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).
Model selection problems in conditional volatility.
Changement de régime Markovien, Commodity prices, Credit default swaps, Exchange rates, Garch, Lagrange mutiplier, Markov Switching models, Multiplicateur de Lagrange, Oil prices, Prix des commodités, Pétrole, Smooth transition, Test statistics, Test statistiques, Transition lissée, Énergie
Oil prices: good or bad news for growth?
Conjoncture économique, Prix, Pétrole
The information content of oil reserves: relevance of specific assets measured by the Ohlson model.
Actif spécifique, Colinearity, Colinéarités, Contenu informationnel, Informational content, Modèle d'Ohlson, Ohlson's model, Oil, Options réelles, Pétrole, Real options, Specific assets
The Effects of Oil Price Shocks in a New-Keynesian Framework with Capital Accumulation.
Accumulation du capital, Capital accumulation, DSGE, Energy productivity, Modèle néo-keynesien, New-Keynesian model, Oil, Productivité énergétique, Pétrole, Stagflation, Équilibre général dynamique stochastique