René Aïd

Université Paris-Dauphine

Professor

Place du Maréchal de Lattre de Tassigny

Paris, 75016

France

SCHOLARLY PAPERS

11

DOWNLOADS

930

SSRN CITATIONS
Rank 43,529

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Top 43,529

in Total Papers Citations

4

CROSSREF CITATIONS

12

Scholarly Papers (11)

Hedging and Vertical Integration in Electricity Markets

EFA 2009 Bergen Meetings Paper
Number of pages: 28 Posted: 19 Feb 2009 Last Revised: 02 Feb 2011
Université Paris-Dauphine, Imperial College Business School, Citibank, N.A. and Ecole Polytechnique, Paris
Downloads 426 (93,701)

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hedging, forward, wholesale spot price, retail, vertical integration

Hedging and Vertical Integration in Electricity Markets

CEPR Discussion Paper No. DP8313
Number of pages: 32 Posted: 18 Apr 2011
Université Paris-Dauphine, Imperial College Business School, Citibank, N.A. and Ecole Polytechnique, Paris
Downloads 3 (867,771)
Citation 1
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electricity markets, forward, hedging, producers, retailers, spot, vertical integration

2.

Capacity Expansion Games with Application to Competition in Power Generation Investments

Number of pages: 41 Posted: 25 Jan 2017
Université Paris-Dauphine, University of California, Santa Barbara (UCSB) and University of California, Santa Barbara
Downloads 156 (255,815)

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Capacity Expansion; Continuous-time Games of Timing; Non-zero-sum Stopping Games; Power generation investments

3.

Electricity Generation Technologies Systematic Risk

Number of pages: 26 Posted: 20 Nov 2013
Université Paris-Dauphine, Finance for Energy Market Research Centre and NYU, Department of Economics and Courant Institute
Downloads 101 (352,347)

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systematic risk, cost of capital, electricity generation, capm.

4.

Optimal Dynamic Regulation of Carbon Emissions Market: A Variational Approach

Université Paris-Dauphine Research Paper No. 3792384
Number of pages: 30 Posted: 22 Mar 2021
René Aïd and Sara Biagini
Université Paris-Dauphine and affiliation not provided to SSRN
Downloads 86 (389,637)

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Stochastic optimization, environmental economics, cap and trade, linear quadratic problem, variational methods, market equilibrium, social cost minimisation

5.

Explicit Investment Rules with Time-to-Build and Uncertainty

Journal of Economic Dynamics and Control, Vol. 51, pp. 240-256, 2015
Number of pages: 22 Posted: 25 Jun 2014 Last Revised: 09 May 2017
Université Paris-Dauphine, University of Milan, Université de Paris and Université Paris-Dauphine, PSL Research University
Downloads 59 (477,016)
Citation 2

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optimal capacity; irreversible investments; singular stochastic control; time-to-build; delay equations

6.

Optimal Electricity Demand Response Contracting With Responsiveness Incentives

Number of pages: 36 Posted: 26 Nov 2018 Last Revised: 09 Jun 2019
René Aïd, Dylan Possamaï and Nizar Touzi
Université Paris-Dauphine, Columbia University and Ecole Polytechnique, Paris
Downloads 36 (581,343)
Citation 1

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responsiveness incentive, optimal contract, demand response

7.

Green innovation downturn: the role of imperfect competition

Number of pages: 28 Posted: 18 Oct 2021
René Aïd, Mohamed Bahlali and Anna Créti
Université Paris-Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 29 (621,985)

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Innovation, Imperfect competition, Low-Carbon Energy

8.

The Coordination of Centralised and Distributed Generation

Number of pages: 35 Posted: 09 May 2017
René Aïd, Matteo Basei and Huyên Pham
Université Paris-Dauphine, EDF R&D and Université de Paris
Downloads 22 (670,155)

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decarbonation, distributed generation, stochastic game, McKean-Vlasov

9.

A Policy Iteration Algorithm for Nonzero-Sum Stochastic Impulse Games

ESAIM: ProcS: 27-45, 2019, Université Paris-Dauphine Research Paper No. 3530120
Number of pages: 23 Posted: 27 Feb 2020
Université Paris-Dauphine, affiliation not provided to SSRN, Ecole Nationale d'Ingénieurs de Tunis (ENIT), London School of Economics & Political Science (LSE) and Khalifa University
Downloads 11 (758,352)

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Stochastic Impulse Game, Nonzero-Sum Game, Nash Equilibrium, Policy Iteration, Howard’s Algorithm, Quasi-Variational Inequality, Stochastic Impulse Control

10.

A Structural Risk‐Neutral Model for Pricing and Hedging Power Derivatives

Mathematical Finance, Vol. 23, Issue 3, pp. 387-438, 2013
Number of pages: 52 Posted: 09 Jun 2013
Université Paris-Dauphine, London School of Economics & Political Science (LSE) and Université Paris VII Denis Diderot
Downloads 1 (858,155)

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Electricity spot and forward prices, fuels, capacity, electricity demand, scarcity function, local risk minimization, minimal martingale measure, power derivatives, spread options, extended incomplete Goodwin–Staton integral

11.

A Structural Risk-Neutral Model of Electricity Prices

International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 925-947, 2009
Posted: 25 Apr 2010
René Aïd, Luciano Campi and Nizar Touzi
Université Paris-Dauphine, London School of Economics & Political Science (LSE) and Ecole Polytechnique, Paris

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Energy markets, electricity prices, fuel prices, risk-neutral probability, no-arbitrage pricing, forward contract