Access Statistics for Florian Ielpo

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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 1 6 14 99
An econometric specification of monetary policy dark art 0 0 0 55 4 7 8 260
Commodity Markets through the business cycle 0 0 0 5 0 1 2 39
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 3 4 4 71
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 2 3 3 33
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 1 7 7 430
Forecasting the density of oil futures 0 0 0 29 1 2 6 132
Further evidence on the impact of economic news on interest rates 0 0 0 56 4 7 8 215
Further evidence on the impact of economic news on interest rates 0 0 0 0 0 2 2 17
Further evidence on the impact of economic news on interest rates 0 0 0 39 2 3 5 156
Further evidence on the impact of economic news on interest rates 0 0 0 10 3 3 3 47
Identifying and Explaining the Number of Regimes Driving Asset Returns 0 0 0 12 0 1 1 37
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 5 6 6 102
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 1 32 3 5 7 67
Martingalized Historical approach for Option Pricing 0 0 0 33 1 2 4 121
Martingalized Historical approach for Option Pricing 0 0 0 24 4 6 7 126
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 0 0 26 2 7 7 111
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 0 0 0 87 1 1 2 226
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 0 0 0 61 1 6 6 166
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 3 4 6 170
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 1 11 2 3 7 60
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 0 1 73 2 5 6 168
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 6 12 13 258
Option pricing with discrete time jump processes 0 0 0 0 3 3 4 32
Option pricing with discrete time jump processes 0 0 0 35 5 8 13 197
Option pricing with discrete time jump processes 0 0 0 18 2 3 5 74
Option pricing with discrete time jump processes 0 0 0 12 3 4 6 180
Testing for Leverage Effect in Financial Returns 0 0 0 78 3 6 11 303
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 4 5 8 122
Testing for Leverage Effects in the Returns of US Equities 0 0 0 2 1 2 4 39
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 2 4 106
The contribution of jumps to forecasting the density of returns 0 0 0 39 4 5 9 63
The contribution of jumps to forecasting the density of returns 0 0 0 57 6 7 7 51
Understanding momentum in commodity markets 0 0 0 0 2 2 3 38
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 1 2 4 20
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 0 0 1 273 2 3 4 1,374
Total Working Papers 0 0 4 1,431 88 155 219 5,731

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 2 4 6 41
Commodity markets through the business cycle 0 0 0 20 3 8 11 83
Common risk factors in commodities 0 1 2 271 4 10 15 990
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 1 2 2 44
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 1 5 7 110
Empirical bias in intraday volatility measures 0 0 0 17 4 6 7 84
Equity, credit and the business cycle 0 0 0 19 4 6 6 96
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 0 0 3 35 2 3 11 126
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 2 2 3 91
Forecasting the European Credit Cycle Using Macroeconomic Variables 0 0 0 0 1 1 1 48
Forward Rates, Monetary Policy and the Economic Cycle 0 0 1 3 3 3 5 29
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 2 5 7 66
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 1 1 1 3 3 8 11 25
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 7 9 16 138
Martingalized historical approach for option pricing 0 0 0 17 3 5 6 105
Mean-reversion properties of implied volatilities 0 0 0 18 3 4 7 116
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 3 4 9 52
Option pricing with discrete time jump processes 0 0 0 17 5 7 12 87
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 6 9 10 220
Sector spillovers in credit markets 0 0 1 17 3 7 9 120
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 0 0 0 2 3 7 8 28
Testing for leverage effects in the returns of US equities 0 0 0 3 6 7 9 34
Twenty years of jumps in commodity markets 0 0 0 18 2 6 8 91
Understanding momentum in commodity markets 0 0 0 24 4 10 13 78
Volatility spillovers in commodity markets 0 0 1 61 5 11 15 162
Total Journal Articles 1 2 10 685 82 149 214 3,064
2 registered items for which data could not be found
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Statistics updated 2026-02-12