Valuation of power plants by utility indifference and numerical computation. - Arnaud Porchet; Nizar Touzi; Xavier Warin (Math. Methods Oper. Res., 2009)

Market Design for Emission Trading Schemes. - René Carmona 001; Max Fehr; Juri Hinz; Arnaud Porchet (SIAM Rev., 2010)

Hedging and Vertical Integration in Electricity Markets. - René Aïd; Gilles Chemla; Arnaud Porchet; Nizar Touzi (Manag. Sci., 2011)