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).


Reset

An empirical analysis of systemic risk in commodity futures markets.

Commodities, Financialization, Financiarisation, Grande dimension, Graph, Graphe, High dimension, Matières premières, Risque systémique, Systemic risk

The dependence between the financial market and the commodity market: a copula approach.

Commodities, Commodités, Corrélation dynamique, Dynamic correlation, Garch, Regular vine, Vine régulière

Heterogeneity, financialization and price formation in commodity derivative markets.

Commodities, Derivative markets, Effet Samuelson, Financialization, Financiarisation, Marchés dérivés, Matières premières, Prime de risque, Risk premium, Samuelson effect, Structure par terme, Term structure

Heterogeneity, financialization and price formation in commodity derivatives markets.

Commodities, Derivative markets, Effet Samuelson, Financialization, Financiarisation, Marchés dérivés, Matières premières, Prime de risque, Risk premium, Samuelson effect, Structure par terme, Term structure

Financialization of commodity markets.

Commodities, Exchange-Traded Products, Financialization, Financiarisation, Matières premières, Saisonnalité, Seasonality

Energy Finance: The case for derivative markets.

Commodities, Derivative markets, Exchange traded commodities, Marchés à terme d'instruments financiers, Over The Counter Markets

Oil prices, trends and cycles.

Commodities, Données de Panel, Exchange Rate, Geopolitics, Géopolitique, Matières premières, Oil price, Panel Data, Prix du pétrole, Séries temporelles, Taux de change, Time Series

An empirical analysis of systemic risk in commodity futures markets.

Commodities, Financialization, Financiarisation, Grande dimension, Graph, Graphe, High dimension, Matières premières, Risque systémique, Systemic risk

Alternative inflation hedging strategies in ALM.

"Passage de l'inflation", Allocation de portefeuille, Allocation stratégique, Alternative investment, Assurance de portefeuilles, Commodities, Core inflation, Couverture Inflation, Global Macro, Inflation hedging, Inflation pass-through, Inflation sous-jacente, Investissements alternatifs, Matières premières, Portfolio allocation, Portfolio insurance, Real rates, Strategic allocation, Taux réels

Essays on macro-financial linkages.

Commodities, DSGE, Financial stability, Liens macro-financiers, Macro-financial linkages, Produits de base, Prêts zombies, Stabilité financière, Zombie lending