Details about Marcelo G. Figueroa
Access statistics for papers by Marcelo G. Figueroa.
Last updated 2009-04-25. Update your information in the RePEc Author Service.
Short-id: pfi67
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Journal Articles
Working Papers
2008
- Modelling Electricity Prices with Forward Looking Capacity Constraints
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
View citations (15)
2006
- Pricing Multiple Interruptible-Swing Contracts
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
View citations (4)
Journal Articles
2005
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
Applied Mathematical Finance, 2005, 12, (4), 313-335
View citations (210)