Integration of commodity derivative markets: Has it gone too far?

View/ Open
Date
2015Dewey
Economie financièreSujet
Financial crises; Market integration; Graph theory; Commodity markets; Derivatives; Minimum spanning tree; CentralityJEL code
E.E4.E44; F.F1.F15; G.G0.G01; Q.Q0.Q02; Q.Q4.Q40Book title
Commodities, Energy and Environmental FinanceAuthor
Sircar, Ronnie; Ludkovski, Michael; Aïd, RenéPublisher
SpringerPublisher city
Berlin HeidelbergYear
2015ISBN
978-1-4939-2732-6Book URL
10.1007/978-1-4939-2733-3Collections
Metadata
Show full item recordAuthor
Lautier, Delphine
1032 Dauphine Recherches en Management [DRM]
Ling, Julien
511518 Ecole Polytechnique Fédérale de Lausanne
Raynaud, Franck
511518 Ecole Polytechnique Fédérale de Lausanne