{"id":14,"date":"2021-03-01T19:58:50","date_gmt":"2021-03-01T18:58:50","guid":{"rendered":"http:\/\/blog.uclm.es\/lidiasanchis\/?page_id=14"},"modified":"2025-12-19T13:44:17","modified_gmt":"2025-12-19T12:44:17","slug":"investigacion","status":"publish","type":"page","link":"https:\/\/blog.uclm.es\/lidiasanchis\/investigacion\/","title":{"rendered":"INVESTIGACI\u00d3N"},"content":{"rendered":"\n<p>En este apartado se resumen las principales contribuciones en mi \u00e1rea de especializaci\u00f3n as\u00ed como otros datos de inter\u00e9s como los grupos de investigaci\u00f3n a los que pertenezco, l\u00edneas de investigaci\u00f3n, estancias y congresos en los que he participado.<\/p>\n\n\n\n<p><strong>-NEW PUBLICATIONS: <\/strong><\/p>\n\n\n\n<p><strong>Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach. Research in&nbsp;Research in International Business and Finance<\/strong> <strong>(August 2025)<\/strong><\/p>\n\n\n\n<p><a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0275531925003836?via%3Dihub\">Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach &#8211; ScienceDirect<\/a><\/p>\n\n\n\n<p><strong>Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR-ES Approach<\/strong>. <strong>Journal of Forecasting (April 2025)<\/strong>. <\/p>\n\n\n\n<p><a href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" target=\"_blank\" rel=\"noreferrer noopener\"><\/a><a href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" target=\"_blank\" rel=\"noreferrer noopener\">Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR\u2010ES Approach<\/a><\/p>\n\n\n\n<p><a target=\"_blank\" href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" rel=\"noreferrer noopener\">onlinelibrary.wiley.com<\/a><\/p>\n\n\n\n<p><strong>-MIEMBRO DEL EQUIPO DE INVESTIGACI\u00d3N GREENNES-AT-RISK <\/strong><\/p>\n\n\n\n<p>-Miembro del Equipo de Investigaci\u00f3n de <strong>Greenness-at-risk<\/strong> formado por profesores de la Universidad Complutense de Madrid, Universidad de Castilla-La Mancha, Universidad de las Palmas de Gran Canaria, Ca&#8217; Foscari Universidad de Venecia, Universidad de Padova y Universidad de Trento.<\/p>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"474\" height=\"316\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/01\/image-1.png\" alt=\"\" class=\"wp-image-532\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/01\/image-1.png 474w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/01\/image-1-300x200.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/01\/image-1-450x300.png 450w\" sizes=\"auto, (max-width: 474px) 100vw, 474px\" \/><\/figure>\n<\/div>\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter size-full is-resized\"><img loading=\"lazy\" decoding=\"async\" width=\"448\" height=\"427\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/03\/image-2.png\" alt=\"\" class=\"wp-image-556\" style=\"width:368px;height:auto\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/03\/image-2.png 448w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/03\/image-2-300x286.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/03\/image-2-315x300.png 315w\" sizes=\"auto, (max-width: 448px) 100vw, 448px\" \/><figcaption class=\"wp-element-caption\">Foto de parte del grupo de investigaci\u00f3n en el CFE, Londres, 2022. <\/figcaption><\/figure>\n<\/div>\n\n\n<p><strong>-MIEMBRO DEL GRUPO DE INVESTIGACI\u00d3N DE MERCADOS FINANCIEROS DE LA UCLM. <\/strong><\/p>\n\n\n\n<p>Miembro del equipo de investigaci\u00f3n del grupo Mercados Financieros de la UCLM junto con diferentes profesores del \u00e1rea de Econom\u00eda Financiera del Departamento de Fundamentos del An\u00e1lisis Econ\u00f3mico.