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Delphine Lautier
Delphine Lautier
Professeur de finance, Université Paris Dauphine
Verified email at dauphine.fr
Title
Cited by
Cited by
Year
Term structure models of commodity prices
D Lautier
Journal of Alternative Investments 8 (1), 42-64, 2005
902005
Filtering in finance
A Javaheri, D Lautier, A Galli
Wilmott 3, 67-83, 2003
822003
Systemic risk in energy derivative markets: a graph-theory analysis
D Lautier, F Raynaud
The Energy Journal 33 (3), 215-240, 2012
76*2012
Hedging pressure and speculation in commodity markets
I Ekeland, D Lautier, B Villeneuve
Economic Theory 68, 83-123, 2019
65*2019
Volatility in electricity derivative markets: The Samuelson effect revisited
E Jaeck, D Lautier
Energy Economics 59, 300-313, 2016
522016
Finance internationale
D Lautier, Y Simon, C Morel
Paris Dauphine University, 2009
29*2009
Simple and extended Kalman filters: an application to term structures of commodity prices
D Lautier*, A Galli
Applied Financial Economics 14 (13), 963-973, 2004
28*2004
The determinants of volatility on the American crude oil futures market
D Lautier, F Riva
OPEC Energy Review 32 (2), 105-122, 2008
19*2008
Statistical properties of derivatives: a journey in term structures
D Lautier, F Raynaud
Physica A: Statistical Mechanics and its Applications 390 (11), 2009-2019, 2011
172011
Les options réelles: une idée séduisante-un concept utile et multiforme-un instrument facile à créer mais difficile à valoriser
D Lautier
Economies et sociétés, 403-432, 2003
172003
Systemic risk and complex systems: A graph-theory analysis
D Lautier, F Raynaud
Econophysics of Systemic Risk and Network Dynamics, 19-37, 2013
162013
Segmentation in the crude oil term structure
D Lautier
Bankers, markets and investors 76 (halshs-00367786), 2005
16*2005
Convenience yield and commodity markets
D Lautier
Bankers Markets & Investors, 59-66, 2009
152009
Marchés dérivés de matières premières et gestion du risque de prix
D Lautier, Y Simon
Economica, 2006
15*2006
Shock propagation across the futures term structure: evidence from crude oil prices
DH Lautier, F Raynaud, MA Robe
The Energy Journal 40 (3), 125-154, 2019
13*2019
Techniques financières internationales
D Lautier, Y Simon
Economica, 2003
122003
Un modèle des prix à terme des matières premières avec rendement d’opportunité asymétrique
D Lautier, A Galli
Fineco 11, 73-95, 2001
12*2001
Dynamic hedging strategies: an application to the crude oil market
D Lautier, AG Galli
Review of Futures Market, Forthcoming, 2010
11*2010
Energy finance: The case for derivatives markets
D Lautier
The New Energy Crisis: Climate, Economics and Geopolitics, 217-241, 2009
112009
Finance internationale et gestion des risques: questions et exercices corrigés
Y Simon, S Roy
Economics Papers from University Paris Dauphine, 2013
10*2013
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