Publications
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]
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.
Energy Economics
Marie Bruguet, Arthur Thomas, Ronan Le Saout (2025). Weather Effects in Energy Seasonal Adjustment : An Application to France Energy Consumption [paper] R&R at The Energy Journal
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
Gilles De Truchis, Fries Sébastien, Arthur Thomas (2024). Multivariate α-stable moving averages, stable aggregates, and path prediction
Elena Dumitrescu, Arthur Thomas (2024). Learning the predictive density of mixed-causal ARMA processes.
Ilya Archakov, Yannick Le Pen, Zakaria Moussa, Arthur Thomas (2024). Regime Switching for Dynamic EquiCorrelation.