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Delphine Lautier est professeur de finance à l'Université Paris Dauphine et rattachée à l'équipe DRM-Finance (UMR CNRS 7088). Membre de la chaire Finance et Développement Durable (FDD) et de l'initiative de recherche Finance des Marchés de l'Energie (FIME), elle fait également partie de leur conseil scientifique et de leur comité de pilotage. Elle est, en collaboration avec les professeurs Bertrand Villeneuve et Pierre Louis Lions, responsable de l'initiative de recherche Modeling Agricultural Transition (MATS), financée par la fondation ACD du Collège de France. Enfin, elle est responsable du Conseil Scientifique de l'Autorité des Marchés Financiers.
Ses recherches portent sur la spéculation. Elle a développé une approche théorique basée sur la formulation de modèles d'équilibre entre les actifs dérivés, et une approche empirique, basée sur la théorie des graphes, orientée vers l'analyse du risque systémique. Récemment, elle s'est intéressée aux méthodes de découverte des prix. Ses travaux sont destinés aux autorités de régulation des marchés ainsi qu'aux acteurs du secteur financier.
Page web personnelle : https://sites.google.com/site/delphinelautierpageweb/
Ekeland I., Lautier D., Villeneuve B. (2019), Hedging pressure and speculation in commodity markets, Economic Theory, vol. 68, n°1, p. 83--123 
Lautier D., Raynaud F., Robe M. (2019), Shock propagation across the futures term structure: evidence from crude oil prices, The Energy Journal, vol. 40, n°3, p. 125-153
Jaeck E., Lautier D. (2016), Volatility in electricity derivative markets: the Samuelson effect revisited, Energy Economics, vol. 59, p. 300-313
Raynaud F., Lautier D. (2012), Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis, The Energy Journal, vol. 33, n°3, p. 215-239
Lautier D., Raynaud F. (2011), Statistical properties of derivatives: a journey in term structures, Physica A : Statistical Mechanics and its Applications, vol. 390, n°11, p. 2009-2019
Galli A., Lautier D. (2010), Dynamic Hedging Strategies: An Application to the Crude Oil Market, The Review of Futures Markets, vol. 19, n°1, p. 7-41
Lautier D. (2009), Convenience Yield and Commodity Markets, Bankers, markets, investors, n°102, p. 59-66
Simon Y., Lautier D. (2009), Marchés dérivés de matières premières et de denrées : un panorama, Analyse financière, n°32, p. 16-19
Lautier D., Simon Y. (2008), Les rehausseurs de crédit : anatomie d'une crise, Revue d'économie financière, n°Supplement, p. 305-314
Lautier D., Riva F. (2008), The determinants of volatility on the American crude oil futures market, OPEC Energy Review, vol. 32, n°2, p. 105-122
Lautier D., Riva F. (2008), The Determinants Of Volatility On The American Crude Oil Futures Market, OPEC Energy Review, vol. 32, n°2, p. 105-122
Simon Y., Lautier D. (2008), Les réhausseurs de crédit : anatomie d'une crise, Risques. Les cahiers de l'assurance, n°73-74, p. 285-294
Lautier D. (2005), Segmentation in the Crude Oil Futures Term Structure, Finance India, vol. 19, n°4, p. 1303-1320
Lautier D. (2005), The term structure of crude oil futures prices : a principal component analysis, Bankers, markets, investors, n°76, p. 72-80
Lautier D. (2005), A Matter of Principal, Energy Risk, p. 58-62
Galli A., Lautier D. (2004), Simple and extended Kalman filters : an application to term structures of commodity prices, Applied Financial Economics, vol. 14, n°13, p. 963-973
Simon Y., Lautier D. (2004), La volatilité des prix des matières premières, Revue d'économie financière, vol. 1, n°74, p. 45-84
Lautier D. (2004), Analyse de l'ouvrage de Didier MARTEAU, Jean CARLE, Stéphane FOURNEAUX, Ralph HOLZ, Michael MORENO, La gestion du risque climatique, Economica, Paris, 2004., Risques. Les cahiers de l'assurance, n°57, p. 127-127
Lautier D., Riva F. (2004), Volatilité et liquidité sur le marché du pétrole brut, Option Finance, n°799, p. 58
Javaheri A., Galli A., Lautier D. (2003), Filtering in Finance, Wilmott Magazine, n°5, p. 67-83
Lautier D. (2003), Les performances des entreprises électriques européennes, Economies et Sociétés. Série EN, Economie de l'énergie, vol. 37, n°2-3, p. 257-287
Lautier D. (2003), Les options réelles : une idée séduisante, un concept utile et multiforme, un instrument facile à créer mais difficile à valoriser, Economies et sociétés, vol. 37, n°2-3, p. 403-432
Lautier D. (2002), Trois modèles de structure par terme des prix du pétrole : une comparaison, Bankers, markets, investors, n°57, p. 46-57
Lautier D. (1998), Les opérations de metallgesellschaft sur les marchés à terme de produits pétroliers : spéculation ou couverture ?, Finance contrôle stratégie, vol. 1, n°3, p. 107-129
Lasry J-M., Lautier D., Fessler D., Ekeland I. (2013), The ocean as a global system, Portland, Oregon: ESKA, 162 p.
