Publications

Bruguet, M., Thomas, A., & Le Saout, R. (2025). Weather Effects in Energy Seasonal Adjustment : An Application to France Energy Consumption The Energy Journal, 0(0). [paper] Published version

Bardon P., Massol O., Thomas A. (2025). Greening Aviation with Sustainable Aviation Fuels: Insights from decarbonization scenarios. Journal of Environmental Management, vol. 374.

Thomas A., Massol O., Sévi B. (2022), How are Day-ahead Prices Informative for Predicting the Next Day’s Consumption of Natural Gas? Evidence from France, The Energy Journal, vol. 43, n°5

Working papers

Non causal econometrics

Gilles De Truchis, Fries Sébastien, Arthur Thomas (2025). Forecasting extreme trajectories using semi-norm representations. [paper] [Working Paper]

Gilles De Truchis Fries Sébastien, Arthur Thomas (2025). Prediction of bubbles in presence of α-stable aggregates moving averages. [paper]

Gilles De Truchis, Elena Dumitrescu, Sébastien Fries, Arthur Thomas (2024). Bet on a bubble asset? An optimal portfolio allocation strategy (2024). [paper] [Web-Appendix]

Zakaria Moussa, Arthur Thomas (2023). Identifying Oil Supply News Shocks and Their Effects on the Global Oil Market, USAEE Working Paper No. 21-490, Jun. 26, 2023.

Financial Econometrics

Ilya Archakov, Yannick Le Pen, Zakaria Moussa, Arthur Thomas (2024). Regime Switching for Dynamic EquiCorrelation. [paper]

Energy Economics

Olivier Massol, Eduard Civel, Arthur Thomas (2025). Unfair Trade in the Circular Economy? Price Dynamics in Chinese and European Waste to Biofuel Industries (2025). Working paper

Zakaria Moussa, Benoît Sévi, Arthur Thomas (2021). Real-time demand in U.S. natural gas price forecasting: the role of temperature data, USAEE Working Paper No. 21-507, 21 Sep 2021.

Ongoing works

Olivier Massol, Eduardo S. Marques, Arthur Thomas (2025). Disentangling Drivers of EU Allowance Prices: A Mixed Causal and Non-Causal Time Series Approach.

Gilles De Truchis, Arthur Thomas, Ludivine Vaudree (2025), Deconvolution and Filtering of Non-Causal Alpha-Stable Processes.

Elena Dumitrescu, Julien Peignon, Arthur Thomas (2025). Tail-aware density forecasting of locally explosive time series: a neural network approach.

Gilles De Truchis, Fries Sébastien, Arthur Thomas (2025). Multivariate seminorm representation for α -stable moving average processes and path prediction.