Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Financialization of Commodity : the Role of Financial Investors in Commodity Markets.

Commodity markets, Corrélation croisée des marchés, Couverture, Cross markets correlation, Equilibrium, Financialization, Financiarisation, Futures risk premium, Hedgers, Investisseurs, Investors, Marché des matières premières, Prices, Prime de risque des contrats à termes, Prix, Équilibre

Financialization of Commodity : the Role of Financial Investors in Commodity Markets.

Commodity markets, Corrélation croisée des marchés, Couverture, Cross markets correlation, Equilibrium, Financialization, Financiarisation, Futures risk premium, Hedgers, Investisseurs, Investors, Marché des matières premières, Prices, Prime de risque des contrats à termes, Prix, Équilibre

Integration of Commodity Derivative Markets: Has It Gone Too Far?

Centrality, Commodity markets, Derivatives, Financial crises, Graph theory, Market integration, Minimum spanning tree

Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?

Centrality, Commodity markets, Crises, Derivative markets, Financial markets, Graph theory, Market integration, Minimum spanning tree

Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?

Centrality, Commodity markets, Crises, Derivative markets, Financial markets, Graph theory, Market integration, Minimum spanning tree

An Impulse-Regime Switching Game Model of Vertical Competition.

Commodity markets, Impulse controls, Nash equilibrium, Optimal switching, Quasi-variational inequalities, Stochastic differential games