Montpellier Recherche en Economie

Domaines scientifiques déclarés au RNSR

Panels ERC déclarés au RNSR

Mots-clés des publications HAL repérées

Publications HAL récentes repérées

• CAPEX vs FLEX: The optimal investment mix to integrate decentralized electricity production · 2026

  Résumé de la publication : Decentralized production increases grid congestion, forcing solar panels to disconnect to prevent over-voltage, a negative externality linked to installed capacity that limits system penetration. Key solutions include network reinforcement (Capex), and investing in flexibility resources (Flex) to boost self-consumption. Using an agent-based…

• Multi-Power Inference Beyond Semimartingales: Rough Gaussian Activity and Jumps · 2026

  Résumé de la publication : We study multiscale inference based on realized power variations when the continuous component of an observed process is rougher than a Brownian semimartingale. The continuous component is locally Gaussian with scaling exponent $H<1/2$, and the model may additionally contain discontinuous activity. Realized…

• How do geopolitical risks and local instability shape Lebanese well-being? · 2026

  Résumé de la publication : This paper examines the impact of geopolitical risk on multidimensional well-being, using Lebanon as a long-run case study to derive insights relevant for other fragile and conflict-affected economies. Using annual data from 1964 to 2024, we construct a composite well-being index tailored…

• Econometric Inference for Regularized Riemann-Liouville Fractional Brownian Motion Second-Order Filtering, HAC-GMM, and Weak Identification · 2026

  Résumé de la publication : We develop econometric inference for a regularized Riemann-Liouville fractional Brownian motion observed along one long path. Kernel regularization creates a multiscale variance crossover that identifies the Hurst parameter H and the regularization scale ε, except at the Brownian point H = 1/2,…

• Regime-Dependent Dependence: Cryptocurrencies and Traditional Assets Under Structural Breaks · 2026

  Résumé de la publication : This study proposes a multi-stage approach to modelling dependencies using Vector Autoregression (VAR), Nonlinear Autoregressive Neural Network (NAR-NN) models, and copulas. This paper aims to assess the dynamic dependency structure between cryptocurrencies and traditional financial assets, considering regime changes and safe-haven properties.…