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Segmentation in the crude oil term structure

Author

Listed:
  • Delphine Lautier

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Delphine Lautier, 2005. "Segmentation in the crude oil term structure," Post-Print halshs-00367786, HAL.
    • Handle: RePEc:hal:journl:halshs-00367786
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    Citations

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    Cited by:

    1. Lautier, Delphine & Raynaud, Franck, 2011. "Statistical properties of derivatives: A journey in term structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2009-2019.
    2. repec:dau:papers:123456789/1227 is not listed on IDEAS
    3. Delphine H. Lautier & Franck Raynaud & Michel A. Robe, 2019. "Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices," The Energy Journal, , vol. 40(3), pages 125-154, May.
    4. Delphine Lautier & Franck Raynaud & Michel Robe, 2017. "Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices," Post-Print hal-01781761, HAL.
    5. repec:dau:papers:123456789/5528 is not listed on IDEAS
    6. Delphine Lautier & Franck Raynaud, 2012. "Systemic risk in energy derivative markets: a graph theory analysis," Post-Print halshs-00738201, HAL.

    More about this item

    Keywords

    segmentation; oil;

    Statistics

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