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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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

Towards dynamic approaches to energy markets: the effect of financialization.

ADCC versus DCC, ARDL, Causalité dynamique, Co-Mouvement excessif, Contagion effect, Dynamic causality, Effet de contagion, Excess co-Movement, Excessive speculation, Financialization, Financiarisation, MS-VAR, Spéculation excessive, Stratégie de suiveur de tendance, Trend follower strategy

Energy prices and financial markets: towards a financialization of commodity markets.

Behavioral and emotional finance, Energy economics, Finance comportementale et émotionnelle, Financial econometrics, Financial macroeconomics, Financialization, Financiarisation, Macroéconomie financière, Nonlinear econometrics, Économie de l’énergie, Économétrie financière, Économétrie non linéaire

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

Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?

Agricultural, COVID-19, Connectedness, Cross-commodity integration, Energy, Financialization, Futures, Nearest-to-maturities, Precious metals

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

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

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

The roots of the first great economic crisis of the 21st century.

Circuit monétaire, Financialization, Financiarisation, Keynes, Marx, Monetary circuit, Protectionnism, Protectionnisme, Usure du capital fixe, Wear of fixed capital