This thesis first presents India’s economy and financial system’s recent history and current issues. Then, with an emphasis on the recent turmoil period, it studies the question of financial integration in various markets: equity markets are dealt with in the 1st chapter, CDS spreads are...

Africa's re-enchantment with big infrastructure : white elephants dancing in virtuous circles? / Paul Nugent -- Port geographies : Africa's infrastructure boom and the reconfiguration of power and authority / Jana Hönke -- The "blue economy" and operation phakisa : prospects for an emerging...

The thesis presents a construction of a grid that discretizes the threshold model introduced by Geman and Roncoroni (2006) for electricity spot prices, incorporating both mean reversion and jumps, the direction of the latter depending on the price of the underlying at the time of the jump. The...

Commodity prices rise observed during the 2000s being concomitant with the increasing presence of financial agents has sparked the researchers’ interest. This price increase occurred while commodity markets have been transformed by new financial instruments or larger investments in these...