Simon Y., Lautier D. (2011), Les 100 mots des marchés dérivés, Paris: PUF - Presses Universitaires de France, 126 p.
Fessler D., Lautier D., Lasry J-M. (2010), The economics of sustainable development, Paris: Economica, 366 p.
Lautier D. (2010), La structure par terme des prix des commodités : Analyse théorique et applications au marché pétrolier, Sarrebruck: Editions universitaires europeennes, 487 p.
Morel C., Lautier D., Simon Y. (2009), Finance internationale, Paris: Economica, 966 p.
Simon Y., Lautier D. (2009), Les 100 mots des marchés dérivés, Paris: PUF - Presses Universitaires de France, 127 p.
Lautier D., Simon Y. (2007), Finance internationale et gestion des risques : questions et exercices corrigés, Paris: Economica, 378 p.
Lautier D., Simon Y. (2006), Marchés dérivés de matières premières, Paris: Economica, 548 p.
Lautier D., Simon Y. (2003), Finance internationale et gestion des risques : questions et exercices corrigés, Paris: Economica, 384 p.
Lautier D., Simon Y. (2003), Techniques financières internationales - (8è ed.), Paris: Economica, 816 p.
Simon Y., Lautier D. (2022), Titrisation : analyse économique et financière, in Philippe Raimbourg, Ingénierie financière, fiscale et juridique 2022-2023, Paris: Dalloz
Aïd R., Campi L., Lautier D. (2019), A model on the spot-futures no-arbitrage relations in commodity markets, in J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji, Financial Mathematics, Volatility and Covariance Modelling Routledge, p. 170-190
Lautier D., Ling J., Raynaud F. (2015), Integration of commodity derivative markets: Has it gone too far?, in René Aïd, Michael Ludkovski, Ronnie Sircar, Commodities, Energy and Environmental Finance, New York: Springer, p. 65-90
Lautier D. (2013), Energy Finance: The case for derivative markets, in Geoffron, Patrice, The new energy crisis: climate, economics and geopolitics, Basingstoke: Springer, p. XX-319
Raynaud F., Lautier D. (2013), Systemic Risk and Complex Systems: A Graph-Theory Analysis, in Ghosh, Asim, Econophysics of Systemic Risk and Network Dynamics, Berlin: Springer, p. 298
Lambinet R., Lautier D. (2013), Le rôle du marché à terme et du marché au comptant dans la formation des prix des matières premières, in Le Dolley, Erik, Droit, économie et marchés de matières premières agricoles, Paris: LGDJ - Librairie générale de droit et de jurisprudence, p. XII-300
Lautier D., Raynaud F. (2012), High dimensionality in finance: a graph-theory analysis, in Wagner, Niklas, Derivative Securities Pricing and Modelling, Bingley: Emerald Publishing , p. 93-119
Simon Y., Lautier D. (2012), Systemic Risk in Derivative Markets: an Empirical Assessment Through Network Analysis, in Wagner, Niklas, Contemporary Studies in Economics and Financial Analysis: Derivative Securities Pricing and Modelling Emerald Publishing , p. 450
Lautier D., Simon Y. (2009), Les marchés dérivés énergétiques, in Geoffron, Patrice, Les nouveaux défis de l'énergie : climat, économie, géopolitique, Paris: Economica, p. 299
Lautier D., Simon Y. (2009), Energy Finance: The Case for Derivative Markets, in Chevalier, Jean-Marie, The New Energy Crisis: Climate, Economics and Geopolitics, Basingstoke: Springer, p. 295
Lautier D., Simon Y. (2009), Titrisation : analyse économique et financière, in Raimbourg, Philippe, Ingénierie financière, fiscale et juridique 2008-2009, Paris: Dalloz, p. 1408
Lautier D., Ling J., Villeneuve B. (2024), Rediscovering price discovery, 40th International Conference of the French Finance Association (AFFI), Lille, France
Lautier D., Ling J., Villeneuve B. (2024), Rediscovering Price Discovery, 17th Financial Risks International Forum, Paris, France
Lautier D., Ling J., Villeneuve B. (2024), Rediscovering price discovery, Financial Management Association International (FMA) European Conference, Turin, Italie
