A structural risk-neutral model of electricity prices, with R. Aïd, L. Campi and N. Touzi. International Journal of Theoretical and Applied Finance (2009). [HAL]
No marginal arbitrage of the second kind for high production regime in discrete time investment-production models with proportional transaction costs, with B. Bouchard. Mathematical Finance (2011). [HAL]
A note on super hedging for investor-producers. Mathematics and Financial Economics (2012). [arXiv]
Hedging expected loss on Derivatives in Electricity Futures Markets, with N. Oudjane. Commodity, Energy and Environmental Finance, Fields Inst. Commun.n°74, Springer (2015). [arXiv]
Orbits in a stochastic Goodwin-Lotka-Volterra model, with B. Costa-Lima. Journal of Mathematical Analysis and Applications (2014). [arXiv]
Inflation and speculation in a dynamic macroeconomic model, with M.R. Grasselli. Journal of Risks and Financial Management, Selected Papers from the Fifth Int. Conf. on Math. in Fin. (MiF) 2014 (2015). [Mdpi] Errata written by M.R. Grasselli.
Debt and Investment in the Keen model: a reappraisal of modelling Minsky, with A. Pottier. Review of Keynesian Economics (2017). [HAL]
Inventory Growth Cycles with Debt-Financed Investment, with M.R. Grasselli. Structural Change and Economic Dynamics (2018)[arXiv].
Investment under uncertainty, competition and regulation. Journal of Dynamics and Games (2014). [arXiv]
Time-consistent Stopping Under decreasing Impatience, with Yu-Jui Huang. Finance & Stochastics (2018). [arXiv]
General stopping behaviors of naïve and noncomitted sophisticated agents, with application to probability distortion (2019), with Yu-Jui Huang and Xun Yu Zhou. Mathematical Finance (2019). [arXiv]
Optimal Sharing Rule for a Household with a Portfolio Management Problem, with O. Mbodji and T. Pirvu. Mathematical Social Sciences, (2019). [HAL] [ScienceDirect]
Hicksian Traverse Revisited: Conditions for the Energy Transition, with A. Pottier. Structural Change and Economic Dynamics (2020) [HAL] [Science Direct]
No-regret Pollution Abatement Options: A Correction of Bréchet and Jouvet (2009), with A. Pottier. Ecological Economics (2020) (commentary) [HAL] [Science Direct]; A reply from Bréchet and Jouvet in Ecological Economics (2020)
Why finance professionals hold green and brown assets? A lab-in-the-field experiment, with S. Duchêne, M. Willinger and D. Dubois (2021). [submitted]
Revisiting Limits to Growth: A simple qualitative model unveils most global system trajectories, with C. Pierrel and C. Gaucherel (2023). [HAL]