Margaret Armstrong

Cerna Mines-Paristech

Professor

60 bd St Michel

Paris, 75006

France

FGV EMAp

Professor

190 Praia de Botafogo

Rio de Janeiro, 22250-900

Brazil

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 32,702

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Top 32,702

in Total Papers Downloads

2,275

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Predicting Break-Points in Trading Strategies with Twitter

Number of pages: 11 Posted: 02 Oct 2010 Last Revised: 05 Oct 2014
Arnaud Vincent, Margaret Armstrong and Margaret Armstrong
École Nationale Supérieure des Mines de Paris and Cerna Mines-ParistechFGV EMAp
Downloads 1,736 (14,956)
Citation 3

Abstract:

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Twitter, breakpoints, Forex, genetic algorithms, high frequency trading

2.

Dynamic Copula Processes

Number of pages: 33 Posted: 27 May 2010
Alain G. Galli, Margaret Armstrong, Margaret Armstrong and Daniel Totouom
Cerna Mines-Paristech, Cerna Mines-ParistechFGV EMAp and BNP Paribas
Downloads 249 (180,402)
Citation 1

Abstract:

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Key words: Copulas, Archimedean, Tail dependence, Pearson process, Affine processes, CIR process, multivariate Laplace transform

3.

Value of Flexibility for an NGCC When Arbitraging between Physical and Financial Options

Number of pages: 19 Posted: 07 Sep 2011
Alain G. Galli, Albert Codinach, Margaret Armstrong and Margaret Armstrong
Cerna Mines-Paristech, École Nationale Supérieure des Mines de Paris - Centre d'Économie Industrielle (CERNA) and Cerna Mines-ParistechFGV EMAp
Downloads 72 (462,959)

Abstract:

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flexible operating strategy, trivariate model, gas, electricity, CO2, stochastic volatility, futures contracts, day ahead, two step approximation, technical optimisation, financial optimisation, technical constraints, efficiency, ramp-up

4.

How Resource-Poor Countries in Asia are Securing Stable Long-Term Reserves: Comparing Japan's and South Korea's Approaches

Resources Policy, Vol. 47, No. 1, 2016
Number of pages: 10 Posted: 17 Jun 2016
Margaret Armstrong, Margaret Armstrong, Rafael D'Arrigo, Carlos Petter and Alain G. Galli
Cerna Mines-ParistechFGV EMAp, Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA) and Cerna Mines-Paristech
Downloads 70 (469,881)

Abstract:

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copper, LNG, JBIC, KNOC, KORES, wasting taxpayers’ money

5.

Optimal Recharging Strategy for Battery-Switch Stations for Electric Vehicles in France

Number of pages: 31 Posted: 03 Nov 2012
Margaret Armstrong, Margaret Armstrong, Charles El Hajj Moussa, Jérome Adnot, Alain G. Galli and Philippe Rivière
Cerna Mines-ParistechFGV EMAp, Mines-Paristech, affiliation not provided to SSRN, Cerna Mines-Paristech and affiliation not provided to SSRN
Downloads 57 (520,384)
Citation 2

Abstract:

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6.

Tracking the Diffusion of Plurigaussian Simulations within Academia and into Industry: Retrospective Case-Study on a Discovery in the Earth Sciences

Number of pages: 23 Posted: 16 Jun 2016
Margaret Armstrong, Margaret Armstrong, Angelo Mondaini and Sabrina Camargo
Cerna Mines-ParistechFGV EMAp, Rio de Janeiro State University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 52 (542,284)

Abstract:

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University-Industry Interaction, Technology Diffusion, Google Scholar Citations, Earth Sciences

7.

Social Licence to Finance and Its Impact on the Coal Mining Industry

Number of pages: 22 Posted: 01 Aug 2017
Margaret Armstrong, Margaret Armstrong, Alain G. Galli, Carlos Petter, Renato Petter, Anna da Silva and Lavinia Hollanda
Cerna Mines-ParistechFGV EMAp, Cerna Mines-Paristech, Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA) and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 39 (608,034)

Abstract:

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Climate Change, Greenhouse Gas Emissions, pension funds, project finance