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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Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices.

Crude oil, Directed graphs, Futures, Information flows, Market integration, Mutual information, Shocks propagation, Term structure, WTI

Shocks propagation across the futures term structure : evidence from crude oil prices.

Crude oil, Directed graphs, Futures, Information flows, Market integration, Mutual information, Shocks propagation, Term structure, WTI

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

Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices.

Directed graphs, Information flows, Market integration, Mutual information, West Texas Intermediate

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

Spatial Integration of Natural Gas Markets A Litterature Review.

Integration of gas markets, Law of one price, Market integration, Natural gas markets, Price convergence, Spatial integration

Policy measures targeting a more integrated gas market : Impact of a merger of two trading zones on prices and arbitrage activity in France.

Market integration, Merger of market zones, Natural gas, Spatial equilibrium

Integration of gas markets : Europe and beyond.

Arbitrage spatial, Intégration des marchés, Intégration spatiale, Law of one price, Loi du prix unique, Marchés du gaz naturel, Market arbitrage, Market integration, Natural gas markets, Spatial equilibrium, Spatial integration, Équilibre spatial

Market Power and Spatial Arbitrage beween Interconnected Gas Hubs.

Interconnectors, Law of one price, Market integration, Natural gas, Spatial equilibrium

Market Power and Spatial Arbitrage between Interconnected Gas Hubs.

Interconnectors, Law of one price, Market integration, Natural gas, Spatial equilibrium

Policy measures targeting a more integrated gas market: Impact of a merger of two trading zones on prices and arbitrage activity in France.

Market integration, Merger of market zones, Natural gas, Spatial equilibrium