The error was printing incorrect informations message while authenticating the user:
raise IOError('Could not find {}. Make sure it\'s located in'
OSError: Could not find kaggle.json. Make sure it's located in /Users/arthurvolant/.kaggle. Or use the environment method.
while actually authenticate was looking for /Users/arthurvolant/.kaggle/kaggle.json
The error was printing incorrect informations message while authenticating the user:
while actually
authenticate
was looking for/Users/arthurvolant/.kaggle/kaggle.json