CURRENT POSITION

 

- 2022 - Present, Adjunct Professor, IE Business School (Spain)

- 2018 - Present, Head of Economics and Finance for Society Research Group, Universidad Francisco de Vitoria (Spain)

- 2018 - Present, Associate Professor, Universidad Francisco de Vitoria (Spain)

 

 

EDUCATION

 

- PhD., Economics and Business Administration, Universidad de Navarra - (2013 - 2017)

M.Sc., Economics and Finance, Universidad de Navarra - (2012 - 2013)

- M., Financial Management, ESIC Business School - (2010 - 2011)

B.Sc., Management and Business Administration, Universidad CEU Cardenal Herrera - (2007-2012)

 

 

ANECA ACCREDITATIONS

 

- Positive evaluation of my teaching and research activity by the Agencia Nacional de Evaluación de la Calidad y Acreditación (ANECA), Spain.

             · Profesor Titular de Universidad (Associate Professor). April 2022.

             · Profesor Contratado Doctor (Associate Professor). December 2019.

                 · Profesor de Universidad Privada. December 2019.

                 · Profesor Ayudante Doctor (Assistant Professor). December 2018.

 

 

 RECOGNITIONS

 

- 1st SEXENIO (six-year period) of research recognized by CNEAI (Commission 08. Economic and Business Sciences). September 2020. 

 

 

VISITING APPOINTMENTS

 

University of Oxford (Summer 2019)

Oxford Institute for Energy Studies (OIES)

Oxford, UK.

 

 Organization of the Petroleum Exporting Countries, OPEC (Spring 2017)

 Energy Studies Department

 Research Division

 Vienna, Austria.

 

 University of Pennsylvania, UPenn (Fall 2016)

 Department of Economics, School of Arts and Sciences.                                                                            

 Host: Jesús Fernández-Villaverde

 Philadelphia, USA.

 

 

OTHER COURSES

 

- Dynare Summer School, Banque de France (June 2018)

- Quantitative Macro Theory, University of Pennsylvania (Fall 2016)

- Macroeconomic Financial Markets, University of Pennsylvania (Fall 2016)

Factor Models in Time Series with Applications in Macroeconomics and Finance, London School of Economics 

 (August 2015)

- Empirical Time Series Methods for Macroeconomic Analysis, Barcelona GSE, Universidad Pompeu Fabra (July 2014)

Modeling Non-stationary and Non-linear Time Series, Universidad de Navarra (May 2014)

 

 

 

PUBLICATIONS

 

- Oil Extraction and Crude Oil Price Behavior in the United States: a Fractional Integration and Cointegration Analysis (2022) (Monge, M., Cristobal, E., Gil-Alana, L.A. and Lazcano, A.). Energy Sources Part B: Economics, Planning and Policy.

 

- Bunker Fuel, Commodity Prices and Shipping Market Indices following the COVID-19 Pandemic. A Time-Frequency Analysis (2022) (Monge, M.). International Economics.

 

- A Fractional ARIMA (ARFIMA) model in the Analysis of Historical Crude Oil Prices (2022) (Monge, M. and Infante, J.). Energy Research Letters.

 

- Commodity Prices after COVID-19: Persistence and Time Trends (2022) (Monge, M. and Lazcano, A.). Risks journal.

 

- A Proposal of a Suspicion of Tax Fraud Indicator based on Google Trends to Foresee Spanish Tax Revenues (2022) (Monge, M., Poza, C. and Borgia, S.). International Economics.

 

- Pandemic Episodes, CO2 Emissions and Global Temperatures (2022) (Monge, M. and Gil-Alana, L.A.). Theoretical and Applied Climatology.

 

- A Proposal of a Real Time Economic Sentiment Indicator based on Twitter and Google Trends for the Spanish Economy (2022) (Monge, M., Lazcano, A. and Poza, C.). Review of Economics and Finance.

 

- Terrorism and the Behavior of Oil Production and Prices in OPEC (2021) (Monge, M. and Cristobal, E.). Resources Policy.

 

- Forecasting Spanish Economic Activity in times of COVID-19 by means of the RT-LEI and Machine Learning Techniques (2021) (Poza, C. and Monge, M.). Applied Economics Letters.

 

- Lithium Industry and the U.S. Crude Oil Prices. A Fractional Cointegration VAR and a Continuous Wavelet Transform Analysis (2021) (Monge, M. and Gil-Alana, L.A.). Resources Policy.

 

- How Lithium Prices affect Mergers and Acquisitions in the Lithium Industry (2021) (Monge, M., Cristobal, E. and Gil-Alana, L.A.). Review of Development Finance.

 

- Spatial Crude Oil Production Divergence and Crude Oil Price Behavior in the United States (2021) (Monge, M. and Gil-Alana, L.A.) Energy journal.

 

- U.S. Historical Initial Jobless Claims. Is It Different with the Coronovirus Crisis? A Fractional Integration Analysis (2021) (Monge, M.). International Economics journal.

 

- The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies (2020) (Monge, M. and Gil-Alana, L.A.). Risks journal.

 

- Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis (2020) (Monge, M., Gil-Alana, L.A., and Cristobal, E.). Review of Development Finance.

