Publications

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 (2024). Forecasting extreme trajectories using semi-norm representations. Version available here

Gilles De Truchis, Fries Sébastien, Arthur Thomas (2024). Multivariate α-stable moving averages, stable aggregates, and path prediction

Gilles De Truchis, Elena Dumitrescu, Sébastien Fries, Arthur Thomas (2023). Bet on a bubble asset? An optimal portfolio allocation strategy (2023). Version available here

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.

Energy Economics

Marie Bruguet, Ronan Le Saout, Arthur Thomas (2024). Weather Effects in Energy Seasonal Adjustment : An Application to France Energy Consumption. R&R at The Energy Journal

Paul Bardon, Olivier Massol, Arthur Thomas (2024). Greening Aviation with Sustainable Aviation Fuels: Insights from decarbonization scenarios. R&R at Journal of Environmental Management

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

Elena Dumitrescu, Arthur Thomas (2024). Learning the predictive density of mixed-causal ARMA processes.

Yannick Le Pen, Zakaria Moussa, Arthur Thomas (2024). Regime Switching for Dynamic EquiCorrelation.