Olivier Darné : Citation Profile

Are you Olivier Darné?

Université de Nantes
Université de Nantes

19

H index

27

i10 index

1076

Citations

RESEARCH PRODUCTION:

80

Articles

108

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 56
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 66 (5.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda93
   Updated: 2022-10-01    RAS profile: 2021-11-08    
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Relations with other researchers

Works with:

Kim, Jae (5)

Hoarau, Jean-François (4)

Suardi, Sandy (4)

Tripier, Fabien (3)

Ferrara, Laurent (2)

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

Is cited by:

DIEBOLT, Claude (66)

Ferrara, Laurent (34)

JAOUL-GRAMMARE, Magali (28)

Miller, Stephen (14)

Gil-Alana, Luis (12)

Marsilli, Clément (10)

Levy, Daniel (10)

Bec, Frédérique (10)

Heyer, Eric (9)

Mignon, Valérie (9)

Wohlrabe, Klaus (9)

Cites to:

Reichlin, Lucrezia (87)

Kim, Jae (52)

Giannone, Domenico (50)

Perron, Pierre (41)

Ng, Serena (39)

Bollerslev, Tim (36)

CHARLES, Amelie (34)

Franses, Philip Hans (30)

Forni, Mario (30)

Engle, Robert (27)

bloom, nicholas (27)

Main data

Where Olivier Darné has published?

Journals with more than one article published# docs
Economics Bulletin12
Economic Modelling5
Economics Letters4
Applied Economics4
Energy Policy3
International Economics3
Bulletin de la Banque de France3
Bulletin of Economic Research3
Journal of International Money and Finance2
Cliometrica, Journal of Historical Economics and Econometric History2
International Economics2
Cliometrica2
Oxford Bulletin of Economics and Statistics2
International Review of Financial Analysis2
conomie et Prvision2
Journal of Forecasting2
Energy Economics2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL59
Working Papers / HAL26
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2022 and 2021)

YearTitle of citing document
2022Quoi de neuf dans l’accès aux classes préparatoires ? Une perspective historique centrée sur l’ouverture sociale et l’accès des filles aux formations élitistes françaises. (2022). Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:01-22.

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2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021A 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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2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

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2021Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821.

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2021Firms’ Inflation Expectations: New Evidence from France. (2021). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: Working papers. RePEc:bfr:banfra:840.

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2022Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2021Convergence Triggers in Africa: Evidence from Convergence Clubs and Panel Models. (2021). Erkekoglu, Hatice ; Majok, Aweng Peter. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:2:p:218-245.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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2021Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-23.

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2021Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648.

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2021Market Efficiency of US REITs: A Revisit. (2021). Ahn, Kwangwon ; Kim, Dongshin ; Jang, Hanwool ; Ryu, Inug. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004240.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x.

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2021Forecasting tourism with targeted predictors in a data-rich environment. (2021). Rua, Antonio ; Gouveia, Carlos Melo ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:445-454.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2022Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000623.

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2022Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345.

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2021Where are the fundamental traders? A model application based on the Shanghai Stock Exchange. (2021). Zulauf, Carl ; Pu, Yun. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s1566014119301062.

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2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

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2021The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479.

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2021Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Does Chinas carbon emissions trading scheme affect the market power of high-carbon enterprises?. (2022). Zhang, Yue-Jun ; Wang, Wei. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s014098832200086x.

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2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

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2021Efficiency of China’s carbon market: A case study of Hubei pilot market. (2021). Fantozzi, Francesco ; Bartocci, Pietro ; Zhou, Ming ; Zhao, Haibo ; Yuan, Tian ; Yang, Qing ; Chen, Yingqi. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s036054422100195x.

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2022Energy intensity, economic growth and environmental quality in populous Middle East countries. (2022). Tarazkar, Mohammad Hassan ; Dehbidi, Navid Kargar ; Shokoohi, Zeinab. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024129.

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2022Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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2022Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

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2022Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

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2021Information efficiency research of Chinas carbon markets. (2021). Jiang, Ting ; Liu, Jian ; Ye, ZE. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310736.

