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Spéculation et marchés dérivés du pétrole

Author

Listed:
  • Julien Chevallier

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

Cet article fournit des éléments d'analyse économique et statistique concernant les marchés dérivés du pétrole, et notamment le « pic » de prix enregistré en juillet-août 2008. Les principales explications de la littérature sont recensées, tout en mettant l'accent sur les évolutions en cours. Au total, cet article met en évidence une nouvelle articulation entre les fondamentaux « physiques » du marché du pétrole qui ont prévalu jusqu'au début des années 2000, et l'émergence de nouveaux fondamentaux « financiers » suite aux réformes des marchés dérivés aux Etats-Unis en 2003 et la montée en puissance des agents « non commerciaux » sur ce marché. Enfin, des pistes d'exploitation de cette expérience récente sont suggérées sous la forme de recommandations de politiques publiques de régulation des marchés dérivés du pétrole.

Suggested Citation

  • Julien Chevallier, 2010. "Spéculation et marchés dérivés du pétrole," Working Papers halshs-00458916, HAL.
    • Handle: RePEc:hal:wpaper:halshs-00458916
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00458916
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    File URL: https://shs.hal.science/halshs-00458916/document
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    Cited by:

    1. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2015. "Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis," MPRA Paper 75852, University Library of Munich, Germany.

    More about this item

    Keywords

    Pétrole; Spéculation; CFTC; Marchés Dérivés;
    All these keywords.

    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • L71 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Mining, Extraction, and Refining: Hydrocarbon Fuels
    • Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • L71 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Mining, Extraction, and Refining: Hydrocarbon Fuels
    • Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation

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