5
H index
2
i10 index
89
Citations
Marcelo J. Villena : Citation Profile
| RESEARCH PRODUCTION: 21 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). 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 J. Villena. | Is cited by:
| Cites to:
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Main data
Where Marcelo J. Villena has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 4 |
| Revista CEPAL | 2 |
| European Journal of Operational Research | 2 |
| Environmental Economics and Policy Studies | 2 |
| Revista Cuadernos de Economia | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 7 |
| MPRA Paper / University Library of Munich, Germany | 4 |
| Working Papers / Departamento de Economía, Universidad de Concepción | 2 |
Recent works citing Marcelo J. Villena (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Towards a representative social cost of carbon. (2024). Tol, Richard ; Wang, Fangzhi ; Dong, Jinchi. In: Papers. RePEc:arx:papers:2404.04989. Full description at Econpapers || Download paper |
| 2025 | Advancing waste valorization and end-of-life strategies in the bioeconomy through multi-criteria approaches and the safe and sustainable by design framework. (2025). Arias, Ana ; Feijoo, Gumersindo ; Moreira, Maria Teresa ; Tukker, Arnold ; Cucurachi, Stefano. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:207:y:2025:i:c:s1364032124006336. Full description at Econpapers || Download paper |
| 2025 | A novel fuzzy decision-making approach to pension fund investments in renewable energy. (2025). Eti, Serkan ; Yksel, Serhat ; Gkalp, Yaar ; Umar, Muhammad ; Meral, Hasan ; Diner, Hasan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00703-6. Full description at Econpapers || Download paper |
Works by Marcelo J. Villena:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Option Pricing of Twin Assets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | On the Solution of the Multi-asset Black-Scholes model: Correlations, Eigenvalues and Geometry In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Dynamics and Stability in Retail Competition In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Dynamics and stability in retail competition.(2017) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Dynamic optimization and its relation to classical and quantum constrained systems In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Dynamic optimization and its relation to classical and quantum constrained systems.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | Computing the CEV option pricing formula using the semiclassical approximation of path integral In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | On The Evolution of Altruistic, Spiteful and Reciprocal Preferences in Local Commons UTFSM In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | IS RELATIVE RISK DUE TO AIR POLLUTION LINKED TO INCOME? Infant and Elderly Mortality in Santiago,Chile In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | La teorÃa de juegos evolutivos y la economÃa evolutiva de Thorstein Veblen: ¿es vebleniana la TJE? In: Revista Cuadernos de Economia. [Full Text][Citation analysis] | article | 1 |
| 2005 | La teorÃa de juegos evolutivos (TJE) y la economÃa evolutiva de Thorstein Veblen: ¿es vebleniana la TJE? In: Revista Cuadernos de Economia. [Full Text][Citation analysis] | article | 0 |
| 2014 | ¿Innovar para exportar o exportar para innovar?: Un análisis a nivel de firma de la industria manufacturera chilena,1995-2010 In: Estudios Públicos. [Full Text][Citation analysis] | article | 0 |
| 2017 | Impacto del Plan Garantizado de Salud con prima comunitaria única en la demanda del seguro privado de salud en Chile In: Revista CEPAL. [Full Text][Citation analysis] | article | 0 |
| 2017 | Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile In: Revista CEPAL. [Full Text][Citation analysis] | article | 0 |
| 2011 | Spatial Lanchester models In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2016 | On the strategic behavior of large investors: A mean-variance portfolio approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2023 | Can auctions increase competition in the pension funds market? The Chilean experience In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
| 2018 | On resource depletion and productivity: The case of the Chilean copper industry In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
| 2010 | Dynamic option pricing with endogenous stochastic arbitrage In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
| 2010 | A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2020 | Resonance phenomena in option pricing with arbitrage In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2019 | Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Peñalolén in Santiago de Chile In: Sustainability. [Full Text][Citation analysis] | article | 7 |
| 2022 | On the Dynamics and Stability of the Crime and Punishment Game In: Complexity. [Full Text][Citation analysis] | article | 1 |
| 2008 | Impacto económico de la polÃtica de acuerdos de cielos abiertos en Chile In: Revista de Analisis Economico – Economic Analysis Review. [Full Text][Citation analysis] | article | 0 |
| 2004 | Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian? In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 9 |
| 2004 | Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2010 | On the economics of whistle-blowing behavior: the role of incentives In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Option Pricing in an Oligopolistic Setting In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Whistleblowing Behavior in Organizations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios In: Environmental Economics and Policy Studies. [Full Text][Citation analysis] | article | 20 |
| 2002 | Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios.(2002) In: Environmental Economics and Policy Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2023 | On the social discount rate for South American Countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team