CURRICULUM VITAE

Dr. Mª DOLORES FURIÓ ORTEGA
(updated October 2013)
CONTACT INFORMATION
Department of Financial Economics
Faculty of Economics
University of Valencia
Avda. dels Tarongers s/n
46022, Valencia, Spain
E-mail: [email protected]
Tel: 34-6-3828369
Fax: 34-6-3828370
EDUCATION

Ph D in Business Administration, University of Valencia, 2008 (awarded with
the prize “Centro Económico y Social-Comunidad Valenciana, CES-CV 2008).
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B. A. in Actuarial Sciences, University of Valencia, 2003.
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B. A. in Business Administration, University of Valencia, 1997 (awarded with
especial distinction).
SPECIFIC AREAS OF INTEREST

Financial markets; Commodities Derivatives markets; Electricity Market
regulation, Market Power and Extreme Value Analysis.
PUBLICATIONS

Furió, D. and F. Climent (2013). “Extreme value theory versus traditional GARCH
approaches applied to financial data: a comparative evaluation”, Quantitative
Finance, 1, pp. 45-63.

Furió, D. and H. Chuliá (2012). “Price and volatility dynamics between electricity
and fuel costs: some evidence for Spain”, Energy Economics, 34, pp. 2058-2065.

Furió, D. and A. Pardo (2012). “Partisan politics theory and Stock Market
Performance: Evidence for Spain”, Spanish Journal of Finance and Accounting,
XLI, pp. 367-388.

Furió, D. (2011). “A Survey on the Spanish Electricity Intraday Market”, Estudios de
Economía Aplicada, 29-2, 1-20.

Furió, D., V. Meneu (2011). “Analysis of extreme temperatures for four sites across
Peninsular Spain”, Theoretical and Applied Climatology, 104, 83-99.

Furió, D., V. Meneu (2010). “Expectations and Forward Risk Premium in the
Spanish Deregulated Power Market”, Energy Policy, 38, 784-793.
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Furió, D., J.J. Lucia. (2009). “Congestion management rules and trading strategies
in the Spanish electricity market”. Energy Economics, 31, 48-60.

Furió, D., Lucia, J. and V. Meneu (2009). “The Spanish electricity intraday market:
prices and liquidity risk”. Current Politics and Economics of Europe, 20, 1, 1-22
o
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This article has been re-printed in a book entitled “European Economic and
Political Developments”, 2010, ISBN: 1617615811, Editor: Liam Parker.
Meneu, V., De Benito, R., Furió D. and J.M. Palanca (2001). “El Mercado eléctrico
en Escandinavia, Reino Unido y Estados Unidos. Desarrollo e implicaciones de los
procesos de liberalización”. Ed. Fundación Generalidad Valenciana Iberdrola.
TEACHING EXPERIENCE

“Fundamentals of Financial Economics I” (Master in Banking and Quantitative
Finance).

“Fundamentals of Financial Economics II” (Master in Banking and Quantitative
Finance).

Financial Maths (Grade in International Business; Grade in Law and Business)

Financial Derivatives Markets (Grade in Finance and Accounting).

“Assets and portfolio management”; “Derivatives markets”; “Fixed income
valuation”; “Informatics applied to finance” in different Masters and
Postgraduate Courses.
INVITED SEMINARS

“Modelling extreme temperatures and electricity demand in Spain”, Politechnic
University of Catalonia, June 19, 2009.

“Electricity spot and forward price drivers and other topics related to hedging:
evidence for the Spanish case”, University of Karlsruhe, May 28, 2009.

“Congestion management rules and trading strategies in the Spanish electricity
market”, Polytechnics University of Madrid, May 19, 2006.