<strong> Finanzas Sostenibles y Digitales 2025-GRIN-38406<\/strong> <strong>(2025-2028)<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"836\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/07\/IMG-20240717-WA0015-1024x836.jpg\" alt=\"\" class=\"wp-image-681\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/07\/IMG-20240717-WA0015-1024x836.jpg 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/07\/IMG-20240717-WA0015-300x245.jpg 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/07\/IMG-20240717-WA0015-768x627.jpg 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/07\/IMG-20240717-WA0015-368x300.jpg 368w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2024\/07\/IMG-20240717-WA0015.jpg 1130w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">Foto de grupo de parte del equipo de investigaci\u00f3n de Mercados Financieros en el congreso ITISE, 2024. <\/figcaption><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p>&#8211;<strong>RESUMEN PRINCIPALES M\u00c9RITOS EN LOS \u00daLTIMOS 10 A\u00d1OS. <\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"666\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/05\/image-8-1024x666.png\" alt=\"\" class=\"wp-image-850\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/05\/image-8-1024x666.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/05\/image-8-300x195.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/05\/image-8-768x500.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/05\/image-8-461x300.png 461w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/05\/image-8.png 1371w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p>&#8211;<strong>RESUMEN PRINCIPALES L\u00cdNEAS DE INVESTIGACI\u00d3N<\/strong> <\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"610\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-7-1024x610.png\" alt=\"\" class=\"wp-image-330\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-7-1024x610.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-7-300x179.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-7-768x458.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-7-500x298.png 500w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-7.png 1279w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p>&#8211;<strong>DETALLE L\u00cdNEAS DE INVESTIGACI\u00d3N: <\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"628\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-16-1024x628.png\" alt=\"\" class=\"wp-image-365\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-16-1024x628.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-16-300x184.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-16-768x471.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-16-489x300.png 489w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-16.png 1465w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"630\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-17-1024x630.png\" alt=\"\" class=\"wp-image-366\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-17-1024x630.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-17-300x185.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-17-768x473.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-17-488x300.png 488w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-17.png 1448w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"610\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-18-1024x610.png\" alt=\"\" class=\"wp-image-367\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-18-1024x610.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-18-300x179.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-18-768x457.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-18-500x298.png 500w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-18.png 1495w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"632\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-19-1024x632.png\" alt=\"\" class=\"wp-image-368\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-19-1024x632.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-19-300x185.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-19-768x474.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-19-486x300.png 486w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-19.png 1458w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"602\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-20-1024x602.png\" alt=\"\" class=\"wp-image-369\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-20-1024x602.