![\"\"](\"https:\/\/indem.uc3m.es\/wp-content\/uploads\/2025\/03\/perfil-1448747048.jpg\")
\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/p>\n
\t\t\t\t\t\t\t\t\t\tEmail: rosa.rodriguez@uc3m.es
\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n
\t\t\t\t\t\t\t\t\t\tAddress \/ Office: C\/ Madrid, 126 – 28903 Getafe (Madrid) Spain \/ 6.0.43\n\t\t\t\t\t\t\t\t\t<\/li>\n
\t\t\t\t\t\t\t\t\t\tPhone \/ fax: (34) 91 624 86 41\n\t\t\t\t\t\t\t\t\t<\/li>\n
\t\t\t\t\t\t\t\t\t\tPersonal website
\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n
\t\t\t\t\t\t\t\t\t\tGoogle Scholar
\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n
\t\t\t\t\t\t\t\t\t\tCV\n\t\t\t\t\t\t\t\t\t<\/li>\n<\/ul>\n
\t\t\t\t \n\t\t\t\t\t\t@UC3M_BUSINESS\t\t\t\t\t<\/p>\n Energy Finance, Asset Valuation, Risk Management<\/p>\n Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u201cHedging renewable power purchase agreements<\/a>\u201d,Energy Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u201cCannibalization, depredation, and market remuneration of power plants<\/a>\u201d, Energy Policy<\/b>, 2022<\/p>\n Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u201cTail Risk of Electricity Futures<\/a>\u201d , Energy Economics<\/b>, 2020<\/p>\n Pe\u00f1a, J.I and Rodr\u00edguez, R. “Are EU\u2019s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices <\/a>” Energy<\/b>, 183, pages 477-486 , 2019<\/p>\n Rodr\u00edguez, R., Moreno J.D. & Zambrana, R.: \u201cManagement Sub-Advising in the Mutual Fund Industry<\/a>\u201d, Journal of Financial <\/i><\/b>Economics<\/i><\/b> <\/i>vol. 127 (3), March 2018, 567-587<\/p>\n Rodr\u00edguez, R, Moreno, J.D. & Malag\u00f3n, J.: \u201cThe Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?<\/a>\u201d, Journal of Banking and Finance <\/i><\/b>vol. 60, November 2015, 224-238<\/p>\n \t\t\t\t\t\t\t\t\tBiograf\u00eda<\/p>\n Rosa Rodr\u00edguez 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.<\/p>\n 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.<\/p>\n 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 Espa\u00f1ola de Econom\u00eda e Investigaciones Econ\u00f3micas. She is co-author of the book \u201cFinancial products for the energy transition: current situation, future prospects and regulatory implications\u201d and is an evaluator in several national and international academic journals. <\/p>\n \t\t\t\t\t\t\t\t\tPublications<\/p>\n Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u201cHedging renewable power purchase agreements<\/a>\u201d,Energy Strategy Reviews<\/b>, 55, 2024<\/p>\n Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u201cCannibalization, depredation, and market remuneration of power plants<\/a>\u201d, Energy Policy<\/b>, 2022<\/p>\n Pe\u00f1a, J.I and Rodr\u00edguez, R. ” Market Makers and Liquidity Premium in Electricity Futures Markets <\/a>(2022). The energy Journal<\/b>, 43 (2) <\/p>\n Pe\u00f1a, J.I & Mayoral, S. and Rodr\u00edguez, R. \u201cTail Risk of Electricity Futures<\/a>\u201d , Energy Economics<\/b>, 2020 <\/p>\n Pe\u00f1a, J.I and Rodr\u00edguez, R. “Are EU\u2019s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices <\/a>” Energy<\/b>, 183, pages 477-486 , 2019, <\/p>\n Rodr\u00edguez, R. and Pe\u00f1a, J.I.: \u201cDefault supply auctions in electricity markets: Challenges and proposals\u201d, Energy Policy <\/i><\/b>vol. 122, November 2018, 142-151<\/p>\n Rodr\u00edguez, R., Moreno J.D. & Zambrana, R.: \u201cManagement Sub-Advising in the Mutual Fund Industry\u201d, Journal of Financial <\/i><\/b>Economics<\/i><\/b>, <\/i>vol. 127 (3), March 2018, 567-587<\/p>\n Pe\u00f1a, J.I and Blanco Ivan and Rodr\u00edguez, R. \u201cModelling Electricity Swaps with Stochastic Forward Premium Models\u201d ( 2018), The Energy Journal<\/i><\/b>, vol. 39 (2) <\/p>\n Rodr\u00edguez, R. & Pe\u00f1a, I.: “Time-Zero Efficiency of European Power Derivatives Markets\u201d, Energy Policy <\/i><\/b>vol. 95, August 2016, 253-268 <\/p>\n Rodr\u00edguez, R. & Rubio, G.: \u201cTeaching Quality and Academic Research\u201d, International Review of Economics Education<\/i><\/b> vol. 23, September 2016, 10-27 <\/p>\n Rodr\u00edguez, R, Moreno, J.D. & Malag\u00f3n, J.: \u201cThe Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?\u201d, Journal of Banking and Finance <\/i><\/b>vol. 60, November 2015, 224-238<\/p>\n Rodr\u00edguez, R. & Nieto, B.: \u201cCorporate stock and bond return correlations and dynamic adjustments of capital structure\u201d, Journal of Business Finance and Accounting<\/i><\/b> vol. 42 (5-6), <\/a>June-July 2015, 705\u2013746 Rodr\u00edguez, R., Moreno, J.D. & Matall\u00edn-S\u00e1ez, J.C.: \u201cWhy is timing perverse?