Centre de Recherches sur la Gestion (CEREG) Paris, France
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
: 01 44 05 49 30
01 44 05 40 23
Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
RePEc:edi:crgp9fr (more details at EDIRC)
Research outputJump to: Working papers Articles
- Delphine Lautier & Franck Raynaud, 2010. "Statistical properties of derivatives: a journey in term structures," Papers 1010.6026, arXiv.org.
- Delphine Lautier & Fabrice Riva, 2008. "The determinants of volatility on the American crude oil futures market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 32(2), pages 105-122, June.
- Delphine Lautier & Alain Galli, 2004. "Simple and extended Kalman filters: an application to term structures of commodity prices," Applied Financial Economics, Taylor & Francis Journals, vol. 14(13), pages 963-973.
- Delphine Lautier, 1998. "Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?," Revue Finance Contrôle Stratégie, revues.org, vol. 1(3), pages 107-129, September.
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.
- Delphine Lautier & Franck Raynaud, 2010.
"Statistical properties of derivatives: a journey in term structures,"
- Edouard Jaeck & Delphine Lautier, 2014. "Samuelson hypothesis and electricity derivative markets," Post-Print hal-01655800, HAL.
- Pierre-Arnaud Drouhin & Arnaud Simon & Yasmine Essafi, 2016. "Forward Curve Risk Factors Analysis in the UK Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 494-526, November.
- Delphine Lautier & Alain Galli, 2004.
"Simple and extended Kalman filters: an application to term structures of commodity prices,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 14(13), pages 963-973.
- Lubnau, Thorben & Todorova, Neda, 2015. "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, vol. 51(C), pages 312-319.
- Islyaev, Suren & Date, Paresh, 2015. "Electricity futures price models: Calibration and forecasting," European Journal of Operational Research, Elsevier, vol. 247(1), pages 144-154.
- Lubnau, Thorben, 2014. "Spread trading strategies in the crude oil futures market," Discussion Papers 353, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Delphine Lautier, 1998.
"Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?,"
Revue Finance Contrôle Stratégie,
revues.org, vol. 1(3), pages 107-129, September.
- Delphine Lautier & Yves Simon, 2004. "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 45-84.
More informationResearch fields, statistics, top rankings, if available.
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