Curriculum vitae

Aïd René

Full Professor
LEDa

rene.aidping @ dauphine.pslpong.eu
Phone : 01 72 60 52 04
Office : LEDa, P145
Personal URL

Biography

Professor of economics at Paris-Dauphine University since 2016 and lecturer at the Ecole Polytechnique since 2015. EDF R&D research-engineer in financial economics of energy markets (1998-2003) and manager (2003-2006). Co-founder and Director (2006-2013) of the Finance for Energy Markets Research Initiative, which received the AEF 2014 award of the best enterprise - university research initiative. Deputy-Director of EDF R&D Research department on generation and financial risk management (2014-2016). Plenary speaker at the SIAM Financial Mathematics & Engineering conference (2016) and at the World Congress Bachelier Finance Society (2018). Member of the Scientific Office of the Institut Louis Bachelier. Author of the monography Electricity Derivatives, Springer, 2015. Co-editor of the book Commodities, Energy and Environmental Finance, Fields Institute Communications, Springer, 2015.

Latest publications

Articles

Aïd R., Basei M., Callegaro G., Campi L., Vargiolu T. (2019), Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications, Mathematics of Operations Research

Aïd R., Gruet P., Pham H. (2016), An optimal trading problem in intraday electricity markets, Mathematics and Financial Economics, vol. 10, p. 49-85

Aïd R., Campi L., Langrené N. (2012), A structural risk-neutral model for pricing and hedging electricity derivatives, Mathematical Finance, vol. 23, n°3, p. 387-438

Aïd R., Campi L., Nguyen Huu A., Touzi N. (2009), A structural risk-neutral model of electricity prices, International Journal of Theoretical and Applied Finance, vol. 12, n°7, p. 925-947

Chapitres d'ouvrage

Aïd R., Campi L., Lautier D. (2019), A model on the spot-futures no-arbitrage relations in commodity markets, in J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji, Financial Mathematics, Volatility and Covariance Modelling Routledge

Back to the list