Concepedia

Marcelo G. Figueroa

MG

Statistics

Publications

5

Citations

155

H-Index

5

Active since

2003

Affiliations

Birkbeck, University of London(Current)

Quantitative BioSciences

University of London

University of Oxford

Marcelo G. Figueroa is an author at Birkbeck, University of London specializing in economics, electricity market analysis, and energy economics.

Publications per year

2003–2008

5

Publications

5

Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality

Álvaro Cartea, Marcelo G. Figueroa · Applied Mathematical Finance · 2005 · 59 citations · Full text

, , +14

Modelling Electricity Prices with Forward Looking Capacity Constraints

Álvaro Cartea, Marcelo G. Figueroa, Hélyette Geman · Applied Mathematical Finance · 2008 · 54 citations

, , +13

Modelling Electricity Prices with Forward Looking Capacity Constraints

Álvaro Cartea, Marcelo G. Figueroa, Hélyette Geman · SSRN Electronic Journal · 2008 · 21 citations · Full text

, , +13

Pricing Multiple Interruptible-Swing Contracts

Marcelo G. Figueroa · BIROn (Birkbeck, University of London) · 2006 · 11 citations · Full text

, , +15

The Effects of the Asian Crisis of 1997 on Emergent Markets Through a Critical Phenomena Model

Marcelo G. Figueroa, Maria C. Mariani, Marta B. Ferraro · International Journal of Theoretical and Applied Finance · 2003 · 10 citations

, , +16

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