| Systemic risk in energy derivative markets: A graph-theory analysis D Lautier, F Raynaud The Energy Journal 33 (3), 215-240, 2012 | 99* | 2012 |
| Filtering in finance A Javaheri, D Lautier, A Galli Wilmott 3, 67-83, 2003 | 99 | 2003 |
| Term structure models of commodity prices D Lautier Journal of Alternative Investments 8 (1), 42-64, 2005 | 89 | 2005 |
| Hedging pressure and speculation in commodity markets I Ekeland, D Lautier, B Villeneuve Economic Theory 68 (1), 83-123, 2019 | 78* | 2019 |
| Volatility in electricity derivative markets: The Samuelson effect revisited E Jaeck, D Lautier Energy Economics 59, 300-313, 2016 | 78 | 2016 |
| Finance internationale D Lautier, Y Simon, C Morel Paris Dauphine University, 2009 | 53* | 2009 |
| Simple and extended Kalman filters: an application to term structures of commodity prices D Lautier*, A Galli Applied Financial Economics 14 (13), 963-973, 2004 | 32* | 2004 |
| Les options réelles: une idée séduisante-un concept utile et multiforme-un instrument facile à créer mais difficile à valoriser D Lautier Economies et sociétés, 403-432, 2003 | 29* | 2003 |
| Convenience yield and commodity markets D Lautier Bankers Markets & Investors, 59-66, 2009 | 21 | 2009 |
| Marchés dérivés de matières premières et gestion du risque de prix D Lautier, Y Simon Economica, 2006 | 21* | 2006 |
| Segmentation in the crude oil term structure D Lautier Bankers, markets and investors 76 (halshs-00367786), 2005 | 21* | 2005 |
| Un modèle des prix à terme des matières premières avec rendement d’opportunité asymétrique D Lautier, A Galli Fineco 11, 73-95, 2001 | 19* | 2001 |
| Statistical properties of derivatives: a journey in term structures D Lautier, F Raynaud Physica A: Statistical Mechanics and its Applications 390 (11), 2009-2019, 2011 | 18 | 2011 |
| Shock propagation across the futures term structure: evidence from crude oil prices DH Lautier, F Raynaud, MA Robe The Energy Journal 40 (3), 125-154, 2019 | 16* | 2019 |
| The determinants of volatility on the American crude oil futures market D Lautier, F Riva OPEC Energy Review 32 (2), 105-122, 2008 | 15* | 2008 |
| Energy finance: The case for derivatives markets D Lautier The New Energy Crisis: Climate, Economics and Geopolitics, 217-241, 2009 | 13 | 2009 |
| La structure par terme des prix des commodités: analyse théorique et applications au marché pétrolier D Lautier Economics Thesis from University Paris Dauphine, 2000 | 11* | 2000 |
| La volatilité des prix des matières premières D Lautier, Y Simon Revue d'économie financière, 45-84, 2004 | 10 | 2004 |
| Dynamic hedging strategies: an application to the crude oil market D Lautier, AG Galli Review of Futures Market, Forthcoming, 2010 | 8* | 2010 |
| Les 100 mots des marchés dérivés D Lautier, Y Simon Presses universitaires de France, 2009 | 8* | 2009 |
Franck RaynaudUniversité de GeneveVerified email at unige.ch
