Peer-reviewed journal articles in quantitative finance, econometrics, industrial organization, and environmental & circular economics. Full record on Google Scholar.
2026
Deriving a Circular Net National Product: A Dynamic Macroeconomic Approach
with Claudia Pabón · Environmental and Resource Economics
2026
On the Economic Impacts of Drought
with Claudia Pabón · International Review of Economics and Finance
2026
Optimal Circular Taxation and Eco-Modulated Extended Producer Responsibility under Heterogeneous Capital Durability
with Claudia Pabón · Resources and Energy Economics[PDF]
2026
Copulas for Stochastic Volatility Models
with Mauricio Contreras & Roberto Ortiz · Mathematics, 14(9), 1470[PDF]
2026
On the Macroeconomic Dynamics of the Circular Economy: A Stock-Flow Consistent Model ↗
with Claudia Pabón-Pereira · Ecological Economics, 251, 109198[PDF]
2026
Doing Well by Doing Good? Quasi-Experimental Evidence from Corporate Philanthropy in Banking ↗
with Mauricio G. Villena & Franco Antonucci · International Review of Economics and Finance, 111, 105735[PDF]
2026
Gold, Bitcoin, and Equity Market Stress: Evidence from Double Machine Learning
with Mauricio G. Villena · Finance Research Letters, 106, 110194[PDF]
2024
On the Empirical Performance of Different Covariance-Matrix Forecasting Methods ↗
with Rafael Torres · Neural Computing and Applications[PDF]
2023
On Sectoral Market Efficiency ↗
with Axel Araneda · Finance Research Letters[PDF]
2023
An Optimal Control Perspective on Classical and Quantum Physical Systems ↗
with Mauricio Contreras & Roberto Ortiz · Symmetry, 15(11), 2033[PDF]
2023
Can Auctions Increase Competition in the Pension Funds Market? The Chilean Experience ↗
with Rodrigo Harrison & Marcela Parada-Contzen · Journal of Policy Modeling[PDF]
2022
On the Dynamics and Stability of the Crime and Punishment Game ↗
with María José Quinteros · Complexity[PDF]
2021
On the Social Discount Rate for South American Countries ↗
with Hugo Osorio · Applied Economics Letters[PDF]
2021
An Evolutionary Model of Whistleblowing Behavior in Organizations ↗
with María José Quinteros & Mauricio Villena · IMA Journal of Management Mathematics[PDF]
2020
Computing the CEV Option Pricing Formula Using the Semiclassical Approximation of Path Integral
with Axel Araneda · Journal of Computational and Applied Mathematics, 113244[PDF]
2020
On the Spatial Dynamics of Vaccination: A Spatial SIRS–V Model
with Eduardo González · Computers & Mathematics with Applications, 80(5), 733–743[PDF]
2020
Comparative Evaluation of Elevation Gain Estimation in Mountain Physical Activities Using Wearable Devices
with Raimundo Sánchez · Journal of Sports Engineering and Technology (IMechE Part P)[PDF]
2020
Resonance Phenomena in Option Pricing with Arbitrage
with Mauricio Contreras · Physica A, 540, 123238[PDF]
2019
Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Peñalolén in Santiago de Chile
with J. de Kraker, K. Kujawa-Roeleveld & C. Pabón-Pereira · Sustainability, 11(22), 6206[PDF]
2019
Global and Local Advertising Strategies: A Dynamic Multi-Market Optimal Control Model ↗
with Mauricio Contreras · Journal of Industrial & Management Optimization[PDF]
2018
On Resource Depletion and Productivity: The Case of the Chilean Copper Industry
with Fernando Greve · Resources Policy, 59, 553–562[PDF]
2017
Impact of the Guaranteed Health Plan with a Single Community Premium on the Demand for Private Health Insurance in Chile
with Eduardo Bitran, Fabián Duarte & Dalila Fernandes · CEPAL Review, 123, 225–244[PDF]
2017
Dynamic Optimization and Its Relation to Classical and Quantum Constrained Systems
with Mauricio Contreras & Rely Pellicer · Physica A, 479, 12–25[PDF]
2017
Dynamics and Stability in Retail Competition
with Axel Araneda · Mathematics and Computers in Simulation, 134, 37–53[PDF]
2016
On the Strategic Behavior of Large Investors: A Mean-Variance Portfolio Approach
with Lorenzo Reus · European Journal of Operational Research, 254, 679–688[PDF]
2016
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
with Mauricio Contreras & Alejandro Llanquihuén · Journal of Mathematical Finance, 6, 562–579[PDF]
2016
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model Using Semi-Classical Methods
with Mauricio Contreras & Rely Pellicer · Journal of Mathematical Finance, 6, 541–561[PDF]
2014
Water Management Problems in the Copiapó Basin, Chile: Markets, Severe Scarcity and the Regulator
with Eduardo Bitran & Pedro Rivera · Water Policy, 16, 844–863[PDF]
2014
¿Innovar para Exportar o Exportar para Innovar? Un Análisis a Nivel de Firma de la Industria Manufacturera Chilena, 1995–2010
with Eduardo Bitran, Fernando Greve & Cristián González · Estudios Públicos, 134, 109–130[PDF]
2013
Policy Making for Broadband Adoption and Usage in Chile Through Machine Learning
with Gonzalo A. Ruz & Samuel Varas · Expert Systems with Applications, 40, 6728–6734[PDF]
2012
Stability Analysis for Spatial Attrition with n Forces
with Eduardo González · AIP Conference Proceedings, 1479, 1383[PDF]
2011
Spatial Attrition Modeling: Stability Conditions for a 2D + t FD Formulation
with Eduardo González · Computers and Mathematics with Applications, 61, 3246–3257[PDF]
2011
Spatial Lanchester Models
with Eduardo González · European Journal of Operational Research, 210, 706–715[PDF]
2010
A Quantum Model of Option Pricing: When Black–Scholes Meets Schrödinger and Its Semi-Classical Limit
with Mauricio Contreras & Rely Pellicer · Physica A, 389, 5447–5459[PDF]
2010
Dynamic Option Pricing with Endogenous Stochastic Arbitrage
with Mauricio Contreras & Rely Pellicer · Physica A, 389, 3552–3564[PDF]
2010
El Nuevo Desafío de las Concesiones de Obras Públicas en Chile: Hacia una Mayor Eficiencia y Desarrollo Institucional
with Eduardo Bitran · Estudios Públicos, 117, 175–217[PDF]
2008
Economic Impact of the Open Skies Agreement Policy in Chile
with Rodrigo Harrison & Mauricio Villena · Revista de Análisis Económico, 23(1), 107–149[PDF]
2005
La Teoría de Juegos Evolutivos (TJE) y la Economía Evolutiva de Thorstein Veblen: ¿Es Vebleniana la TJE?
