Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "4916"
  #_source: array:26 [
    "id" => "4916"
    "slug" => "oil-price-volatility-influence-of-the-traders-behaviour-on-the-term-structure"
    "yearMonth" => "2004-04"
    "year" => "2004"
    "title" => "Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure"
    "description" => "INDJEHAGOPIAN, J.P., IONNIDIS, C. et LANTZ, F. (2004). Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure. Dans: <i>Stock Markets-LXXXIV Colloque International de l'AEA</i>. Applied Econometrics Association (AEA)."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "INDJEHAGOPIAN Jean-Pierre"
        "bid" => "B00000258"
        "slug" => "indjehagopian-jean-pierre"
      ]
      1 => array:1 [
        "name" => "IONNIDIS C."
      ]
      2 => array:1 [
        "name" => "LANTZ F."
      ]
    ]
    "ouvrage" => "Stock Markets-LXXXIV Colloque International de l'AEA"
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Actes d'une conférence"
      "en" => "Conference Proceedings"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "CD-Rom On étudie le marché à terme du pétrole et des produits du pétrole à partir d'un modèle à correction d'erreur à changement de régime markovien et à volatilité changeante."
      "en" => "We analyze the term structure of oil and oil commodities futures using a multivariate Markov -switching heteroskedastic framework. We estime a multivariate two regimes Markov-switching VECM."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-12-30T17:21:46.000Z"
    "docTitle" => "Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure"
    "docSurtitle" => "Actes d'une conférence"
    "authorNames" => "<a href="/cv/indjehagopian-jean-pierre">INDJEHAGOPIAN Jean-Pierre</a>, IONNIDIS C., LANTZ F."
    "docDescription" => "<span class="document-property-authors">INDJEHAGOPIAN Jean-Pierre, IONNIDIS C., LANTZ F.</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2004</span>"
    "keywordList" => ""
    "docPreview" => "<b>Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure</b><br><span>2004-04 | Actes d'une conférence </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.303951
  +"parent": null
}