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A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products
Suikai Gao
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Guillaume Bagnarosa
,
Gareth Peters
,
Matthew Ames
,
Tomoko Matsui
Article dans une revue
hal-04506480
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On the dependence structure of European vegetable oil markets
Romain Menier
,
Guillaume Bagnarosa
,
Alexandre Gohin
Article dans une revue
hal-04523660
v1
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Media influences on corn futures pricing
Xinquan Zhou
,
Guillaume Bagnarosa
,
Michael Dowling
,
Jagadish Dandu
Article dans une revue
hal-04643077
v1
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Microstructure and high-frequency price discovery in the soybean complex
Xinquan Zhou
,
Guillaume Bagnarosa
,
Alexandre Gohin
,
Joost M.E. Pennings
,
Philippe Debie
Article dans une revue
hal-04059421
v1
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Price transmission in European fish markets
Suikai Gao
,
Guillaume Bagnarosa
,
Michael Dowling
,
Roman Matkovskyy
,
Dima Tawil
Article dans une revue
hal-03603013
v1
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Factor‐augmented Bayesian cointegration models: a case‐study on the soybean crush spread
Maciej Marowka
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Gareth W. Peters
,
Nikolas Kantas
,
Guillaume Bagnarosa
Journal of the Royal Statistical Society: Series C Applied Statistics, 2020, 69 (2), pp.483-500. ⟨10.1111/rssc.12395⟩
Article dans une revue
hal-02780193
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Which risk factors drive oil futures price curves?
Matthew Ames
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Guillaume Bagnarosa
,
Tomoko Matsui
,
Gareth W. Peters
,
Pavel V. Shevchenko
Article dans une revue
hal-02779870
v1
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La diversité des instruments innovants à la disposition des agriculteurs
Guillaume Bagnarosa
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Alexandre Gohin
Article dans une revue
hal-02905706
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Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades
Matthew Ames
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Guillaume Bagnarosa
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Gareth Peters
,
Pavel Shevchenko
Article dans une revue
hal-01953605
v1
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Do cointegrated commodities bubble together? the case of hog, corn, and soybean
Christos Alexakis
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Guillaume Bagnarosa
,
Michael Dowling
Finance Research Letters, 2017, 23, pp.96-102
Article dans une revue
hal-02002169
v1
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