Submitted

[3] R. Aïd, M. Basei, G. Ferrari. A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. 2023. arxiv. References difficult to find: Robert Gibrat's 1930 PhD Thesis of Law.

[2] R. Aïd, A. Kemper, N. Touzi. A Principal-Agent Framework for Optimal Incentives in Renewable Investments. 2023. arxiv.

[1] R. Aïd, A. Kowli, A. Kulkarni. Signalling for electricity demand response: When is truth telling optimal? 2023. arxiv.

Papers

[29] R. Aïd, L. Ben Ajmia, M. Gaigi, M. Mnif. Nonzero-sum stochastic impulse games with an application in competitive retail energy markets. 2021. ESAIM: Control, Optimisation and Calculus of Variations. 30(15), 2024. available on arxiv.

[28] R. Aïd, M. Bahlali, A. Creti. Green innovation downturn: the role of imperfect competition. Energy Economics, 2023. available on ssrn.

[27] R. Aïd, S. Biagini. Optimal dynamic regulation of carbon emissions market. Mathematical Finance. 33(1):80-115, 2023. available on arxiv and ssrn.

[26] R. Aïd, O. Bonesi, G. Callegaro, L. Campi. A McKean-Vlasov game of commodity production, consumption and trading. Applied Mathematics and Optimization, 86(40), 2022. available on arxiv.

[25] R. Aïd, D. Possamaï, N. Touzi. Electricity Demand Response Optimal Contracting with Responsiveness Incentives.  Mathematics of Operations Research, 47(3):1707-2545, 2022. available on arxiv and ssrn.

[24] R. Aïd, A. Cosso, H. Pham. Equilibrium price in intraday electricity market. Mathematical Finance, 32(2):517-554, 2022. available on arxiv.

[23] R. Aïd, L. Campi, L. Li, M. Ludkovski. An Impulse Regime-Switching Game Model of Vertical Competition.  Dynamic Games and Applications, 11:631-669, 2021. available on arxiv.

[22] R. Aïd, R. Dumitrescu, P. Tankov. The entry and exit game in the electricity market: a mean-field approach.   Journal of Economic Dynamics & Control, 8(4):331-358, 2021. available on arxiv.

[21] R. Aïd, G. Callegaro, L. Campi. No-arbitrage commodity option pricing with market manipulation. Mathematical and Financial Economics. 4(3):577–603, 2020. arxiv.

[20] R. Aïd, M. Basei, H. Pham. A McKean-Vlasov approach to distributed electricity  generation development. Mathematical Methods of Operations Research, 91:269–310, 2020. available on arxiv.

[19] R. Aïd, M. Basei, G. Callegaro, L. Campi, T. Vargiolu. Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications.  Mathematics of Operations Research, Vol. 45(1), p. 205-232, 2020. available on Arxiv.

[18] R. Aïd, F. Bernal, M. Mnif, D. Zabaljauregui, J. P. Zubelli. A policy iteration algorithm for non-zero sum stochastic impulse games. 2019. ESAIM Proceedings and Surveys,  Vol. 65, p. 27-45, 2019.

[17] R. Aïd, L. Campi, D. Lautier. A note on the spot forward no-arbitrage relations in an investment-production model for commodities. Handbook of Applied Econometrics: Financial Mathematics, Volatility and Covariance, Modelling. eds J. Chevalier, S. Goutte, D. Guerreiro, S. Saglio, B. Sanhaji. Routledge Taylor & Francis, 2019. available on Arxiv.

[16] R. Aïd, L. Li, M. Ludkovski. Capacity Expansion Games with Application to Competition in Power Generation Investments. Journal of Economic Dynamics & Control, vol. 84, pp. 1-31, 2017.

[15] R. Aïd, P. Gruet, H. Pham. An optimal trading problem in intraday electricity markets.  Mathematical and Financial Economics. vol. 10, pp. 49-85, 2016.

[14] R. Aïd, S. Federico, H. Pham, B. Villeneuve. Explicit investment rules with time to built and uncertainty. Journal of Economic Dynamics & Control, vol. 51, pp. 240-256, 2015.

[13] R. Aïd, I. Ben Tahar, Transition to electric mobility: an optimal subsidy price rule.  Commodities, Energy and Environmental Finance, eds. R. Aïd, M. Ludkovski and R. Sircar, Fields Institute Communication Series, Springer, 2015.

[12] R. Aïd, L. Campi, N. Langrené, H. Pham. A probabilistic numerical method for optimal multiple switching problem in high dimension. SIAM J. on Financial Mathematics, vol. 5, n. 1, pp. 191-231, 2014.

[11] R. Aïd. A review of optimal investment rules in electricity generation. Quantitative Energy Finance, F. E. Benth, P. Laurence, V. Kolodnyi eds, Springer, 2013.

[10] R. Aïd, L. Campi, N. Langrené. A structural risk-neutral model for pricing and hedging power derivatives. Mathematical Finance, vol. 23, n. 3, 2013.

[9] R. Aïd, O. Féron, C. Vialas, N. Touzi. An arbitrage free interest rate model consistent with economic  constraints for asset liability management. Bankers, Markets & Investors, vol. 116, 2012.

[8] R. Aïd, G. Chemla, A. Porchet, N. Touzi. Hedging and Vertical Integration in Electricity Markets. Management Science, vol. 57, n. 8, pp. 1438-1452, 2011.

[7] R. Aïd. Long-term risk management for electricity companies: the next challenges. Int. Jour. of Theoretical and Applied Finance, vol. 10, n. 4, pp. 517-535, 2010.

[6] V. Guigues, R. Aïd, P. M. Ndiaye, F. Oustry, F. Romanet. Robust mid-term power generation management.  Journal of Optimization, vol. 58, n. 3, pp. 1-21, 2009.

[5] R. Aïd, L. Campi, A. Nguyen Huu, N. Touzi. A structural risk neutral model of electricity prices. Int. Jour. of Theoretical and Applied Finance, vol. 12, n. 7, pp. 925-947, 2009.

[4] R. Aïd, V. Grellier, A. Renaud, O. Teytaud. Application de l’apprentissage par renforcement à la gestion du risque, Journal Electronique d’Intelligence Artificielle,  vol 6, n 43, 2006.

[3] R. Aïd. Richardson estimator with variable step-size. Compte-Rendu à l'Académie des Sciences,  tome 329, série I, pp. 833-937, 1999.

[2] R. Aïd, L. Testard, G. Villard. Global error visualization. Journal of Universal Computer Science, vol. 4, n. 2, pp. 90-98, 1998.

[1] R. Aïd, L. Levacher. Numerical investigations on global error estimation for ordinary differential equations. Journal of Computational & Applied Mathematics, vol 82, n° 1-2, pp. 21-29, 1998.

Books

Electricity derivatives. SpringerBriefs in Quantitative Finance, 2015.

Commodities, Energy and Environmental Finance. eds R. Aïd, M. Ludkovski and R. Sircar, Fields Insitute Communications, Springer, 2015.