Universitat de València
Pilar Soriano is a lecturer in the Department of Financial and Actuarial Economics of the Universitat de València (Spain). She holds a licenciatura (undergraduate degree) in Business Management and Administration by Universitat de València, a BA (Hons) in European Management by the University of Westminster (United Kingdom) and a PhD in Quantitative Finance by Universitat de València. Her research has been developed in the field of volatility transmission between financial markets, risk management, energy markets and financial ethics. This activity has also been developed as a visiting researcher in different centres such as the Department of Finance of Tilburg University (The Netherlands) and the Department of Economics and Business of Universitat Pompeu Fabra (Spain). Finally, her participation in different governing and representative bodies of the university should be highlighted. She was, for instance, vice-dean of the Faculty of Economics of Universitat de València.
The authors use EMU data from the period between 2000 to 2020 to forecast equity risk premium and investigate Classification and Regression Trees.