Keven Bluteau : Citation Profile


Are you Keven Bluteau?

HEC Montréal (École des Hautes Études Commerciales) (50% share)
Universiteit Gent (50% share)

3

H index

2

i10 index

31

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   1 years (2018 - 2019). See details.
   Cites by year: 31
   Journals where Keven Bluteau has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 1 (3.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl242
   Updated: 2020-09-22    RAS profile: 2020-05-28    
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Relations with other researchers


Works with:

Ardia, David (3)

Boudt, Kris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Keven Bluteau.

Is cited by:

Rodríguez, Gabriel (2)

Shahbaz, Muhammad (2)

Labondance, Fabien (2)

Kaufmann, Daniel (2)

Ataurima Arellano, Miguel (2)

Caporale, Guglielmo Maria (2)

Hubert, Paul (2)

Bouri, Elie (2)

Tiwari, Aviral (2)

HALKOS, GEORGE (2)

Burri, Marc (1)

Cites to:

Bauwens, Luc (7)

Ardia, David (7)

Bollerslev, Tim (6)

Reichlin, Lucrezia (6)

Giannone, Domenico (5)

Laurent, Sébastien (5)

Jagannathan, Ravi (4)

Andrews, Donald (4)

Diebold, Francis (4)

Engle, Robert (4)

Ng, Serena (3)

Main data


Where Keven Bluteau has published?


Journals with more than one article published# docs
International Journal of Forecasting2

Recent works citing Keven Bluteau (2020 and 2019)


YearTitle of citing document
2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

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2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08.

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2019A brief survey on the choice of parameters for: “Kernel density estimation for time series data”. (2019). Oneill, Robert ; Semeyutin, Artur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304376.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

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2020Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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2019Forecasting Bitcoin risk measures: A robust approach. (2019). Trucíos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847.

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2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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2019Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

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2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2002.

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2019A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading. (2019). Alvarez-Garcia, Jose ; Galeana-Figueroa, Evaristo ; de la Torre-Torres, Oscar V. In: Energies. RePEc:gam:jeners:v:13:y:2019:i:1:p:129-:d:302172.

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2019Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220.

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2019Threshold Mean Reversion and Regime Changes of Cryptocurrencies using SETAR-MSGARCH Models. (2019). Scalera, Francesco ; ben Haj, Hayet. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:9:y:2019:i:3:p:221-229.

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2020A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc. In: IRENE Working Papers. RePEc:irn:wpaper:20-05.

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2020Forecasting volatility in bitcoin market. (2020). Bekiros, Stelios ; Segnon, Mawuli. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00368-y.

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2019Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process.. (2019). Ibrahim, Omar. In: MPRA Paper. RePEc:pra:mprapa:98091.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2020A daily fever curve for the Swiss economy. (2020). Burri, Marc ; Kaufmann, Daniel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

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2020Forecasting bitcoin volatility: Evidence from the options market. (2020). Baur, Dirk G ; Hoang, Lai T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1584-1602.

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Works by Keven Bluteau:


YearTitleTypeCited
2018Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation In: Journal of Time Series Econometrics.
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2019Regime changes in Bitcoin GARCH volatility dynamics In: Finance Research Letters.
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article12
2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting.
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article14
2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting.
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