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-20-300x176.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-20-768x452.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-20-500x294.png 500w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-20.png 1518w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><strong>PAPERS  M\u00c1S RECIENTES: <\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"623\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-1-1024x623.png\" alt=\"\" class=\"wp-image-1015\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-1-1024x623.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-1-300x183.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-1-768x467.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-1-493x300.png 493w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-1.png 1500w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"994\" height=\"504\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-2.png\" alt=\"\" class=\"wp-image-1017\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-2.png 994w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-2-300x152.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-2-768x389.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2025\/12\/image-2-500x254.png 500w\" sizes=\"auto, (max-width: 994px) 100vw, 994px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"639\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-21-1024x639.png\" alt=\"\" class=\"wp-image-370\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-21-1024x639.png 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-21-300x187.png 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-21-768x479.png 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-21-481x300.png 481w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/02\/image-21.png 1440w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n<p><strong>-Identificadores de investigador:\u00a0<\/strong><\/p>\n<ul>\n<li>ORCID_ID: https:\/\/orcid.org\/0000-0002-7631-0238<\/li>\n<li>Scopus Author ID: 55496811500<\/li>\n<li>ResearcherID: AAC-1811-2021<\/li>\n<\/ul>\n<p><strong>-Principales Indicadores:<\/strong><\/p>\n<ul>\n<li>\n<p>10 art\u00edculos en Q1 (JCR y\/o SJR) en los \u00faltimos 6 a\u00f1os (3 en el primer decil).\u00a0<\/p>\n<\/li>\n<li>Un sexenio de investigaci\u00f3n (2014-2020)\u00a0<\/li>\n<li>\n<p>M\u00e1s de 40 TFG y\u00a0 20 TFM dirigidos.<\/p>\n<\/li>\n<li>\n<p>Google Scholar: 168 citas, h-index=4, h10-index=3<\/p>\n<\/li>\n<li>\n<p>Scopus (ID:55496811500): 62 Citas, h-index=3<\/p>\n<\/li>\n<li>Thomson Reuters (ID:H-6161-2018): 60 citas, h-index=3<\/li>\n<\/ul>\n<p>&#8211;<strong>Publicaciones m\u00e1s relevantes:<\/strong><\/p>\n<p>1. Garc\u00eda-Jorcano., L., Sanchis-Marco, L., 2025. Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach. Research in Research in International Business and Finance, vol. 80, August 2025).<\/p>\n<p>2.Garc\u00eda-Jorcano., L., Sanchis-Marco, L., 2025.\u00a0 The impact of transition risk on financial markets: a joint VaR-ES approach. Journal of <span class=\"marksqwr2pta1\" data-markjs=\"true\" data-ogac=\"\" data-ogab=\"\" data-ogsc=\"\" data-ogsb=\"\">Forecasting. <\/span><\/p>\n<p>3. Garc\u00eda-Jorcano., L., Sanchis-Marco, L., 2024. Forecasting the effect of extreme sea-level rise on financial market risk. <span class=\"anchor-text\">International Review of Economics &amp; Finance. Vol 93, Part B.\u00a0 (june 2024). <\/span>\u00a0https:\/\/doi.org\/10.1016\/j.iref.2024.03.079.\u00a0<\/p>\n<p>4. Garc\u00eda-Jorcano., L., Sanchis-Marco, L., 2023. Measuring systemic risk using multivariate quantile-located ES models. Journal of Financial Econometrics. (JCR 2020: 3.225, Q1, SJR: 1.19, Q1)).