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).


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Reaching carbon neutrality in France by 2050 : optimal choice of energy sources, carriers and storage options.

Agrégation des séries temporelles, Captage et stockage du carbone, Carbon capture and storage, Couplage sectoriel, Coût social du carbone, Energy Economics, Energy markets, Energy storage, Energy systems modelling, Energy transition, Marchés de l'énergie, Modélisation des systèmes énergétiques, Policy support schemes, Prise de décision robuste, Renewable energies, Robust decision making, Sector-Coupling, Social cost of carbon, Soutiens publiques, Stockage de l'énergie, Time series aggregation, Transition énergétique, Économie de l'énergie, Énergies renouvelables

The Grey Paradox: How Oil Owners Can Benefit From Carbon Regulation.

Carbon Regulation, Energy Markets, Fossil Fuels, Global Warming, Nonrenewable Resources, OPEC, Optimal Taxation

Modeling and optimal strategies in short-term energy markets.

Contrôle optimal, Energies renouvelables, Energy markets, Machine learning, Marché des services systèmes, Marchés de l’énergie, Neural networks, Optimal control, Renewable energies, Réseau de neurones, System services market

Biofuels in the energy transition: macroeconomic impacts and development prospects.

Agricultural markets, Biocarburants, Biofuels, Energy markets, Energy transition, Marchés agricoles, Marchés énergétiques, Transition énergétique

Pricing and hedging strategies in incomplete energy markets.

Energy markets, Incomplete markets, Indifference pricing, Marchés de l’énergie, Marchés incomplets, Options spread, Polynomial process, Prix d’indifférence, Processus polynomial, Risque de volume, Volume risk

Modeling and optimal strategies in short-term energy markets.

Contrôle optimal, Energies renouvelables, Energy markets, Machine learning, Marché des services systèmes, Marchés de l’énergie, Neural networks, Optimal control, Renewable energies, Réseau de neurones, System services market

Contribution to the modeling and dynamic risk management of energy markets.

Approximation stochastique, Conditional Value-at-Risk, Couverture du risque, Echantillonnage préférentiel, Energy markets, Importance Sampling, Marchés de l'énergie, Modèle multi-facteur, Multi-factor model, Processus stationnaire, Risk hedging, Stationnary process, Stochastic approximation, Value-at-Risk