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Nicolas Legrand

Personal Details

First Name:Nicolas
Middle Name:
Last Name:Legrand
Suffix:
RePEc Short-ID:ple744
[This author has chosen not to make the email address public]
https://sites.google.com/view/nicolaslegrand
Terminal Degree:2016 Paris-Saclay Applied Economics; Graduate School of Economics and Management; Université Paris-Saclay (from RePEc Genealogy)

Affiliation

Department of Agricultural and Applied Economics
Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (United States)
http://www.aaec.vt.edu/
RePEc:edi:daavtus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zheng, Yixing & Grant, Jason & Legrand, Nicolas, 2024. "Direct and Indirect Impact of Weather Shock on Global Agricultural Trade," 2024 Annual Meeting, July 28-30, New Orleans, LA 343988, Agricultural and Applied Economics Association.
  2. Grant, Jason & Legrand, Nicolas & Bolub, Alla & Arita, Shawn & Sydow, Sharon, 2023. "Russia’s Invasion of Ukraine: How Do Partial Equilibrium Bilateral Trade Projections Compare to Realized Market Outcomes?," 2023: The Future of (Ag-) Trade and Trade Governance in Times of Economic Sanctions and Declining Multilateralism, December 10-12, Clearwater Beach, FL 339496, International Agricultural Trade Research Consortium.
  3. Zheng, Yixing & Grant, Jason & Legrand, Nicolas & Arita, Shawn & Sydow, Sharon, 2023. "Direct and Indirect Impact of Growing Season Weather Shocks on Global Agricultural Trade," 2023: The Future of (Ag-) Trade and Trade Governance in Times of Economic Sanctions and Declining Multilateralism, December 10-12, Clearwater Beach, FL 339490, International Agricultural Trade Research Consortium.
  4. Nicolas Legrand, 2023. "“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension," Post-Print hal-03809789, HAL.
  5. Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
  6. Legrand, Nicolas, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers 327330, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  7. Janzen, Joseph & Legrand, Nicolas, 2019. "Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 290798, Agricultural and Applied Economics Association.
  8. Nicolas Legrand, 2019. "The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives," Post-Print hal-01924388, HAL.
  9. Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
  10. Gouel, Christophe & LEgrand, Nicolas, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211688, International Association of Agricultural Economists.

    repec:hal:journl:hal-03722873 is not listed on IDEAS
    repec:hal:journl:hal-03722916 is not listed on IDEAS

Articles

  1. Nicolas Legrand, 2023. "War in Ukraine: The rational “wait‐and‐see” mode of global food markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 626-644, June.
  2. Nicolas Legrand, 2023. "“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(3), pages 1493-1514, September.
  3. Nicolas Legrand, 2019. "The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
  4. Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.

    Cited by:

    1. Nicolas Legrand, 2023. "War in Ukraine: The rational “wait‐and‐see” mode of global food markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 626-644, June.

  2. Legrand, Nicolas, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers 327330, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).

    Cited by:

    1. Goyal, Raghav & Steinbach, Sandro, 2023. "Agricultural commodity markets in the wake of the black sea grain initiative," Economics Letters, Elsevier, vol. 231(C).
    2. Stanislav Yugay & Linde Götz & Miranda Svanidze, 2024. "Impact of the Ruble exchange rate regime and Russia's war in Ukraine on wheat prices in Russia," Agricultural Economics, International Association of Agricultural Economists, vol. 55(2), pages 384-411, March.
    3. Mariusz Hamulczuk & Karolina Pawlak & Joanna Stefańczyk & Jarosław Gołębiewski, 2023. "Agri-Food Supply and Retail Food Prices during the Russia–Ukraine Conflict’s Early Stage: Implications for Food Security," Agriculture, MDPI, vol. 13(11), pages 1-17, November.

  3. Nicolas Legrand, 2019. "The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives," Post-Print hal-01924388, HAL.

    Cited by:

    1. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
    2. Nicolas Legrand, 2023. "“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension," Post-Print hal-03809789, HAL.
    3. V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).
    4. Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
    5. Tore S. Kleppe & Atle Oglend, 2019. "Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(7), pages 865-889, July.

  4. Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.

    Cited by:

    1. Nicolas Legrand, 2019. "The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.

  5. Gouel, Christophe & LEgrand, Nicolas, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211688, International Association of Agricultural Economists.

    Cited by:

    1. Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
    2. Nicolas Legrand, 2023. "“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension," Post-Print hal-03809789, HAL.
    3. Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
    4. Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
    5. Chavas, Jean-Paul & Li, Jian, 2017. "The Effects of Private Stocks versus Public Stocks on Food Price Volatility," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259185, Agricultural and Applied Economics Association.
    6. Oglend, Atle, 2022. "The commodities/equities beta term-structure," Journal of Commodity Markets, Elsevier, vol. 28(C).
    7. Fabio Gaetano Santeramo & Emilia Lamonaca & Francesco Contò & Gianluca Nardone & Antonio Stasi, 2018. "Drivers of grain price volatility: a cursory critical review," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(8), pages 347-356.
    8. V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).
    9. Eugenio S.A. Bobenrieth & Juan R.A. Bobenrieth & Ernesto A. Guerra & Brian D. Wright & Di Zeng, 2021. "Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a “Negligible” Trend," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1034-1057, May.
    10. Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
    11. Farhangdoost, Sara & Etienne, Xiaoli L., 2020. "Time-Varying Storage Announcement Effect in Natural Gas Market," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304476, Agricultural and Applied Economics Association.
    12. A. Nam Tran & David Lobell & Michael J. Roberts & Wolfram Schlenker & Jarrod R. Welch, 2015. "Commodity Prices and Volatility in Response to Anticipated Climate Change," Working Papers 201512, University of Hawaii at Manoa, Department of Economics.
    13. Assia Elgouacem, 2018. "Essays on investment and saving [Essais sur l’investissement et l’épargne]," SciencePo Working papers Main tel-03419405, HAL.
    14. Nicolas Legrand, 2019. "The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
    15. Tore S. Kleppe & Atle Oglend, 2019. "Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(7), pages 865-889, July.
    16. Jinniao Qiu & Antony Ware & Yang Yang, 2024. "Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing," Papers 2406.16400, arXiv.org.
    17. Kjartan Kloster Osmundsen & Tore Selland Kleppe & Roman Liesenfeld & Atle Oglend, 2021. "Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices," Econometrics, MDPI, vol. 9(4), pages 1-24, November.
    18. Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
    19. Rubaszek, Michał & Uddin, Gazi Salah, 2020. "The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis," Energy Economics, Elsevier, vol. 87(C).

Articles

  1. Nicolas Legrand, 2023. "War in Ukraine: The rational “wait‐and‐see” mode of global food markets," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 626-644, June.
    See citations under working paper version above.
  2. Nicolas Legrand, 2019. "The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
    See citations under working paper version above.
  3. Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (8) 2022-09-26 2022-11-14 2022-11-21 2022-11-21 2022-11-28 2024-03-04 2024-03-04 2024-08-12. Author is listed
  2. NEP-CIS: Confederation of Independent States (4) 2022-11-14 2022-11-21 2022-11-28 2024-03-04. Author is listed
  3. NEP-ECM: Econometrics (2) 2015-07-18 2016-06-04
  4. NEP-ENV: Environmental Economics (2) 2024-03-04 2024-08-12
  5. NEP-FOR: Forecasting (2) 2019-09-02 2020-12-21
  6. NEP-DGE: Dynamic General Equilibrium (1) 2017-04-16
  7. NEP-INT: International Trade (1) 2024-03-04

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