Julián Andrada Félix

Associate Professor.

Research Group:

General Information

Current Teaching

Research Interest

Non-linear dinamics and deterministic chaos. Economic and financial predictions. International Economics. Financial and Computational Econometrics.

Contact Details

Edificio de CC Económicas y Empresariales.
Módulo D. Campus de Tafira.
E-35017 Las Palmas de Gran Canaria.


ORCID: 0000-0001-8598-3234

+34 928 458 959

Office: D4.14

Financial market analogies of the COVID-19 pandemic: Evidence from the Dow Jones Industrial Average Index
J. Andrada-Félix, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Applied Economics Letters, 2022 (Accepted).
Journal article

On the evolution of the COVID-19 epidemiological parameters using only the series of deceased. A study of the Spanish outbreak using genetic algorithms
E. Acosta-González, J. Andrada-Félix, F. Fernández-Rodríguez. Mathematics and Computers in Simulation, 2022, 197, pp. 91 - 104.   Fulltext   Abstract
Journal article

Searching for informed traders in stock markets: The case of Banco Popular
J.V. Pérez-Rodríguez, S. Sosvilla-Rivero, J. Andrada-Félix, E. Gómez-Déniz. North American Journal of Economics and Finance, 2022, 63 (101791), pp. 1 - 14.   Fulltext   Abstract
Journal article

Stress spillovers among financial markets: Evidence from Spain
J. Andrada-Félix, A. Fernández-Pérez, S. Sosvilla-Rivero. Journal of Risk and Financial Management, 2021 (Accepted).
Journal article

Time connectedness of fear
J. Andrada-Félix, A. Fernández-Pérez, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Empirical Economics, 2021 (Accepted).
Journal article

Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
J.V. Pérez-Rodríguez, J. Andrada-Félix, H. Rachinger. North American Journal of Economics and Finance, 2021, 57 (101438), pp. 1 - 15.   Fulltext   Abstract
Journal article

Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
J. Andrada-Félix, A. Fernández-Pérez, S. Sosvilla-Rivero. Journal of International Financial Markets, Institutions and Money, 2020 (In Press).   Fulltext   Abstract
Journal article

Fear connectedness among asset classes
J. Andrada-Félix, A. Fernández-Pérez, S. Sosvilla-Rivero. Applied Economics, 2018, 50 (39), pp. 4234 - 4249.   Fulltext   Abstract
Journal article

Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?
J. Andrada-Félix, F. Fernández-Rodríguez, A.M. Fuertes. International Journal of Forecasting, 2016, 32 (3), pp. 695 - 715.   Fulltext   Abstract
Journal article

Stock-bond decoupling before and after the 2008 crisis
E. Acosta-González, J. Andrada-Félix, F. Fernández-Rodríguez. Applied Economics Letters, 2016, 23 (7), pp. 465 - 470.   Fulltext   Abstract
Journal article

Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market
J. Andrada-Félix, A. Fernández Pérez, F. Fernández-Rodríguez. SERIEs, 2015, 6 (2), pp. 207 - 245.   Fulltext   Abstract
Journal article

La estructura temporal de los tipos de interés: estrategias de negociación en renta fija
J. Andrada-Félix, A. Fernández- Pérez, F. Fernández-Rodríguez. Cuadernos de Economía, 2014, 37 (105), pp. 131 - 149.   Fulltext   Abstract
Journal article