Category Publications

Nov
2009

A Structural Risk Neutral Model of Electricity Prices

R. Aïd, L. Campi, A. Nguyen Huu, N. Touzi International Journal of Theoretical and Applied Finance 2(7) pp 925-947 – Novembre 2009 Plus d’infos.

Juin
2009

Valuation of a powerplant under production constraints and markets incompleteness

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

Mai
2009

Large Scale Experiment and Optimization of a Distributed Stochastic Control Algorithm. Application to Energy Management Problems

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

Jan
2009

Storage and Security of Supply in the Medium Run

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

Jan
2009

Optimal transportation and the falsifiability of incompletely specified economic models

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

Nov
2008

Some Economics of Seasonal Gas Storage

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

Nov
2008

Some Economics of Seasonal Gas Storage

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

Mar
2008

Un instrument de court terme pour stimuler la concurrence : le Gas release

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

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