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Lionel Sopgoui
Observed names:
Lionel Sopgoui Mbeukam,
Sopgoui Mbeukam, Lionel,
Sopgoui, Lionel
Institutions:
Institut Louis Bachelier,
Centre de Recherche en Économie et Statistique,
ENSAE Paris
Observed institutions:
Université Paris Cité,
Institut Louis Bachelier,
Centre de Recherche en Économie et Statistique,
Laboratoire de Probabilités, Statistique et Modélisation,
Imperial College London,
ENSAE Paris
show all 6
ORCID:
0009-0006-6015-7511
Observed ORCID:
0009-0006-6015-7511
OpenAlex ID:
A5092543593
Impact of the carbon price on credit portfolio's loss with stochastic collateral
2025
·
Lionel Sopgoui
·
Quantitative Finance
·
4
Propagation of a Carbon Price in a Credit Portfolio through Macroeconomic Factors
2025
·
Géraldine Bouveret
, Jean-François Chassagneux
, et al.
·
SIAM Journal on Financial Mathematics
·
4
Modeling the impact of Climate transition on real estate prices
2024
·
Sopgoui, Lionel
·
RePEc: Research Papers in Economics
·
4
PDF
Modeling the impact of Climate transition on real estate
2024
·
Lionel Sopgoui
·
SSRN Electronic Journal
·
4
Propagation of a carbon price in a credit portfolio through macroeconomic factors
2023
·
Bouveret, Géraldine
, Chassagneux, Jean-François
, et al.
·
RePEc: Research Papers in Economics
·
3
PDF
Propagation of a Carbon Price in Credit Portfolio Through Macroeconomic Factors
2023
·
Géraldine Bouveret
, Jean-françois Chassagneux
, et al.
·
SSRN Electronic Journal
·
3
A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
2026
·
Caroline Hillairet
, Olivier Lopez
, et al.
·
Scandinavian Actuarial Journal
PDF
Climate-Vulnerable Firms, Credit Supply, and Cascading Failures: An Agent-Based Model
2026
·
Lionel Sopgoui
·
SSRN Electronic Journal
Climate-Vulnerable Firms, Credit Supply, and Cascading Failures: An Agent-Based Model
2026
·
Lionel Sopgoui
·
SSRN Electronic Journal
Evaluation et couverture du risque de transition climatique dans un portefeuille de crédits
2024
·
Sopgoui Mbeukam, Lionel
·
HAL
PDF
Pricing and hedging of climate transition risk in Credit Portfolio
2024
·
Lionel Sopgoui Mbeukam
·
theses.fr (ABES)
PDF
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Works count:
11
Citation count:
22
H-index:
4
I10-index:
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