René Aïd

Université Paris-Dauphine

Professor

Place du Maréchal de Lattre de Tassigny

Paris, 75016

France

SCHOLARLY PAPERS

10

DOWNLOADS

1,375

SSRN CITATIONS
Rank 35,232

SSRN RANKINGS

Top 35,232

in Total Papers Citations

24

CROSSREF CITATIONS

6

Scholarly Papers (10)

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 465 (116,934)

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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 (1,187,816)
Citation 8
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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 211 (272,542)

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

3.

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 LUISS University
Downloads 180 (314,584)

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

4.

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 118 (442,990)

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

5.

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 Sorbonne University - Laboratoire de Probabilités, Statistique et Modélisation (LPSM)
Downloads 101 (496,078)

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decarbonation, distributed generation, stochastic game, McKean-Vlasov

6.

Green innovation downturn: the role of imperfect competition

Université Paris-Dauphine Research Paper No. 3943595
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 91 (530,872)

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Innovation, Imperfect competition, Low-Carbon Energy

7.

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, Sorbonne University - Laboratoire de Probabilités, Statistique et Modélisation (LPSM) and Université Paris-Dauphine, PSL Research University
Downloads 87 (545,957)
Citation 2

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

8.

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 85 (553,944)
Citation 1

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responsiveness incentive, optimal contract, demand response

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 34 (842,886)

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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 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