Dr. Mª DOLORES FURIÓ ORTEGA (updated October 2013) CONTACT INFORMATION Department of Financial Economics Faculty of Economics University of Valencia Avda. dels Tarongers s/n 46022, Valencia, Spain E-mail: m.dolores.furio@uv.es Tel: 34-6-3828369 Fax: 34-6-3828370 EDUCATION Ph D in Business Administration, University of Valencia, 2008 (awarded with the prize “Centro Económico y Social-Comunidad Valenciana, CES-CV 2008). B. A. in Actuarial Sciences, University of Valencia, 2003. B. A. in Business Administration, University of Valencia, 1997 (awarded with especial distinction). SPECIFIC AREAS OF INTEREST Financial markets; Commodities Derivatives markets; Electricity Market regulation, Market Power and Extreme Value Analysis. PUBLICATIONS Furió, D. and F. Climent (2013). “Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation”, Quantitative Finance, 1, pp. 45-63. Furió, D. and H. Chuliá (2012). “Price and volatility dynamics between electricity and fuel costs: some evidence for Spain”, Energy Economics, 34, pp. 2058-2065. Furió, D. and A. Pardo (2012). “Partisan politics theory and Stock Market Performance: Evidence for Spain”, Spanish Journal of Finance and Accounting, XLI, pp. 367-388. Furió, D. (2011). “A Survey on the Spanish Electricity Intraday Market”, Estudios de Economía Aplicada, 29-2, 1-20. Furió, D., V. Meneu (2011). “Analysis of extreme temperatures for four sites across Peninsular Spain”, Theoretical and Applied Climatology, 104, 83-99. Furió, D., V. Meneu (2010). “Expectations and Forward Risk Premium in the Spanish Deregulated Power Market”, Energy Policy, 38, 784-793. 1 Furió, D., J.J. Lucia. (2009). “Congestion management rules and trading strategies in the Spanish electricity market”. Energy Economics, 31, 48-60. Furió, D., Lucia, J. and V. Meneu (2009). “The Spanish electricity intraday market: prices and liquidity risk”. Current Politics and Economics of Europe, 20, 1, 1-22 o This article has been re-printed in a book entitled “European Economic and Political Developments”, 2010, ISBN: 1617615811, Editor: Liam Parker. Meneu, V., De Benito, R., Furió D. and J.M. Palanca (2001). “El Mercado eléctrico en Escandinavia, Reino Unido y Estados Unidos. Desarrollo e implicaciones de los procesos de liberalización”. Ed. Fundación Generalidad Valenciana Iberdrola. TEACHING EXPERIENCE “Fundamentals of Financial Economics I” (Master in Banking and Quantitative Finance). “Fundamentals of Financial Economics II” (Master in Banking and Quantitative Finance). Financial Maths (Grade in International Business; Grade in Law and Business) Financial Derivatives Markets (Grade in Finance and Accounting). “Assets and portfolio management”; “Derivatives markets”; “Fixed income valuation”; “Informatics applied to finance” in different Masters and Postgraduate Courses. INVITED SEMINARS “Modelling extreme temperatures and electricity demand in Spain”, Politechnic University of Catalonia, June 19, 2009. “Electricity spot and forward price drivers and other topics related to hedging: evidence for the Spanish case”, University of Karlsruhe, May 28, 2009. “Congestion management rules and trading strategies in the Spanish electricity market”, Polytechnics University of Madrid, May 19, 2006. “Analysis of the forward risk premium in the Spanish electricity market”. Universidad del País Vasco. Bilbao, June 13, 2007. WORKSHOPS AND CONFERENCES (PRESENTATION) 2011 December. 5th CSDA International Conference on Computational and Financial Econometrics (CFE 2011). London (UK). “Extreme Value Theory 2 2009 2008 2007 2006 and conventional methods applied to financial data: a comparative evaluation”. November. XIX Finance Forum. Granada (Spain). “Price and Volatility Dynamics between natural gas and electricity markets: some evidence for Spain” July. XII Iberian-Italian Congress of Financial and Actuarial Mathematics. Marseille (France). “Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation”. June. 18th Forecasting Financial Markets Conference. Marseille (France). “Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation”. January. VI Congreso de la AEEE. Barcelona (Spain). Presentation: “Price and volatility dynamics between natural gas and electricity markets: some evidence for Spain Market”. October. 