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Bertrand Tavin

Observed names: B. Tavin, Tavin, Bertrand
ORCID: 0000-0002-1254-8538
Observed ORCID: 0000-0002-1254-8538
OpenAlex ID: A5031416121
Scope 3 Emissions and Their Impact on Green Portfolios
2022 · Théophile Anquetin, Guillaume Coqueret, et al. · Economic Modelling · 64
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Seasonal volatility in agricultural markets: modelling and empirical investigations
2021 · L. Schneider, B. Tavin · Annals of Operations Research · 34
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From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options
2016 · Lorenz Schneider, Bertrand Tavin · Journal of Banking & Finance · 29
An investigation of model risk in a market with jumps and stochastic volatility
2016 · Guillaume Coqueret, Bertrand Tavin · European Journal of Operational Research · 20
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
2012 · Bertrand Tavin · Journal of Banking & Finance · 16
An Investigation of Model Risk in a Market with Jumps and Stochastic Volatility
2014 · Guillaume Coqueret, Bertrand Tavin · SSRN Electronic Journal · 14
Hedging Dependence Risk with Spread Options via the Power Frank and Power Student t Copulas
2012 · Bertrand Tavin · SSRN Electronic Journal · 12
Implied Distribution as a Function of the Volatility Smile
2011 · Bertrand Tavin · SSRN Electronic Journal · 8
Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives
2013 · Bertrand Tavin · Lecture notes in statistics · 7
Sustainability in commodity markets
2025 · Guillaume Coqueret, Bertrand Tavin, et al. · Journal of Banking & Finance · 4
Measuring exposure to dependence risk with random Bernstein copula scenarios
2017 · Bertrand Tavin · European Journal of Operational Research · 3
Dynamic decision making with predictive panels
2023 · Guillaume Coqueret, Bertrand Tavin · Journal of the Operational Research Society · 2
A Note on Implied Correlation for Bivariate Contracts
2020 · Guillaume Coqueret, Bertrand Tavin · RePEc: Research Papers in Economics · 2
Procedural rationality, asset heterogeneity and market selection
2019 · Guillaume Coqueret, Bertrand Tavin · Journal of Mathematical Economics · 2
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Seasonal Stochastic Volatility and the Samuelson Effect in Agricultural Futures Markets
2018 · Schneider, Lorenz, Tavin, Bertrand · RePEc: Research Papers in Economics · 2
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From the Samuelson Volatility Effect to a Samuelson Correlation Effect: An Analysis of Crude Oil Calendar Spread Options
2014 · Lorenz Schneider, Bertrand Tavin · SSRN Electronic Journal · 2
Robust portfolio allocation under dependence uncertainty and multiplier preferences
2023 · Eric André, Bertrand Tavin · SSRN Electronic Journal · 1
Measuring Information Flows in Option Markets: A Relative Entropy Approach
2022 · Eric André, Lorenz Schneider, et al. · The Journal of Derivatives · 1
The Samuelson Effect and Seasonal Stochastic Volatility in Agricultural Futures Markets
2018 · Lorenz Schneider, Bertrand Tavin · arXiv (Cornell University) · 1
From the Samuelson Volatility Effect to a Samuelson Correlation Effect: An Analysis of Crude Oil Calendar Spread Options
2015 · Lorenz Schneider, Bertrand Tavin · SSRN Electronic Journal · 1
From the Samuelson Volatility Effect to a Samuelson Correlation Effect: Evidence from Crude Oil Calendar Spread Options
2014 · Schneider, Lorenz, Tavin, Bertrand · RePEc: Research Papers in Economics · 1
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Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
2012 · Bertrand Tavin · SSRN Electronic Journal · 1
Ambiguity arbitrage
2026 · Badri, Saeed, Baillon, Aurélien, et al. · HAL
Winter 2025 Commodity Insights, as Curated by Bayes Business School (U.K.)
2026 · Hilary Till, Jiawen Luo, et al. · SSRN Electronic Journal
Durabilité des matières premières : une hiérarchie différente du point de vue de l’investisseur ?
2024 · Guillaume Coqueret, Bertrand Tavin, et al. · The Conversation
Works count: 29
Citation count: 227
H-index: 8
I10-index: 7
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