Coarse correlated equilibria are generalizations of Nash equilibria which have first been introduced in Moulin et Vial (1978). They include a correlation device which can be interpreted as a mediator recommending strategies to the players, which makes it particularly relevant in a context of market failure. After establishing an existence and approximation results result in a fairly general setting, we develop a methodology to compute mean-field coarse correlated equilibria (CCEs) in a linear-quadratic framework. We identify cases in which CCEs outperform Nash equilibria in terms of both social utility and control levels. Finally, we apply such a methodology to a CO2 abatement game between countries (a slightly modified version of Barrett (1994)). We show that in that model CCEs allow to reach higher abatement levels than the NE, with higher global utility. The talk is based on joint works with F. Cannerozzi (Milan University), F. Cartellier (ENSAE) and M. Fischer (Padua University).