Marcelo Villena

Universidad Técnica Federico Santa María — EC

Economics, Econometrics and Finance · Social Sciences

10h-index364citations60works1.82yr avg
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Research Topics

Stochastic processes and financial applications(15), Complex Systems and Time Series Analysis(10), Economic theories and models(9), Experimental Behavioral Economics Studies(8), Financial Markets and Investment Strategies(5)

Publications60 total

Strategic Trading, Endogenous Price Schedules, and Intertemporal Allocation
SSRN Electronic Journal·2026Open Access
On the empirical performance of different covariance-matrix forecasting methods
Neural Computing and Applications·2024· 2 cited
On sectoral market efficiency
Finance research letters·2024· 5 cited
On the Economic Impact of Drought: Evidence from the Chilean Agricultural Sector
SSRN Electronic Journal·2024Open Access
An Optimal Control Perspective on Classical and Quantum Physical Systems
Symmetry·2023· 3 citedOpen Access
Can auctions increase competition in the pension funds market? The Chilean experience
Journal of Policy Modeling·2023· 2 cited
On the Dynamics and Stability of the Crime and Punishment Game
Complexity·2022· 6 citedOpen Access
Semiclassical Pricing of Variance Swaps in the CEV Model
2022
On the social discount rate for South American Countries
Applied Economics Letters·2021· 1 cited
An evolutionary game theoretic model of whistleblowing behaviour in organizations
IMA Journal of Management Mathematics·2021· 4 cited
Computing the CEV option pricing formula using the semiclassical approximation of path integral
Journal of Computational and Applied Mathematics·2020· 1 citedOpen Access
An Optimal Control Perspective on Classical and Quantum Physical Systems
arXiv (Cornell University)·2020Open Access
On the spatial dynamics of vaccination: A spatial SIRS–V model
Computers & Mathematics with Applications·2020· 19 cited
Comparative evaluation of wearable devices for measuring elevation gain in mountain physical activities
Proceedings of the Institution of Mechanical Engineers Part P Journal of Sports Engineering and Technology·2020· 5 cited
Whistleblowing Behavior in Organizations
Munich Personal RePEc Archive (Munich University)·2019Open Access
Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Peñalolén in Santiago de Chile
Sustainability·2019· 24 citedOpen Access
Resonance phenomena in option pricing with arbitrage
Physica A Statistical Mechanics and its Applications·2019· 3 cited
Sobre el diseño y desempeño de la licitación de nuevos afiliados en Chile
2019
On resource depletion and productivity: The case of the Chilean copper industry
Resources Policy·2018· 28 cited
Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile
CEPAL review·2018
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Frequent Co-authors

Mauricio Contreras(11), Mauricio G. Villena(11), Axel A. Araneda(6), Rely Pellicer(5), Eduardo Bitrán(4), Eduardo González(4), Rodrigo Harrison(4), María José Quinteros(3), Fernando Greve(2), Alejandro Llanquihuén(2), Daniel Santiagos(2), Roberto Ortiz(2), Marcela Parada(2), Terry Barker(1), Jonathan Köhler(1), Aaron Ruiz(1), Pedro Rivera(1), Jeltsje de Kraker(1), Katarzyna Kujawa-Roeleveld(1), C.P. Pabon Pereira(1)