Marcelo G. Figueroa : Citation Profile


Are you Marcelo G. Figueroa?

Birkbeck College

3

H index

2

i10 index

216

Citations

RESEARCH PRODUCTION:

1

Articles

2

Papers

RESEARCH ACTIVITY:

   3 years (2005 - 2008). See details.
   Cites by year: 72
   Journals where Marcelo G. Figueroa has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (0.92 %)

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   Permalink: http://citec.repec.org/pfi67
   Updated: 2020-09-22    RAS profile: 2009-04-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo G. Figueroa.

Is cited by:

Weron, Rafał (30)

Cartea, Álvaro (14)

Hurn, Stan (12)

Janczura, Joanna (9)

Nowotarski, Jakub (9)

Trueck, Stefan (7)

Clements, Adam (6)

Vargiolu, Tiziano (5)

Coulon, Michael (5)

Tomczyk, Jakub (5)

Prokopczuk, Marcel (4)

Cites to:

Cartea, Álvaro (6)

Ibáñez, Alfredo (2)

Escribano, Alvaro (2)

Hirshleifer, David (1)

Routledge, Bryan (1)

Koekebakker, Steen (1)

Casassus, Jaime (1)

Barndorff-Nielsen, Ole (1)

Shephard, Neil (1)

Longstaff, Francis (1)

Lewis, Alan (1)

Main data


Where Marcelo G. Figueroa has published?


Recent works citing Marcelo G. Figueroa (2020 and 2019)


YearTitle of citing document
2019Probabilistic forecasting and simulation of electricity prices. (2018). Ziel, Florian ; Muniain, Peru. In: Papers. RePEc:arx:papers:1810.08418.

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2019European Option Pricing of electricity under exponential functional of L\evy processes with Price-Cap principle. (2019). Wono, Yves Emvudu ; Bogso, Antoine-Marie ; Soh, Patrice Takam ; Kegnenlezom, Martin. In: Papers. RePEc:arx:papers:1906.10888.

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2020Fast Pricing of Energy Derivatives with Mean-reverting Jump Processes. (2019). Sabino, Piergiacomo ; Petroni, Nicola Cufaro . In: Papers. RePEc:arx:papers:1908.03137.

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2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. (2019). Vargiolu, Tiziano ; Koch, Torben. In: Papers. RePEc:arx:papers:1911.04223.

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2020Gamma Related Ornstein-Uhlenbeck Processes and their Simulation. (2020). Sabino, Piergiacomo ; Petroni, Nicola Cufaro. In: Papers. RePEc:arx:papers:2003.08810.

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2020Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives. (2020). Sabino, Piergiacomo. In: Papers. RePEc:arx:papers:2004.06786.

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2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. (2019). Vargiolu, Tiziano ; Koch, Torben. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:627.

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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017618.

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2019Volatility Spillovers in Electricity Markets: Evidence from the United States. (2019). Kampouris, Ilias ; Armenatzoglou, Aggelos ; Polyzos, Stathis ; Pantos, Themistoclis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-17.

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2019Application of ARIMA Modelling for the Forecasting of Solar, Wind, Spot and Options Electricity Prices: The Australian National Electricity Market. (2019). Wong, Victor ; Tularam, Gurudeo Anand ; Alsaedi, Yasir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-33.

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2020Consumer Surplus Changing in the Transition from State Natural Monopoly to the Competitive Market in the Electricity Sector in the Developing Countries: Azerbaijan Case. (2020). Gulali, Mayis ; Askerov, Ramil Ramiz ; Salahov, Fariz Rafiq ; Abasova, Samira Tahmazqizi ; Mamedova, Gulnara Vaqifqizi ; Yuzbashiyeva, Gulshen Zahidqizi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-32.

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2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

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2019Long-term swings and seasonality in energy markets. (2019). Novales, Alfonso ; Moreno, Manuel ; Platania, Federico. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:1011-1023.

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2020Risk management of renewable power producers from co-dependencies in cash flows. (2020). Owusu, Abena ; Kar, Koushik ; Gupta, Aparna ; Bhattacharya, Saptarshi. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1081-1093.

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2020Optimal trading of imbalance options for power systems using an energy storage device. (2020). Duck, Peter ; Szabo, David Zoltan ; Johnson, Paul. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:3-22.

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2019Mean-reverting no-arbitrage additive models for forward curves in energy markets. (2019). Vargiolu, Tiziano ; Piccirilli, Marco ; Latini, Luca. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:157-170.

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2019Speculative trading of electricity contracts in interconnected locations. (2019). Qin, Zhen ; Jaimungal, Sebastian ; Cartea, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:3-20.

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2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill. (2019). Weron, Rafał ; Truck, Stefan ; Maryniak, Pawe. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:45-58.

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2019Screening instruments for monitoring market power — The Return on Withholding Capacity Index (RWC). (2019). Bodnar, Olivia ; Bataille, Marc ; Thorwarth, Susanne ; Steinmetz, Alexander. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:227-237.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2019A Speculative Trading Model for the Electricity Market: Based on Japan Electric Power Exchange. (2019). Shimada, Koji ; Maekawa, Jun. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:15:p:2946-:d:253507.

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2020.

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2020Identifying Risk Factors and Their Premia: A Study on Electricity Prices. (2020). Lunde, Asger ; Wei, Wei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-10.

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2019Long-term swings and seasonality in energy markets. (2019). Platania, Federico ; Novales, Alfonso ; Moreno, Manuel. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1929.

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2019Screening instruments for monitoring market power: The return on withholding capacity index (RWC). (2019). Thorwarth, Susanne ; Steinmetz, Alexander ; Bodnar, Olivia ; Bataille, Marc. In: DICE Discussion Papers. RePEc:zbw:dicedp:311.

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Works by Marcelo G. Figueroa:


YearTitleTypeCited
2006Pricing Multiple Interruptible-Swing Contracts In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper3
2008Modelling Electricity Prices with Forward Looking Capacity Constraints In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper29
2005Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality In: Applied Mathematical Finance.
[Full Text][Citation analysis]
article184

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