Ramos Requena, José Pedro Author
A Cooperative Dynamic Approach to Pairs Trading
- Ramos-Requena J.P.
- López-García M.N.
- Sánchez-Granero M.A.
- Trinidad-Segovia J.E.
COMPLEXITY - 13/10/2021
- JCR Quartile: Q2 (2021)
- JCR Impact Factor: 2.121 (2023)
- Category normalized Impact: 0.121 (2021)
- CiteScore: 4.4 (2022)
- SJR: 0.463 (2021
- SNIP: 0.755 (2021
- JCR 5-year Impact Factor: 2.213
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- Scopus
- ORCID
- Web of Science
DIFFERENT METHODOLOGIES AND USES OF THE HURST EXPONENT IN ECONOPHYSICS
- María de las Nieves López García
- José Pedro Ramos Requena
ESTUDIOS DE ECONOMIA APLICADA - 1/5/2019
- Category normalized Impact: 1.774 (2019)
- CiteScore: 0.5 (2020)
- Dialnet
- Scopus
- ORCID
- Web of Science
On the sensibility of the Pairs Trading strategy: the case of the FTS stock market index
- Fernández-Pérez A.
- López-García M.N.
- Ramos-Requena J.P.
ESTUDIOS DE ECONOMIA APLICADA - 1/1/2020
- CiteScore: 0.5 (2020)
- SJR: 0.123 (2020
- SNIP: 0.204 (2020
- Dialnet
- Scopus
- Web of Science
Relationship between efficient management of working capital and profitability (EBIT) of the prepared food and beverage industry in Ecuador
- José Pedro Ramos Requena
Estudios de economía aplicada - 2022
- Dialnet
An Alternative Approach to Measure Co-Movement between Two Time Series
- Ramos-Requena J.P.
- Trinidad-Segovia J.E.
- Sánchez-Granero M.Á.
MATHEMATICS - 17/2/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2023)
- Category normalized Impact: 2.038 (2020)
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- Web of Science
Some Notes on the Formation of a Pair in Pairs Trading
- José Pedro Ramos Requena
- Juan E. Trinidad-Segovia
- M.A. Sanchez-Granero
MATHEMATICS - 1/3/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2023)
- Category normalized Impact: 1.811 (2020)
- CiteScore: 2.2 (2020)
- SJR: 0.495 (2020
- SNIP: 1.29 (2020
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency
- Karen Balladares
- José Pedro Ramos Requena
- Juan E. Trinidad-Segovia
- M.A. Sanchez-Granero
MATHEMATICS - 2/1/2021
- JCR Quartile: Q1 (2021)
- JCR Impact Factor: 2.592 (2023)
- Category normalized Impact: 1.878 (2021)
- CiteScore: 2.2 (2020)
- SJR: 0.495 (2020
- SNIP: 1.29 (2020
- JCR 5-year Impact Factor: 2.542
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Is There an Asymmetric Relationship between Economic Policy Uncertainty, Cryptocurrencies, and Global Green Bonds? Evidence from the United States of America
- Aamir Syed
- Farhan Ahmed
- Muhammad Abdul Kamal
- Assad Ullah
- José Pedro Ramos Requena
MATHEMATICS - 1/3/2022
- JCR Quartile: Q1 (2022)
- JCR Impact Factor: 2.4 (2022)
- Category normalized Impact: 12.856 (2022)
- CiteScore: 2.9 (2021)
- SJR: 0.538 (2021
- SNIP: 1.162 (2021
- JCR 5-year Impact Factor: 2.3
- JCR Categories: MATHEMATICS
- Scopus
- ORCID
- OAI-PMH
- Web of Science
Testing the efficient market hypothesis in Latin American stock markets
- Sánchez-Granero M.
- Balladares K.
- Ramos-Requena J.
- Trinidad-Segovia J.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/2/2020
- SJR Quartile: Q1
- JCR Impact Factor: 3.263 (2023)
- Category normalized Impact: 1.473 (2020)
- CiteScore: 5.6 (2020)
- SJR: 0.64 (2020
- SNIP: 1.197 (2020
- JCR 5-year Impact Factor: 2.866
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Statistics and Probability (Q1); Condensed Matter Physics (Q1)
- Scopus
- ORCID
- Web of Science
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
- SJR Quartile: Q2
- JCR Impact Factor: 2.132 (2023)
- Category normalized Impact: 1.834 (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
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
STUDENTS' PERCEPTIONS OF ETHICAL DEVELOPMENT IN BUSINESS EDUCATION PROGRAMS
- Casado-Belmonte, M. P.
- Carmen Martinez-Victoria, M.
- Martinez-Romero, M. J.
- Ramos-Requena, J. P.
- Martinez-Alonso, R.
- Chova, LG
- Martinez, AL
- Torres, IC
12TH INTERNATIONAL CONFERENCE OF EDUCATION, RESEARCH AND INNOVATION (ICERI2019) - 2019
This author has no patents.
h index
Scopus: 7
Web of Science: 8
i10 index
Scopus: 5
Web of Science: 8
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Finanzas empresariales
Role: Miembro
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