{"id":3026,"date":"2025-03-18T09:30:43","date_gmt":"2025-03-18T09:30:43","guid":{"rendered":"https:\/\/indem.uc3m.es\/?post_type=members&#038;p=3026"},"modified":"2026-10-01T18:22:36","modified_gmt":"2026-10-01T16:22:36","slug":"rosa-rodriguez","status":"publish","type":"members","link":"https:\/\/indem.uc3m.es\/es\/members\/rosa-rodriguez\/","title":{"rendered":"Rosa Rodr\u00edguez"},"content":{"rendered":"<p><img decoding=\"async\" width=\"160\" height=\"160\" src=\"https:\/\/indem.uc3m.es\/wp-content\/uploads\/2025\/03\/perfil-1448747048.jpg\" alt=\"\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/p>\n<ul>\n<li>\n\t\t\t\t\t\t\t\t\t\t\t<a href=\"mailto:rosa.rodriguez@uc3m.es\"><\/p>\n<p>\t\t\t\t\t\t\t\t\t\tEmail: rosa.rodriguez@uc3m.es<br \/>\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<li>\n<p>\t\t\t\t\t\t\t\t\t\tDirecci\u00f3n \/ oficina: C\/ Madrid, 126 &#8211; 28903 Getafe (Madrid) Spain \/ 6.0.43\n\t\t\t\t\t\t\t\t\t<\/li>\n<li>\n<p>\t\t\t\t\t\t\t\t\t\tTel\u00e9fono \/ fax: (34) 91 624 86 41\n\t\t\t\t\t\t\t\t\t<\/li>\n<li>\n\t\t\t\t\t\t\t\t\t\t\t<a href=\"http:\/\/rosa-rodriguez-lopez.es\/\" target=\"_blank\" rel=\"noopener\"><\/p>\n<p>\t\t\t\t\t\t\t\t\t\tSitio web personal<br \/>\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<li>\n\t\t\t\t\t\t\t\t\t\t\t<a href=\"https:\/\/scholar.google.es\/citations?user=2RMEj_4AAAAJ&amp;hl=es\" target=\"_blank\" rel=\"noopener\"><\/p>\n<p>\t\t\t\t\t\t\t\t\t\tGoogle Scholar<br \/>\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<li>\n<p>\t\t\t\t\t\t\t\t\t\tCV\n\t\t\t\t\t\t\t\t\t<\/li>\n<\/ul>\n<p>\t\t\t\t<a href=\"https:\/\/x.com\/uc3m_business?lang=es\" tabindex=\"-1\" aria-label=\"BUSINESS UC3M\"><br \/>\n\t\t\t\t\t\t\t\t<\/a><\/p>\n<h3>\n\t\t\t\t\t\t<a href=\"https:\/\/x.com\/uc3m_business?lang=es\"><br \/>\n\t\t\t\t\t\t\tBUSINESS UC3M\t\t\t\t\t\t<\/a><br \/>\n\t\t\t\t\t<\/h3>\n<p>\n\t\t\t\t\t\t@UC3M_BUSINESS\t\t\t\t\t<\/p>\n<h2>Intereses de Investigaci\u00f3n<\/h2>\n<p>Finanzas energ\u00e9ticas, Valoraci\u00f3n de Activos, Gesti\u00f3n de Riesgos<\/p>\n<h2>Publicaciones seleccionadas<\/h2>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/doi.org\/10.1016\/j.esr.2024.101513\" target=\"_blank\" rel=\"noopener\">Hedging renewable power purchase agreements<\/a>\u00ab,<b>Energy<br \/>Strategy Reviews<\/b>, 55, 2024<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/authors.elsevier.com\/a\/1fCUV14YGgloId\" target=\"_blank\" rel=\"noopener\">Cannibalization, depredation, and market remuneration of power plants<\/a>\u00ab,\u00a0<b>Energy Policy<\/b>, 2022<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/doi.org\/10.1016\/j.eneco.2020.104886\" target=\"_blank\" rel=\"noopener\">Tail Risk of Electricity Futures<\/a>\u00bb ,\u00a0<b>Energy Economics<\/b>, 2020<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I\u00a0 and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/doi.org\/10.1016\/j.energy.2019.06.138\" target=\"_blank\" rel=\"noopener\">Are EU\u2019s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices<\/a>\u00bb\u00a0\u00a0<b>Energy<\/b>, 183, pages 477-486\u00a0 , 2019<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R., Moreno J.D. &amp; Zambrana, R.: \u00ab<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0304405X18300175\" target=\"_blank\" rel=\"noopener\">Management Sub-Advising in the Mutual Fund Industry<\/a>\u00ab,\u00a0<b><i>Journal of Financial\u00a0<\/i><\/b><b><i>Economics<\/i><\/b><i>\u00a0<\/i>vol. 127 (3), Marzo 2018, 567-587<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R,\u00a0Moreno, J.D. &amp; Malag\u00f3n, J.: \u201c<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0378426615002253\" target=\"_blank\" rel=\"noopener\">The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?<\/a>\u201d,<b><i>\u00a0Journal of Banking and Finance\u00a0<\/i><\/b>vol.\u00a060, Noviembre 2015, 224-238<\/p>\n<p>\t\t\t\t\t\t\t\t\tBio<\/p>\n<p>Rosa Rodr\u00edguez es catedr\u00e1tica de Econom\u00eda Financiera y Contabilidad en el departamento de Econom\u00eda de la Empresa y decana de la Facultad de Ciencias Sociales y Jur\u00eddicas de la Universidad Carlos III desde 2016.<\/p>\n<p>Es co-directora del m\u00e1ster en An\u00e1lisis Financiero y Gesti\u00f3n Bancaria (modalidad online) y editora asociada de la Revista Espa\u00f1ola de Financiaci\u00f3n y Contabilidad.<\/p>\n<p>Es doctora en Econom\u00eda por la Universidad Carlos III de Madrid y licenciada en Econ\u00f3micas y Empresariales por la Universidad Complutense de Madrid. Imparte clases de Matem\u00e1ticas Financieras y Gesti\u00f3n de Riesgos Financieros a nivel de grado, as\u00ed como Valoraci\u00f3n de Activos y Gesti\u00f3n de Riesgos a nivel de postgrado. Sus \u00e1reas de investigaci\u00f3n se centran en los Mercados Energ\u00e9ticos, la Valoraci\u00f3n de Activos Financieros y la Gesti\u00f3n del Riesgo. Ha publicado en revistas internacionales como Journal of Financial Economics, Energy Policy, Quantitative Finance, Journal of Banking and Finance o Journal of International Money and Finance, as\u00ed como en revistas nacionales como la Revista Espa\u00f1ola de Econom\u00eda e Investigaciones Econ\u00f3micas. Es coautora del libro \u201cProductos financieros para la transici\u00f3n energ\u00e9tica: situaci\u00f3n actual, perspectivas de futuro e implicaciones regulatorias\u201d y es evaluadora en varias revistas acad\u00e9micas nacionales e internacionales.<\/p>\n<p>\t\t\t\t\t\t\t\t\tPublicaciones<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/doi.org\/10.1016\/j.esr.2024.101513\" target=\"_blank\" rel=\"noopener\">Hedging renewable power purchase agreements<\/a>\u00ab,<b>Energy Strategy Reviews<\/b>, 55, 2024<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I , Mayoral, S. and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/authors.elsevier.com\/a\/1fCUV14YGgloId\" target=\"_blank\" rel=\"noopener\">Cannibalization, depredation, and market remuneration of power plants<\/a>\u00ab,\u00a0<b>Energy Policy<\/b>, 2022<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I\u00a0 and Rodr\u00edguez, R. \u00bb\u00a0<a href=\"https:\/\/indem.uc3m.es\/es\/members\/profesor\/perfil\/10.5547\/01956574.43.2.jpen\">Market Makers and Liquidity Premium in Electricity Futures Markets\u00a0<\/a>(2022).