“Analysis of the forward risk premium in the Spanish electricity market”.
Universidad del País Vasco. Bilbao, June 13, 2007.
WORKSHOPS AND CONFERENCES (PRESENTATION)
2011
 December. 5th CSDA International Conference on Computational and
Financial Econometrics (CFE 2011). London (UK). “Extreme Value Theory
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2009
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2008
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2007
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2006
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and conventional methods applied to financial data: a comparative
evaluation”.
November. XIX Finance Forum. Granada (Spain). “Price and Volatility
Dynamics between natural gas and electricity markets: some evidence for
Spain”
July. XII Iberian-Italian Congress of Financial and Actuarial Mathematics.
Marseille (France). “Extreme Value Theory versus traditional GARCH
approaches applied to financial data: a comparative evaluation”.
June. 18th Forecasting Financial Markets Conference. Marseille (France).
“Extreme Value Theory versus traditional GARCH approaches applied to
financial data: a comparative evaluation”.
January. VI Congreso de la AEEE. Barcelona (Spain). Presentation: “Price
and volatility dynamics between natural gas and electricity markets: some
evidence for Spain Market”.
October. 9th Global Conference on Business & Economics. Cambridge
(U.K.). Presentation: “Politics and Elections at the Spanish Stock
Exchange”.
January. IV Congreso de la AEEE. Sevilla (Spain). Presentation:
“Expectations and Forward Risk Premium in the Spanish Power Market”.
June. 31st IAEE International Conference. Istanbul (Turkey). Presentation:
“Extremal Temperature and Electricity Demand in Spain”.
January. III Congreso de la AEEE. Palacio Euskalduna Jauregia. Bilbao
(Spain). Presentation: “The Spanish electricity intraday market: prices and
liquidity risk”.
November. 4th European Congress on Economics and Management of
Energy. Hotel Ipanema. Porto (Portugal). Presentation: “Analysis of the
forward risk premium in the Spanish electricity market”
November. XV Foro de Finanzas. Universitat de les illes Balears. Palma de
Mallorca (Spain). Presentation: “Analysis of the forward risk premium in the
Spanish electricity market”
January. II Congreso de la AEEE. Universidad de Oviedo (Spain).
Presentation: “Congestion management rules and trading strategies in the
Spanish electricity market”.
June. XX Reunión Anual de Economía Aplicada ASEPELT en la
Universidad de La Laguna. Tenerife (Spain). Presentation: “Congestion
management rules and trading strategies in the Spanish electricity market”.
RESEARCH GRANTS

Research Project awarded by the University of Valencia. “”. Project Director:
Dolores Furió, 2013-2014.

Research Project awarded by the Spanish Ministry of Science and Technology
and FEDER funds. “Climatic change and energy markets” (CGL2009-09604).
Project Director: Ángel Pardo, 2009-2012.
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Research Project awarded by the Spanish Ministry of Science and Technology
and FEDER funds. “Financial Economics and Mathematical Modelling”
(ECO2009-14457-C04-04). Project Director: Francisco J. Climent, 2009-2012.

Research Grant awarded by the Instituto Valenciano de Investigaciones
Económicas (IVIE-2009) “Politics and Elections at the Spanish Stock
Exchange”. Project Director: A. Pardo.

Research Project awarded by the Spanish Ministry of Science and Technology
and FEDER funds. “Financial Economics and Mathematical Modelling”
(SEJ2006-15401-C04-04). Project Director: Francisco J. Climent, 2006-2009.

Research Grant awarded by the Instituto Valenciano de Investigaciones
Económicas (IVIE-2007) “Effects of extreme temperatures on the electricity
load and on the risk premia”. Project director: V. Meneu.

Research Project awarded by the Spanish Ministry of Science and Technology
and FEDER funds. “Socioeconomic impacts of climate change” (CGL200606367/CLI). Project Director: Ángel Pardo, 2006-2009.

Research Project awarded by the Spanish Ministry of Science and Technology
and FEDER funds. “Socioeconomic impacts of climate change” (REN200308871). Project Director: Ángel Pardo, 2003-2006.
REFEREEING
Reviewer for Energy Economics, Applied Economics, Energy Policy, Energy,
Estudios de Economía Aplicada, Revista Europea de Dirección y Economía de la
Empresa and for Centro de Información Tecnológica (CIT).
PROFESSIONAL EXPERIENCE

ASEVAL. Insurance company. Valencia (Spain). Backoffice assistant.
Investment Department. (2003 December – 2004 December).

FC&M. Citrus Futures Exchange. Valencia (Spain).
Head of Market Department. (2000 April – 2003 November).
Market Department Assistant (1998 October – 2000 March).

FEBF. Foundation of Stock Exchange and Financial Studies. Valencia (Spain).
Studies Department Assistant (1997 July – 1998 September).
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