\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0<\/p>\n<p>5. Garc\u00eda-Jorcano; L., Sanchis-Marco, L., 2022. Spillovers effects between commodity and stock markets. A SDES approach. Resources Policy, 79, December. DOI: <a href=\"https:\/\/doi.org\/10.1016\/j.resourpol.2022.102926\">https:\/\/doi.org\/10.1016\/j.resourpol.2022.102926<\/a>.<\/p>\n<p>6. Sanchis-Marco,\u00a0 L.,\u00a0 Montero, J.M and Fern\u00e1ndez-Avil\u00e9s, G. 2022.\u00a0 An extended CAViaR model for early-warning of exceedances of the air pollution standards. The case of PM10 in the city of Madrid. Atmospheric Pollution Research, 13 (4) 2022. (JCR 2020: 4.352, Q2, SJR: 0.98, Q1).\u00a0<\/p>\n<p>5. Garc\u00eda-Jorcano., L., Sanchis-Marco, L., 2021.<span class=\"title-text\">Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. International Review of Economics &amp; Finance<\/span>, 75, 330-365.\u00a0 (JCR 2020: 2.252, Q2, SJR: 0.78 Q2)\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0<\/p>\n<p>7. Fern\u00e1ndez-Avil\u00e9s, G., Montero, J.M., Sanchis-Marco, L., 2020. Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach, European Journal of Finance, 26, 1207-1237. ((JCR 2020: 1.809, Q2, SJR: 0.47, Q1)))<\/p>\n<p>8. Rubia, A., Le\u00f3n A., Sanchis-Marco, L., 2018. On multicollinearity and the value of the shape parameter in the term structure Nelson-Siegel model, Aestimatio, the ieb international journal of finance, 16, 226 -256. (ESCI)<\/p>\n<p>9. Rubia, A., Sanchis-Marco, L., 2017. Measuring Tail-Risk Cross-Country Exposures in the Banking Industry, Revista de Economia Aplicada, 1, 60-90 (JCR 2017: 0.097 , Q4, SJR: 0.17, Q3))<\/p>\n<p>10. Rubia, A., Serrano Jimenez, P., Sanchis-Marco, L., 2016. Market Frictions and the Pricing of Sovereign Credit Default Swaps, Journal of International Money and Finance, 35, 455-470 (JCR 2016: 1.853, Q1, SJR: 1.893, Q1).\u00a0<\/p>\n<p>11. Rubia, A., Sanchis-Marco, L., 2013. On downside risk predictability through liquidity and trading activity: A dynamic quantile approach, International Journal of Forecasting, 29, 202-219 (JCR 2013: 1.39, Q2, SJR: 1.75, Q1). <span style=\"font-size: revert\">11. Fern\u00e1ndez-Avil\u00e9s, G., Montero, J.M., Sanchis-Marco, L., 2019. Measuring Financial Risk Co-movement in commodity markets, en Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer International Publishing. (SPI 2018: posici\u00f3n 2 en Econom\u00eda).<\/span><\/p>\n<p>12. Rubia A. Sanchis-Marco, L., 2011 On the Effects of Liquidity and Trading Activity to Forecast Downside Risk Financial Econometrics Modeling, en Market Microstructure, Factor Models and Financial Risk Measures. Palgrave Macmillan1. (SPI 2018: posici\u00f3n 6 en Econom\u00eda)<\/p>\n<p>&#8211;<strong>Sexenios de investigaci\u00f3n<\/strong>: 1 tramo reconocido (2014-2020).\u00a0<\/p>\n<p>&#8211;<strong>Grupos<\/strong>: Mercados Financieros, IP. Antonio D\u00edaz P\u00e9rez, reconocido por la UCLM, financiaci\u00f3n en 4 convocatorias competitivas.<\/p>\n<p>&#8211;<strong>Proyectos<\/strong>: Investigadora en varios proyectos competitivos.<\/p>\n<p>&#8211; IVIE. Proyectos\u00a0 de investigaci\u00f3n. IP: Lidia Sanchis Marco, 2009-2010<\/p>\n<p>-Vicerrectorado de Investigaci\u00f3n de la UCLM (Referencia: PL20101710). Grupos de investigaci\u00f3n emergentes. IP: Manuel Moreno, 2010-2011.<\/p>\n<p>-Vicerrectorado de Investigaci\u00f3n de la UCLM (Referencia: 2020-GRIN-28832; 2019-GRIN-27072.) Ayuda a Grupos de investigaci\u00f3n I+D. IP: Antonio Diaz, 2019-2020.<\/p>\n<p>&#8211; SANTANDER. Convocatoria 2020 de Proyectos de Investigaci\u00f3n Santander-Universidad Complutense de Madrid. IP: Juan Angel Jim\u00e9nez Mart\u00edn, 2020-2022.<\/p>\n<p>-ECO2016-78254-P. Ministerio de Econom\u00eda y Competitividad, 2016-19 IP: Germ\u00e1n L\u00f3pez Espinosa.<\/p>\n<p>-Fundaci\u00f3n ARECES, 2016-19. IP: Pedro Serrano Jim\u00e9nez.<\/p>\n<p>-Desarrollo y Aplicaci\u00f3n de Herramientas Econom\u00e9tricas para la Identificaci\u00f3n y Medici\u00f3n del Riesgo. Banco Santander y Universidad Complutense de Madrid. IP: Juan \u00c1ngel Jim\u00e9nez Mart\u00edn. (2021-2022).