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René Aïd Since the energy markets liberalisation at the beginning of the 1990s in Europe, electricity monopolies have gone through a profound evolution process. From an industrial organisation point of ...

C. Chaton, A. Cretti, B. Villeneuve Energy Policy 36(11) 4235-4246. - Novembre 2008 Plus d'infos.

C. Chaton, A. Cretti, B. Villeneuve Energy Policy 36(11) 4235-4246. - Novembre 2008 Plus d'infos.

Nazim Regnard, Jean-Michel Zakoïan This paper considers GARCH(1,1) models in which the time-varying coefficients are functions of the realizations of an exogenous stochastic process. Time series generated by this model ...

C. Chaton, F. Gasmi, M.-L. Guillerminet, J.-D. Oviedo Revue Economique 59(3), pp 475-486 - Mars 2008 Plus d'infos.

Laure Durand-Viel In a competitive setting, storage is traditionally used to smooth production costs or face demand variations. However, oligopolistic sellers can also use inventories as a commitment tool. We ...

Arnaud Porchet, Nizar Touzi, Xavier Warin This paper presents a real option valuation model of a power plant, which accounts for physical constraints and market incompleteness. Switching costs, minimum on-off ...