\u00a0<b>The energy Journal<\/b>, 43 (2)\u00a0<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I &amp; Mayoral, S. and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/doi.org\/10.1016\/j.eneco.2020.104886\" target=\"_blank\" rel=\"noopener\">Tail Risk of Electricity Futures<\/a>\u00bb ,\u00a0<b>Energy Economics<\/b>, 2020\u00a0\u00a0<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I\u00a0 and Rodr\u00edguez, R. \u00ab<a href=\"https:\/\/doi.org\/10.1016\/j.energy.2019.06.138\" target=\"_blank\" rel=\"noopener\">Are EU\u2019s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices<\/a>\u00bb\u00a0\u00a0<b>Energy<\/b>, 183, pages 477-486\u00a0 , 2019,\u00a0\u00a0<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. and Pe\u00f1a, J.I.: \u00abDefault supply auctions in electricity markets: Challenges and proposals\u00bb,\u00a0<b><i>Energy Policy\u00a0<\/i><\/b>vol. 122, Noviembre 2018, 142-151<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R., Moreno J.D. &amp; Zambrana, R.: \u00abManagement Sub-Advising in the Mutual Fund Industry\u00bb,\u00a0<b><i>Journal of Financial\u00a0<\/i><\/b><b><i>Economics<\/i><\/b><i>,\u00a0<\/i>vol. 127 (3), Marzo 2018, 567-587<\/p>\n<p style=\"font-weight: 500\">Pe\u00f1a, J.I and Blanco Ivan and Rodr\u00edguez, R. \u00abModelling Electricity Swaps with Stochastic Forward Premium Models\u00a0 \u00bb ( 2018),\u00a0<b><i>The Energy Journal<\/i><\/b>, vol. 39 (2)\u00a0<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Pe\u00f1a, I.: \u00abTime-Zero Efficiency of European Power Derivatives Markets\u201d,\u00a0<b><i>Energy Policy\u00a0<\/i><\/b>vol. 95,\u00a0 August 2016, 253-268\u00a0<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Rubio, G.:\u00a0\u201cTeaching Quality and Academic Research\u201d,<b><i>\u00a0International Review of Economics Education<\/i><\/b>\u00a0vol. 23, Septiembre 2016, 10-27\u00a0<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R,\u00a0Moreno, J.D. &amp; Malag\u00f3n, J.: \u201cThe Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?\u201d,<b><i>\u00a0Journal of Banking and Finance\u00a0<\/i><\/b>vol.\u00a060, Noviembre 2015, 224-238<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Nieto, B.: \u201cCorporate stock and bond return correlations and dynamic adjustments of capital structure \u201d,\u00a0<b><i>Journal of Business Finance and Accounting<\/i><\/b>\u00a0vol. 42 (5-6),<a href=\"http:\/\/onlinelibrary.wiley.com\/doi\/10.1111\/jbfa.2015.42.issue-5-6\/issuetoc\" target=\"_blank\" rel=\"noopener\">\u00a0<\/a>Junio-Julio 2015,\u00a0705\u2013746<em><br \/><\/em><\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; Matall\u00edn-S\u00e1ez, J.C.: \u201cWhy is timing perverse?\u201d,\u00a0<b><i>The European Journal of Finance,\u00a0<\/i><\/b>vol. 21, 2015,\u00a01334-1356<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; Malag\u00f3n, J.:\u00a0\u201cTime horizon trading and the idiosyncratic risk puzzle\u201d,\u00a0<b><i>Quantitative Finance<\/i><\/b>, vol. 15 (2), 2015, 327-343<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; C\u00e1ceres, E.: \u201cA study on short-selling constraints: total ban versus partial ban\u201d,<b><i>\u00a0Applied Economics Letters<\/i><\/b>\u00a0vol. 22 (2), 2015, 99-103<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R.,\u00a0Moreno, J.D. &amp; Wang, C.:\u201cAccurately Measuring Gold Mutual Fund Performance\u201d,\u00a0<b><i>Applied Economics Letters,<\/i><\/b>\u00a0vol. 21 (4), 2014, 268-271<\/p>\n<p>Rodr\u00edguez, R.