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 2 4 5 89
An econometric specification of monetary policy dark art 0 0 0 55 0 0 2 253
Commodity Markets through the business cycle 0 0 0 5 0 0 1 37
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 0 0 0 67
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 0 0 0 30
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 0 0 0 423
Forecasting the density of oil futures 0 0 0 29 0 0 2 128
Further evidence on the impact of economic news on interest rates 0 0 0 10 0 0 1 44
Further evidence on the impact of economic news on interest rates 0 0 0 56 0 0 1 208
Further evidence on the impact of economic news on interest rates 0 0 0 0 0 0 0 15
Further evidence on the impact of economic news on interest rates 0 0 0 39 0 0 1 151
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 0 1 61
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 1 1 1 120
Martingalized Historical approach for Option Pricing 0 0 0 33 0 0 0 117
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 0 0 26 0 0 0 104
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 1 11 0 1 4 57
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 0 1 3 165
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 0 0 72 0 0 0 162
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 0 0 0 245
Option pricing with discrete time jump processes 0 0 0 35 0 0 4 188
Option pricing with discrete time jump processes 0 0 0 12 0 0 3 176
Option pricing with discrete time jump processes 0 0 0 18 0 0 2 70
Option pricing with discrete time jump processes 0 0 0 0 0 0 1 29
Testing for Leverage Effect in Financial Returns 0 0 0 78 0 1 7 294
Testing for Leverage Effects in the Returns of US Equities 0 0 0 2 0 1 2 37
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 0 2 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 1 1 1 103
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 0 1 3 57
Understanding momentum in commodity markets 0 0 0 0 0 1 1 36
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 0 0 1 17
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 0 0 2 273 0 0 2 1,371
Total Working Papers 0 0 4 1,430 4 14 59 5,553

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 2 6 0 1 5 37
Commodity markets through the business cycle 0 0 1 20 1 1 5 74
Common risk factors in commodities 0 1 2 270 0 2 10 979
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 1 8 0 0 2 42
Cross-market linkages between commodities, stocks and bonds 0 1 2 33 1 2 3 105
Empirical bias in intraday volatility measures 0 0 0 17 0 0 1 78
Equity, credit and the business cycle 0 0 0 19 0 0 0 90
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 1 1 3 35 1 1 8 120
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 1 1 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 0 1 25
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 0 0 1 59
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 0 0 0 2 1 1 2 16
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 3 6 126
Martingalized historical approach for option pricing 0 0 0 17 0 0 1 99
Mean-reversion properties of implied volatilities 0 0 0 18 0 0 4 111
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 0 1 3 46
Option pricing with discrete time jump processes 0 0 0 17 0 1 1 76
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 0 1 210
Sector spillovers in credit markets 0 1 1 17 0 2 2 113
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 0 0 0 2 0 0 0 20
Testing for leverage effects in the returns of US equities 0 0 0 3 1 1 3 27
Twenty years of jumps in commodity markets 0 0 0 18 1 1 2 84
Understanding momentum in commodity markets 0 0 0 24 1 1 1 66
Volatility spillovers in commodity markets 0 1 2 61 1 2 7 149
Total Journal Articles 1 5 15 683 10 21 71 2,888
2 registered items for which data could not be found
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Statistics updated 2025-09-05