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Information about:
Marcelo G. Figueroa

Personal Details | Affiliation | Works

This is information that was supplied by Marcelo Figueroa in registering through RePEc. If you are Marcelo G. Figueroa , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marcelo
Middle Name: G.
Last Name: Figueroa
Suffix:

RePEc Short-ID: pfi67

Email: [This author has chosen not to make the email address public]
Homepage: http://www.ems.bbk.ac.uk/students/mfigueroa/
Postal Address:
Phone:

Affiliation

(in no particular order)

Department of Economics
Birkbeck College
University of London
Location: London, United Kingdom
Homepage: http://www.econ.bbk.ac.uk/
Email:
Phone: 44171-631-6428
Fax: 44171-631-6416
Postal: 7-15 Greese St., London W1P 2LL
Handle: RePEc:edi:debbkuk (registered authors at this institution)

Works

Working 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, School of Economics, Mathematics & Statistics. [Downloadable!]
Marcelo G. Figueroa, 2006. "Pricing Multiple Interruptible-Swing Contracts," Birkbeck Working Papers in Economics and Finance 0606, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

Articles

Álvaro Cartea & Marcelo Figueroa, 2005. "Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality," Applied Mathematical Finance, Taylor and Francis Journals, vol. 12(4), pages 313-335, December. [Downloadable!] (restricted)
Other versions:
- Alvaro Cartea & Marcelo_Gustavo Figueroa, 2005. "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Finance 0501011, EconWPA, revised 10 Sep 2005. [Downloadable!]
- 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, School of Economics, Mathematics & Statistics. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ENE: Energy Economics (2) 2006-05-13 2008-02-02 Author is listed
NEP-MIC: Microeconomics (1) 2008-02-02 Author is listed

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This page was last updated on 2009-11-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.