&amp; Moreno, J.D.: \u00abOptimal Diversification across Mutual Funds\u00bb,\u00a0<b><i>Applied Financial Economics\u00a0<\/i><\/b>vol. 23 (2), 2013, 199-203<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp;\u00a0Moreno, J.D.:\u00a0\u00abThe value of coskewness in mutual fund performance evaluation\u00bb,\u00a0<b><i>Journal of Banking &amp; Finan<\/i><\/b><b><i>ce<\/i><\/b>\u00a0vol. 33, 2009, 1664\u20131676<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Pe\u00f1a, I.:\u00a0\u00abOn the economic link between asset prices and real activity\u201d,\u00a0<b><i>Journal of Business Finance and Accounting\u00a0<\/i><\/b>vol. 34 (5-6), Junio-Julio 2007, 889-916<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Nieto, B.: \u00abThe consumption-wealth and Book-to Market ratios<br \/>in a Dynamic asset-pricing context\u00bb,\u00a0<b><i>Spanish<br \/>Economic Review<\/i><\/b>\u00a0 vol. 9, 2006<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp;\u00a0Moreno, J.D.:\u00a0\u00abPerformance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework\u00bb,\u00a0<b><i>Managerial Finance\u00a0<\/i><\/b>vol. 32 (4), 2006, 375-392<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Restoy, F.: \u00abCan Fundamentals<br \/>Explain Cross-Country Correlations of Asset Returns? \u201d,\u00a0<b><i>Review of World Economics<\/i><\/b>, vol. 142 (3), 2006<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R. &amp; Nieto, B.:\u00a0\u00abLos<br \/>Modelos de Valoraci\u00f3n de Activos Condicionales: un Panorama Comparativo<br \/>Ilustrado con Datos Espa\u00f1oles\u00bb (2005)\u00a0\u00a0<b><i>Investigaciones Econ\u00f3micas<\/i><\/b>, vol. 29 (1), 2004<\/p>\n<p style=\"font-weight: 500\">Rodr\u00edguez, R., Restoy, F. &amp; Oe\u00f1a, I.: \u00abCan Output Explain the<br \/>Predictability and Volatility of Stock Returns?\u00bb,\u00a0<b><i>Journal of International Money and Finance\u00a0<\/i><\/b>vol. 21 (2),\u00a0Abril 2002,\u00a0163-182<\/p>\n<ul>\n<li>\n\t\t\t\t\t\t\t\t\t\t\t<a href=\"mailto:%20rosa.rodriguez@uc3m.es\"><\/p>\n<p>\t\t\t\t\t\t\t\t\t\tEmail: rosa.rodriguez@uc3m.es<br \/>\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<li>\n<p>\t\t\t\t\t\t\t\t\t\tDirecci\u00f3n \/ oficina: C\/ Madrid, 126 &#8211; 28903 Getafe (Madrid) Spain \/ 6.0.43\n\t\t\t\t\t\t\t\t\t<\/li>\n<li>\n<p>\t\t\t\t\t\t\t\t\t\tTel\u00e9fono \/ fax: (34) 91 624 86 41\n\t\t\t\t\t\t\t\t\t<\/li>\n<li>\n\t\t\t\t\t\t\t\t\t\t\t<a href=\"http:\/\/rosa-rodriguez-lopez.es\/\" target=\"_blank\" rel=\"noopener\"><\/p>\n<p>\t\t\t\t\t\t\t\t\t\tSitio web personal<br \/>\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<li>\n\t\t\t\t\t\t\t\t\t\t\t<a href=\"https:\/\/scholar.google.es\/citations?user=2RMEj_4AAAAJ&amp;hl=es\" target=\"_blank\" rel=\"noopener\"><\/p>\n<p>\t\t\t\t\t\t\t\t\t\tGoogle Scholar<br \/>\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<li>\n<p>\t\t\t\t\t\t\t\t\t\tCV\n\t\t\t\t\t\t\t\t\t<\/li>\n<\/ul>\n<p>\t\t\t\t<a href=\"https:\/\/x.com\/uc3m_business?lang=es\" tabindex=\"-1\" aria-label=\"BUSINESS UC3M\"><br \/>\n\t\t\t\t\t\t\t\t<\/a><\/p>\n<h3>\n\t\t\t\t\t\t<a href=\"https:\/\/x.com\/uc3m_business?lang=es\"><br \/>\n\t\t\t\t\t\t\tBUSINESS UC3M\t\t\t\t\t\t<\/a><br 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