The Finance fo Energy Market Research Centre is a joint research project betweenthe Université Paris-Dauphine, the Centre for Research in Economics and Statistics(CREST), the Ecole Polytechnique and the R&D Division of the EDF group. This research centre is part of the Chair Dauphine Ecole Polytechnique EDF Credit Agricole CIB "Finance and Sustainable Development - A Quantitative Approach". Itaims to allow researchers from all academic institutions interested in working withresearch engineers of EDF R&D on issues of mathematical economics andquantitative finance long-term energy sector.
The research program currently covers three themes:
- The economy of risk in the energy markets (leaded by D. Lautier and R. Aid)
- Numerical methods for optimal control (leaded by E. Gobet and X. Warin)
The research program focuses on providing quantitative methods to these areas(statistics, optimal control, bridge between mathematical economics and industrial economics).
The research centre count 26 people: 14 faculty members, 5 research engineersEDF R & D and 6 PhD students.
The advisory board is composed by C. Alasseur, JM Beacco, A. Burtin, D. Fessler, E. Jouini, D. Lautier, L. Linnemer, M. Ringeisen, N. Touzi.
The steering committe is composed by R. Aid, C. Alasseur, D. Fessler, E. Gobet, JM Lasry, D. Lautier, N. Touzi.