 12
Susan Orbe

Susan Orbe

Universidad del País Vasco

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