Patrick de Lamirande
|Last Name:||de Lamirande|
Shannon School of Business Sydney, Canada
Cape Breton University
RePEc:edi:sbcbuca (more details at EDIRC)
Research outputJump to: Working papers Articles
- Jean-Daniel Guigou & Patrick De Lamirande & Bruno Lovat, 2011. "Strategic delegation and collusion: Do incentive schemes matter?," LSF Research Working Paper Series 11-02, Luxembourg School of Finance, University of Luxembourg.
- Patrick De lamirande & Jason Stevens, 2016. "Predicting events with an unidentified time horizon," Economics Bulletin, AccessEcon, vol. 36(2), pages 729-735.
- Guigou Jean-Daniel & de Lamirande Patrick, 2015. "Managerial Collusive Behavior under Asymmetric Incentive Schemes," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 333-350, July.
- J. Stevens & P. de Lamirande, 2014. "Testing the efficiency of the futures market for crude oil in the presence of a structural break," Applied Economics, Taylor & Francis Journals, vol. 46(33), pages 4053-4059, November.
- Can Erutku & Patrick de Lamirande, 2009. "Merging with a buyer group member," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(7), pages 481-490.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Jean-Daniel Guigou & Patrick De Lamirande & Bruno Lovat, 2011.
"Strategic delegation and collusion: Do incentive schemes matter?,"
LSF Research Working Paper Series
11-02, Luxembourg School of Finance, University of Luxembourg.
- Lee, Jen-Yao & Wang, Leonard F. S. & Sun, Ji, 2022. "Relative-performance delegation destabilizes upstream collusion," MPRA Paper 114939, University Library of Munich, Germany, revised 12 Oct 2022.
- J. Stevens & P. de Lamirande, 2014.
"Testing the efficiency of the futures market for crude oil in the presence of a structural break,"
Applied Economics, Taylor & Francis Journals, vol. 46(33), pages 4053-4059, November.
- Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
- Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015.
"Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes,"
201580, University of Pretoria, Department of Economics.
- Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016. "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, vol. 109(C), pages 29-37.
- Tokic, Damir, 2015. "The 2014 oil bust: Causes and consequences," Energy Policy, Elsevier, vol. 85(C), pages 162-169.
- Alper Kara & Dilem Yıldırım & Gül İpek Tunç, 2021. "Market Efficiency In Non-Renewable Resource Markets: Evidence From Stationarity Tests With Structural Changes," ERC Working Papers 2103, ERC - Economic Research Center, Middle East Technical University, revised Apr 2021.
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