Term structure models of commodity prices D Lautier Journal of Alternative Investments 8 (1), 42-64, 2005 | 90 | 2005 |
Filtering in finance A Javaheri, D Lautier, A Galli Wilmott 3, 67-83, 2003 | 82 | 2003 |
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 | 53 | 2016 |
Finance internationale D Lautier, Y Simon, C Morel Paris Dauphine University, 2009 | 30* | 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 | 17 | 2011 |
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 | 17 | 2003 |
Systemic risk and complex systems: A graph-theory analysis D Lautier, F Raynaud Econophysics of Systemic Risk and Network Dynamics, 19-37, 2013 | 16 | 2013 |
Marchés dérivés de matières premières et gestion du risque de prix D Lautier, Y Simon Economica, 2006 | 16* | 2006 |
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 | 15 | 2009 |
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 | 12 | 2003 |
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 | 11 | 2009 |
La volatilité des prix des matières premières D Lautier, Y Simon Revue d'économie financière, 45-84, 2004 | 11 | 2004 |