Perfil

Yuliya Lovcha es profesora agregada en el Departamento de Economía de la Universitat Rovira i Virgili. Obtuvo su doctorado en el año 2010 por la Universidad de Alicante. Antes de ello, visitó otras instituciones como la Vrije University of Amsterdam, Tinbergen Institute y el Banco Central de Hungaria. Antes de incorporarse a la facultad, Yuliya fue profesora lectora de la Universidad de Navarra.

Sus intereses académicos incluyen varios aspectos de Series Temporales, Macroeconomía y Finanzas.

Publicaciones

Artículos en revistas JCR

• Lovcha, Yuliya; Pérez Laborda, Alejandro (2022): "Long-memory and volatility spillovers across petroleum futures", Energy ,243, 122950
• Lovcha, Yuliya; Pérez Laborda, Alejandro; Sikora, I. (2022): "The determinants of CO2 prices in the EU emission trading system", Applied Energy ,305, 117903
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2020): "Dynamic Cyclical Connectedness between Oil and Natural Gas Volatilities", Economic Modelling ,84, 181-189
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2020): "Dynamic frequency connectedness between oil and natural gas volatilities", Economic Modelling ,84, 181-189
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2020): "Trimmed Whittle Estimation of the SVAR vs Filtering Low-Frequency Fluctuations: Applications to Technology Shocks.", Studies in Nonlinear Dynamics and Econometrics ,24, 1-18
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2019): "Identifying technology shocks via spectral variance decompositions", Macroeconomic Dynamics ,1-27,
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2018): "Monetary Policy Shocks, Inflation Persistence, and Long Memory", Journal of Macroeconomics ,55, 117-127
• Lovcha, Yuliya; Pérez Laborda, Alejandro; Gil-Alaña, L. (2018): "On the Invertibility of Seasonally Adjusted Series", Computational Statistics ,33, 443-465
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2017): "Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market", Empirical Economics ,53, 2, 405-422
• Abbtitti, Mirko.; Gil-Alana, Luis A.; Lovcha, Yuliya; Moreno, Antonio (2016): "Term Structure Persistence", Journal of Financial Econometrics ,14 (2), 331-352
• Caporale, Guglielmo Maria.; Gil-Alana, Luis A.; Lovcha, Yuliya (2016): "Testing Unemployment Theories: A Multivariate Long Memory Approach", Journal of Applied Economics ,19, 95-112
• Camacho, Maximo.; Lovcha, Yuliya; Perez Quiros, Gabriel (2015): "Can we use seasonally adjusted indicators in dynamic factor models?", Studies in Nonlinear Dynamics and Econometrics ,19, 377-391
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2015): "Hours worked - Productivity puzzle: identification in fractional integration settings", Macroeconomic Dynamics ,19, 1593-1621
• Lovcha, Yuliya; Pérez Laborda, Alejandro (2013): "Is exchange rate – customer order flowrelationship linear? Evidence from the Hungarian FX market", Journal of International Money and Finance ,35, 20–35

Proyectos

Convocatorias competitivas

• Título: Multivariate fractional integration, fractional cointegration, structural changes, nonlinear models and other dynamic processes in macro time series

  Investigador principal: Luis Alberiko Gil-Alaña

  Miembros: Lovcha, Yuliya

  Referencia: ECO2011-28196 Año inicio: 2011 Año final: 2014

  Entidad: Ministerio de Ciencia y Educación

Curriculum