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person:"Lautier, Delphine"
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Search: subject_exact:"Rohstoff-Futures"
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Lautier, Delphine
McAleer, Michael
55
Irwin, Scott H.
51
Prokopczuk, Marcel
40
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36
Chang, Chia-Lin
33
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32
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29
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29
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28
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27
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25
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22
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19
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17
Hammoudeh, Shawkat
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Ji, Qiang
17
Bouri, Elie
16
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Nguyen, Duc Khuong
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14
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14
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13
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13
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13
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13
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Applied financial economics
1
Connaissance de la gestion
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
1
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Marchés dérivés de matières premières
Simon, Yves
;
Lautier, Delphine
-
2006
-
3e éd.
Persistent link: https://www.econbiz.de/10003374128
Saved in:
8
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
Saved in:
9
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
Saved in:
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