Javier Orlando Pantoja-Robayo
EAFIT
Javier Orlando Pantoja-Robayo holds a PhD in Administration with emphasis in Finance from HEC of Montreal - EAFIT, he received grade of honor “Magna Cum Laude” for his doctoral thesis “Three Essays on Risk Management in Electric Power Markets”. Professor Pantoja has a background in Operations Research from the University of Milan-Italy LIUC for Italian Government Scholarship. He is a member of Energisk, the research and consulting network in energy and commodity finance.
Follow Javier Orlando
Articles by Javier Orlando Pantoja-Robayo
Including climate-induced jumps in forward price trends in wholesale energy markets
Using an Ornstein–Uhlenbeck stochastic process as their starting point, the authors suggest a forward contract pricing model which incorporates a climate risk factor.