Lautier, Delphine; Ling, Julien; Raynaud, Franck - Université Paris-Dauphine (Paris IX) - 2015
We examine the impact, on commodity derivative markets, of two financial crises: the Subprime crisis and the bankruptcy … of Lehman Brothers. These crises are "external" for commodity markets: they appeared in the financial sphere. Still … crises? Then we concentrate on the paths of shocks propagation: are they modified? How? Finally we focus on the centrality of …