2 citations · 4 across the 9 of their papers we have counts for
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math.OC2017
An adverse selection approach to power pricing
Clémence Alasseur, Ivar Ekeland, Romuald Elie +2
We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems…
q-fin.MF2017
Structural price model for electricity coupled markets
Clemence Alasseur, Olivier Feron
We propose a new structural model that can compute the electricity spot and forward prices in two coupled markets with limited interconnection and multiple fuels. We choose a struc…