Alain G. Galli

Cerna Mines-Paristech

Professor

60 bd St Michel

Paris, 75006

France

  • Cerna Mines-Paristech

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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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 655 (46,585)

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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 255 (140,394)

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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 235 (152,079)
Citation 1

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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 61 (408,548)

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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.

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
Margaret Armstrong, Rafael D'Arrigo, Carlos Petter and Alain G. Galli
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 54 (433,067)

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

6.

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

Number of pages: 31 Posted: 03 Nov 2012
Margaret Armstrong, Charles El Hajj Moussa, Jérome Adnot, Alain G. Galli and Philippe Rivière
Cerna Mines-Paristech, Mines-Paristech, affiliation not provided to SSRN, Cerna Mines-Paristech and affiliation not provided to SSRN
Downloads 53 (436,717)
Citation 1

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7.

Social Licence to Finance and Its Impact on the Coal Mining Industry

Number of pages: 22 Posted: 01 Aug 2017
Margaret Armstrong, Alain G. Galli, Carlos Petter, Renato Petter, Anna da Silva and Lavinia Hollanda
Cerna Mines-Paristech, Cerna Mines-Paristech, Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA) and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 27 (555,992)

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Climate Change, Greenhouse Gas Emissions, pension funds, project finance