Alain G. Galli

Cerna Mines-Paristech

Professor

60 bd St Michel

Paris, 75006

France

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 30,004

SSRN RANKINGS

Top 30,004

in Total Papers Downloads

1,181

CITATIONS

0

Scholarly Papers (6)

1.

Dynamic Hedging Strategies: An Application to the Crude Oil Market

Number of pages: 45 Posted: 11 Mar 2010
Delphine Lautier and Alain G. Galli
University Paris Dauphine and Cerna Mines-Paristech
Downloads 481 (36,331)

Abstract:

Dynamic Hedging, Commodities, Futures, Long-term commitment, Calibration

2.

Dynamic Hedging Strategies: An Application to the Crude Oil Market

Review of Futures Market, Forthcoming
Number of pages: 45 Posted: 29 Mar 2010
Delphine Lautier and Alain G. Galli
University Paris Dauphine and Cerna Mines-Paristech
Downloads 224 (100,030)

Abstract:

Dynamic Hedging, Commodities, Futures, Long-Term Commitment, Calibration

3.

Dynamic Copula Processes

Number of pages: 33 Posted: 27 May 2010
Alain G. Galli, Margaret Armstrong and Daniel Totouom
Cerna Mines-Paristech, Cerna Mines-Paristech and BNP Paribas
Downloads 209 (112,967)

Abstract:

Key words: Copulas, Archimedean, Tail dependence, Pearson process, Affine processes, CIR process, multivariate Laplace transform

4.

Value of Flexibility for an NGCC When Arbitraging between Physical and Financial Options

Number of pages: 19 Posted: 07 Sep 2011
Alain G. Galli, Albert Codinach and Margaret Armstrong
Cerna Mines-Paristech, École Nationale Supérieure des Mines de Paris - Centre d'Économie Industrielle (CERNA) and Cerna Mines-Paristech
Downloads 46 (311,166)

Abstract:

flexible operating strategy, trivariate model, gas, electricity, CO2, stochastic volatility, futures contracts, day ahead, two step approximation, technical optimisation, financial optimisation, technical constraints, efficiency, ramp-up

5.

Optimal Recharging Strategy for Battery-Switch Stations for Electric Vehicles in France

Number of pages: 31 Posted: 03 Nov 2012
Cerna Mines-Paristech, Mines-Paristech, affiliation not provided to SSRN, Cerna Mines-Paristech and affiliation not provided to SSRN
Downloads 43 (319,489)

Abstract:

6.

How Resource-Poor Countries in Asia are Securing Stable Long-Term Reserves: Comparing Japan's and South Korea's Approaches

Resources Policy, Vol. 47, No. 1, 2016
Number of pages: 10 Posted: 17 Jun 2016
Cerna Mines-Paristech, Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA) and Cerna Mines-Paristech
Downloads 0 (408,221)

Abstract:

copper, LNG, JBIC, KNOC, KORES, wasting taxpayers’ money