Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis
Year of publication: |
2012
|
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Authors: | Raynaud, Franck ; Lautier, Delphine |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Derivative markets | Energy | Graph theory | High dimensional analysis | Minimum spanning trees | Systemic risk |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in The Energy journal, 2012, Vol. 33, no. 3. pp. 215-239.Length: 24 pages |
Classification: | O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; C4 - Econometric and Statistical Methods: Special Topics |
Source: |
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Systemic risk in energy derivative markets: a graph theory analysis
Lautier, Delphine, (2012)
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Systemic risk in derivative markets: A graph-theory analysis.
Lautier, Delphine,
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Systemic risk in derivative markets: A graph-theory analysis
Lautier, Delphine, (2010)
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Information Flows in the term structure of commodity prices
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Statistical properties of derivatives: a journey in term structures
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Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?
Lautier, Delphine, (2015)
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