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An impulse-regime switching game model of vertical competition

Aïd, René; Campi, Luciano; Li, Liangchen; Ludkovski, Mike - In: Dynamic games and applications : DGA 11 (2021) 4, pp. 631-669

Persistent link: https://www.econbiz.de/10012666343

No-arbitrage commodity option pricing with market manipulation

Aïd, René; Callegaro, Giorgia; Campi, Luciano - In: Mathematics and financial economics 14 (2020) 3, pp. 577-603

Persistent link: https://www.econbiz.de/10012240320

Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications

Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, … - In: Mathematics of operations research 45 (2020) 1, pp. 205-232

Persistent link: https://www.econbiz.de/10012183035

Equilibrium price in intraday electricity markets

Aïd, René; Cosso, Andrea; Pham, Huyên - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 517-554

Persistent link: https://www.econbiz.de/10013164558

A McKean-Vlasov approach to distributed electricity generation development

Aïd, René; Basei, Matteo; Pham, Huyên - In: Mathematical methods of operations research : ZOR 91 (2020) 2, pp. 269-310

Persistent link: https://www.econbiz.de/10012229535

Capacity expansion games with application to competition in power generation investments

Aïd, René; Li, Liangchen; Ludkovski, Michael - In: Journal of economic dynamics & control 84 (2017), pp. 1-31

Persistent link: https://www.econbiz.de/10011916168

Optimal dynamic regulation of carbon emissions market

Aïd, René; Biagini, Sara - In: Mathematical finance : an international journal of … 33 (2023) 1, pp. 80-115

Persistent link: https://www.econbiz.de/10014278661

Green innovation downturn : the role of imperfect competition

Aïd, René; Bahlali, Mohamed; Creti, Anna - In: Energy economics 123 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014476472

Optimal electricity demand response contracting with responsiveness incentives

Aïd, René; Possamaï, Dylan; Touzi, Nizar - In: Mathematics of operations research 47 (2022) 3, pp. 2112-2137

Persistent link: https://www.econbiz.de/10013375029

Commodities, energy and environmental finance

Aïd, René (ed.); Ludkovski, Michael (ed.); … - 2015

"This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place...

Persistent link: https://www.econbiz.de/10013409624

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