Research Projects

Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors

This paper discusses the effect of measurement errors in the estimation of the carbon dioxide (CO\(_2\)) airborne fraction. We are the first to present regression-based…

J.E. Vera-Valdés, C. Grivas

The Effect of the IPCC’s Sixth Synthesis Report on Green and Brown Stocks: A High-Frequency Analysis

We analyse the effect that the publication of the AR6 Synthesis Report (SYR) of the Intergovernmental Panel on Climate Change (IPCC) had on the performance of green and…

O. Kvist, J.E. Vera-Valdés

Effects of the Paris Agreement and the COVID-19 Pandemic on Volatility Persistence of Stocks Associated with the Climate Crisis: A Multiverse Analysis

This paper evaluates the effect that the Paris Agreement (PA) and the COVID-19 pandemic had on the persistence of volatility in stocks associated with the climate crisis.…

J.E. Vera-Valdés, O. Kvist

Air Pollution And Mobility In The Mexico City Metropolitan Area In Times of COVID-19

This paper analyzes the relation between COVID-19, air pollution, and public transport mobility in the Mexico City Metropolitan Area (MCMA). We test if the restrictions to…

J.E. Vera-Valdés, C.V. Rodríguez-Caballero

Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that…

J.E. Vera-Valdés

Air Pollution and Mobility, What Drives COVID-19?

This paper tests if air pollution serves as a carrier for SARS-CoV-2 by measuring the effect of daily exposure to air pollution on its spread by panel data models that…

Rodríguez-Caballero, C.V., J.E. Vera-Valdés

Temperature Anomalies, Long Memory, and Aggregation

Econometric studies for global heating have typically used regional or global temperature averages to study its long memory properties. One typical explanation behind the…

J.E. Vera-Valdés