| Autoregresive conditional volatility, skewness and kurtosis Á León, G Rubio, G Serna The Quarterly Review of Economics and Finance 45 (4-5), 599-618, 2005 | 272 | 2005 |
| Why do we smile? On the determinants of the implied volatility function I Pena, G Rubio, G Serna Journal of Banking & Finance 23 (8), 1151-1179, 1999 | 258 | 1999 |
| The stochastic seasonal behaviour of natural gas prices AG Mirantes, J Población, G Serna European Financial Management 18 (3), 410-443, 2012 | 61 | 2012 |
| Smiles, bid‐ask spreads and option pricing I Peña, G Rubio, G Serna European Financial Management 7 (3), 351-374, 2001 | 36 | 2001 |
| The stochastic seasonal behavior of energy commodity convenience yields AG Mirantes, J Población, G Serna Energy Economics 40, 155-166, 2013 | 27 | 2013 |
| Is the refining margin stationary? J Población, G Serna International Review of Economics & Finance 44, 169-186, 2016 | 17 | 2016 |
| A generalization of Tukey’s g — h family of distributions JA Jiménez, V Arunachalam, GM Serna Journal of Statistical Theory and Applications 14 (1), 28-44, 2015 | 15 | 2015 |
| Analysing the dynamics of the refining margin: implications for valuation and hedging AG Mirantes, J Población, G Serna Commodities, 101-124, 2022 | 13 | 2022 |
| Valoración de Opciones con Sonrisas de Volatilidad: Aplicación al Mercado Españil de Opciones Sobre el Futuro del Índice IBEX-35 G Serna Spanish Journal of Finance and Accounting/Revista Española de Financiación y …, 2002 | 13 | 2002 |
| Las participaciones accionariales de las entidades financieras: influencia sobre sus resultados MJN Sánchez, G Serna Economía industrial, 35-42, 2001 | 13 | 2001 |
| A common long-term trend for bulk shipping prices J Población, G Serna Maritime Economics & Logistics 20, 421-432, 2018 | 12 | 2018 |
| La sonrisa de la volatilidad en los mercados de opciones G Serna Bolsa de Madrid, 34-37, 2004 | 11 | 2004 |
| Estimating regulatory capital requirements for reverse mortgages. an international comparison I de la Fuente, E Navarro, G Serna International Review of Economics & Finance 74, 239-252, 2021 | 10 | 2021 |
| Commodity derivative valuation under a factor model with time-varying market prices of risk AG Mirantes, J Población, G Serna Review of Derivatives Research 18, 75-93, 2015 | 9 | 2015 |
| Option pricing based on the generalised Tukey distribution JA Jiménez, V Arunachalam, GM Serna International Journal of Financial Markets and Derivatives 3 (3), 191-221, 2014 | 8 | 2014 |
| Estimating the no-negative-equity guarantee in reverse mortgages: International sensitivity analysis I De la Fuente Merencio, E Navarro, G Serna New methods in fixed income modeling, 2018 | 6 | 2018 |
| A note on commodity contingent valuation A García, J Poblacion, G Serna Journal of Derivatives & Hedge Funds 13, 311-320, 2008 | 6 | 2008 |
| Proposal for calculating regulatory capital requirements for reverse mortgages I de la Fuente, E Navarro, G Serna Socio-Economic Planning Sciences 88, 101659, 2023 | 5 | 2023 |
| Reverse mortgage risks. Time evolution of VaR in lump-sum solutions I Fuente, E Navarro, G Serna Mathematics 8 (11), 2043, 2020 | 5 | 2020 |
| El modelo de Corrado y Su en el mercado de opciones sobre el futuro del IBEX-35 G Serna Revista de Economía Aplicada 12 (34), 101-125, 2004 | 5 | 2004 |
