Publications

Academic Publications

Sofia
Ramos
Associate
Professor,
Department
Finance

Books
The Interrelationship Between Financial and Energy Markets. (with H.
Veiga). Berlin (Germany) : Springer, 2014

Articles
"Correlations between oil and stock markets: A wavelet-based approach" (S.
Ramos, B. Martn-Barragn, H. Veiga), Economic Modelling, Nov 2015, Vol.
50, Issue -, p. 212-227
"Clustering financial time series: New insights from an extended hidden
Markov model" (S. Ramos, J. Dias), European Journal of Operational
Research, Jan 2015, Vol. 243, Issue 3, p. 852-864
"An analysis of industry regimes synchronization in the Eurozone" (S.
Ramos, J. Dias), Journal of Common Market Studies, Jan 2015, Vol. 35,
Issue 2, p. 255-273

Contact
Mail:
ramos@essec.edu
Avenue Bernard
Hirsch.
BP 50105
95021 Cergy Pontoise
cedex
FRANCE

"Dynamic clustering of energy markets: An extended hidden Markov

approach" (S. Ramos, J. Dias), Expert Systems with Applications, Dec 2014,
Vol. 41, Issue 17, p. 7722-7729
"Energy price dynamics in the U.S. market. Insights from a heterogeneous
multi-regime framework" (S. Ramos, J. Dias), Energy, Jan 2014, Vol. 68,
Issue 15, p. 327-336
"Oil Price Asymmetric Effects: Answering the Puzzle in International Stock
Markets" (S. Ramos, H. Veiga), Energy Economics, Jul 2013, Vol. 38, Issue
1, p. 136-145
"The aftermath of the subprime crisis - a clustering analysis of world banking
sector" (S. Ramos, J. Dias), Review of Quantitative Finance and Accounting,
Jan 2013, Vol. 42, Issue 2, p. 293-308
"A coreperiphery framework in stock markets of the euro zone " (S. Ramos,
J. Dias), Economic Modelling, Jan 2013, Vol. 35, Issue C, p. 320-329
"The determinants of mutual fund performance: a cross-country study" (S.
Ramos, M. Ferreira, A. Keswani, A. Miguel), Review of finance, Jan 2013,
Vol. 17, Issue 2, p. 483-525
"The flow-performance relationship around the world" (S. Ramos, M.
Ferreira, A. Keswani, A. Miguel), Journal of Banking and Finance, Jan 2012,
Vol. 36, Issue 6, p. 1759-1780
"Risk Factors in Oil and Gas Industry Returns: International Evidence" (S.
Ramos, H. Veiga), Energy Economics, May 2011, Vol. 33, Issue 3, p.
525-542
"When markets fall down: are emerging markets all equal?" (S. Ramos, J.
Dias, J. Vermunt), International Journal of Finance and Economics, Jan
2011, Vol. 16, Issue 1, p. 324-338
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http://www.essec.edu/faculty/sofia-ramos

"Competition and stock market development" (S. Ramos), European Journal

of Finance, Jan 2009, Vol. 15, Issue 1-2, p. 231-247
"The size and structure of the world mutual fund industry" (S. Ramos),
European Financial Management, Jan 2009, Vol. 15, Issue 1, p. 145-180
"Stock exchanges competition in a simple model of capital market
equilibrium" (S. Ramos, EL. Von Thadden), Journal of Financial Markets,
Jan 2008, Vol. 11, Issue 3, p. 284-307
"Geographical versus Industrial Diversification: constraints matter" (S.
Ramos, P. Ehling), Journal of Empirical Finance, Jan 2006, Vol. 4, Issue 5,
p. 396-416

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http://www.essec.edu/faculty/sofia-ramos