Peer-reviewed journal articles in quantitative finance, econometrics, industrial organization, and environmental & circular economics. Full record on Google Scholar.
Deriving a Circular Net National Product: A Dynamic Macroeconomic Approach
2026
with Claudia Pabón · Environmental and Resource Economics
On the Economic Impacts of Drought
2026
with Claudia Pabón · International Review of Economics and Finance
Optimal Circular Taxation and Eco-Modulated Extended Producer Responsibility under Heterogeneous Capital Durability
2026
with Claudia Pabón · Resources and Energy Economics
Copulas for Stochastic Volatility Models
2026
with Mauricio Contreras & Roberto Ortiz · Mathematics, 14(9), 1470
On the Macroeconomic Dynamics of the Circular Economy: A Stock-Flow Consistent Model
2026
with Claudia Pabón-Pereira · Ecological Economics, 251, 109198 ↗
Doing Well by Doing Good? Quasi-Experimental Evidence from Corporate Philanthropy in Banking
2026
with Mauricio G. Villena & Franco Antonucci · International Review of Economics and Finance, 111, 105735 ↗
Gold, Bitcoin, and Equity Market Stress: Evidence from Double Machine Learning
2026
with Mauricio G. Villena · Finance Research Letters, 106, 110194
On the Empirical Performance of Different Covariance-Matrix Forecasting Methods
2024
with Rafael Torres · Neural Computing and Applications ↗
On Sectoral Market Efficiency
2023
with Axel Araneda · Finance Research Letters ↗
An Optimal Control Perspective on Classical and Quantum Physical Systems
2023
with Mauricio Contreras & Roberto Ortiz · Symmetry, 15(11), 2033 ↗
Can Auctions Increase Competition in the Pension Funds Market? The Chilean Experience
2023
with Rodrigo Harrison & Marcela Parada-Contzen · Journal of Policy Modeling ↗
On the Dynamics and Stability of the Crime and Punishment Game
2022
with María José Quinteros · Complexity ↗
On the Social Discount Rate for South American Countries
2021
with Hugo Osorio · Applied Economics Letters ↗
An Evolutionary Model of Whistleblowing Behavior in Organizations
2021
with María José Quinteros & Mauricio Villena · IMA Journal of Management Mathematics ↗
Computing the CEV Option Pricing Formula Using the Semiclassical Approximation of Path Integral
2020
with Axel Araneda · Journal of Computational and Applied Mathematics, 113244
On the Spatial Dynamics of Vaccination: A Spatial SIRS–V Model
2020
with Eduardo González · Computers & Mathematics with Applications, 80(5), 733–743
Comparative Evaluation of Elevation Gain Estimation in Mountain Physical Activities Using Wearable Devices
2020
with Raimundo Sánchez · Journal of Sports Engineering and Technology (IMechE Part P)
Resonance Phenomena in Option Pricing with Arbitrage
2020
with Mauricio Contreras · Physica A, 540, 123238
Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Peñalolén in Santiago de Chile
2019
with J. de Kraker, K. Kujawa-Roeleveld & C. Pabón-Pereira · Sustainability, 11(22), 6206
Global and Local Advertising Strategies: A Dynamic Multi-Market Optimal Control Model
2019
with Mauricio Contreras · Journal of Industrial & Management Optimization ↗
On Resource Depletion and Productivity: The Case of the Chilean Copper Industry
2018
with Fernando Greve · Resources Policy, 59, 553–562
Impact of the Guaranteed Health Plan with a Single Community Premium on the Demand for Private Health Insurance in Chile
2017
with Eduardo Bitran, Fabián Duarte & Dalila Fernandes · CEPAL Review, 123, 225–244
Dynamic Optimization and Its Relation to Classical and Quantum Constrained Systems
2017
with Mauricio Contreras & Rely Pellicer · Physica A, 479, 12–25
Dynamics and Stability in Retail Competition
2017
with Axel Araneda · Mathematics and Computers in Simulation, 134, 37–53
On the Strategic Behavior of Large Investors: A Mean-Variance Portfolio Approach
2016
with Lorenzo Reus · European Journal of Operational Research, 254, 679–688
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
2016
with Mauricio Contreras & Alejandro Llanquihuén · Journal of Mathematical Finance, 6, 562–579
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model Using Semi-Classical Methods
2016
with Mauricio Contreras & Rely Pellicer · Journal of Mathematical Finance, 6, 541–561
Water Management Problems in the Copiapó Basin, Chile: Markets, Severe Scarcity and the Regulator
2014
with Eduardo Bitran & Pedro Rivera · Water Policy, 16, 844–863
¿Innovar para Exportar o Exportar para Innovar? Un Análisis a Nivel de Firma de la Industria Manufacturera Chilena, 1995–2010
2014
with Eduardo Bitran, Fernando Greve & Cristián González · Estudios Públicos, 134, 109–130
Policy Making for Broadband Adoption and Usage in Chile Through Machine Learning
2013
with Gonzalo A. Ruz & Samuel Varas · Expert Systems with Applications, 40, 6728–6734
Stability Analysis for Spatial Attrition with n Forces
2012
with Eduardo González · AIP Conference Proceedings, 1479, 1383
Spatial Attrition Modeling: Stability Conditions for a 2D + t FD Formulation
2011
with Eduardo González · Computers and Mathematics with Applications, 61, 3246–3257
Spatial Lanchester Models
2011
with Eduardo González · European Journal of Operational Research, 210, 706–715
A Quantum Model of Option Pricing: When Black–Scholes Meets Schrödinger and Its Semi-Classical Limit
2010
with Mauricio Contreras & Rely Pellicer · Physica A, 389, 5447–5459
Dynamic Option Pricing with Endogenous Stochastic Arbitrage
2010
with Mauricio Contreras & Rely Pellicer · Physica A, 389, 3552–3564
El Nuevo Desafío de las Concesiones de Obras Públicas en Chile: Hacia una Mayor Eficiencia y Desarrollo Institucional
2010
with Eduardo Bitran · Estudios Públicos, 117, 175–217
Economic Impact of the Open Skies Agreement Policy in Chile
2008
with Rodrigo Harrison & Mauricio Villena · Revista de Análisis Económico, 23(1), 107–149
La Teoría de Juegos Evolutivos (TJE) y la Economía Evolutiva de Thorstein Veblen: ¿Es Vebleniana la TJE?
2005
with Mauricio G. Villena · Cuadernos de Economía, XXIV(42), 13–48
Evolutionary Game Theory and Thorstein Veblen's Evolutionary Economics: Is EGT Veblenian?
2004
with Mauricio G. Villena · Journal of Economic Issues, XXXVIII(3), 585–610
Costs of Greenhouse Gas Abatement: Meta-Analysis of Post-SRES Mitigation Scenarios
2002
with Terry Barker & Jonathan Köhler · Environmental Economics and Policy Studies, 5, 135–166