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 0 13 102
An econometric specification of monetary policy dark art 0 0 0 55 0 2 14 267
Commodity Markets through the business cycle 0 0 0 5 0 1 5 42
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 1 1 6 36
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 0 0 11 434
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 0 0 4 71
Forecasting the density of oil futures 0 0 0 29 0 2 12 140
Further evidence on the impact of economic news on interest rates 0 0 0 10 0 0 5 49
Further evidence on the impact of economic news on interest rates 0 0 0 56 0 0 12 220
Further evidence on the impact of economic news on interest rates 0 0 0 0 1 1 4 19
Further evidence on the impact of economic news on interest rates 0 0 0 39 0 1 8 159
Identifying and Explaining the Number of Regimes Driving Asset Returns 0 0 0 12 0 0 2 38
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 32 0 0 12 73
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 0 0 7 103
Martingalized Historical approach for Option Pricing 0 0 0 24 1 1 8 128
Martingalized Historical approach for Option Pricing 0 0 0 33 0 0 10 127
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 1 1 27 1 2 11 115
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 0 0 0 87 0 0 2 227
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 0 0 0 61 0 0 8 168
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 11 2 2 8 65
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 0 0 8 173
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 0 1 73 0 1 13 175
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 0 0 23 268
Option pricing with discrete time jump processes 0 0 0 35 0 0 10 198
Option pricing with discrete time jump processes 0 0 0 12 0 0 6 182
Option pricing with discrete time jump processes 0 0 0 18 0 0 7 77
Option pricing with discrete time jump processes 0 0 0 0 0 0 6 35
Testing for Leverage Effect in Financial Returns 0 0 0 78 0 1 15 309
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 1 1 13 130
Testing for Leverage Effects in the Returns of US Equities 0 0 1 3 0 0 4 41
Testing for leverage effects in the returns of US equities 0 0 0 0 0 1 3 24
The Number of Regimes Across Asset Returns: Identification and Economic Value 0 0 0 33 1 1 8 111
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 2 10 67
The contribution of jumps to forecasting the density of returns 0 0 0 57 1 2 12 56
Understanding momentum in commodity markets 0 0 0 0 1 1 5 41
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 0 0 6 23
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 0 0 0 273 0 2 10 1,381
Total Working Papers 0 1 3 1,433 10 25 321 5,874

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 1 7 1 2 13 50
Commodity markets through the business cycle 0 0 0 20 1 1 15 89
Common risk factors in commodities 1 1 3 273 1 4 26 1,005
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 1 1 9 1 3 7 49
Cross-market linkages between commodities, stocks and bonds 0 0 0 33 0 0 7 112
Empirical bias in intraday volatility measures 0 0 0 17 0 1 11 89
Equity, credit and the business cycle 0 0 0 19 0 0 8 98
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 0 0 2 37 0 3 18 138
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 1 2 5 94
Forecasting the European Credit Cycle Using Macroeconomic Variables 0 0 0 0 0 0 4 51
Forward Rates, Monetary Policy and the Economic Cycle 0 0 0 3 0 1 10 35
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 0 0 12 71
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 0 0 1 3 0 0 13 29
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 1 1 29 0 2 21 147
Martingalized historical approach for option pricing 0 0 0 17 0 1 14 113
Mean-reversion properties of implied volatilities 0 0 0 18 0 2 15 126
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 0 1 11 57
Option pricing with discrete time jump processes 0 0 0 17 0 1 19 95
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 1 21 231
Sector spillovers in credit markets 0 0 1 18 2 2 12 125
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 1 1 1 3 1 2 11 31
Testing for leverage effects in the returns of US equities 0 0 0 3 0 1 11 38
Twenty years of jumps in commodity markets 0 0 0 18 5 6 14 98
Understanding momentum in commodity markets 0 0 0 24 1 2 19 85
Volatility spillovers in commodity markets 0 2 2 63 0 2 18 167
Total Journal Articles 2 6 13 696 14 40 335 3,223
2 registered items for which data could not be found
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Statistics updated 2026-09-10