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researcher

Thomas Deschatre

13 papers hereh-index 470 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author9
  • middle author1

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • math.ST3
  • q-fin.TR2
  • q-fin.CP1
  • q-fin.MF1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedEstimating fast mean-reverting jumps in electricity market models

2 citations · 3 across the 12 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2021

A survey of electricity spot and futures price models for risk management applications

Thomas Deschatre, Olivier Féron, Pierre Gruet

This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and ri…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.