\u00a0<\/p>\n<p>-Riesgos financieros en la transici\u00f3n ecol\u00f3gica y financiaci\u00f3n del crecimiento sostenible. Proyectos de Transici\u00f3n Ecol\u00f3gica y Digital 2021. TED2021-129891B-I00. IPs:Jimenez-Martin Juan-Angel, Ruiz Andujar Jesus.(2021-2024)<\/p>\n<p>&#8211;<span data-olk-copy-source=\"MessageBody\">EXPOSICION DE LOS MERCADOS FINANCIEROS AL RIESGO DE TRANSICION CLIMATICO: IMPACTO Y ADAPTACION. Proyecto nacional.\u00a0 PID2023-146832OB-I00.\u00a0 IP:Jimenez-Martin Juan-Angel (2024-2027).\u00a0\u00a0<\/span><\/p>\n<p>&#8211;<strong>Congresos<\/strong> m\u00e1s relevantes:<\/p>\n<p>2025: CFE, London\u00a0<\/p>\n<p>2025: World Finance Conference in Malta\u00a0<\/p>\n<p>2024: World Finance &amp; Banking Symposium en Abu Dhabi<\/p>\n<p>2024: ITISE, Canarias.\u00a0<\/p>\n<p>2024: World Finance &amp; Banking Symposium en Abu Dhabi<\/p>\n<p>2024: Conference on Computational and Financial Econometrics en Londes\u00a0<\/p>\n<p>2023: The\u00a017th International Conference on Computational and Financial Econometrics\u00a0(CFE 2023) will be hosted by HTW Berlin, University of Applied Sciences (<a href=\"https:\/\/www.google.com\/maps\/place\/Hochschule+f%C3%BCr+Technik+und+Wirtschaft+Berlin+(HTW+Berlin)+-+Campus+Wilhelminenhof\/@52.4635551,13.3841524,11.17z\/data=!4m6!3m5!1s0x47a848bc4c146fdd:0xcdaef78fbd909c09!8m2!3d52.4564597!4d13.5255786!16s%2Fg%2F11cfg3lcq\" target=\"_blank\" rel=\"noopener\">Wilhelminenhof campus<\/a>), Berlin, Germany, 16-18 December.\u00a0<\/p>\n<p>2023: The European Summer Symposium in Financial Markets (ESSFM). Celebrado en el centro de estudios de Gerzensee (Fundaci\u00f3n Banco Nacional Suizo) organizado por CEPR. 23-29 de julio.\u00a0<\/p>\n<p>2023: ACFA, Conferencia Anual en Finanzas y Contabilidad celebrada en la Universidad de Econom\u00eda y Empresa en la ciudad de Praga los d\u00edas 1 y 2 de junio.<\/p>\n<p>2022: CFE-CMStatistics 2022 (15th International Conference of the ERCIM WG on Computational and Methodological Statistics and 16th International Conference on Computational and Financial Econometrics), London.\u00a0<\/p>\n<p>2021: WFC, World Finance Conference, Norway. 2019: INFINITI Conference on International Finance, 2019 Glasgow.<\/p>\n<p>2018: Mathematical and Statistical Methods for Actuarial Sciences and Finance, Madrid;<\/p>\n<p>2016: 25th Annual Conference of the Multinational Finance (MFS), Budapest.<\/p>\n<p>2015: EFMA,\u00a0 European Financial Management Association Annual Meeting, Amsterdam.<\/p>\n<p>&#8211;<strong>Evaluaci\u00f3n de revistas<\/strong>:<br \/>Revistas: International Review of Financial Analysis, PLUSONE, Revista espa\u00f1ola de financiaci\u00f3n y contabilidad. AESTIMATIO, Estudios de Econom\u00eda Aplicada, revista de investigaciones tur\u00edsticas.<\/p>\n<p>&#8211;<strong>Becas:<\/strong> Beca de colaboraci\u00f3n, Universidad de Alicante, 2003. Ayuda a j\u00f3venes investigadores, IVIE, 2011. Ayuda para movilidad de investigadores, UCLM, 2016.<\/p>\n<p><strong>-Estancias:<\/strong><\/p>\n<ul>\n<li>Postdoctoral: Estancia en Cass Business School, London (2016).<\/li>\n<li><span style=\"font-size: inherit\">Predoctoral: Universidad Carlos III de Madrid (2012)<\/span><\/li>\n<\/ul>\n<p><strong>-Grupo de investigaci\u00f3n: Green Finance<\/strong><\/p>\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-290\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/01\/climate-change-1024x538.jpg\" alt=\"\" width=\"1024\" height=\"538\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/01\/climate-change-1024x538.jpg 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/01\/climate-change-300x158.jpg 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/01\/climate-change-768x403.jpg 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/01\/climate-change-500x263.jpg 500w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2023\/01\/climate-change.jpg 1200w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n<p>Pertenezco a este grupo de investigaci\u00f3n formado por varios profesores del ICAE y otros externos en el que tratamos temas relacionados con el cambio clim\u00e1tico y su efecto en los mercados financieros desde distintas perspectivas. El objetivo principal es la propuesta de m\u00e9todos y herramientas cuantitativas que permitan mejorar la medici\u00f3n de los riesgos asociados con el cambio clim\u00e1tico y mejorar el an\u00e1lisis de su impacto en distintos aspectos de la actividad econ\u00f3mica. Tambi\u00e9n estudiamos el papel que juega la implicaci\u00f3n de las empresas en actividades sostenibles (ESG) como una forma de mitigar el riesgo de cambio clim\u00e1tico.