Publications
Where and how machine learning plays a role in climate finance research. (With Andrés Alonso and Jose Maunuel Marques)
Journal of Sustainable Finance & Investment, 2024
Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (With Sergio Gorjón)
International Review of Economics & Finance, 2024
Analysis of CBDC narrative by central banks using large language models (With Andrés Alonso)
Finance Research Letters, 2023
Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio (With Andrés Alonso)
International Review of Financial Analysis, 2022
Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction (With Andrés Alonso)
Financial Innovation, 2022
Metros, agglomeration and displacement. Evidence from London (With Csaba Pogonyi and Dan J. Graham)
Regional Science and Urban Economics, 2021
Quantifying the impacts of air transportation on economic productivity: a quasi-experimental causal analysis (With Dan J. Graham).
Economics of Transportation, 2021
Understanding the costs of urban rail transport operation (With Anupriya, Dan Graham, Prateek Bansal and Richard Anderson)
Transportation Research Part B: Methodological, 2020
Do changes in air transportation affect productivity? A cross country panel approach (With Laila Ait Bihi Ouali, and Dan J. Graham,)
Regional Science, Policy and Practice, 2020
Causal effect of high speed rail: Evidence for the Madrid-Barcelona Corridor (With Dan J. Graham, Anupriya, Patricia Melo and Daniel Casas)
Journal of Applied Statistics, 2019
Working papers
Should we trust the credit decisions provided by machine learning models? (With Andrés Alonso)
Revised and resubmit. Working paper Banco de España, number 2428, 2024
The future of payments: Impact of PSD2 on fintech providers using microdata from Spain (with Andres Alonso, Pedro Cuadros, Jara Quintanero)
Upcoming Working paper Banco de España
Other Publications
Houston, we have a problem: can satellite information bridge the climate-related data gap? (with Andres Alonso, Emily Kormanyos and Elena Triebskorn)
Documentos ocasionales Banco de España, 2024
Análisis de fuentes de datos para seguir la evolución de Bitcoin (Con Carlos Piqueras and Hossein Jahanshahloo)
Documentos ocasionales Banco de España 2411, 2024
Inteligencia Artificial y Finanzas: Una alianza estratégica (Con Andres Alonso, Banco de España)
Documentos ocasionales Banco de España 2222, 2022
El interés por la innovación financiera en España. Un análisis con google trends (Con Esther Diez, Banco de España)
Documentos ocasionales Banco de España 2112, 2021