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2021Intraday interactions between high-frequency trading and price efficiency. (2021). Hellara, Slaheddine ; ben Ammar, Imen. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316767.

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2022Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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2021Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534.

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2021Emissions trading with transaction costs. (2021). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:108:y:2021:i:c:s0095069621000516.

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2021Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2021Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372.

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2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2021Universal law in the crude oil market based on visibility graph algorithm and network structure. (2021). Dong, Gaogao ; Du, Ruijin ; Tian, Lixin ; Wang, Fan. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309892.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2021Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Adewuyi, Adeolu O ; Wahab, Bashir A. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956.

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2021What drives oil prices? — A Markov switching VAR approach. (2021). Fu, Chengbo ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Gong, XU. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003263.

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2021Investigating the nexus between GDP, oil prices, FDI, and tourism for emerging economy: Empirical evidence from the novel fourier ARDL and hidden cointegration. (2021). Tursoy, Turgut ; Ullah, Noor ; Ozatac, Nesrin ; Ramakrishnan, Suresh ; Ali, Adnan ; Chander, Rajnesh ; Faisal, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003779.

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2021Analysis of relationships between nanotechnology applications, mineral saving and ecological footprint: Evidence from panel fourier cointegration and causality tests. (2021). Gulmez, Ahmet ; Ko, Pinar. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003822.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2022Predicting the Australian equity risk premium. (2022). Jurdi, Doureige J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001906.

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2022A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery. (2022). Debnath, Kanish ; Majhi, Sushovan ; Nurujjaman, MD ; Mahata, Ajit ; Rai, Anish. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:592:y:2022:i:c:s0378437121009778.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2022Deep learning in predicting cryptocurrency volatility. (2022). Piscopo, Gabriella ; Levantesi, Susanna ; Damato, Valeria. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001704.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021On the dynamic equicorrelations in cryptocurrency market. (2021). Golitsis, Petros ; Demiralay, Sercan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:524-533.

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2021Economic convergence among the world’s top-income economies. (2021). Gkoulgkoutsika, Alexandra ; Desli, Evangelia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:841-853.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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2021Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Jin, Chenglu ; Bao, Weiwei ; Chen, Rongda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129.

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2021Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

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2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach. (2021). Umar, Zaghum ; Tiwari, Aviral Kumar ; Alqahtani, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246.

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2021Impact of COVID-19 on stock market efficiency: Evidence from developed countries. (2021). Ozkan, Oktay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000660.

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2022“Digital Gold” and geopolitics. (2022). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001331.

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2022Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616.

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2022Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Topal, Mehmet Hanefi ; Camgoz, Mevlut. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022.

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2022Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x.

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2021Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: THEMA Working Papers. RePEc:ema:worpap:2021-15.

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2021Silver in Equity Portfolio Risk Optimization: Polish Investor Perspective. (2021). Pruchnicka-Grabias, Izabela. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:716-728.

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2021The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland. (2021). Klonowska-Matynia, Maria ; Sobko, Radoslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special1:p:198-219.

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2021Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313.

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2021GDP Nowcasting: Dynamic Factor Model vs. Official Forecasts. (2021). Konstantin, Rybak ; Andrey, Zubarev. In: Russian Economic Development. RePEc:gai:recdev:r21131.

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2021?????????? ???: ???????????? ????????? ?????? ? ??????????? ????????. (2021). Konstantin, Rybak ; Andrey, Zubarev. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r21131.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2021Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz ; Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.

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2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2021Modelling the Impact of Different COVID-19 Pandemic Waves on Real Estate Stock Returns and Their Volatility Using a GJR-GARCHX Approach: An International Perspective. (2021). Tomal, Mateusz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:374-:d:614331.

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2022.

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2021A Linkage Framework for the China National Emission Trading System (CETS): Insight from Key Global Carbon Markets. (2021). Wang, Kevin Xinwei ; Innes, John L ; Shrestha, Anil Kumar ; Pan, Chunyu ; John-O. Niles, ; Sheng, Chunguang ; Li, Jinliang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7459-:d:588282.

