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Competition and environmental policies in an electricity sector

Guillerminet, Marie-Laure; Chaton, Corinne - Université Paris-Dauphine (Paris IX) - 2013

We study the impact of competition and environmental policy (feed-in tariff vs. the EU ETS) on investment, CO2 emissions and welfare in an electricity sector. We consider different market structures (a planner who maximises social welfare vs. duopoly) and two types of consumers (those whose...

Persistent link: https://www.econbiz.de/10011072106

Maxmin computation and optimal correlation in repeated games with signals

Gossner, Olivier; Laraki, Rida; Tomala, Tristan - Université Paris-Dauphine (Paris IX) - 2004

d'optimisation défini sur l'ensemble des distributions de probabilités sous contraintes d'entropie. Cette article offre …

Persistent link: https://www.econbiz.de/10011072800

Viabilité et développement durable

Saint-Pierre, Patrick; Martin, Sophie; Durand, … - Université Paris-Dauphine (Paris IX) - 2012

This paper presents an example of the advantages of using mathematical viability theory concepts and tools to study … sustainable development issues. Instead of seeking optimal solutions according to a predefined value function, viability theory … satisfaction but also helps solve intertemporal optimisation problems. By applying a macroeconomic model generally used as a …

Persistent link: https://www.econbiz.de/10010707675

Dealing with the Inventory Risk

Guéant, Olivier; Lehalle, Charles-Albert; Tapia, … - Université Paris-Dauphine (Paris IX) - 2011

indeed provide liquidity, is challenged by the price risk they bear due to their inventory. In this paper, we provide optimal …

Persistent link: https://www.econbiz.de/10010706651

Convenience Yield and Commodity Markets

Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2009

This article explains the role of the convenience yield in the relationships linking spot and futures prices in commodity derivatives markets. First, this variable restores the non arbitrage relationship between the prices of the underlying asset and the derivative instrument. Second, it allows...

Persistent link: https://www.econbiz.de/10010707061

Understanding the Fine Structure of Electricity Prices

Geman, Hélyette; Roncoroni, Andréa - Université Paris-Dauphine (Paris IX) - 2006

This paper analyzes the special features of electricity spot prices derived from the physics of this commodity and from the economics of supply and demand in a market pool. Besides mean-reversion, a property they share with other commodities, power prices exhibit the unique feature of spikes in...

Persistent link: https://www.econbiz.de/10011166403

Frais, performance et risque des fonds d'investissement islamiques et conventionnels : une approche théorique et empirique

Mehri, Meryem - Université Paris-Dauphine (Paris IX) - 2014

Islamic and conventional investment funds have the same purpose. However, unlike conventional funds, Islamic funds offer different investment contracts and have to invest in accordance with a set of selection rules. This dissertation focuses on developing theoretical and empirical analysis...

Persistent link: https://www.econbiz.de/10011212048

Bayesian Core: A practical approach to computational Bayesian statistics

Marin, Jean-Michel; Robert, Christian P. - Université Paris-Dauphine (Paris IX) - 2007

This Bayesian modeling book is intended for practitioners and applied statisticians looking for a self-contained entry to computational Bayesian statistics. Focusing on standard statistical models and backed up by discussed real datasets available from the book website, it provides an...

Persistent link: https://www.econbiz.de/10010861445

An agent-based model of innovation emergence in organizations: Renault and Ford through the lens of evolutionism

Cartier, Manuel - Université Paris-Dauphine (Paris IX) - 2004

through similarity to admitted theory and through a comparative study of the innovation processes of two car makers (Renault …

Persistent link: https://www.econbiz.de/10010905187

Méthodes de simulation

Cartier, Manuel - Université Paris-Dauphine (Paris IX) - 2014

Persistent link: https://www.econbiz.de/10010960511