Access Statistics for Florian Ielpo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A time series approach to option pricing: Models, Methods and Empirical Performances 0 0 0 0 0 4 9 93
An econometric specification of monetary policy dark art 0 0 0 55 1 1 3 254
Commodity Markets through the business cycle 0 0 0 5 1 2 3 39
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 1 1 1 68
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 3 3 3 426
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 0 0 0 30
Forecasting the density of oil futures 0 0 0 29 1 3 5 131
Further evidence on the impact of economic news on interest rates 0 0 0 10 0 0 0 44
Further evidence on the impact of economic news on interest rates 0 0 0 39 0 2 3 153
Further evidence on the impact of economic news on interest rates 0 0 0 0 2 2 2 17
Further evidence on the impact of economic news on interest rates 0 0 0 56 0 0 1 208
Identifying and Explaining the Number of Regimes Driving Asset Returns 0 0 0 12 0 0 1 36
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 1 32 0 1 2 62
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 0 0 1 96
Martingalized Historical approach for Option Pricing 0 0 0 24 0 0 1 120
Martingalized Historical approach for Option Pricing 0 0 0 33 0 2 2 119
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 0 0 26 3 3 3 107
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 0 0 0 87 0 0 1 225
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 0 0 0 61 0 0 0 160
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 1 2 4 167
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 1 11 0 0 4 57
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 1 1 73 0 1 1 163
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 0 1 1 246
Option pricing with discrete time jump processes 0 0 0 0 0 0 1 29
Option pricing with discrete time jump processes 0 0 0 12 0 0 2 176
Option pricing with discrete time jump processes 0 0 0 18 1 2 3 72
Option pricing with discrete time jump processes 0 0 0 35 0 1 5 189
Testing for Leverage Effect in Financial Returns 0 0 0 78 1 4 7 298
Testing for Leverage Effects in the Returns of US Equities 0 0 0 2 0 0 2 37
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 0 0 4 117
Testing for leverage effects in the returns of US equities 0 0 0 0 0 0 3 21
The Number of Regimes Across Asset Returns: Identification and Economic Value 0 0 0 33 0 1 2 104
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 0 0 44
The contribution of jumps to forecasting the density of returns 0 0 0 39 1 2 5 59
Understanding momentum in commodity markets 0 0 0 0 0 0 1 36
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 0 1 2 18
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 0 0 2 273 1 1 3 1,372
Total Working Papers 0 1 5 1,431 17 40 91 5,593

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An anatomy of global risk premiums 0 0 0 6 1 1 3 38
Commodity markets through the business cycle 0 0 1 20 1 2 5 76
Common risk factors in commodities 0 0 1 270 0 1 8 980
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 1 1 1 43
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 3 3 5 108
Empirical bias in intraday volatility measures 0 0 0 17 0 0 1 78
Equity, credit and the business cycle 0 0 0 19 1 1 1 91
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 0 0 3 35 1 4 9 124
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 0 0 1 89
Forecasting the European Credit Cycle Using Macroeconomic Variables 0 0 0 0 0 0 1 47
Forward Rates, Monetary Policy and the Economic Cycle 0 0 1 3 0 1 2 26
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 0 2 3 61
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 0 0 0 2 1 2 4 18
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 4 8 130
Martingalized historical approach for option pricing 0 0 0 17 1 2 2 101
Mean-reversion properties of implied volatilities 0 0 0 18 0 1 4 112
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 0 2 5 48
Option pricing with discrete time jump processes 0 0 0 17 2 6 7 82
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 2 3 3 213
Sector spillovers in credit markets 0 0 1 17 3 3 5 116
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 0 0 0 2 1 2 2 22
Testing for leverage effects in the returns of US equities 0 0 0 3 1 1 4 28
Twenty years of jumps in commodity markets 0 0 0 18 0 1 3 85
Understanding momentum in commodity markets 0 0 0 24 3 5 6 71
Volatility spillovers in commodity markets 0 0 2 61 1 3 7 152
Total Journal Articles 0 0 10 683 24 51 100 2,939
2 registered items for which data could not be found
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Statistics updated 2025-12-06