Area
Facultad de Ciencias Económicas y Empresariales - Deusto Business School
Department
Finance and Economics
Email:
icasas@deusto.esIsabel Casas graduated with a Bachelor's degree in Mathematical Sciences from the Autonomous University of Madrid, followed by a postgraduate degree in "Computational Methods and Numerical Analysis" from University College Dublin. After her studies, she worked for four years as a software engineer in Dublin and Amsterdam. She completed her PhD in Econometrics, supervised by Jiti Gao, in November 2006 at the University of Western Australia. She has held various academic positions at Carlos III University, K.U. Leuven, Aarhus University, and the University of Southern Denmark. Additionally, she was awarded a Marie Sklodowska-Curie Fellowship to work at the Basque Center for Applied Mathematics in Bilbao. Her research publications primarily focus on econometrics and its applications in finance and economics.
Articles in Scientific Journals
Electricity forecast adapted to ocean conditions: The Mutriku case study / Applied Ocean Research
Casas, Isabel; Lekube, Jon
ISBNAR: 0141-1187 / Volume: 149 / Start page: 104065 / Date: 2024
tvReg: Time-varying Coefficients in Multi-Equation Regression in R / The R Journal
Casas, Isabel; Fernandez-Casal, Ruben
ISBNAR: 2073-4859 / Volume: 14 / Journal number: 1 / Start page: 79 / End page: 100 / Date: 2022
Time-varying coefficient estimation in SURE models. Application to portfolio management / Journal of Financial Econometrics
Casas, Isabel; Ferreira, Eva; Orbe, Susan
ISBNAR: 1479-8409 / Volume: 19 / Journal number: 4 / Start page: 707 / End page: 745 / Date: 2021
Exploring Option Pricing and Hedging via Volatility Asymmetry / Computational Economics
Casas, Isabel; Veiga, Helena
ISBNAR: 0927-7099 / Volume: 57 / Start page: 1015 / End page: 1039 / Date: 2021
Different Starting Points for English Language Learning: A Comparative Study of Danish and Spanish Young Learners / Language Learning
Muñoz, Carmen; Cadierno, Teresa; Casas, Isabel
ISBNAR: 0023-8333 / Date: 2018
Adoption of Health Information Technologies by physicians for clinical practice: The Andalusian case / International Journal of Medical Informatics
Casas, Isabel
ISBNAR: 1386-5056 / Date: 2015
Integrated personal health and care services deployment: experiences in eight European countries / International Journal of Medical Informatics
Villalba, Elena; Casas, Isabel; Abadie, Fabienne; Lluch, Maria
ISBNAR: 1386-5056 / Date: 2013
Nonparametric correlation models for portfolio allocation / Journal of Banking and Finance
Aslanidis, Nektario; Casas, Isabel
ISBNAR: 0378-4266 / Date: 2013
Unstable volatility: the break-preserving local linear estimator / Journal of Nonparametric Statistics
Casas, Isabel; Gijbels, Irene
ISBNAR: 1048-5252 / Date: 2012
. Econometric Estimation in Long--Range Dependent Volatility Models: Theory and Practice / Journal of Econometrics
Casas, Isabel; Gao, Jiti
ISBNAR: 0304-4076 / Date: 2008
Specification testing in discretized diffusion models: Theory and practice / Journal of Econometrics
Casas, Isabel; Gao, Jiti
ISBNAR: 0304-4076 / Date: 2008
Estimation of stochastic volatility with LRD / Mathematics and Computers in Simulation
Casas, Isabel
ISBNAR: 0378-4754 / Date: 2008
Nonparametric Methods in Continuous Time Model Specification / Econometric Reviews
Casas, Isabel; Gao, Jiti
ISBNAR: 0747-4938 / Date: 2007
Chapters of Books
Predicción de la volatilidad: una comparación entre métodos paramétricos y semiparamétricos / Predicción y decisiones económicas con Big Data
Veiga, Helena; Casas, Isabel; Marín, Juan Miguel
Date: 2024
Analysis of Mutriku's OWC performance
Casas, Isabel; Lekube, Jon
Congress name: Analysis of Mutriku's OWC performance / Country: España / Web: https://ewtec.org/ewtec-2023/ / Publication name: Analysis of Mutriku's OWC performance / Start date: 2023/09/03 / End date: 2023/09/07
Adaptive forecast of Mutriku's electricity production
Casas, Isabel; Lekube, Jon
Congress name: Adaptive forecast of Mutriku's electricity production / City: Plymouth / Country: Reino Unido / Web: https://ewtec.org/ewtec-2021/ / Publication name: Adaptive forecast of Mutriku's electricity production / Start date: 2021/09/04 / End date: 2021/09/09
Time-varying income elasticities of healthcare expenditure for the OECD and the Eurozone
Casas, Isabel; Peng, Bin; Gao, Jiti; Xie, Shangyu
Congress name: Time-varying income elasticities of healthcare expenditure for the OECD and the Eurozone / City: London / Country: Reino Unido / Web: http://www.cfenetwork.org/CFE2019/index.php / Publication name: Time-varying income elasticities of healthcare expenditure for the OECD and the Eurozone / Start date: 2019/12/14 / End date: 2019/12/16
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel; Veiga, Helena; Mao, Xiuping
Congress name: Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium / City: Xiamen / Country: China / Web: https://conf.xmu.edu.cn/ames2019/ / Publication name: Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium / Start date: 2019/06/14 / End date: 2019/06/16
Innovación y Dirección de Organizaciones IT1497-22
Peña Legazkue, Iñaki; Alcalde Heras, Maria Del Henar; Amorrortu Blanco, Maitane; Aramburu Goya, Nekane; Arano Irizar, Aritz; Baselga Pascual, Laura; Buenechea Elberdin, Marta; Casas, Isabel; Chistov, Valery; García Torres, Sofía; Gartzia Fernandez, Leire; Gonzalez Pernia, Jose Luis; Iñigo Alday, Edurne; Kamp, Bartholomeus Petrus; Magallon Soneira, Maria Del Mar; O'Higgins, Ciara; Peñalba Aguirrezabalaga, Carmela; Pizarro Pérez, Jon; Saenz Martinez, Josune
Abstract: GOBIERNO VASCO. DEPARTAMENTO DE EDUCACIÓN / Start date: 2022/01/01 / End date: 2025/12/31
Wearables and droneS fOr CIty Socio-Environmental Observations and BEhavioral ChangE
Garcia Zubia, Javier; Atutxa Ordeñana, Ekhi; Barco Martelo, Alex; Beloki Marañón, Usue; Calvo Sotomayor, Iñigo; Casado Mansilla, Diego; Casas, Isabel; Fernandez Tobio, Silvia; García Torres, Sofía; Gomez Carmona, Oihane; Hernandez Jayo, Unai; López Belloso, María; Lopez De Ipiña Gonzalez De Artaza, Diego; Ortiz-Coronado Lopez, Maria; Puerta Beldarrain, Maite; Segu Odriozola, Mabel
Abstract: Comisión Europea / Start date: 2021/10/01 / End date: 2024/09/30