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Ignacio Segarra

Simon Fraser University (SFU) - Beedie School of Business

8888 University Drive

Burnaby, British Colombia V5A 1S6

Canada

  • Simon Fraser University (SFU) - Beedie School of Business

SCHOLARLY PAPERS

3

DOWNLOADS

467

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

What Do Crypto Options Tell Us? Risk Premia Implied by BTC Option Prices

Downloads 254 (474,889)

What Do Crypto Options Tell Us? Risk Premia Implied by BTC Option Prices

Number of pages: 37 Posted: 03 Apr 2026
Christina V. Atanasova, Terrel Miao, Ignacio Segarra and Frederick H. Willeboordse
Simon Fraser University (SFU), Simon Fraser University (SFU), Simon Fraser University (SFU) - Beedie School of Business and Simon Fraser University (SFU)
Downloads 138 (779,641)

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Crypto Options, Risk-Neutral Probability, SDF, Risk Premia

What Do Crypto Options Tell Us? Risk Premia Implied by BTC Option Prices

Number of pages: 1 Posted: 15 May 2026
Christina V. Atanasova, Terrel Miao, Ignacio Segarra and Frederick Willeboordse
Simon Fraser University (SFU), Simon Fraser University (SFU), Simon Fraser University (SFU) - Beedie School of Business and affiliation not provided to SSRN
Downloads 116 (871,518)

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Bitcoin options, Risk-neutral distribution, Option implied factors, Return predictability

2.

Aggregate Illiquidity and Crypto Option Returns

Number of pages: 23 Posted: 28 May 2025
Christina V. Atanasova, Terrel Miao, Ignacio Segarra and Frederick Willeboordse
Simon Fraser University (SFU), Simon Fraser University (SFU), Simon Fraser University (SFU) - Beedie School of Business and affiliation not provided to SSRN
Downloads 118 (649,907)

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Cryptocurrency Option Illiquidity, Aggregate Gamma Inventory, Delta-hedging, Latent Factor Models

3.

The Effectiveness of Regulations in Electricity Markets: The Financial Impact of the Global Energy Crisis

Number of pages: 51 Posted: 19 Oct 2023
Ignacio Segarra, Christina V. Atanasova and Isabel Figuerola-Ferretti
Simon Fraser University (SFU) - Beedie School of Business, Simon Fraser University (SFU) and Comillas Pontifical University - Department of Financial Management
Downloads 95 (720,278)

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Electricity markets, regulation effectiveness, collateral requirements, synthetic control