معرفی
Delphine Lautier is a Professor of Finance at Université Paris-Dauphine, affiliated with the DRM-Finance team (UMR CNRS 7088) and the Institut Louis Bachelier. She is a key member of the Finance and Sustainable Development (FDD) Chair, the Energy Market Finance (FIME) initiative, and the Modeling Agricultural Transition (MATS) project. She chairs the Scientific Council of the Autorité des Marchés Financiers (AMF) and collaborates with prominent researchers like Professors Bertrand Villeneuve and Pierre Louis Lions.
Her research focuses on speculation dynamics, systemic risk in derivative markets, and commodity market regulation. Using equilibrium models and graph theory, she analyzes price discovery mechanisms and shock propagation across futures markets. Her work bridges theoretical finance with practical insights for regulators and market stakeholders.
Key contributions include studies on energy derivatives, crude oil price volatility, and systemic risk assessment through network analysis. She has published extensively in journals like Economic Theory, Energy Economics, and Physica A, and authored influential books such as Les 100 mots des marchés dérivés. Her research initiatives address energy transition, agricultural market modeling, and financial regulation.
She actively participates in international conferences and collaborates with institutions like the Commodity Futures Trading Commission (CFTC) and the Collège de France. Her current projects include analyzing systemic risk in agricultural commodity markets and redefining price discovery mechanisms.
