Systemic risk in derivative markets: A graph-theory analysis

Lautier, Delphine; Raynaud, Franck

Lautier, Delphine; Raynaud, Franck (2010), Systemic risk in derivative markets: A graph-theory analysis, Séminaire Economie du risque - Paris-Dauphine, 2010-03, Paris, France

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Type

Communication / Conférence

Date

2010

Conference title

Séminaire Economie du risque - Paris-Dauphine

Conference date

2010-03

Conference city

Paris

Conference country

France

Metadata

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Author(s)

Lautier, Delphine
Raynaud, Franck

Subjects / Keywords

Integration; Systemic Risk; Derivatives; Commodities; Graph Theory; Minimum Spanning Trees

JEL

C4 - Econometric and Statistical Methods: Special Topics
O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products