Nicolas Legrand Research Assistant Professor, Department of Agricultural and Applied Economics, Virginia Tech

Publications

Article dans une revue (5)

The role of storage in commodity markets: Indirect inference based on grain data Christophe C. Gouel,Nicolas Legrand Quantitative Economics, 2025, 16 (2), pp.705-747. ⟨10.3982/QE2329⟩ Article dans une revue hal-05108587v1
“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension Nicolas Legrand Applied Economic Perspectives and Policy, 2023, 45 (3), pp.1493-1514. ⟨10.1002/aepp.13282⟩ Article dans une revue hal-03809789v1
War in Ukraine: The rational “ wait‐and‐see ” mode of global food markets Nicolas Legrand Applied Economic Perspectives and Policy, In press, ⟨10.1002/aepp.13335⟩ Article dans une revue hal-03966878v1
The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives Nicolas Legrand Journal of Economic Surveys, 2019, 33 (2), ⟨10.1111/joes.12291⟩ Article dans une revue hal-01924388v1
Estimating the Competitive Storage Model with Trending Commodity Prices Christophe Gouel,Nicolas Legrand Journal of Applied Econometrics, 2017, 32 (4), pp.744-763. ⟨10.1002/jae.2553⟩ Article dans une revue hal-01584507v1

Pré-publication, Document de travail (4)

The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data Nicolas Legrand,Christophe Gouel 2022 Pré-publication, Document de travail (preprint/prepublication) hal-03809825v1
War in Ukraine: The Rationale &quot;Wait-and-See&quot; Mode of Global Food Markets * Nicolas Legrand 2022 Pré-publication, Document de travail hal-03809794v1
War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets Nicolas Legrand 2022 Pré-publication, Document de travail (working paper) hal-03826719v1
Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours Joseph P Janzen,Nicolas Legrand 2019 Pré-publication, Document de travail hal-02945376v1

Thèse (1)

Revisiting the competitive storage model as a tool for the empirical analysis of commodity price volatility Nicolas Legrand Pricing of Securities [q-fin.PR]. AgroParisTech; Université Paris Saclay (COMUE), 2016. English. ⟨NNT : ⟩ Thèse tel-02796763v1