Publications

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Do Spot Prices Predict Futures Prices?

This article examines issues of linear and non-linear causality between energy (oil) prices and agricultural commodities spot and futures prices.

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Managerial Performance in Developing the "Well-Tempered Musician"

This article identifies key meta-skills for success as a musician and the importance of the manager artist relationship.

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The Asymmetric Responses of Stock Markets

This paper investigates how oil price shocks interact with oil-importing and oil-exporting stock markets within a nonlinear autoregressive distributed lag framework.

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20 idées reçues sur l'énergie (2ème édition)

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Electricity retail competition: the case of the UK

The objective of liberalising electricity supply was to create
competitive retail markets where asset-light suppliers would compete on price.
This paper explores the quantitative and dynamic relationship between

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Fuel taxes and consumer behaviour: a Markov-switching approach

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Le Meilleur de l’actualité

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On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting

On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting

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Optimal management of an oil exploitation

The aim of this paper is to deal with the optimal choice between extraction and storage of crude oil during time under a large panel of constraints for a fixed maturity T. We consider a manager that owns an oil field from which he can extract oil and decide to sell or to store it.

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