Ana Escribano

ORCID: 0000-0003-1416-3401
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Research Areas
  • Market Dynamics and Volatility
  • Asymmetric Synthesis and Catalysis
  • Financial Markets and Investment Strategies
  • Energy, Environment, Economic Growth
  • Neuroscience and Neuropharmacology Research
  • Credit Risk and Financial Regulations
  • Banking stability, regulation, efficiency
  • Chemical Synthesis and Analysis
  • Synthetic Organic Chemistry Methods
  • Monetary Policy and Economic Impact
  • COVID-19 Pandemic Impacts
  • Bioactive Compounds and Antitumor Agents
  • Molecular Sensors and Ion Detection
  • Coordination Chemistry and Organometallics
  • Financial Distress and Bankruptcy Prediction
  • Cancer therapeutics and mechanisms
  • Carbohydrate Chemistry and Synthesis
  • Cyclopropane Reaction Mechanisms
  • Complex Systems and Time Series Analysis
  • Energy, Environment, and Transportation Policies
  • Pharmacological Receptor Mechanisms and Effects
  • Lipoproteins and Cardiovascular Health
  • Synthesis and Catalytic Reactions
  • Axial and Atropisomeric Chirality Synthesis
  • Pharmacogenetics and Drug Metabolism

University of Castilla-La Mancha
2017-2024

Zayed University
2020

Bridge University
2020

Eli Lilly (Spain)
1998-2013

Eli Lilly (United States)
2000-2005

Universidad Autónoma de Madrid
1993-1995

Consejo Superior de Investigaciones Científicas
1993

This paper explores the dynamic return and volatility connectedness for three most relevant agricultural livestock commodity indexes (Softs, Grains Livestock) a media sentiment index as Coronavirus Media Coverage Index (MCI). To that purpose, we apply fresh time-varying parameter vector autoregression methodology during sample period between 1 January 2020 30 April 2021, is, covering waves of COVID-19 pandemic crisis. Interesting results are found in this research. First, total fluctuate...

10.1080/00036846.2021.1973949 article EN Applied Economics 2021-09-05

This study examines the intraday volatility connectedness between FTT token and major cryptocurrencies (altcoins stablecoins) surrounding FTX bankruptcy. Intraday hourly time series are estimated by using a mcGARCH model then applied to provide network measures via TVP-VAR model. Our results suggest that FTX's bankruptcy has increased overall in crypto markets. Surprisingly, we reveal stablecoins most affected tokens after collapse. plays key role as main net contributor system (confirmed...

10.1016/j.irfa.2024.103287 article EN cc-by-nc-nd International Review of Financial Analysis 2024-04-16

10.1016/j.eneco.2021.105113 article EN Energy Economics 2021-01-14

This paper investigates the connectedness between crude oil prices and several financial stock markets from January 2000 to February 2023, applying a Dynamic Conditional Correlation Skew Student Copula model index by Diebold Yilmaz (2012). The Kendall's Tau correlation findings show that prior Global Finance Crisis, equity were less linked BRENT than after crisis, likely because of economic growth reducing importance prices. However, late 2008 global uncertainty due various crises conflicts...

10.1016/j.resourpol.2023.103754 article EN cc-by-nc-nd Resources Policy 2023-06-01

This paper explores the static and dynamic connectedness between oil price shocks (risk, demand supply shocks) Spanish sector equity indices from January-2000 to July-2019. We document sizable system-wide variables under study. Among shocks, risk are main transmitter (receiver) of (from) system overall net receiver system. indices, Industrials, Financials, Utilities Telecommunications as major transmitters whereas; Consumer Goods, Technology, Retail receivers. The changes over time sectors....

10.1080/1351847x.2020.1854809 article EN European Journal of Finance 2020-12-08

Abstract This study aims to examine the impact of different waves COVID-19 pandemic on connectedness BRICS (Brazil, Russia, India, China, and South Africa) term structure interest rates its components (level, slope curvature). For that purpose, this research applies time-varying parameter vector autoregression (TVP-VAR) approach in order assess direction spillovers among countries factors measure their contribution system. Our results show total changes over time, level curvature persists...

10.1057/s41599-022-01500-1 article EN cc-by Humanities and Social Sciences Communications 2023-01-03

This paper aims to assess the dynamic linkages between crude oil futures contracts, renewable energy indices, carbon credit indices and several US sector market by applying DECO-GARCH model connectedness index of Diebold Yilmaz (2012). The analysis is conducted on a daily data sample from August 2014 February 2024 performed at both aggregated disaggregated levels. revealed that correlation variables was lower before periods stress, such as COVID-19 crisis Russian–Ukrainian conflict well...

