4 papers in the archive (2023–2024), average empirical rigor 3.9/10, average math complexity 8.5/10. Quadrant mix: Holy Grail ×1, Lab Rats ×3.
Works mostly in Stochastic Control & Optimal Stopping, Commodities & Energy Markets, Market Microstructure.
Frequent co-authors: Tiziano De Angelis (1), Caio César Graciani Rodrigues (1), Pierre Lavigne (1), Andrea Mazzon (1), Roxana Dumitrescu (1), Redouane Silvente (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
We study the price impact of storage facilities in electricity markets and analyze the long-term profitability of these facilities in prospective scenarios of energy transition. To this end, we begin by characterizing the optimal operating strategy for a stylized storage system, assuming an arbitrar
Aiming to analyze the impact of environmental transition on the value of assets and on asset stranding, we study optimal stopping and divestment timing decisions for an economic agent whose future revenues depend on the realization of a scenario from a given set of possible futures. Since the future
We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time horizon. The firm generates profits with a stochastic dynamics a
We develop a financial market model in which a large population of firms chooses dynamic emission strategies under climate transition risk, interacting with both environmentally concerned and neutral investors. Firms face a trade-off between financial returns and environmental performance, while the