Concepedia
Statistics
Publications
61
Citations
2.8K
H-Index
28
Active since
2005
Affiliations
University of Oxford(Current)
Quantitative BioSciences
University of Toronto
Science Oxford
Universidad Carlos III de Madrid
Álvaro Cartea is an author at University of Oxford specializing in business, financial economics, and economics.
Publications per year
2005–2024
Fluid limit of the continuous-time random walk with general Lévy jump distribution functions
Álvaro Cartea, D. del-Castillo-Negrete · Physical Review E · 2007 · 227 citations
Engineering, Mathematics, Physics +17
Buy Low, Sell High: A High Frequency Trading Perspective
Álvaro Cartea, Sebastian Jaimungal, Jason Ricci · SIAM Journal on Financial Mathematics · 2014 · 186 citations
Business, Economics, Finance +15
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Fred Espen Benth, Álvaro Cartea, Rüdiger Kiesel · Journal of Banking & Finance · 2008 · 160 citations
Business, Business Economics, Economics +13
Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity
Álvaro Cartea, Pablo Villaplana · e-Archivo (Carlos III University of Madrid) · 2011 · 146 citations
Natural Resources, Business Economics, Economics +13
Incorporating order-flow into optimal execution
Álvaro Cartea, Sebastian Jaimungal · Mathematics and Financial Economics · 2016 · 131 citations
Computing, Computer Science, Supply Chain Management +11
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