with Mauricio G. Villena · Cuadernos de Economía, XXIV(42), 13–48[PDF]
2004
Evolutionary Game Theory and Thorstein Veblen's Evolutionary Economics: Is EGT Veblenian?
with Mauricio G. Villena · Journal of Economic Issues, XXXVIII(3), 585–610[PDF]
2002
Costs of Greenhouse Gas Abatement: Meta-Analysis of Post-SRES Mitigation Scenarios
with Terry Barker & Jonathan Köhler · Environmental Economics and Policy Studies, 5, 135–166[PDF]
Selected Policy Papers
Spanning three decades (1995–2025) of applied work for Chile's ministries of Energy, Economy, Agriculture, Finance, Foreign Affairs and Fisheries, as well as the IADB, the Economist Intelligence Unit, the European Union, the IPCC and GIZ — a broad and rigorous portfolio in public policy and applied economics, consolidating a distinguished career as a national and international consultant.
2025
Quantitative Indices of Climate Crisis Impacts on Chile's National Energy System
with Juan Carlos Villena & Samuel Varas · Energy Partnership Chile–Germany (GIZ) & Ministry of Energy, Chile[PDF]
2022
Sustainable Fertilization and Integrated Nutrient Management
with Claudia Pabón-Pereira, Alejandra Mora & Horacio López · ODEPA, Ministry of Agriculture, Chile[PDF]
2022
Study on the Effects of Chile's Foreign Trade over the Last 30 Years
Project Manager · SUBREI — Undersecretariat of International Economic Relations, Chile[PDF]
2022
Review of Tender Processes and the Granting of Sanitary Concessions
Project Manager · SISS — Superintendency of Sanitary Services, Chile[PDF]
2021
Methodological Development for the Estimation of the Sanction Value and Regulation Proposal under Law 20,657
Project Manager · SUBPESCA — Undersecretariat for Fisheries and Aquaculture, Chile[PDF]
2019
Forecasting of Fuel Demand: Diesel, Gasoline, LPG, Kerosene, Natural Gas and Petroleum
National Energy Commission (CNE), Ministry of Energy, Chile
2019
Evaluation Study of the Results and Impact of the ProChile Forestry Fund (2014–2018)
Project Manager — DIRECON, Ministry of Foreign Affairs, Chile
2019
Potential Anticompetitive Effects of Mergers and Acquisitions
Project Manager — Indecopi, Peru
2019
On the Design and Performance of the Chilean Pension Auction Model
Technical Note — Inter-American Development Bank (IADB)[PDF]
2018
On Adaptation to the Restriction of Water Resources in Chile
ODEPA, Ministry of Agriculture, Chile[PDF]
2015
Towards Modern Contractual Relationships in Infrastructure Works for Public Use
Working Paper Series on Public Policy — Chilean Chamber of Construction[PDF]
2015
Analysis of Reimbursable Financial Contributions (AFR)
Working Paper Series on Public Policy — Chilean Chamber of Construction[PDF]
2014
Development of Renewable Energy in Chile: Technical, Regulatory and Institutional Challenges
with Carlos Silva · Espacio Público[PDF]
2013
Measuring the Impact of Foreign Direct Investment on the Chilean Economy
with Antonio Ansoleaga · Foreign Investment Committee, Chile[PDF]
2012
Impact Evaluation of the JUNAEB Food Programs
Ministry of Finance, Chile[PDF]
2012
On the Evolution of Total Factor Productivity in Chile
with Igal Magendzo · CORFO, Chilean Development Agency[PDF]
2010
Assessing the Environment for Public-Private Partnerships in Latin America and the Caribbean (Infrascope)
with Eduardo Bitran · Economist Intelligence Unit, The Economist[PDF]
2009
Quantification of Economies of Scale in the Chilean Water and Sanitation Sector
Undersecretariat of Economy, Ministry of Economy, Chile[PDF]
2007
Innovate to Compete: A Guide of Good Practices
with Alfonso Gómez & Ariel Shilkrut · Confederation of Production and Trade (CPC), Chile[PDF]
2002
Sustainable Impact Assessment (SIA) of the Trade Aspects of the EU–Chile Association Agreement
Contributing author · European Union[PDF]
2001
IPCC WGIII Third Assessment Report — Chapter 9: Sector Costs and Co-Benefits of Mitigation
Contributing author · Intergovernmental Panel on Climate Change[PDF]
1995
Methodology of Formulation and Evaluation of Intermediate Road Projects
Ministry of Planning, Chile[PDF]