\u201d, The European Journal of Finance, <\/i><\/b>vol. 21, 2015, 1334-1356<\/p>\n Rodr\u00edguez, R., Moreno, J.D. & Malag\u00f3n, J.: \u201cTime horizon trading and the idiosyncratic risk puzzle\u201d, Quantitative Finance<\/i><\/b>, vol. 15 (2), 2015, 327-343<\/p>\n Rodr\u00edguez, R., Moreno, J.D. & C\u00e1ceres, E.: \u201cA study on short-selling constraints: total ban versus partial ban\u201d, Applied Economics Letters<\/i><\/b> vol. 22 (2), 2015, 99-103<\/p>\n Rodr\u00edguez, R., Moreno, J.D. & Wang, C.:\u201cAccurately Measuring Gold Mutual Fund Performance\u201d, Applied Economics Letters,<\/i><\/b> vol. 21 (4), 2014, 268-271<\/p>\n Rodr\u00edguez, R.& Moreno, J.D.: \u201cOptimal Diversification across Mutual Funds\u201d, Applied Financial Economics <\/i><\/b>vol. 23 (2), 2013, 199-203<\/p>\n Rodr\u00edguez, R. & Moreno, J.D.: \u201cThe value of coskewness in mutual fund performance evaluation\u201d, Journal of Banking & Finan<\/i><\/b>ce<\/i><\/b> vol. 33, 2009, 1664\u20131676<\/p>\n Rodr\u00edguez, R. & Pe\u00f1a, I.: “On the economic link between asset prices and real activity\u201d, Journal of Business Finance and Accounting <\/i><\/b>vol. 34 (5-6), June-July 2007, 889-916<\/p>\n Rodr\u00edguez, R. & Nieto, B.: \u201cThe consumption-wealth and Book-to Market ratios Rodr\u00edguez, R. & Moreno, J.D.: \u201cPerformance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework\u201d, Managerial Finance <\/i><\/b>vol. 32 (4), 2006, 375-392<\/p>\n Rodr\u00edguez, R. & Restoy, F.: “Can Fundamentals Rodr\u00edguez, R. & Nieto, B.: \u201cLos Rodr\u00edguez, R., Restoy, F. & Oe\u00f1a, I.: \u201cCan Output Explain the \t\t\t\t\t\t\t\t\t\tEmail: rosa.rodriguez@uc3m.es \t\t\t\t\t\t\t\t\t\tAddress \/ Office: C\/ Madrid, 126 – 28903 Getafe (Madrid) Spain \/ 6.0.43\n\t\t\t\t\t\t\t\t\t<\/li>\n \t\t\t\t\t\t\t\t\t\tPhone \/ fax: (34) 91 624 86 41\n\t\t\t\t\t\t\t\t\t<\/li>\n \t\t\t\t\t\t\t\t\t\tPersonal website \t\t\t\t\t\t\t\t\t\tGoogle Scholar \t\t\t\t\t\t\t\t\t\tCV\n\t\t\t\t\t\t\t\t\t<\/li>\n<\/ul>\n \t\t\t\t \n\t\t\t\t\t\t@UC3M_BUSINESS\t\t\t\t\t<\/p>\n","protected":false},"author":1,"template":"","meta":{"site-sidebar-layout":"no-sidebar","site-content-layout":"page-builder","ast-site-content-layout":"full-width-container","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}}},"categoria-profesional":[62],"area":[30],"class_list":["post-5427","members","type-members","status-publish","hentry","categoria-profesional-professors","area-finance"],"_links":{"self":[{"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/members\/5427","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/members"}],"about":[{"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/types\/members"}],"author":[{"embeddable":true,"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/users\/1"}],"version-history":[{"count":2,"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/members\/5427\/revisions"}],"predecessor-version":[{"id":7261,"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/members\/5427\/revisions\/7261"}],"wp:attachment":[{"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/media?parent=5427"}],"wp:term":[{"taxonomy":"categoria-profesional","embeddable":true,"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/categoria-profesional?post=5427"},{"taxonomy":"area","embeddable":true,"href":"https:\/\/indem.uc3m.es\/en\/wp-json\/wp\/v2\/area?post=5427"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\n\t\t\t\t\t\t\t\t<\/a><\/p>\n\n\t\t\t\t\t\t
\n\t\t\t\t\t\t\tBUSINESS UC3M\t\t\t\t\t\t<\/a>
\n\t\t\t\t\t<\/h3>\nResearch Interests<\/h2>\n
Selected Publications<\/h2>\n
Strategy Reviews<\/b>, 55, 2024<\/p>\n
<\/em><\/p>\n
in a Dynamic asset-pricing context\u201d, Spanish
Economic Review<\/i><\/b> vol. 9, 2006<\/p>\n
Explain Cross-Country Correlations of Asset Returns? \u201d, Review of World Economics<\/i><\/b>, vol. 142 (3), 2006 <\/p>\n
Modelos de Valoraci\u00f3n de Activos Condicionales: un Panorama Comparativo
Ilustrado con Datos Espa\u00f1oles\u201d (2005) Investigaciones Econ\u00f3micas<\/i><\/b>, vol. 29 (1), 2004<\/p>\n
Predictability and Volatility of Stock Returns?\u201d, Journal of International Money and Finance <\/i><\/b>vol. 21 (2), April 2002, 163-182<\/p>\n\n
\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n
\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n
\n\t\t\t\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t<\/li>\n
\n\t\t\t\t\t\t\t\t<\/a><\/p>\n\n\t\t\t\t\t\t
\n\t\t\t\t\t\t\tBUSINESS UC3M\t\t\t\t\t\t<\/a>
\n\t\t\t\t\t<\/h3>\n