Universitat Rovira i Virgili

Other staff

Research staff

Bariviera, Aurelio F.

Associate Professor

Despatx: D113
Pho.: 977759833
Email: aurelio.fernandez(ELIMINAR)@urv.cat

  • Quantitative Finance
  • Information Theory
  • Econophysics

Aurelio F. Bariviera holds an undergraduate degree from Universidad Nacional de La Plata (Argentina), a postgraduate diploma from Università degli Studi di Padova (Italy) and a PhD from Universitat Rovira I Virgili. He is associate professor of economics and financial mathematics. He is also visiting professor at Universidad Nacional de La Plata and member of the Consortium on Cloud Computing, Big Data & Emerging Topics.

He has been during 2010-2011 the head of the academic program of the degree in business administration.

His research interests are focused on quantitative finance, information theory, econophysics, and financial econometrics. Two of his papers (published in Economics Letters and Physica A in 2017) are Highly Cited Papers in Web of Science.

Articles in journals JCR
  • Bariviera, Aurelio F.; Fabregat-Aibar, L.; Sorrosal-Forradellas, M.T. (2023): "Disentangling the impact of economic and health crises on financial markets", Research in International Business and Finance ,65, 101928
  • Bejaoui, A.; Wajdi, F.; Ahmed, J.; Bariviera, Aurelio F. (2023): "Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis", Physica A: Statistical Mechanics and its Applications ,619, 128720
  • Vásquez Sáenz, J.; Quiroga, F.M.; Bariviera, Aurelio F. (2023): "Data vs. information: Using clustering techniques to enhance stock returns forecasting", International Review of Financial Analysis ,88, 102657
  • Aslanidis, Nektarios; Bariviera, Aurelio F.; Pérez Laborda, Alejandro (2021): "Are cryptocurrencies becoming more interconnected?", Economics Letters ,199, 109725
  • Aslanidis, Nektarios; Bariviera, Aurelio F.; Martínez Ibáñez, Óscar (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters ,31, 130-137