Jessica Fouilloux : Citation Profile


Are you Jessica Fouilloux?

Centre de Recherche en Économie et Management (CREM)

3

H index

2

i10 index

37

Citations

RESEARCH PRODUCTION:

5

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 4
   Journals where Jessica Fouilloux has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo202
   Updated: 2020-02-16    RAS profile: 2018-12-20    
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Relations with other researchers


Works with:

VIVIANI, Jean-Laurent (4)

Darné, Olivier (3)

de La Bruslerie, hubert (2)

Moraux, Franck (2)

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

Is cited by:

Mandel, Antoine (4)

Karpf, Andreas (4)

McAleer, Michael (2)

Vošvrda, Miloslav (2)

Gil-Alana, Luis (2)

Chang, Chia-Lin (2)

GUPTA, RANGAN (2)

Chevallier, Julien (2)

Krištoufek, Ladislav (2)

Todea, Alexandru (1)

Salisu, Afees (1)

Cites to:

Johansen, Soren (6)

Trueck, Stefan (6)

Chevallier, Julien (6)

Perron, Pierre (4)

Nielsen, Bent (4)

Fama, Eugene (4)

Stoll, Hans (4)

Bai, Jushan (4)

Taschini, Luca (3)

Kim, Jae (3)

Weron, Rafał (3)

Main data


Where Jessica Fouilloux has published?


Journals with more than one article published# docs
Energy Policy2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL11
Working Papers / HAL4

Recent works citing Jessica Fouilloux (2018 and 2017)


YearTitle of citing document
2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2019Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. (2019). Yin, Jiuli ; Lv, Xiangxiang ; Fan, Xinghua ; Liang, Jiaochen ; Tian, Lixin. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:60.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2019China’s Carbon Market Development and Carbon Market Connection: A Literature Review. (2019). Dong, Feng ; Hua, Yifei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:9:p:1663-:d:227607.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01484117.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17010.

Full description at Econpapers || Download paper

2017Fourier--type tests involving martingale difference processes. (2017). Hlavka, Zdenk ; Meintanis, Simos G ; Kirch, Claudia ; Hukova, Marie. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:4:p:468-492.

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2019From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2019). Tietjen, Oliver ; Pahle, Michael ; Mauer, Eva-Maria ; Friedrich, Marina. In: EconStor Preprints. RePEc:zbw:esprep:196150.

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Works by Jessica Fouilloux:


YearTitleTypeCited
2014Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model In: Finance.
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article0
2010Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
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article7
2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 7
article
2013Market efficiency in the European carbon markets In: Energy Policy.
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article13
2015Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty In: Energy Policy.
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article0
2018Fostering green investment decisions: the real option approach In: Chapters.
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2009The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print.
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paper0
2011Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print.
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paper0
2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Post-Print.
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paper2
2011Testing the martingale difference hypothesis in CO2 emission allowances In: Post-Print.
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paper1
2011Toutes les recherches doivent-elles être menées ? Performativité, surpâturage et responsabilité du chercheur en finance In: Post-Print.
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paper0
2013Market efficiency in the European carbon markets In: Post-Print.
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paper12
2013Finance verte In: Post-Print.
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2015Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty In: Post-Print.
[Citation analysis]
paper0
2015Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model In: Post-Print.
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paper0
2016Les réseaux d’entreprises peuvent-ils aider les PME à développer leur démarche de responsabilité sociale des entreprises ? In: Post-Print.
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paper0
2018Fostering green investment decisions: the real option approach In: Post-Print.
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paper0
2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Working Papers.
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paper2
2011Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext In: Working Papers.
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paper0
2016The impact of screening strategies on the performance of ESG indices In: Working Papers.
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