Concepedia

Bertrand Tavin

BT

Statistics

Publications

6

Citations

157

H-Index

6

Active since

2013

Affiliations

École de management de Lyon(Current)

Bertrand Tavin is an author at École de management de Lyon specializing in business, finance, and financial economics.

ORCID

Publications per year

2013–2022

6

Publications

6

Scopes of carbon emissions and their impact on green portfolios

Théophile Anquetin, Guillaume Coqueret, Bertrand Tavin et al. · Economic Modelling · 2022 · 48 citations · Full text

, , +14

From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options

Lorenz Schneider, Bertrand Tavin · Journal of Banking & Finance · 2016 · 34 citations

, , +15

Seasonal volatility in agricultural markets: modelling and empirical investigations

Lorenz Schneider, Bertrand Tavin · Annals of Operations Research · 2021 · 28 citations

, , +15

Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals

Bertrand Tavin · Journal of Banking & Finance · 2015 · 18 citations

, , +14

An investigation of model risk in a market with jumps and stochastic volatility

Guillaume Coqueret, Bertrand Tavin · European Journal of Operational Research · 2016 · 17 citations

, , +17

1–5 of 6