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Publications -Working Papers and Conferences

Andréa Roncoroni

Francis Declerck
  • Agricultural and Soft Markets in Handbook of Multi-Commodity Markets and Products, Wiley Finance, London, 2015. 
  • Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together? International Journal on Food System Dynamics, 5(3): 120-129, 2014. 
  • Qualité des prix formés sur les marchés agricoles, Droit, économie et marchés de matières premières agricoles, Paris, 2013. 
  • Les coopératives agricoles : identité, gouvernance, stratégies, Editions Larcier, Bruxelles, 2013. 
  • Agricultural price volatility: speculation and regulation. Why and how could regulation of agricultural markets be improved? ". In: Food Value Chain Networks in the 21st Century. Editorial Agricola, Madrid, 2012. 

Sofia Ramos
  • Do investors price oil price risk? Evidence from the cross-section of the oil industry- Journal of Energy Markets forthcoming (with Abderrahim TaamoutiHelena Veiga and Chih-Wei Wang
  • The Cyclical Behaviour of Commodities, The European Journal of Finance, forthcoming  (with Pereira, M. and  José G.  Dias),
  • Banking industry performance in the wake of the global financial crisis”, International Review of Financial Analysis, with (Bhimjee  Diptes and José G.  Dias)  forthcoming, 10.1016/j.irfa.2016.01.005
  • Clustering financial time series: New insights from an extended hidden Markov model, 2015, European Journal of Operations Research, 243 (3), 852–864  (with J.G. Dias and J.K. Vermunt)
  • An analysis of industry regimes synchronization in the Eurozone, 2015, Journal of Common Market Studies, forthcoming, 35 (2), 255-273  (with J.G. Dias)

Roméo Tédongap