Ekeland I., Jaeck E., Lautier D., Villeneuve B. (2022), The joint dynamics of spot and futures prices, Commodity and energy conference - CEMA 2022, CHICAGO, États-Unis
Lautier D., Poullain A., Robe M. (2021), The Euronext Wheat Market: Participants And Their Importance, XVI EAAE virtual Congress :"Raising the impact of Agricultural Economics", Prague, Tchèque, rÉpublique
Lambinet R., Lautier D., Ling J., Villeneuve B. (2021), Exchange-Traded Funds and their impact on commodity markets, Commodity and Energy Markets Conference - CEMA 2021, Madrid, Espagne
Lautier D., Poullain A., Robe M. (2020), The Euronext Wheat Market: Participants and their Importance, Commodity and Energy Markets Association (CEMA) Annual Meeting, Madrid, Espagne
Lautier D., Lambinet R., Ling J., Villeneuve B. (2020), Exchange-Traded Funds and their impact on commodity markets, Commodity and Energy Markets Association (CEMA) Annual Meeting 2020-2021, Madrid, Espagne
Lautier D., Poullain A., Robe M. (2020), The Euronext Wheat Market: Participants and their Importance, Commodity and Energy Markets Conference - CEMA 2020, Madrid, Espagne
Lautier D., Villeneuve B., Ekeland I., Jaeck E. (2019), Equilibrium relations between spot and futures markets, Commodities, Volatility and Risk Management: the impacts of trade restrictions, market imperfections, and green finance, Paris, France
Lautier D., Ekeland I., Villeneuve B. (2018), Hedging pressure and speculation in commodity futures markets, 2nd Commodity Winter Workshop, Nantes, France
Lautier D., Robe M., Raynaud F. (2018), Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices, US Commodity Futures and Trading Commission Seminar, Washington, États-Unis
Lautier D., Raynaud F., Robe M. (2017), Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices, AFFI 34th International Conference, Valence, France
Jaeck E., Lautier D. (2014), Electricity derivative markets and Samuelson hypothesis, 14th IAEE European Energy Conference, Rome, Italie
Lautier D., Raynaud F. (2014), Information Flows in the term structure of commodity prices, 7th Financial Risks International Forum on 'Big Data in Finance and Insurance', Paris, France
Lautier D., Jaeck E. (2014), Samuelson hypothesis and electricity derivative markets, 31st International French Finance Association Conference, AFFI 2014, Aix-en-Provence, France
Lautier D., Ling J., Raynaud F. (2014), Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?, 31st International French Finance Association Conference (AFFI 2014), Aix-en-Provence, France
Lautier D., Ekeland I., Villeneuve B. (2014), Speculation in commodity futures markets: A simple equilibrium model, séminaire Hotelling (RITM – ENS CACHAN), Paris, France
Villeneuve B., Ekeland I., Lautier D. (2013), A simple equilibrium model for a commodity market with spot trades and futures contracts, 30th International French Finance Association Conference, Lyon, France
Raynaud F., Lautier D. (2011), The freight market and its interactions with the energy system, The Ocean, Green Shipping and Sustainable Energy, Paris, France
Galli A., Lautier D. (2010), Dynamic hedging strategies: An application to the crude oil market, Séminaire du CERNA (Centre d'Economie Industrielle) Mines Paris-Tech, Paris, France
Raynaud F., Lautier D. (2010), Systemic risk in derivative markets: A graph-theory analysis, AFFI 2010, Saint-Malo, France
Raynaud F., Lautier D. (2010), Systemic risk in derivative markets: A graph-theory analysis, Séminaire Economie du risque - Paris-Dauphine, Paris, France
Armstrong M., Lautier D., Galli A. (2009), A reality check of hedging practices in the mining industry, Project evaluation 2009 (The AusIMM ), Melbourne, Australie
Lautier D. (2008), The theory of storage and the convenience yield, Summer School of Pacific Institute for the Mathematical Sciences (PIMS) in "Perceiving, measuring and managing risk : illiquidity, long-term risk, natural resources", Vancouver, Canada