9th Global Conference on Business & Economics. Cambridge (U.K.). Presentation: “Politics and Elections at the Spanish Stock Exchange”. January. IV Congreso de la AEEE. Sevilla (Spain). Presentation: “Expectations and Forward Risk Premium in the Spanish Power Market”. June. 31st IAEE International Conference. Istanbul (Turkey). Presentation: “Extremal Temperature and Electricity Demand in Spain”. January. III Congreso de la AEEE. Palacio Euskalduna Jauregia. Bilbao (Spain). Presentation: “The Spanish electricity intraday market: prices and liquidity risk”. November. 4th European Congress on Economics and Management of Energy. Hotel Ipanema. Porto (Portugal). Presentation: “Analysis of the forward risk premium in the Spanish electricity market” November. XV Foro de Finanzas. Universitat de les illes Balears. Palma de Mallorca (Spain). Presentation: “Analysis of the forward risk premium in the Spanish electricity market” January. II Congreso de la AEEE. Universidad de Oviedo (Spain). Presentation: “Congestion management rules and trading strategies in the Spanish electricity market”. June. XX Reunión Anual de Economía Aplicada ASEPELT en la Universidad de La Laguna. Tenerife (Spain). Presentation: “Congestion management rules and trading strategies in the Spanish electricity market”. RESEARCH GRANTS Research Project awarded by the University of Valencia. “”. Project Director: Dolores Furió, 2013-2014. Research Project awarded by the Spanish Ministry of Science and Technology and FEDER funds. “Climatic change and energy markets” (CGL2009-09604). Project Director: Ángel Pardo, 2009-2012. 3 Research Project awarded by the Spanish Ministry of Science and Technology and FEDER funds. “Financial Economics and Mathematical Modelling” (ECO2009-14457-C04-04). Project Director: Francisco J. Climent, 2009-2012. Research Grant awarded by the Instituto Valenciano de Investigaciones Económicas (IVIE-2009) “Politics and Elections at the Spanish Stock Exchange”. Project Director: A. Pardo. Research Project awarded by the Spanish Ministry of Science and Technology and FEDER funds. “Financial Economics and Mathematical Modelling” (SEJ2006-15401-C04-04). Project Director: Francisco J. Climent, 2006-2009. Research Grant awarded by the Instituto Valenciano de Investigaciones Económicas (IVIE-2007) “Effects of extreme temperatures on the electricity load and on the risk premia”. Project director: V. Meneu. Research Project awarded by the Spanish Ministry of Science and Technology and FEDER funds. “Socioeconomic impacts of climate change” (CGL200606367/CLI). Project Director: Ángel Pardo, 2006-2009. Research Project awarded by the Spanish Ministry of Science and Technology and FEDER funds. “Socioeconomic impacts of climate change” (REN200308871). Project Director: Ángel Pardo, 2003-2006. REFEREEING Reviewer for Energy Economics, Applied Economics, Energy Policy, Energy, Estudios de Economía Aplicada, Revista Europea de Dirección y Economía de la Empresa and for Centro de Información Tecnológica (CIT). PROFESSIONAL EXPERIENCE ASEVAL. Insurance company. Valencia (Spain). Backoffice assistant. Investment Department. (2003 December – 2004 December). FC&M. Citrus Futures Exchange. Valencia (Spain). Head of Market Department. (2000 April – 2003 November). Market Department Assistant (1998 October – 2000 March). FEBF. Foundation of Stock Exchange and Financial Studies. Valencia (Spain). Studies Department Assistant (1997 July – 1998 September). 4