{"id":816,"date":"2025-04-09T17:39:51","date_gmt":"2025-04-09T15:39:51","guid":{"rendered":"https:\/\/blog.uclm.es\/lidiasanchis\/?p=816"},"modified":"2025-04-09T17:40:40","modified_gmt":"2025-04-09T15:40:40","slug":"new-publication","status":"publish","type":"post","link":"https:\/\/blog.uclm.es\/lidiasanchis\/2025\/04\/09\/new-publication\/","title":{"rendered":"New publication!"},"content":{"rendered":"\n<p>I&#8217;m thrilled to announce that our paper,\u00a0<strong>\u00abMeasuring the Impact of Transition Risk on Financial Markets: A Joint VaR-ES Approach,<\/strong>\u00bb\u00a0has been published in the\u00a0Journal of Forecasting! A huge thank you to my outstanding coauthor,\u00a0Laura Garc\u00eda-Jorcano, for her dedication and teamwork throughout this journey. \ud83d\ude4c<\/p>\n\n\n\n<p><br>In our study, we developed a novel method to forecast market risk under transition risk exposure, focusing on extreme bank returns in Europe. If you&#8217;re interested in exploring our research, you can read the full paper here:<a href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" target=\"_blank\" rel=\"noreferrer noopener\"><\/a><\/p>\n\n\n\n<figure class=\"wp-block-image\"><a href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" target=\"_blank\" rel=\"noreferrer noopener\"><img decoding=\"async\" src=\"https:\/\/media.licdn.com\/dms\/image\/sync\/v2\/D4D27AQE2r4LRQxhb9g\/articleshare-shrink_160\/B4DZYbAoKcH4As-\/0\/1744209872078?e=1744819200&amp;v=beta&amp;t=Iz55w8WYXu-q9d37s8-udbeC50fYv8bGoifpvkAvkdI\" alt=\"\" \/><\/a><\/figure>\n\n\n\n<p><a target=\"_blank\" href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" rel=\"noreferrer noopener\"><\/a><\/p>\n\n\n\n<p><a target=\"_blank\" href=\"https:\/\/onlinelibrary.wiley.com\/doi\/epdf\/10.1002\/for.3274\" 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","protected":false},"excerpt":{"rendered":"<p>I&#8217;m thrilled to announce that our paper,\u00a0\u00abMeasuring the Impact of Transition Risk on Financial Markets: A Joint VaR-ES Approach,\u00bb\u00a0has been published in the\u00a0Journal of Forecasting! A huge thank you to my outstanding coauthor,\u00a0Laura Garc\u00eda-Jorcano, for her dedication and teamwork throughout &hellip; <a href=\"https:\/\/blog.uclm.es\/lidiasanchis\/2025\/04\/09\/new-publication\/\">Sigue leyendo <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":261,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-816","post","type-post","status-publish","format-standard","hentry","category-sin-categoria"],"_links":{"self":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/posts\/816","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/types\/post"}],"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=816"}],"version-history":[{"count":2,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/posts\/816\/revisions"}],"predecessor-version":[{"id":819,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/posts\/816\/revisions\/819"}],"wp:attachment":[{"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/media?parent=816"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/categories?post=816"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.uclm.es\/lidiasanchis\/wp-json\/wp\/v2\/tags?post=816"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}