Published papers
​[7] "A multilevel factor approach for the analysis of CDS commonality and risk contribution"
Journal of International Financial Markets Institutions and Money", Volume 63, November 2019. 101144
With Massimiliano Caporin.



​[6] "Energy-growth long-term relationship under structural breaks.Evidence from Canada, 17 Latin American economies and the USA" 
Energy Economics​, Volume 61, January 2017, Pages 121–134 
With Daniel Ventosa. 


[5] "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads" 
Energy Economics​, Volume 60, November 2016, Pages 79–96. 
With Yunus Emre Ergemen and Niels Haldrup.



​
[4] "Bayesian Log-Periodic model for financial crashes" 
European Physical Journal B, vol.87, no.10. 2014. 
With O. Knapik.



[3] "Granger Causality and Unit Roots" 
Journal of Statistics and Econometrics Methods. Vol. 3, No. 1, Pp. 97-114. 2013.
With Daniel Ventosa.

​
[2] "Polynomial Regressions and Nonsense Inference" 
Econometrics. Vol. 1 (3), Pp. 236-248. 2013.  
With Daniel Ventosa.




​
[1] "Metodología para un scoring de clientes sin referencias crediticias". (In Spanish)
Cuadernos de economía Vol 32 Num. 59. 2013.
With Osvaldo Espin.

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Not listed in Scimago

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Technical notes  

"Remittances Payments through Central Banks: An Application to the Central American Countries Exchange Rates"

Interamerican Development Bank Technical notes. IDB-TN-1864

​​with Daniel Ventosa & Arnoldo López

                                                    Working papers (not yet published)


"A Dynamic Multi-Level Factor Model with Long-Range Dependence" (CREATES working paper series)​
[With Yunus Emre Ergemen]​ 


"Panel data with cross-sectional dependence characterized by a multi-level factor structure" (CREATES working paper series)


"Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings" (CREATES working paper series)
[With Daniel Peña, and Duván Cataño]

                                                          Book
Libro de Bachillerato
Matemáticas financieras II. Editorial GAFRA. 2012. [Con O. Espin García]
ISBN: 978-607-8224-42-5    Copyright: 2012
Este libro lo escribí con uno de mis mejores amigos buscando dar un poco de nuestros conocimientos y experiencia en el área financiera a los futuros jóvenes de México. Es usado a nivel nacional como parte del sexto semestre de nivel medio superior de la SEP.

                                                                           Dissertations

PhD: 
On factor analysis with long-range dependence 
PhD in Economics and Business Economics. (Econometrics).
Aarhus University &  Center for Research in Econometric Analysis of Time Series
Supervisor: Niels Haldrup

MSc:
Ensayos sobre la Granger Causalidad 
Maestría en Econometría. Universidad de Guanajuato.
Supervisor: Daniel Ventosa Santaulària

BSc:
Inferencia Bayesiana para la volatilidad en el modelo Black & Scholes
Actuaría. Facultad de Ciencias. UNAM
Supervisors: Alejandro Villagrán Hernández & Ramsés Humberto Mena Chávez