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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Rational destabilization in commodity markets.

Commodity, Matières premières agricoles, Speculation, Spéculation

Three essays in the microeconomics of finance and banking.

Accord de Bâle, Microstructure, Microéconomie bancaire, Microéconomie financière, Plateformes boursières, Régulation bancaire, Spéculation

Hedging pressure and speculation in commodity futures markets.

Finance, Marchés, Speculation, Spéculations

Speculation in commodity futures markets: A simple equilibrium model.

Commodity futures markets, Speculation

Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices.

Common Factors, Excess comovement, Gas futures, Oil futures, Speculation

Agricultural commodity markets and price dynamics: a re-examination through financialization.

ARCH, Agricultural commodities, Agricultural finance, Asset returns, Asymmetric causality, Bond, Causalité aymétrique, Causalité de Granger, Correlation, Corrélation, DCC-MGARCH, Développement économique, Economic development, Finance agricole, Financialization, Financiarisation, Futures markets, GARCH, Granger causality, Interest rates, Macroeconomy, Macroéconomie, Marchés monétaires, Marchés à terme, Matières premières agricoles, Monetary policy, Money markets, Obligation, Politiques monétaires, Rendements des actifs, Speculation, Spéculation, Séries chronologiques, Taux d'intérêt, Time series, Volatility, Volatilité

Minskyan classical growth cycles: stability analysis of a stock-flow consistent macrodynamic model.

Dynamical systems, Goodwin model, Keen model, Minsky’s financial instability hypothesis, Prey–predator, Speculation