Archives

A. Porchet, N. Touzi, X. Warin Mathematical Methods of Operations research 70(1) pp 47-75 - Juin 2009 Plus d'infos.

René Aïd, Luciano Campi, Adrien Nguyen Huu, Nizar Touzi The objective of this paper is to present a model for electricity spot prices and the corresponding forward contracts, which relies ...

P. Vezolle, S.Vialle, X.Warin Large-Scale Parallel Processing 2009 Mai 2009 Plus d'infos.

René Aïd, Gilles Chemla, Arnaud Porchet, Nizar Touzi This paper analyzes the interactions between vertical integration and (wholesale) spot, forward and retail markets in risk management. We develop an equilibrium ...

C. Chaton, A. Creti, B. Villeneuve Resource & Energy Economics 31(1), pp 24-38 - Janvier 2009 Plus d'infos.

I. Ekeland, A. Galichon, M. Henry Economic Theory 42(2) pp. 355-374 - Janvier 2009 Plus d'infos.

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 ...

Alexandre Klein, Julian Bouchard, Sabine Goutier In this paper, we deal with generation capacity expansion under long-term uncertainties regarding fuel prices and CO2 emissions regulation. We present a model based ...

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 ...