Finance

Non-linear dynamics of global liquidity and energy sector profitability

2024 - *(with Manotas-Duque, D. F.).* '**ENERGY SOURCES, PART B, ECONOMICS, PLANNING AND POLICY**'

Common Factors in the Profitability of Energy Firms

2024 - *(with Manotas-Duque, D. F., Uribe, J. M.).* '**ENERGY SOURCES, PART B, ECONOMICS, PLANNING AND POLICY**'

Macrofinancial interconnections in the Pacific Alliance: a quantile approach of stock markets and macroeconomic factors

2024 - *(with Gómez, J.A., López-Estrada, S.).* '**APPLIED ECONOMICS LETTERS**'

Exploring the asymmetric relationship between macroeconomic factors and corporate profitability in the MSCI Colombia index

2024 - *(with Osorio-Vanegas, B., Ramirez-Patiño, C., Ojeda-Echeverry, C.).* '**JOURNAL OF ECONOMICS, FINANCE AND ADMINISTRATIVE SCIENCE**'

Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach

2023 - *(with Oviedo-Gomez, A., Manotas-Duque, D. F.).* '**FINANCE RESEARCH LETTERS**'

How do climate and macroeconomic factors affect the profitability of the energy sector?

2023 - *(with Manotas-Duque, D. F.).* '**JOURNAL OF ENERGY ECONOMICS AND POLICY**'

Colombia: Macroeconomic Data

Obtaining macroeconomic information can be an arduous task. In this post, we share a large macroeconomic database designed for empirical big data analysis.

VaR in R

This is a small capsule about the calculation of VaR in R.

Commonality, macroeconomic factors and banking profitability

2022 - *(with Manotas-Duque, D. F., Uribe, J.M.).* '**THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE**'

ICEE 2022

Jun. 2 - 3 / 2022