Articles

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

Simon Y., Lautier D. (2009), Marchés dérivés de matières premières et de denrées : un panorama, Analyse financière, n°32, p. 16-19

Lautier D. (2009), Convenience Yield and Commodity Markets, Bankers, markets, investors, n°102, p. 59-66

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), A Matter of Principal, Energy Risk, p. 58-62

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

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

Ouvrages

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.

Lautier D. (2010), La structure par terme des prix des commodités : Analyse théorique et applications au marché pétrolier, Sarrebruck: Editions universitaires europeennes, 487 p.

Fessler D., Lautier D., Lasry J-M. (2010), The economics of sustainable development, Paris: Economica, 366 p.

Simon Y., Lautier D. (2009), Les 100 mots des marchés dérivés, Paris: PUF - Presses Universitaires de France, 127 p.

Morel C., Lautier D., Simon Y. (2009), Finance internationale, Paris: Economica, 966 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.

Chapitres d'ouvrage

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

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. (2013), Energy Finance: The case for derivative markets, in Geoffron, Patrice, The new energy crisis‎: climate, economics and geopolitics, Basingstoke: Springer, p. XX-319

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), 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., Simon Y. (2009), Les marchés dérivés énergétiques, in Geoffron, Patrice, Les nouveaux défis de l'énergie : climat, économie, géopolitique, Paris: Economica, p. 299

Communications sans actes

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, 40th International Conference of the French Finance Association (AFFI), Lille, 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

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. (2021), The Euronext Wheat Market: Participants And Their Importance, XVI EAAE virtual Congress :"Raising the impact of Agricultural Economics", Prague, Tchèque, rÉpublique

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

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

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

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), 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

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., 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

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. (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. (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

Présentation(s) dans un séminaire de recherche

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 Seminar, Rennes School of Business, Rennes

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

Lautier D. (2024), Rediscovering Price Discovery, in Séminaire FIME (Laboratoire de Finance des Marchés de l'Energie), Institut Henri Pointcarré, Paris

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

Prépublications / Cahiers de recherche

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.