Curriculum vitae

Aïd René

Professeur des universités
Tel : 01 72 60 52 04
Bureau : LEDa, P145
Site web personnel


Professor of economics at Paris-Dauphine University since 2016 and lecturer at the Ecole Polytechnique since 2015, René Aid was before EDF R&D research-engineer in financial economics of energy markets and then manager, before becoming Deputy-Director of EDF R&D Research department on generation and financial risk management. He cofounded and managed the Finance for Energy Markets Research Initiative, which received the AEF 2014 award of the best enterprise - university research initiative. He is specialized in energy markets and worked at the frontier of economics and mathematics.

Dernières publications


Aïd R., Possamaï D., Touzi N. (2022), Optimal Electricity Demand Response Contracting with Responsiveness Incentives, Mathematics of Operations Research, p. 1-26

Aïd R., Dumitrescu R., Tankov P. (2021), The entry and exit game in the electricity markets: A mean-field game approach, Journal of Dynamics and Games, p. 28

Aïd R., Cosso ., Pham H. (2021), Equilibrium price in intraday electricity market, Mathematical Finance, p. 1-38

Aïd R., Campi L., Li L., Ludkovski M. (2021), An Impulse-Regime Switching Game Model of Vertical Competition, Dynamic Games and Applications

Aïd R., Basei M., Pham H. (2020), A McKean-Vlasov approach to distributed electricity generation development, Mathematical Methods of Operations Research, vol. 91, p. 269–310

Aïd R., Callegaro G., Campi L. (2020), No-arbitrage commodity option pricing with market manipulation, Mathematical and Financial Economics, vol. 4, n°3, p. 577–603

Aïd R., Basei M., Callegaro G., Campi L., Vargiolu T. (2020), Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications, Mathematics of Operations Research, vol. 45, n°1, p. 205-232

Aïd R., Bernal F., Mnif M., Zabaljauregui D., Zubelli J. (2019), A policy iteration algorithm for non-zero sum stochastic impulse games, ESAIM: Proceedings and Surveys, vol. 65, n°CEMRACS 2017, p. 27 - 45

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., Li L., Ludkovski M. (2017), Capacity Expansion Games with Application to Competition in Power Generation Investments, Journal of Economic Dynamics & Control, vol. 84, p. 31

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., Federico S., Pham H., Villeneuve B. (2015), Explicit investment rules with time to built and uncertainty, Journal of Economic Dynamics & Control, vol. 51, p. 240-256

Aïd R., Campi L., Langrené N., Pham H. (2014), A probabilistic numerical method for optimal multiple switching problem in high dimension, SIAM Journal on Financial Mathematics, vol. 5, n°1, p. 191–231

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., Chemla G., Porchet A., Touzi N. (2011), Hedging and Vertical Integration in Electricity Markets, Management Science, vol. 57, n°8, p. iv-1509

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, p. 170-190

Aïd R., Ben Tahar I. (2015), Transition to electric mobility: an optimal subsidy price rule, in Aïd R., Ludkovski M., Sircar R., Commodities, Energy and Environmental Finance. Fields Institute Communications, vol 74 Springer, p. 301-313|

Aïd R. (2013), A review of optimal investment rules in electricity generation, in Benth F., Kholodnyi V., Laurence P., Quantitative Energy Finance : Modeling, Pricing, and Hedging in Energy and Commodity Markets Springer, p. 3-40

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