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Les réformes des industries électriques et gazières en Europe
Chevalier, Jean-Marie; Rapin, David - Université Paris-Dauphine (Paris IX) - 2004
Persistent link: https://www.econbiz.de/10011074027
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Climate Economics in Progress 2013
Geoffron, Patrice - Université Paris-Dauphine (Paris IX) - 2013
Persistent link: https://www.econbiz.de/10010709911
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Integrated micro-economic modelling and multi-criteria methodology to support public decision-making: the case of liquid bio-fuels in France
Rozakis, Stelios; Sourie, Jean-Claude; Vanderpooten, Daniel - Université Paris-Dauphine (Paris IX) - 2001
Decision making to determine government support policy for agro-energy industry can be assisted by mathematical … multi-level mixed integer linear programming. Aggregate supply of energy crops at the national level is estimated using a …-fuel chains depend on subsidies. The model provides rational responses of the industry, taking into account of the energy crops …
Persistent link: https://www.econbiz.de/10011073878
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Les transitions réglementaires dans les industries énergétiques
Méritet, Sophie - Université Paris-Dauphine (Paris IX) - 2007
Depuis la fin des années 70, de nombreux pays dont ceux de l’OCDE se sont engagés dans des processus de libéralisation des industries de réseaux. Pour les marchés énergétiques, la transition s’avère particulièrement difficile. Les épisodes récents de « black-out » dans plusieurs...
Persistent link: https://www.econbiz.de/10011162102
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Jump-robust estimation of realized volatility in the EU emissions trading scheme
Chevallier, Julien; Sévi, Benoît - Université Paris-Dauphine (Paris IX) - 2010
With the increased availability of high-frequency financial market data in recent years, the extraction of “realized” volatility (from intraday squared returns) has led to numerous theoretical developments and empirical applications for a wide range of equity and commodity markets. This...
Persistent link: https://www.econbiz.de/10011166543
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - Université Paris-Dauphine (Paris IX) - 2013
to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional …
Persistent link: https://www.econbiz.de/10011265523
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Fuel poverty as a major determinant of perceived health: the case of France
Chaton, Corinne; Lacroix, Elie - Université Paris-Dauphine (Paris IX) - 2015
The numbers of households in fuel poverty is increasing. Indeed, more and more people are struggling to heat their homes and therefore more and more people are exposed to low temperatures which can affect their health. In this paper, we use the French database of the Healthcare and Insurance...
Persistent link: https://www.econbiz.de/10011212047
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Les marchés dérivés énergétiques
Lautier, Delphine; Simon, Yves - Université Paris-Dauphine (Paris IX) - 2009
Persistent link: https://www.econbiz.de/10010861428
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Leverage vs. Feedback: Which Effect Drives the Oil Market ?
Chevallier, Julien; Aboura, Sofiane - Université Paris-Dauphine (Paris IX) - 2013
This article brings new insights on the role played by (implied) volatility on the WTI crude oil spot price. An increase in the volatility subsequent to an increase in the oil price (i.e. inverse leverage effect) remains the dominant effect as it might reflect the fear of oil consumers to face...
Persistent link: https://www.econbiz.de/10010861609
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Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2010
This article analyzes the modelling of risk premia in CO2 allowances spot and futures prices, valid for compliance under the EU Emissions Trading Scheme (EU ETS). Similarly to electricity markets, a salient characteristic of CO2 allowances is that the theory of storage does not hold, as CO2...
Persistent link: https://www.econbiz.de/10011072123