Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Some problems of statistics and optimal control for stochastic processes in the field of electricity markets prices modeling.
Asymptotic efficiency, Dynamic programming, Efficacité asymptotique, Electricity prices, Erreurs de modèle, Estimation for diffusions, Estimation non paramétrique par noyaux, Exécution optimale, Impact de marché, Integrated volatility, Market impact, Model errors, Nonparametric kernel estimation, Optimal execution, Prix de l’électricité, Programmation dynamique, Statistique des diffusions, Volatilité intégrée
The impact of the introduction of nuclear power on electricity prices in a power exchange-based liberalised market.
Agent-based, Electricity prices, Nuclear power production, Power exchange