<\/p>\n<p><strong><em>Los miembros del grupo agradecen la financiaci\u00f3n de la Agencia Estatal de Investigaci\u00f3n (AEI), Ministerio de Ciencia e Innovaci\u00f3n<\/em><\/strong>.\u00a0<strong><em>Todas las publicaciones derivadas del grupo son parte del proyecto TED2021-129891B-I00, financiado por MCIN\/AEI\/10.13039\/501100011033 y por la Uni\u00f3n Europea \u2018NextGenerationEU\u201d\/PRTR].\u201d<\/em><\/strong><\/p>\n<p>Si est\u00e1s interesado en saber m\u00e1s acerca de nuestro trabajo, no dudes en contactarnos: lidia.sanchis@uclm.es. Se ir\u00e1 actualizando informaci\u00f3n sobre los art\u00edculos publicados por el grupo en este post y en la pesta\u00f1a de investigaci\u00f3n.<\/p>\n\n\n<figure class=\"wp-block-image size-large is-resized\"><img loading=\"lazy\" decoding=\"async\" width=\"450\" height=\"352\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/financial-contagion-drawing_csp11715003.jpg\" alt=\"\" class=\"wp-image-53\" style=\"width:600px;height:467px\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/financial-contagion-drawing_csp11715003.jpg 450w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/financial-contagion-drawing_csp11715003-300x235.jpg 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/financial-contagion-drawing_csp11715003-384x300.jpg 384w\" sizes=\"auto, (max-width: 450px) 100vw, 450px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-gallery has-nested-images columns-default is-cropped wp-block-gallery-1 is-layout-flex wp-block-gallery-is-layout-flex\">\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"682\" data-id=\"55\" src=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/risk-1024x682.jpg\" alt=\"\" class=\"wp-image-55\" srcset=\"https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/risk-1024x682.jpg 1024w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/risk-300x200.jpg 300w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/risk-768x511.jpg 768w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/risk-451x300.jpg 451w, https:\/\/blog.uclm.es\/lidiasanchis\/wp-content\/uploads\/sites\/185\/2021\/03\/risk.jpg 1200w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n<\/figure>\n","protected":false},"excerpt":{"rendered":"<p>En este apartado se resumen las principales contribuciones en mi \u00e1rea de especializaci\u00f3n as\u00ed como otros datos de inter\u00e9s como los grupos de investigaci\u00f3n a los que pertenezco, l\u00edneas de investigaci\u00f3n, estancias y congresos en los que he participado. -NEW &hellip; <a href=\"https:\/\/blog.uclm.es\/lidiasanchis\/investigacion\/\">Sigue leyendo <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":261,"featured_media":97,"parent":0,"menu_order":5,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-14","page","type-page","status-publish","has-post-thumbnail","hentry"],"_links":{"self":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/pages\/14","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/users\/261"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/comments?post=14"}],"version-history":[{"count":60,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/pages\/14\/revisions"}],"predecessor-version":[{"id":1019,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/pages\/14\/revisions\/1019"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/media\/97"}],"wp:attachment":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/media?parent=14"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}