10.1016/j.najef.2024.102247 article EN cc-by-nc-nd The North American Journal of Economics and Finance 2024-07-20

ADVERTISEMENT RETURN TO ISSUEPREVArticleNEXTSynthesis of Enantiomerically Pure 4-Substituted Glutamic Acids and Prolines: General Aldol Reaction Pyroglutamate Lactam Lithium Enolate Mediated by Et2O.cntdot.BF3Jesus Ezquerra, Concepcion Pedregal, Belen Yruretagoyena, Almudena Rubio, M. Carmen Carreno, Ana Escribano, Jose Luis Garcia RuanoCite this: J. Org. Chem. 1995, 60, 9, 2925–2930Publication Date (Print):May 1, 1995Publication History Published online1 May 2002Published inissue 1...

10.1021/jo00114a054 article EN The Journal of Organic Chemistry 1995-05-01

Purpose This paper aims to examine the dynamic return and volatility connectedness for six major industrial metals (tin, lead, nickel, zinc, copper aluminium) coronavirus media coverage index (MCI). Design/methodology/approach To that purpose, this study applies fresh time-varying parameter vector autoregression methodology (TVP–VAR model) during sample period between 2 January, 2020, 16 April, 2021, is, covering three waves of COVID-19 pandemic crisis. Findings study’s results show...

10.1108/sef-01-2022-0045 article EN Studies in Economics and Finance 2022-07-25

Amino diacid 3, a highly selective competitive GluR5 kainate receptor antagonist, exhibited high affinity and selectivity over other glutamate receptors. Its diethyl ester prodrug 4 was orally active in two models of migraine: the neurogenic dural plasma protein extravasation model nucleus caudalis c-fos expression model. These data suggest that antagonist might be an efficacious antimigraine therapy with novel mechanism action.

10.1021/jm025548q article EN Journal of Medicinal Chemistry 2002-08-24

Amino acids 5 and 7, two potent selective competitive GluR5 KA receptor antagonists, exhibited high affinity over other glutamate receptors. Their ester prodrugs 6 8 were orally active in three models of pain: reversal formalin-induced paw licking, carrageenan-induced thermal hyperalgesia, capsaicin-induced mechanical hyperalgesia.

10.1021/jm0491952 article EN Journal of Medicinal Chemistry 2005-05-21

10.1016/j.finmar.2017.01.002 article EN Journal of Financial Markets 2017-01-20

Abstract This paper explores the dynamic return and volatility connectedness for three most relevant agricultural commodity markets (Soft, Grain Livestock) Coronavirus Media Coverage Index (MCI) extracted from RavenPack. In concrete, we apply fresh TVP-VAR methodology proposed by Antonakakis Gabauer (2017) during sample period between January 22, 2020 July 31, 2020, that is in context of COVID-19 pandemic crisis. Interesting results are found this research. First, total fluctuates over time,...

10.21203/rs.3.rs-75766/v1 preprint EN cc-by Research Square (Research Square) 2020-09-11

Enantiomerically pure (2S,4R)-4-substituted glutamic acids were prepared and tested for homomeric GluR5 GluR6 kainate subtype receptor affinity. Some of the 4-cinnamyl analogues showed high selectivity potency (K(i) < 25 nM) receptors. The greatest achieved with 3-(2-naphthyl)prop-2-enyl compound. This compound, LY339434, has negligible activity at AMPA receptors GluR1, -2, -4 -6. Although, LY339434 shows agonist NMDA in cultural hippocampal neurons (approximate EC(50) 2.5 microM), we...

10.1021/jm9911682 article EN Journal of Medicinal Chemistry 2000-04-27

We examine the role of five liquidity dimensions in U.S. corporate bond market from a broad set proxies. Based on observed different level shown by investment-grade and high-yield bonds, we analyze ability several proxies to classify bonds within these two main credit rating classes. Our findings show that, at individual level, all tightness-based metrics outperform other measures. In this way, few measuring transaction costs can help detect whose behaves similarly that bonds. At dimension...

10.1016/j.iref.2022.04.008 article EN cc-by-nc-nd International Review of Economics & Finance 2022-04-30
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