PUBLICAÇÕES – Luciano I de Castro

“Testing Affiliation in Private-Values Models of First-Price Auctions Using Grid Distributions,” Annals of Applied Statistics, vol. 4 (4), 2073—2098, 2010. (Co-author: Harry Paarsch.)

Prediction Markets To Forecast Electricity Demand, Proceedings of IEEE 50th Annual Allerton Conference on Communication, Control, and Computing, 1097-1104, 2012. (Co-author: Peter Cramton)

Equilibria Existence and Characterization in Auctions: Achievements and Open Questions, Journal of Economic Surveys, 26(5), 911-932, 2012. (Co-author: Dan Karney.)

The Economics of the Smart Grid, Proceedings of IEEE 49th Annual Allerton Conference on Communication, Control, and Computing, 1294-1301, 2011. (Co-author: Joisa Dutra)

Core and Equilibria under ambiguity, Economic Theory, 48, 519-548, 2011. (Co-authors: M. Pesce and N. Yannelis).

“Ambiguity aversion and Trade”, Economic Theory, 48, 243-273, 2011. (Co-author: A. Chateauneuf)

“Tougher Educational Exam Leading to Worse Selection,” Economics: The Open-Access, Open-Assessment E-Journal, v. 5, 2011-17, 2011. (Co-author: Eduardo Andrade)

“Subjective Probability,” Wiley Encyclopedia of Operations Research and Management Science, 2011. (Co-author: Nabil Al-Najjar.)

“Equilibrium Existence and Approximation of Regular Discontinuous Games”, Economic Theory, 48, 67-85, 2011.

An Interpretation of Ellsberg’s Paradox Based on Information and Incompleteness, Economic Theory Bulletin, 1 (2), 139-144, 2013. (co-author: Nicholas Yannelis)

“How to translate results from auctions to procurement,” Economic Letters, vol. 106 (2), p. 115-118, 2010. (Co-author: M. Angeles de Frutos.)

“Characterization of Bidding Behavior in Multi-Unit Auctions,” Journal of Mathematical Economics, 45, 559-575, 2009. (Co-author A. Riascos.)

“Pure Strategy Equilibria of Single and Double-Auctions with Interdependent Values”, Games and Economic Behavior, vol. 65, 1, 25-48, January 2009. (Co-author: A. Araujo.)

“Response to Cavichi and Lemon: Our Analysis was Thorough” The Electricity Journal, vol. 22, 1, 5-12, Jan.-Feb. 2009. (Co-authors: Matias Negrete-Pincetic and George Gross.)

“Product Definition for Future Electricity Supply Auctions: The 2006 Illinois Experience,” The Electricity Journal, vol. 21, 7, 50-62, Aug.-Sept. 2008. (Co-authors: Matias Negrete-Pincetic and George Gross.)

“Corrigendum to “Existence of Equilibrium in Single and Double Private Value Auctions” Econometrica, vol. 74, 6, November 2006, 1723-4.

“Non-monotonicities and the all-pay auction tie-breaking rule”, Economic Theory vol. 35, 4, June 2008, 407-440. (Co-authors: A. Araujo and H. Moreira.)

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Teste

Ambiguous implementation: the partition model, Economic Theory, 63(1), 233-261 (2017). (Co-authors: Nicholas Yannelis and Zhiwei Liu).

“A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility,” Annals of Finance (2020), 16: 1-61 (co-authors: Marialaura Pesce and Nicholas Yannelis)

“Dynamic Nonlinear Rational Quantile Models,” Econometrica, 87, p. 1893-1939 (2019) (co-author: Antonio Galvao)

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“Forget the Government: Promoting Renewables with Voluntary Action”, Energy Forum, 1st Quarter 2019, 97, p. 33-36.

“Smoothed GMM for quantile models”, Journal of Econometrics, 213, 121-144 (2019) (co-authors: Antonio Galvao, David M. Kaplan, and Xin Liu).

Teste Sistema

“A structural model to evaluate the transition from self-commitment to centralized unit commitment”, Energy Economics, 75, 560-572 (2018). (co-authors: Sergio Camelo, Anthony Papavasiliou, Alvaro Riascos, Shmuel Oren.)

“Uncertainty, Efficiency and Incentive Compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility,” Journal of Economic Theory, 177, 678-707 (2018). (co-author: Nicholas Yannelis)

The Economics of the Smart Grid Technological Innovation, n Handbook of Energy Politics. Cheltenham, UK: Edward Elgar Publishing, chapter 16. doi: https://doi.org/10.4337/9781784712303.00027, (2018). (2018). (Co-authors: Joisa Dutra and Vivian Figer)

Nash Equilibrium in Games with Quasi-Monotonic Best-Responses, Journal of Economic Theory, 172, 220-246 (2017). (Co-author: Rabah Amir)

“Quantile selection in non-linear GMM quantile models,” Economics Letters, 195, forthcoming. (co-author: Antonio Galvao and Gabriel Montes-Rojas)

Implementation under Ambiguity, Games and Economic Behavior, 101 (2017): 20-33. (Co-authors: Nicholas Yannelis and Zhiwei Liu).

Transition to Centralized Unit Commitment: An Econometric Analysis of Colombia’s Experience, The Energy Journal, 37(3), 271-291, 2016. (Co-authors: Alvaro Riascos, Miguel Bernal, Shmuel Oren)

Expected utility or prospect theory: Which better fits agent-based modeling of markets?, Journal of Computational Science, 17 (1), 97-102, 2016. (co-authors: Paulo André Lima de Castro and Anderson R. B. Teodoro).

Electricity supply auctions: Understanding the consequences of the product definition, International Journal of Electrical Power and Energy Systems, Volume 64, January 2015, Pages 285-292, January 2015. (co-authors: M. Negrete-Pincetic, and H. Pulgar-Painemal)

“Free entry versus socially optimal entry,” Journal of Economic Theory, 154, 112-125, 2014. (Co-authors: Rabah Amir and Leonidas Koutsougeras)

Parametric Representation of Preferences, Journal of Economic Theory, 150, 642-647. (Co-author: Nabil Al-Najjar)

Paying for the Smart Grid, Energy Economics, 40 (supplement 1), S74-S84, 2013. (Co-author: Joisa Dutra)