Luis Antonio Pascua-Guerra
EAFIT
Luis Pascua-Guerra is a Management Engineer from the National University of Colombia, with a Master of Science in Finance from Universidad EAFIT, with emphasis on modeling and structuring financial products for the energy market. He has worked as a financial structuring advisor for energy sector projects in Colombia, engaging in dialogue with market participants, financial institutions, and government entities to support the development of a more efficient energy market.<.p>
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Articles by Luis Antonio Pascua-Guerra
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.