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Diane Pierret

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This is information that was supplied by Diane Pierret in registering through RePEc. If you are Diane Pierret , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Diane
Middle Name:
Last Name: Pierret
Suffix:

RePEc Short-ID: ppi339

Email:
Homepage: http://dianepierret.com
Postal Address:
Phone:

Affiliation

Institut de Banque et Finance (IBF)
École des Hautes Études Commerciales (HEC)
Université de Lausanne
Location: Lausanne, Switzerland
Homepage: http://www.hec.unil.ch/ibf/
Email:
Phone: +41-21-692.33.84
Fax: +41 21 692 34 35
Postal: Route de Chavannes 33, 1007 Lausanne
Handle: RePEc:edi:ibflsch (more details at EDIRC)

Works

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Working papers

  1. Acharya, Viral V & Engle III, Robert F & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
  2. PIERRET, Diane, 2013. "The systemic risk of energy markets," CORE Discussion Papers 2013018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. bauwens, Luc & hafner, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," CORE Discussion Papers 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, 08.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-04-27 2014-06-02. Author is listed
  2. NEP-CBA: Central Banking (2) 2013-04-27 2014-06-02. Author is listed
  3. NEP-ENE: Energy Economics (1) 2013-06-04. Author is listed
  4. NEP-REG: Regulation (1) 2014-06-02. Author is listed
  5. NEP-RMG: Risk Management (3) 2013-04-27 2013-06-04 2014-06-02. Author is listed

Statistics

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Co-authorship network on CollEc

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