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Enrique graduated with honours from Universitat Jaume I(2007). He obtained a MSc in Banking and Quantitative Finance from an inter-university programme organised by University of Valencia, University of Basque Country, University Castilla-la-Mancha and University Complutense Madrid with distinction (2009) and a PhD in Finance (2012) from University of Valencia. He worked for two years as a teaching assistant at the Finance and Accounting Department in Univeristy Jaume I and two more years as a Research Fellow at the Financial Mathematics and Computation Cluster (FMC2) in Dublin (Ireland). Currently, he is an associate professor at University Jaume I. He also got several awards and projects for his research outputs from institutions such as FUNCAS (Spanish Foundaton of Saving Banks), Banco Santader, the Government of Valencia or the Government of Ireland.

The main focus of his research is the area of empirical finance. In particular, his interests are in:

1. Asset pricing - empirical testing of models; risk-return trade-off; higher moments in asset pricing tests; risk-aversion & investors' preferences, asset allocation

2. Hedging strategies and risk management - effectiveness of optimal hedging strategies using futures contracts and other derivatives.

3. Volatility transmission -  the analysis of volatility transmission mechanisms between international stock markets.

4. Anomalies in stock markets -  seasonal or other behaviours of stock markets which challenge the underlying economic theory.

5. Financial Econometrics - new estimation techniques with applications to finance problems.

6. Commodities -  commodity pricing in rational and behavioral models; ethical implications; geopolitical risk in commodity markets.