Rosa Rodríguez

Rosa Rodríguez is a professor of Financial Economics and Accounting in the Department of Business Economics and Dean of the Faculty of Social and Legal Sciences of the Universidad Carlos III since 2016.

She is co-director of the master's degree in Financial Analysis and Banking Management (online modality) and associate editor of the Spanish Journal of Financing and Accounting.

She holds a PhD in Economics from the Universidad Carlos III de Madrid and a degree in Economics and Business Administration from the Universidad Complutense de Madrid. She teaches Financial Mathematics and Financial Risk Management at the undergraduate level, as well as Asset Valuation and Risk Management at the postgraduate level. Her research areas focus on Energy Markets, Financial Asset Valuation and Risk Management. She has published in international journals such as Journal of Financial Economics, Energy Policy, Quantitative Finance, Journal of Banking and Finance or Journal of International Money and Finance, as well as in national journals such as the Revista Española de Economía e Investigaciones Económicas. She is co-author of the book “Financial products for the energy transition: current situation, future prospects and regulatory implications” and is an evaluator in several national and international academic journals.

Peña, J.I , Mayoral, S. and Rodríguez, R. “Hedging renewable power purchase agreements”,Energy Strategy Reviews, 55, 2024

Peña, J.I , Mayoral, S. and Rodríguez, R. “Cannibalization, depredation, and market remuneration of power plants”, Energy Policy, 2022

Peña, J.I and Rodríguez, R. " Market Makers and Liquidity Premium in Electricity Futures Markets (2022). The energy Journal, 43 (2)

Peña, J.I & Mayoral, S. and Rodríguez, R. “Tail Risk of Electricity Futures” , Energy Economics, 2020

Peña, J.I and Rodríguez, R. "Are EU’s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices " Energy, 183, pages 477-486 , 2019,

Rodríguez, R. and Peña, J.I.: “Default supply auctions in electricity markets: Challenges and proposals”, Energy Policy vol. 122, November 2018, 142-151

Rodríguez, R., Moreno J.D. & Zambrana, R.: “Management Sub-Advising in the Mutual Fund Industry”, Journal of Financial Economics, vol. 127 (3), March 2018, 567-587

Peña, J.I and Blanco Ivan and Rodríguez, R. “Modelling Electricity Swaps with Stochastic Forward Premium Models” ( 2018), The Energy Journal, vol. 39 (2)

Rodríguez, R. & Peña, I.: "Time-Zero Efficiency of European Power Derivatives Markets”, Energy Policy vol. 95, August 2016, 253-268

Rodríguez, R. & Rubio, G.: “Teaching Quality and Academic Research”, International Review of Economics Education vol. 23, September 2016, 10-27

Rodríguez, R, Moreno, J.D. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance vol. 60, November 2015, 224-238

Rodríguez, R. & Nieto, B.: “Corporate stock and bond return correlations and dynamic adjustments of capital structure”, Journal of Business Finance and Accounting vol. 42 (5-6), June-July 2015, 705–746

Rodríguez, R., Moreno, J.D. & Matallín-Sáez, J.C.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356

Rodríguez, R., Moreno, J.D. & Malagón, J.: “Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343

Rodríguez, R., Moreno, J.D. & Cáceres, E.: “A study on short-selling constraints: total ban versus partial ban”, Applied Economics Letters vol. 22 (2), 2015, 99-103

Rodríguez, R., Moreno, J.D. & Wang, C.:“Accurately Measuring Gold Mutual Fund Performance”, Applied Economics Letters, vol. 21 (4), 2014, 268-271

Rodríguez, R.& Moreno, J.D.: “Optimal Diversification across Mutual Funds”, Applied Financial Economics vol. 23 (2), 2013, 199-203

Rodríguez, R. & Moreno, J.D.: “The value of coskewness in mutual fund performance evaluation”, Journal of Banking & Finance vol. 33, 2009, 1664–1676

Rodríguez, R. & Peña, I.: "On the economic link between asset prices and real activity”, Journal of Business Finance and Accounting vol. 34 (5-6), June-July 2007, 889-916

Rodríguez, R. & Nieto, B.: “The consumption-wealth and Book-to Market ratios
in a Dynamic asset-pricing context”, Spanish
Economic Review vol. 9, 2006

Rodríguez, R. & Moreno, J.D.: “Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework”, Managerial Finance vol. 32 (4), 2006, 375-392

Rodríguez, R. & Restoy, F.: "Can Fundamentals
Explain Cross-Country Correlations of Asset Returns? ”, Review of World Economics, vol. 142 (3), 2006

Rodríguez, R. & Nieto, B.: “Los
Modelos de Valoración de Activos Condicionales: un Panorama Comparativo
Ilustrado con Datos Españoles” (2005) Investigaciones Económicas, vol. 29 (1), 2004

Rodríguez, R., Restoy, F. & Oeña, I.: “Can Output Explain the
Predictability and Volatility of Stock Returns?”, Journal of International Money and Finance vol. 21 (2), April 2002, 163-182