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2021Impacts of International Sports Events on the Stock Market: Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games. (2021). Alam, Md. Mahmudul ; Dewi, Rani ; Harjito, Dwipraptono. In: Post-Print. RePEc:hal:journl:hal-03538176.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

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2022Patents in the Long Run : Theory, History and Statistics. (2022). Pellier, Karine ; Diebolt, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02929514.

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More than 100 citations found, this list is not complete...

Works by Olivier Darné:

YearTitleTypeCited
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica.
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This paper has another version. Agregated cites: 0		article
Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica.
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This paper has another version. Agregated cites: 0		article
2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]		article3
2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
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2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
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2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
[Full Text][Citation analysis]		article0
2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
[Full Text][Citation analysis]		paper16
2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique.
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This paper has another version. Agregated cites: 16		article
2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
[Full Text][Citation analysis]		paper2
2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
[Full Text][Citation analysis]		paper6
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
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2011A Revision of the US Business- Cycles Chronology 1790–1928.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 6		paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]		paper9
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 9		paper
2007L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers.
[Full Text][Citation analysis]		paper0
2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France.
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This paper has another version. Agregated cites: 0		article
2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
[Full Text][Citation analysis]		paper1
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
[Full Text][Citation analysis]		paper17
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]		paper83
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]		paper14
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 14		article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
[Full Text][Citation analysis]		paper25
2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
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2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
[Full Text][Citation analysis]		paper1
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]		paper29
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 29		paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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This paper has another version. Agregated cites: 29		article
2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the “blocking” approach. In: Working papers.
[Full Text][Citation analysis]		paper10
2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article2
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article31
2021Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2021Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print.
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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]		article9
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 9		paper
2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
[Full Text][Citation analysis]
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2009VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article53
2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53		paper
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article16
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16		paper
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
[Full Text][Citation analysis]		article4
2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
[Full Text][Citation analysis]		article1
2008La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire.(2008) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has another version. Agregated cites: 1		paper
2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print.
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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
[Full Text][Citation analysis]		paper19
2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
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2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
[Full Text][Citation analysis]		article8
2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
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2019The accuracy of asymmetric GARCH model estimation In: International Economics.
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2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
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2020The accuracy of asymmetric GARCH model estimation.(2020) In: Working Papers.
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2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
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2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics.
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2018Volatility estimation for Bitcoin: Replication and robustness.(2018) In: Post-Print.
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2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2011Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.(2011) In: Post-Print.
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2015Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print.
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2010Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers.
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2006Testing the purchasing power parity in China In: EconomiX Working Papers.
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2003Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin.
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2004The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
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2009Performance of short-term trend predictors for current economic analysis In: Economics Bulletin.
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2008Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin.
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2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
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2012A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print.
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2010A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers.
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2015Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin.
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2013Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers.
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2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin.
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2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.(2015) In: Post-Print.
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2016Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin.
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2016Stock market reactions to FIFA World Cup announcements: An event study.(2016) In: Post-Print.
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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin.
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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy In: Economics Bulletin.
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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy.(2020) In: Post-Print.
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2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print.
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2012Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling.
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2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
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2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2016A World Trade Leading Index (WTLI) In: Economics Letters.
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2016A world trade leading index (WLTI).(2016) In: Post-Print.
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2004Seasonal cointegration for monthly data In: Economics Letters.
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2005Outliers and GARCH models in financial data In: Economics Letters.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print.
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2017Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics.
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2017Forecasting crude-oil market volatility: Further evidence with jumps.(2017) In: Post-Print.
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2019On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach In: Energy Economics.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print.
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2013Market efficiency in the European carbon markets In: Energy Policy.
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2013Market efficiency in the European carbon markets.(2013) In: Post-Print.
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2014Volatility persistence in crude oil markets In: Energy Policy.
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2014Volatility persistence in crude oil markets.(2014) In: Post-Print.
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2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
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2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
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2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
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2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
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2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013.(2014) In: Post-Print.
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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
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2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
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2016Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance.
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2014Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers.
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2009The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics.
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