Recherche avancée

Claude Crampes et Jérôme Renault

n° 21-1198, mars 2021

The producers of electricity using dispatchable plants rely on partially flexible technologies to match the variability of demand and intermittent renewables. We analyse flexibility in a two-stage decision process where production decided at the last moment is more costly than if it is planned in...

Ayşegül Kanay, Denis Hilton, Laetitia Charalambides, Jean-Baptiste Corrégé, Eva Inaudi, Laurent Waroquier et Stéphane Cezera

vol. 83, n° 102348, mars 2021

We compared the effectiveness of basket goal-setting to product information strategies on sustainable consumption in a simulated online supermarket. Experiment 1 found a significant effect of basket goal setting techniques with carbon basket feedback in either numerical or graphical form on the...

Christian Gouriéroux, Andrew Hencic et Joann Jasiac

vol. 40, n° 2, mars 2021, p. 301–326

This paper examines the performance of nonlinear short‐term forecasts of noncausal processes from closed‐form functional predictive density estimators. The processes considered have mixed causal–noncausal MAR(1, 1) dynamics and non‐Gaussian distributions with either finite or infinite variance. The...

Tiziano De Angelis, Fabien Gensbittel et Stéphane Villeneuve

vol. 46, n° 1, février 2021, p. 28–60

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a bi-dimensional diffusion (X; Y ). Then we characterize the existence...

Doh-Shin Jeon et Jay Pil Choi

vol. 13, n° 1, février 2021, p. 283–337

Partly motivated by the recent antitrust investigations concerning Google, we develop a leverage theory of tying in two-sided markets. We analyze incentives for a monopolist to tie its monopolized product with another product in a two-sided market. Tying provides a mechanism to circumvent the non-...

Helmuth Cremer et Chiara Canta

Toronto, vol. 54, n° 1, février 2021, p. 259–283

Ayşegül Kanay, Denis Hilton, Laetitia Charalambides, Jean-Baptiste Corrégé, Eva Inaudi, Laurent Waroquier et Stéphane Cezera

n° 21-1191, février 2021

We compared the effectiveness of basket goal-setting to product information strategies on sustainable consumption in a simulated online supermarket. Experiment 1 found a significant effect of basket goal setting techniques with carbon basket feedback in either numerical or graphical form on the...

Lukas Dargel

n° 21-1192, février 2021

Taking advantage of a generalization of the matrix formulation introduced by LeSage and Pace (2008), this article presents improvements in the computational performance and flexibility of three estimators of spatial econometric interaction models. By generalizing computational techniques for the...

Marcel Boyer

n° 21-1190, février 2021

Plusieurs voix s’élèvent pour réclamer une réforme en profondeur du capitalisme dans la foulée de la crise financière de 2008-2010, de l’augmentation des inégalités de revenu et de richesse des quatre dernières décennies et de l’urgence climatique dans un monde planétaire local. Il y a un réel...

David Bardey, Manuel Fernandez et Alexis Gravel

n° 21-1189, février 2021

Using detailed daily information covering 100 countries and an event-study approach, we estimate the short run eects of implementing Non-Pharmaceutical Interventions (NPIs) on the spread of the COVID-19 virus at the early stages of the pandemic. We study the impact of two NPIs {stay-at-home...