Finance For Energy Market Research Centre

Scientific project

Joint research project between the University of Paris Dauphine, the Ecole Polytechnique, the Centre for Research in Economics and Statistics (CREST) and the R&D of the EDF Group.

Created at the same time as the EDF – CA CIB Dauphine Ecole Polytechnique Chair “Finance and Sustainable Development – Quantitative Approaches”, it is intended to welcome researchers from all academic institutions wishing to work with EDF R&D research engineers on the problems of mathematical economics and long-term quantitative finance in the energy sector.

The research programme focuses on two areas:

• The economics of risk in energy markets
• Numerical methods for optimal stochastic control

The research programme concentrates on the contribution of quantitative methods to these themes (statistics, optimal control, bridge between mathematical economics and industrial economics).