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Marchés dérivés de matières premières
Simon, Yves; Lautier, Delphine - 2006 - 3e éd.
Persistent link: https://www.econbiz.de/10003374128
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Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine; Galli, Alain - In: Applied financial economics 14 (2004) 13, pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
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Hedging pressure and speculation in commodity markets
Ekeland, Ivar; Lautier, Delphine; Villeneuve, Bertrand - In: Economic theory : official journal of the Society for … 68 (2019) 1, pp. 83-123
Persistent link: https://www.econbiz.de/10012056046
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La volatilité des prix des matiéres premières
Lautier, Delphine; Simon, Yves - In: Revue d'économie financière : revue trimestrielle de … (2004) 74, pp. 45-84
Persistent link: https://www.econbiz.de/10002514679
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The determinance of volatility on the American crude oil futures market
Lautier, Delphine; Riva, Fabrice - In: OPEC energy review 32 (2008) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10003770492
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Systemic risk in energy derivative markets : a graph-theory analysis
Lautier, Delphine; Raynaud, Franck - In: The energy journal 33 (2012) 3, pp. 214-239
Persistent link: https://www.econbiz.de/10009611609
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Segmentation in the crude oil futures term structure
Lautier, Delphine - In: Finance India : the quarterly journal of Indian … 19 (2005) 4, pp. 1303-1320
Persistent link: https://www.econbiz.de/10003297198
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Systemic risk and complex systems : a graph-theory analysis
Lautier, Delphine; Raynaud, Franck - In: Econophysics of systemic risk and network dynamics : …, (pp. 19-37). 2013
Persistent link: https://www.econbiz.de/10010211893
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On the spot-futures no-arbitrage relations in commodity markets
Aïd, René; Campi, Luciano; Lautier, Delphine - In: Financial mathematics, volatility and covariance modelling, (pp. 170-190). 2019
Persistent link: https://www.econbiz.de/10012249114
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Volatility in electricity derivative markets : the Samuelson effect revisited
Jaeck, Edouard; Lautier, Delphine - In: Energy economics 59 (2016), pp. 300-313
Persistent link: https://www.econbiz.de/10011699632