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Marcelo G. Figueroa

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

Department of Economics, Mathematics and Statistics
Birkbeck College
Location: London, United Kingdom
Homepage: http://www.ems.bbk.ac.uk/
Email:
Phone: 4420-7631-6406
Fax: 4420-7631-6416
Postal: Malet St, London WC1E 7HX
Handle: RePEc:edi:debbkuk (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. Marcelo G. Figueroa, 2006. "Pricing Multiple Interruptible-Swing Contracts," Birkbeck Working Papers in Economics and Finance 0606, Birkbeck, Department of Economics, Mathematics & Statistics.

Articles

  1. 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.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ENE: Energy Economics (2) 2006-05-13 2008-02-02. Author is listed
  2. NEP-MIC: Microeconomics (1) 2008-02-02. Author is listed

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