Edouard Jaeck

Université Paris Dauphine - Department of Finance

Place du Maréchal de Lattre de Tassigny

Paris Cedex 16, 75775

France

EDF Energy - Finance for Energy Market Research Centre

France

SCHOLARLY PAPERS

2

DOWNLOADS

251

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Volatility in Electricity Derivative Markets: The Samuelson Effect Revisited

Energy Economics, Vol. 59, 2016
Number of pages: 36 Posted: 30 Apr 2014 Last Revised: 19 Feb 2017
Edouard Jaeck and Delphine Lautier
Université Paris Dauphine - Department of Finance and University Paris Dauphine
Downloads 169 (244,434)
Citation 3

Abstract:

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Samuelson effect, Commodity futures, Energy derivative markets, Electricity, Indirect storability, Volatility spillovers

2.

The Financialization of the Term Structure of Risk Premia in Commodity Markets

RR-FIME Working Paper 17-02
Number of pages: 39 Posted: 26 Sep 2016 Last Revised: 19 Feb 2017
Edouard Jaeck
Université Paris Dauphine - Department of Finance
Downloads 82 (409,013)

Abstract:

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Commodity Markets, Financialization, Futures Prices, Risk premia