Lautier D. (2008), Commodity derivative markets, Summer School of Pacific Institute for the Mathematical Sciences (PIMS) in "Perceiving, measuring and managing risk : illiquidity, long-term risk, natural resources", Vancouver, Canada
Lautier D. (2008), Les prix des instruments financiers dérivés, source de décision politique et stratégique, Conférence du Conseil Français Energie : "La recherche en économie, source de la décision politique et stratégique : l’exemple de l’énergie", Paris, France
Galli A., Lautier D. (2004), Simple and extended Kalman filters : an application to term structure of commodity prices, Crossing frontiers in quantitative and qualitative research methods, Lyon, France
Lautier D., Riva F. (2004), Liquidity and volatility in the American crude oil futures market, Conférence internationale de l'Association Française de FInance (AFFI), Cergy, France
Riva F., Lautier D. (2004), Liquidity and volatility in the American crude oil futures market, Northern Finance Association, Saint John's, Canada
Lautier D. (2003), The informational value of crude oil futures prices, Congrès de l'Association Française de FInances (AFFI), Lyon, France
Galli A., Lautier D. (2003), Simple and extended Kalman filters : an application to term structure of commodity prices, Congrès de l'Association Française de FInances (AFFI), Lyon, France
Lautier D. (2003), Valuation of an oil field using real options and the information provided by term structures of commodity prices, 7th Annual Real Options Conference, Washington, États-Unis
Lautier D. (2024), Rediscovering price discovery, in Seminar, Rennes School of Business, Rennes
Lautier D. (2024), Rediscovering Price Discovery, in Séminaire FIME (Laboratoire de Finance des Marchés de l'Energie), Institut Henri Pointcarré, Paris
Lautier D. (2024), A Time Frequency Decomposition of Systemic Risk in Agricultural Commodity Markets : a Graph Theory Analysis, in Séminaire MATS, Collège de France, Paris
Lautier D. (2024), Rediscovering price discovery, in Office of the Chief Economist, CFTC (Commodity Futures Trading Commission), Washington
Lautier D. (2024), Rediscovering price discovery, in 7th Commodity Markets Winter Workshop, Commodity & Energy Markets Association (CEMA), Mont Tremblant
Lautier D. (2024), Rediscovering price discovery, in Seminar of Finance, Augsburg University, Augburg
Ekeland I., Jaeck E., Lautier D., Villeneuve B. (2019), “Equilibrium relations between the spot and futures markets for commodities: an infinite horizon model”,, in Center for Environmental Economics Montpellier, Montpellier
Lautier D., Raynaud F., Robe M. (2017), Shocks propagation across the futures term structure : evidence from crude oil prices, in The Commercial Ags Seminar Series, Illinois University at Urbana-Champaign,, Urbana-Champaign (Ill.), 42 p
Lautier D., Ling J., Villeneuve B. (2023), Rediscovering Price Discovery, SSRN Working Paper Series, 41 p.
Campi L., Aïd R., Lautier D. (2015), A note on the spot-forward no-arbitrage relations in an investment-production model for commodities, 14 p.
Lautier D., Raynaud F., Robe M. (2014), Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices, Les Cahiers de la Chaire Intelligence économique et stratégie des organisations (IESO), 34 p.
Raynaud F., Lautier D. (2010), Systemic risk in derivative markets: A graph-theory analysis, Paris, Université Paris-Dauphine
Lautier D. (2002), The Kalman filter in finance: An application to term structure models of commodity prices and a comparison between the simple and the extended filters, Paris, Cahier de recherche CEREG (DRM), 24 p.
Galli A., Lautier D. (2001), Un modèle de structure par terme des prix des matières premières avec comportement asymétrique du rendement d'opportunité, Paris, Cahier de recherche CEREG (DRM), 32 p.
