Marcelo G. Figueroa
Personal Details
First Name: | Marcelo |
Middle Name: | G. |
Last Name: | Figueroa |
Suffix: | |
RePEc Short-ID: | pfi67 |
[This author has chosen not to make the email address public] | |
http://www.ems.bbk.ac.uk/students/mfigueroa/ | |
Affiliation
Department of Economics, Mathematics and Statistics
Birkbeck College
London, United Kingdomhttp://www.ems.bbk.ac.uk/
RePEc:edi:debbkuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Alvaro Cartea & Marcelo G. Figueroa & Helyette Geman, 2008.
"Modelling Electricity Prices with Forward Looking Capacity Constraints,"
Birkbeck Working Papers in Economics and Finance
0802, Birkbeck, Department of Economics, Mathematics & Statistics.
- Alvaro Cartea & Marcelo Figueroa & Helyette Geman, 2009. "Modelling Electricity Prices with Forward Looking Capacity Constraints," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(2), pages 103-122.
- Marcelo G. Figueroa, 2006. "Pricing Multiple Interruptible-Swing Contracts," Birkbeck Working Papers in Economics and Finance 0606, Birkbeck, Department of Economics, Mathematics & Statistics.
Articles
- Alvaro Cartea & Marcelo Figueroa, 2005.
"Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality,"
Applied Mathematical Finance, Taylor & Francis Journals, vol. 12(4), pages 313-335.
- Alvaro Cartea & Marcelo Gustavo Figueroa, 2005. "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Birkbeck Working Papers in Economics and Finance 0507, Birkbeck, Department of Economics, Mathematics & Statistics.
- Alvaro Cartea & Marcelo_Gustavo Figueroa, 2005. "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Finance 0501011, University Library of Munich, Germany, revised 12 Sep 2005.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (2) 2006-05-13 2008-02-02
- NEP-MIC: Microeconomics (1) 2008-02-02
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