Biography:
I am senior lecturer and researcher in Finance at ICADE, Universidad Ponticia de Comillas (Madrid), where I teach courses in Finance and lead the Quantitative Finance Research Group. I am codirector of the Chair of Hydrogen Research officially launched by ICADE-ICAI, Business and enginering schools of Universidad Pontifica Comillas. I have been actively contributing to commodity research over the years publishing work in the Journal of Econometrics, the Journal of Futures Markets, the Journal of Empirical Finance, and Energy Economics among others. One of my latest piece of published research is coauthored with Prof Eduardo Schwartz (UCLA and SFU) and Alejandro Rodriguez (ICADE) and published in the Journal of Futures Markets . I hold a Research Excellence Price for a seminal paper on commodity price discovery. Other research interest include nancial bubbles, portfolio management, sustainability and ESG investing and volatility. I worked as an assistant professor in the Business Department at Carlos III University (Madrid). Prior to that, I was Lecturer in the Economics Department in Queen Mary, University of London where I obtained my Ph.D in Financial Economics. I am an International Research Associate of the Research Center of Energy Management (ESCP Europe) and I am a member of the editorial board of the Journal of Futures Markets as well as advisory board editor of the Global commodities Applied Research Digest (GCARD) of the J.P Morgan Center for Commodities, University of Colorado Denver.
Areas of interest:
Financial Econometrics, energy markets, commodity markets, Green Finance and ESG investment, risk management volatility and trading strategies.
Current research interests:
Hydrogen economy, water management, green finance and ESG investment, financial bubbles, trading strategies
J. Portela, D. Roch Dupré, I. Figuerola-Ferretti Garrigues, C. Yéboles, A. Salazar, "Monitoring the green transition in the power sector with the electricity generation emissions (EGE) tracker", Energy Strategy Reviews, Vol. 50, pp. 101236, November 2023. [Online: October 2023] doi: 10.1016/j.esr.2023.101236
P. Moreno Alonso, I. Figuerola-Ferretti Garrigues, A. Muñoz, "Forecasting oil prices with non-linear dynamic regression modeling", Energies, Vol. 17, nº. 9, pp. 2182, May 2024. [Online: May 2024] doi: 10.3390/en17092182
I. Figuerola-Ferretti Garrigues, F.J. Sanz, T. Tang, "Measuring the impact of carbon transition risk on the equity performance of energy corporations", Energy Strategy Reviews, Vol. 62, pp. 101914, November 2025. [Online: October 2025] doi: 10.1016/j.esr.2025.101914
I. Figuerola-Ferretti Garrigues, S. Lumbreras, P. Paraskevas, I. Paraskevopoulos, "Sustainability in Action: Macro-Level Evidence from Europe (2008–2023) on ESG, Green Employment, and SDG-Aligned Economic Performance", Sustainability, Vol. 17, nº. 20, pp. 9103, October 2025. [Online: October 2025] doi: 10.3390/su17209103
J. Fernández de Bilbao, I. Figuerola-Ferretti Garrigues, I. Paraskevopoulos, A. Santos, "Accounting for wrongdoing. The financial consequences of bank misconduct", Journal of Accounting and Public Policy, Vol. 51, pp. 107317, May 2025. [Online: April 2025] doi: 10.1016/j.jaccpubpol.2025.107317
P. Moreno Alonso, I. Figuerola-Ferretti Garrigues, A. Muñoz, "Forecasting oil prices with non-linear dynamic regression modeling", Energies, Vol. 17, nº. 9, pp. 2182, May 2024. [Online: May 2024] doi: 10.3390/en17092182
J. Portela, D. Roch Dupré, I. Figuerola-Ferretti Garrigues, C. Yéboles, A. Salazar, "Monitoring the green transition in the power sector with the electricity generation emissions (EGE) tracker", Energy Strategy Reviews, Vol. 50, pp. 101236, November 2023. [Online: October 2023] doi: 10.1016/j.esr.2023.101236
K. Martín-Bujack, I. Figuerola-Ferretti Garrigues, T. Corzo, I. Paraskevopoulos, "Building knowledge in the oil market", SAGE Open, Vol. 12, nº. 1, pp. 1 - 13, January 2022. [Online: January 2022] doi: 10.1177/21582440211068491
R. Bermejo, I. Figuerola-Ferretti Garrigues, T. Hevia, A. Santos, "Factor investing: a stock selection methodology for the European equity market", Heliyon, Vol. 7, nº. 10, pp. e08168, October 2021. [Online: October 2021] doi: 10.1016/j.heliyon.2021.e08168
R. Bermejo, I. Figuerola-Ferretti Garrigues, I. Paraskevopoulos, A. Santos, "ESG disclosure and portfolio performance", Risks, Vol. 9, nº. 10, pp. 172, October 2021. [Online: September 2021] doi: 10.3390/risks9100172
I. Figuerola-Ferretti Garrigues, A. Rodríguez-Gallego, E. Schwartz, "Oil price analysts' forecasts", Journal of Futures Markets, Vol. 41, nº. 9, pp. 1351 - 1374, September 2021. [Online: June 2021] doi: 10.1002/fut.22225
K. Martín-Bujack, T. Corzo, I. Figuerola-Ferretti Garrigues, "Diversificación internacional y riesgo de crédito global: una metodología para construir carteras", Universia Business Review, Nº. 58, pp. 114 - 136, June 2018. [Online: June 2018]