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
Three decades of applied policy work (1995–2025) for Chile's ministries of Energy, Economy, Agriculture, Finance, Foreign Affairs and Fisheries, and for international institutions including the Inter-American Development Bank, the Economist Intelligence Unit, the European Union, the IPCC and GIZ.
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]