Ramos Requena, José Pedro Author
Introducing Hurst exponent in pair trading
- Ramos-Requena J.
- Trinidad-Segovia J.
- Sánchez-Granero M.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/12/2017
- JCR Quartile: Q2 (2017)
- SJR Quartile: Q2
- JCR Impact Factor: 2.132 (2022)
- Category normalized Impact: 1.958 (2017)
- CiteScore: 5.6 (2020)
- SJR: 0.773 (2017
- SNIP: 1.097 (2017
- JCR 5-year Impact Factor: 2.076
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
- Scopus
- ORCID
- Web of Science
Financial Development, Institutional Quality, and Environmental Degradation Nexus: New Evidence from Asymmetric ARDL Co-Integration Approach
- Farhan Ahmed
- shazia kousar
- Amber Pervaiz
- José Pedro Ramos Requena
Sustainability - 1/09/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 3.251 (2023)
- Category normalized Impact: 2.224 (2020)
- CiteScore: 3.9 (2020)
- SJR: 0.612 (2020
- SNIP: 1.242 (2020
- JCR 5-year Impact Factor: 3.473
- JCR Categories: GREEN & SUSTAINABLE SCIENCE & TECHNOLOGY
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies
- Estefanía Montoya-Cruz
- José Pedro Ramos-Requena
- Juan Evangelista Trinidad-Segovia
- Miguel Ángel Sánchez-Granero
Sustainability - 5/08/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 3.251 (2023)
- Category normalized Impact: 0.24 (2020)
- CiteScore: 3.9 (2020)
- SJR: 0.612 (2020
- SNIP: 1.242 (2020
- JCR 5-year Impact Factor: 3.473
- JCR Categories: GREEN & SUSTAINABLE SCIENCE & TECHNOLOGY
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Assessing the impact of COVID‐19 pandemic on the stock and commodity markets performance and sustainability: A comparative analysis of south asian countries
- Ahmed F.
- Syed A.A.
- Kamal M.A.
- López‐garcía M.d.l.N.
- Ramos‐requena J.P.
- Gupta S.
Sustainability (Switzerland) - 2/5/2021
Aplicacion del exponente de hurst en la estrategia de pairs trading
- José Pedro Ramos Requena
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2018
- Dialnet
Aplicación de una estrategia de arbitraje estadístico al Ibex 35
- José Pedro Ramos Requena
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- Dialnet
Un nuevo enfoque para una estrategia de arbitraje estadístico. El método hp
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
- José Pedro Ramos Requena
XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020
- Dialnet
This author has no conferences.
This author has no patents.
This author has no reports or other types of publications.
h index
Scopus: 7
Web of Science: 7
i10 index
Scopus: 5
Web of Science: 6
Research groups
-
Finanzas empresariales
Role: Miembro
Author profiles
-
ORCID
-
Web of Science ResearcherID
-
Scopus Author ID
-
Dialnet id
Research projects at UAL
- This author has no currently assigned projects.