Professor of economics
Université Paris-Dauphine, PSL research university, Laboratoire d’Economie
Place du Maréchal de Lattre de Tassigny – 75775 PARIS Cedex 16
Personal page: https://sites.google.com/view/reneaid
 R. Aïd, M. Basei, H. Pham. The coordination of centralised and distributed generation. 2017. available on arxiv and hal.
 R. Aïd, M. Basei, G. Callegaro, L. Campi, T. Vargiolu. Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. 2017. available on Arxiv.
 R. Aïd, L. Campi, D. Lautier. A note on the spot forward no-arbitrage relations in an investment-production model for commodities. submitted. 2015. available on Arxiv.
 R. Aïd, L. Li, M. Ludkovski. Capacity Expansion Games with Application to Competition in Power Generation Investments. 2017. to appear in Journal of Economic Dynamics and Control. available on ssrn.
 R. Aïd, P. Gruet, H. Pham. An optimal trading problem in intraday electricity markets.. Mathematical and Financial Economics. vol. 10, pp. 49-85, 2016.
 R. Aïd, S. Federico, H. Pham, B. Villeneuve, Explicit investment rules with time to built and uncertainty, J. of Economic Dynamics & Control, vol. 51, pp. 240-256, 2015.
 R. Aïd, I. Ben Tahar, Transition to electric mobility: an optimal subsidy price rule, to appear in Commodities, Energy and Environmental Finance, eds. R. Aïd, M. Ludkovski and R. Sircar, Fields Institute Communication Series, Springer, 2015.
 R. Aïd, L. Campi, N. Langrené, H. Pham, A probabilistic numerical method for optimal multiple switching problem in high dimension, SIAM J. on Financial Mathematics, vol. 5, n. 1, pp. 191-231, 2014.
 R. Aïd, A review of optimal investment rules in electricity generation, in Qantitative Energy Finance, F. E. Benth, P. Laurence, V. Kolodnyi eds, Springer, 2013.
 R. Aïd, L. Campi, N. Langrené, A structural risk-neutral model for pricing and hedging power derivatives, Mathematical Finance, vol 23, n 3, july, 2013.
 R. Aïd, O. Féron, C. Vialas, N. Touzi, An arbitrage free interest rate model consistent with economic constraints for asset liability management, Bankers, Markets & Investors, jan-fev, vol 116, 2012.
 R. Aïd, G. Chemla, A. Porchet, N. Touzi, Hedging and Vertical Integration in Electricity Markets, Management Science, vol. 57, n 8, pp 1438-1452, August 2011.
 R. Aïd, Long-term risk management for electricity companies: the next challenges, Int. Jour. of Theoretical and Applied Finance, vol 10, n 4, pp 517-535, 2010.
 V. Guigues, R. Aïd, P. M. Ndiaye, F. Oustry, F. Romanet, Robust mid-term power generation management, Journal of Optimization, vol 58, n 3, p 1-21, 2009.
 R. Aïd, L. Campi, A. Nguyen Huu, N. Touzi, A structural risk neutral model of electricity prices, Int. Jour. of Theoretical and Applied Finance, vol 12, n 7, pp 925-947, 2009.
 R. Aïd, V. Grellier, A. Renaud, O. Teytaud, Application de l’apprentissage par renforcement à la gestion du risque, Journal Electronique d’Intelligence Artificielle, vol 6, n 43, 2006.
 R. Aïd, Richardson estimator with variable step-size, C.R.A.S, tome 329, série I, pp 833-937, 1999.
 R. Aïd, L. Testard, G. Villard, Global error visualization, Journal of Universal Computer Science, vol. 4, n 2, p. 90-98, 1998.
 R. Aïd, L. Levacher, Numerical investigations on global error estimation for ordinary differential equations, Journal of Computational & Applied Mathematics, vol 82, n° 1-2, pp 21-29, 1998.
Electricity derivatives. SpringerBriefs in Quantitative Finance, 2015.
Commodities, Energy and Environmental Finance. eds R. Aïd, M. Ludkovski and R. Sircar, Fields Insitute Communications, Springer, 2015.
 The customer as an active market player Demand-response & distributed systems, Workshop on Mathematics & Economics of Energy Markets, Wokingham, UK, jan. 2017. Invited.
 A Principal-Agent model for pricing electricity demand volatility, Energy Finance Christmas Workshop, Essen, Germany, dec. 2016. Invited.
 A Principal-Agent model for pricing electricity demand volatility, Workshop of the Working Group COSMOS of INRIA, Paris, nov. 2016. Invited.
 A Principal-Agent model for pricing electricity demand volatility, SIAM Conference on Financial Mathematics & Engineering, Austin, Texas (USA), nov. 2016. Plenary speaker.
 Explicit investment rules with time-to-build and uncertainty, Indo-UK workshop on Energy Management, ICMS, Edinburgh (Scotland), june 2016. Invited speaker.
 An optimal trading problem in intraday electricity markets, Workshop on Commodity and their Financialization, IPAM, Los Angeles (USA), 2015. Invited.
 What can we learn from stochastic control model on the investment dynamic of electricity generation?, Energy Finance Annual Conference, Erice (Italy), 2014. Invited.
 A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation, Focus Program on Commodities, Energy and Environmental Finance, Fields Institute, Toronto, Canada, 2013. Invited.
 A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation, Workshop on Mathematics of Energy Finance and Natural Ressource Managment, CMM, Santiago, Chili, 2013. Invited.
 A probabilistic electricity outlook, First International Symposium on Energy and Finance Issues, Université Nanterre, Paris, 2013. Invited.
 A structural risk-neutral model for pricing and hedging power derivatives, Séminaire de Finance Quantitative de l’Université Paris I Sorbonne, 2013.
 Mini-course on Investment decision in power markets, Special Year on Financial Engineering for Energy and Commodity Risk Management, Wofgang Pauli Institute, Vienne, Autriche, 2011. Invited.
 Mini-course on Research topics on electricity derivatives and commodities, Workshop on Mathematical Modelling and Calibration in Commodities and Energy, IMPA, Rio de Janeiro, Brésil, 2011. Invited.
 A structural risk-neutral model for pricing and hedging power derivatives,Duisburg-Essen University Mathematical Finance Seminar, 2011.
 A structural risk neutral model of electricity prices, Industrial-Academic Forum on Commodities, energy markets, and emissions trading, Fields Institute, Toronto, Canada. 2010. Invité.
 Long-term electricity contract valuation using rollover hedging, 33rd International Association of Energy Economics Annual Conference, Rio de Janeiro, Brésil 2010.
 A structural risk neutral model of electricity prices, Energy Finance Annual Conference Essen, Allemagne, 2010. Invité session plenière.
 Some remarks on long-term risk management in the industry sector, Conference COPI’08, Clamart, France, 2008. Invité session plénière.
 An historical perspective on financial risk management in power markets International Workshop in New Directions in Quantitative Finance, Paris, France.
 Operations research in energy sector – studies & problem overviews, Conference ICOPI’05, Clamart, France, 2005. Invité session plénière.
 Global Error estimation for index 1 and 2 DAEs, Scientific Computing and Differential Equations, SciCADE97, Grado, Italie. 1997.
 Asymptotic global error estimation for variable step-size and one-step methods, 17th Biennial Conference on Numerical Analysis, Dundee, Ecosse, 1997.
Associate Editor, SIAM J. on Financial Mathematics
Associated editor of Journal of Energy Markets.
Member of the Scientific Committee of Institut Louis Bachelier.
Member of the Scientific Council of the Fondation des Sciences Mathématique de Paris (2013-2016)