Archives

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 model that fits electricity markets well. We point out that vertical integration and forward hedging are two separate levers for demand and spot price risk …

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.

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 on stochastic dynamic programming which gives optimal generation investment planning for perfectly competitive power markets. It is applied to the US continuous electricity market with …

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 view, they lost their monopoly on their historical business, but gained the capacity to develop in any sector. Companies went public and had to upgrade …

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 are in general nonstationary. Necessary and sufficient conditions are given for the existence of non-explosive solutions, and for the existence of moments of these solutions. …

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