Portal de Transparencia

Actividad investigadora:

• Artículos en revistas
  • [2019] Urban distribution centres in historical cities from the perspective of residents, retailers and carriers
  • [2018] Bias correction for time series factor models
  • [2016] Electricity Price Forecasting by Averaging Dynamic Factor Models
  • [2015] Electricity price forecasting accounting for renewable energies: optimal combined forecasts
  • [2014] Electricity Price Forecasting Accounting for Renewable Energies: Optimal Combined Forecasts
  • [2013] A dynamic factor model for mid-term forecasting of wind power generation
  • [2013] Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities
  • [2013] Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities
  • [2013] Power System Observability via Optimization
  • [2013] Power system observability via optimization
  • [2012] Forecasting electricity prices by extracting dynamic common factors: application to the Iberian Market
  • [2011] Forecasting electricity prices and their volatilities using Unobserved Components
  • [2011] Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
  • [2011] Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
  • [2011] Unobserved Component Model for Forecasting Electricity Prices and their volatilities
  • [2009] Computation of uncertainty for atmospheric emission projections from key pollutant sources in Spain
  ...
  mostrar más
• Capítulos de libros
  • [2017] Short-term Forecasting of Electricity Prices Using Mixed Models
  • [2015] (forthcoming) Short-Term Forecasting of Electricity Prices Using Mixed Models
  • [2014] Unit Commitment and Electricity Price Forecasting for Market Strategy Preparation in Interconnected Systems
  • [2013] A dynamic factor model for mid-term forecasting of wind power generation
  • [2013] A dynamic factor model for mid-term forecasting of wind power generation
  • [2013] A dynamic factor model for mid-term forecasting of wind power generation
  • [2013] Price Forecasting Techniques in Power Systems
  • [2010] Conditionally Heteroskedastic Dynamic Factor Model for Forecasting Electricity Prices and their volatilities
  ...
  mostrar más
• Conferencias invitadas en congresos
  • [2016] Bias Correction for Dynamic Factor Models
  • [2015] Bootstrap-based bias correction for dynamic factor models
  • [2014] Extracting common trends from scram rates of nuclear power plants using Dynamic Factor Analysis
  • [2013] A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
  • [2013] A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
  • [2013] A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
  • [2013] Optimal Combined Forecasts for Electricity Prices: Influence of Clean energies
  • [2013] Optimal Combined Forecasts for Electricity Prices: Influence of Clean energies
  • [2013] Optimal risk management in the energy context:
  • [2013] Optimal risk management in the energy context:
  • [2012] Multivariate Time Series Forecasting Using Unobserved Common Factors. Application to Electricity Prices in the Spanish Market
  • [2011] Extracting Common and Specific Dynamic Components from the vector of electricity prices in several European Power Markets
  • [2011] ORGANIZER OF INVITED SESSION ON MODELLING AND FORECASTING ISSUES IN THE CURRENT CONTEXT OF POWER MARKETS
  • [2010] Predicción de precios de energía eléctrica mediante modelos de componentes inobservables
  ...
  mostrar más
• Cursos, seminarios y tutoriales
  • [2015] Advanced Time Series Analysis and Multivariate Statistics
  • [2012] ANÁLISIS DE TENDENCIAS PARA EL NÚMERO Y LA TASA DE SCRAM DE CENTRALES NUCLEARES
  • [2012] On Dimensionality Reduction Techniques for Multivariate Time Series and Electricity Market Modelling and Forecasting
  • [2010] Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
  ...
  mostrar más
• Informes para las AAPP o sus organismos dependientes
  • [2009] Metodología estadística de análisis de tendencias: análisis comparativo de tres técnicas con aplicación al número de scrams
• Otras Publicaciones
  • [2010] Validación del nuevo soporte lógico para el programa clásico de indicadores
  • [2010] Verificación de algoritmos para el cálculo de tendencias y significación estadística de los indicadores del Programa Clásico de Indicadores
• Otros méritos
  • [2017] Mathematical Methods for Data-driven Power Systems
  • [2015] Electricity Prices Forecasting by Averaging Dynamic Factor Models
  • [2014] Artículo en revista indexada próximo a publicación: Electricity Prices Forecasting by Averaging Dynamic Factor Models
  • [2014] Revisor de diversas revistas indexadas en JCR en distintos años, desde 2007 hasta la actualidad
  • [2014] Selected by the Department of Statistics of Harvard University to take part in the 16th Meeting of Young Researchers in Statistics. (reduced number of participants, young PhDs, selected for their CV after application).
  • [2013] Selected by the International Organizing Committee (Bernoulli Society) to represent Spain in the 18th European Young Statisticians Meeting (18th EYSM) to be held in Croatia in August 2013.
  ...