 

- Mean Reversion in Monetary Aggregates in Chile (2020) (Martin-Valmayor, M.A., Gil-Alana, L.A., Monge, M. and Madariaga Becerra, L.). Applied Economics journal.

 

- Water Prices: Persistence, Mean Reversion and Trends (2020) (Monge, M. and Gil-Alana, L.A.). Water Policy journal.

 

- Crude Oil Prices and COVID-19: Persistence of the Shock (2020) (Gil-Alana, L.A. and Monge, M.). Energy Research Letters.

 

- Global CO2 Emissions and Global Temperatures: Are They Related (2020) (Gil-Alana, L.A. and Monge, M.). International Journal of Climatology.

 

A Real Time Leading Economic Indicator based on Text Mining for the Spanish Econonomy. Fractional Cointegration VAR and Continuous Wavelet Transform Analysis (2020) (Poza, C. and Monge, M.). International Economics

 

Energy Consumption in the GCC Countries. Evidence on Persistence (2020) (Caporale, G.M., Gil-Alana, L.A. and Monge, M.). International Business & Economics Studies.

 

- GDP per Capita in Europe: Time Trends and Persistence (2020) (Caporale, G.M., Gil-Alana, L.A. and Monge, M.). Journal of Business Management and Economics.

 

- Sea Surface Temperatures: Seasonal Persistence and Trends (2019) (Gil-Alana, L.A., Monge, M., Romero Rojo, M.A.). Journal of Atmospheric and Oceanic Technology.

 

- Lithium: Production and Estimated Consumption. Evidence of Persistence (2019) (Monge, M. and Gil-Alana, L.A.). Resources Policy. https://www.sciencedirect.com/science/article/pii/S0301420717305457.

 

- Automobile Components: Lithium and Cobalt. Evidence of Persistence (2019) (Monge, M. and Gil-Alana, L.A.). Energy. https://www.sciencedirect.com/science/article/abs/pii/S0360544218324344.

 

Lithium Industry in the Behaviour of the Mergers and Acquisitions in the U.S. Oil and Gas Industry (2018) (Monge, M. and Gil-Alana, L.A.). Energy Sources, Part B: Economics, Planning and Policy. https://www.tandfonline.com/doi/full/10.1080/15567249.2018.1541947.

 

- U.S. Shale Oil Production and WTI Prices Behaviour  (2017) (Monge, M., Gil-Alana, L.A. and Pérez de Gracia, F.). Energy. http://www.sciencedirect.com/science/article/pii/S0360544217315803

 

- Crude Oil Price Behaviour Before and After Military Conflicts and Geopolitical Events (2017) (Monge, M., Gil-Alana, L.A. and Pérez de Gracia, F.). Energy. http://www.sciencedirect.com/science/article/pii/S0360544216319077.

 

- Are Mergers and Acquisitions in the Petroleum Industry in U.S. affected by oil prices? (2017) (Monge, M., Gil-Alana, L.A., Pérez de Gracia, F. and Rodriguez Carreño, I.). Energy Sources, Part B: Economics, Planning and Policy. http://www.tandfonline.com/doi/full/10.1080/15567249.2016.1163436.

 

- Fractional Integration and Cointegration in Merger and Acquisitions in the U.S. Petroleum Industry (2015) (Monge, M., Gil-Alana, L.A.). Applied Economics Letters, 1-4, 2015.   

      http://www.tandfonline.com/doi/abs/10.1080/13504851.2015.1100245

 

 

OTHER PUBLICATIONS

 

- Shared Mobility: Future Urban Mobility, Monge, M. and León, J. OPEC's World Oil Outlook (2017)

- The Millennials Generation, Monge, M. OPEC's World Oil Outlook (2017)
- Habitat III: The Future of Urban Agenda, Monge, M. OPEC's World Oil Outlook (2017)

 

 

REFEREE FOR JOURNALS

 

The Energy Journal; Resources Policy; International Economics; Journal of Probability and Statistics; Energy; Energy Sources, Part B: Economics, Planning and Policy; Nature Communications; Physica A; Risks; Economics and Business Letters; Quality and Quantity; etc.

 

 

INVITED SEMINARS AND CONFERENCE PRESENTATIONS

 

- The 43rd IAEE International Conference. Energy and Climate (Online), (2021)

- 7th International Symposium and Environment and Energy Finance Issues (Paris), (2019)

 
 
AWARDS AND GRANTS
 
- Francisco de Vitoria University Foundation Grant for the research project "Modelos de Integración Fraccional. Extensiones Teóricas y Aplicaciones Empíricas en Series de Tiempo"2021 and 2022 (6.000 euros).
 
- Francisco de Vitoria University Foundation Grant for the research project "Extensiones de los modelos I(d) y aplicaciones empíricas de la integración fraccional en series temporales con naturaleza económica". 2019 and 2020 (14.000 euros).
 
- Excellence Scholarship from Asociación de Amigos, University of Navarra (2013-2017)
 

 

COMPUTER SKILLS

 

Matlab, Eviews, OxMetrics, RStudio, Latex

 

 

LANGUAGES

 

- Spanish: native

- English: proficient