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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. 963-974
Persistent link: https://www.econbiz.de/10007646439
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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/10009920694
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The determinants 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/10008086882
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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. 215-215
Persistent link: https://www.econbiz.de/10009991895
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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/10010080976
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DOSSIER - ÉNERGIES ET MATIÈRES PREMIÈRES : QUEL AVENIR ? MARCHÉS DÉRIVÉS DE MATIÈRES PREMIÈRES ET DE DENRÉES : UN PANORAMA
Lautier, Delphine; Simon, Yves - In: Analyse financière (2009) 32, pp. 16-19
Persistent link: https://www.econbiz.de/10008277990