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Publications by Nicolas Fulli-Lemaire

Cross-Hedging of Inflation Derivatives on Commodities: The Informational Content of Futures Markets

SSRN Electronic Journal

English

Swapping Headline for Core Inflation: An Asset Liability Management Approach

SSRN Electronic Journal

English

Related publications

Essays on the Microstructure of Emerging Commodities Futures Markets

English

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal

English

Determinants of Hedging and Risk Premia in Commodity Futures Markets

Journal of Financial and Quantitative Analysis

English

The Efficacy of Financial Futures as a Hedging Tool in Electricity Markets

International Journal of Finance and Economics

English

Informational Dependency Between Spot and Futures Markets: Evidence From Turkish Foreign Exchange Markets

Journal of Derivatives & Hedge Funds

English

The Informational Role of Corporate Hedging

Management Science

Management Science

Operations Research

English

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

SSRN Electronic Journal

English

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance

English

The Impact of Delivery Risk on Optimal Productionand Futures Hedging

Review of Finance

English