Carlos Mejia

Externado University of Colombia

Research professor of commodities

Calle 12 # 1-17 este

Calle 12 0 83

Bogota D.C, Cundinamarca 3456

Colombia

SCHOLARLY PAPERS

5

DOWNLOADS

1,089

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.
Downloads 772 (44,737)

Abstract:

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commodity, forward contracts, Forward Prices, futures contracts, Futures Prices, base, marker

2.

The Trending Ornstein-Uhlenbeck Process: A Technical Note

Number of pages: 7 Posted: 01 Nov 2018
Carlos Mejia and Carlos Zapata Quimbayo
Externado University of Colombia and Universidad Externado de Colombia
Downloads 133 (289,225)

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Trending Ornstein-Uhlenbeck Process, Stochastic Process, Monte Carlo Simulation

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Ornstein-Uhlenbeck process, stochastic differential equations, commodities

4.

Optimización de estrategias de trading con promedios móviles para futuros de petróleo mediante algoritmos genéticos (Optimization of Trading Strategies with Moving Averages for Oil Futures Using Genetic Algorithms)

ODEON N°15, 2018
Number of pages: 21 Posted: 03 Jun 2019
National University of Colombia, Externado University of Colombia and Universidad Externado de Colombia
Downloads 42 (549,197)

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genetic algorithms; moving average; oil futures

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Commodities, future contract, CIR process, Ribeiro and Hodges (2004) model, stochastic differential equations