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researcher

O. Féron

7 papers hereh-index 10568 citations27 works total

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

author position
  • first author3
  • middle author2
  • last author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • physics.data-an3
  • stat.CO2
  • math.ST1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20042018
most citedGradient Scan Gibbs Sampler: an efficient algorithm for high-dimensional Gaussian distributions

15 citations · 30 across the 7 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

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…

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