  mostrar más
• Ponencia en Congresos
  • [2017] Modelling and Forecasting Air Quality data with missing values via multivariate time series: Application to Madrid
  • [2016] Estimation of 1-in-20 year national gas peak daily demand in some European countries
  • [2016] Modelling And Forecasting Common And Specific Components In Multivariate Time Series
  • [2016] Multivariate time series modeling with missing data: Application to the air quality of Madrid
  • [2016] The 'Ingenia' Initiative for Promoting CDIO at TU Madrid: Lessons Learned for Enhaced Performance
  • [2015] The 'Ingenia' Initiative: A multidisciplinary set of subjects for promoting the CDIO methodology in a Master's Degree in Industrial Engineering
  • [2014] Extracting common trends from scrams rates of nuclear power plants using Dynamic Factor Analysis
  • [2014] On dimensionality Reduction Techniques for Multivariate Time Series
  • [2014] Optimal trading for wind power producers under uncertainty, using Bootstrap techniques
  • [2014] Unit Commitment and Electricity Price Forecasting for Market Strategy Preparation in Interconnected Systems
  • [2013] A dynamic factor model for mid-term forecasting of wind power generation
  • [2013] A dynamic factor model for mid-term forecasting of wind power generation
  • [2013] A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
  • [2013] A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
  • [2013] Modelos de componentes inobservables para la predicción de precios en mercados eléctricos liberalizados"
  • [2013] Modelos de componentes inobservables para la predicción de precios en mercados eléctricos liberalizados"
  • [2013] Optimal Combined forecasts for electricity prices accounting for renewable energies
  • [2012] Decomposing a vector of series: application to the extraction of common and specific unobserved components in liberalized power markets
  • [2012] Forecasting Electricity Prices and their volatilities using unobserved components
  • [2012] Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting
  • [2012] Optimal combined forecasts for electricity prices considering renewable energies
  • [2012] Seasonal Dynamic Factor Analysis with dynamic specific components: application to electricity market modelling and forecasting
  • [2011] Forecasting Electricity Prices and their volatilities using unobserved components
  • [2010] Decomposition of a vector of series into its common and specific dynamic components: application to several European power markets
  • [2009] Conditionally Heteroskedastic Dynamic Factor Model for forecasting electricity prices and their volatilities
  • [2009] Estimación conjunta de factores comunes y específicos en análisis factorial dinámico
  • [2009] Estimation of Unobserved Component Models with Stochastic Variances using Simulated Maximum Likelihood
  • [2009] Joint estimation of common and specific factors in Dynamic Factor Analysis
  • [2009] Predicción de precios de energía eléctrica utilizando la producción eólica.
  • [2009] Seasonal Dynamic Factor Analysis and Bootstrap Inference: application to electricity market forecasting
  • [2008] Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
  • [2008] Unobserved component model for forecasting electricity prices and their volatilities
  ...
  mostrar más
• Premios
  • [2012] Loyola de Palacio Best PhD Prize on EU Energy Policy, Third Prize Winner.
  • [2012] Mención Especial, Concurso Tesis Doctorales, Colegio Oficial de Ingenieros Industriales de Madrid
• Proyectos de I+D+i
  • [2018] Tools for Enhancing and Assessing the Value of International Experience for Engineers
  • [2017] MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
  • [2015] Desarrollo y programación de funciones en MatLab para el tratamiento de datos censurados: aplicación a roturas de equipos en parques eólicos
  • [2015] SERIES TEMPORALES MULTIVARIANTES CON DATOS FALTANTES: APLICACIÓN A LA MODELIZACIÓN DE LA CALIDAD DEL AIRE
  • [2014] Análisis de un base de datos multivariante para la gestión de oficinas enfocado a ahorro y eficiencia energética, seguridad y confort
  • [2014] METODOS ESTADISTICOS AVANZADOS PARA EL MODELADO Y PREDICCION DE PRECIOS EN MERCADOS ELECTRICOS LIBERALIZADOS
  • [2014] MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
  • [2013] Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
  • [2013] Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
  • [2013] Obtención de predicciones de los precios de la energía eléctrica en el Mercado Eléctrico a corto y largo plazo
  • [2013] Obtención de predicciones de los precios de la energía eléctrica en el Mercado Eléctrico a corto y largo plazo
  • [2012] Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
  • [2012] Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
  • [2012] Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
  • [2012] Predicción de la producción eólica nacional con Análisis Factorial Dinámico
  • [2011] Energía y Sociedad
  • [2011] Modelado y predicción de los mercados de energía eléctrica y de CO2 mediante modelos de componentes inobservables
  • [2011] Métodos estadísticos avanzados para el modelado y predicción de precios en mercados eléctricos liberalizados
  • [2011] Predicción de la producción eólica nacional mediante análisis factorial dinámico
  • [2011] VALIDACIÓN DE LA HERRAMIENTA INFORMÁTICA PARA EL CÁLCULO DE INDICADORES DE FUNCIONAMIENTO DE LAS CENTRALES NUCLEARES ESPAÑOLAS Y TRANSFERENCIA DE CONOCIMIENTO AL PERSONAL DEL CSN
  • [2010] ELABORACIÓN DE LOS INFORMES DE INDICADORES DE FUNCIONAMIENTO DE LAS CENTRALES NUCLEARES ESPAÑOLAS.
  • [2009] ELABORACIÓN DE LOS INFORMES DE INDICADORES DE FUNCIONAMIENTO DE LAS CENTRALES NUCLEARES ESPAÑOLAS.
  • [2009] MODELO ESTOCASTICO FACTORIAL EN EL MERCADO ELECTRICO ESPAÑOL: PREDICCION DE PRECIOS Y ANALISIS DE RIESGOS
  • [2008] Análisis de Experiencia Operativa de Centrales Nucleares, desarrollo y uso de indicadores de funcionamiento
  • [2008] Mercado y sociedad
  • [2008] Modelo estocástico factorial en el mercado eléctrico español: predicción de precios y análisis de riesgos
  • [2007] Unobserved component model for forecasting electricity prices and their volatilities
  ...
  mostrar más
• Tesis Doctorales
  • [2017] Contributions to time series factor modeling: model averaging and Bias correction
  • [2016] Model Averaging in Dynamic Factor Models: application to electricity prices forecasting
  • [2010] Multivariate Time Series Forecasting Using Unobserved Common Factors. Application to Electricity Prices in the Spanish Market