Hayette Gatfaoui : Citation Profile


Are you Hayette Gatfaoui?

Université Catholique de Lille (86% share)
Lille Économie et Management (LEM) (14% share)

5

H index

2

i10 index

98

Citations

RESEARCH PRODUCTION:

7

Articles

45

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 6
   Journals where Hayette Gatfaoui has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 11 (10.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga83
   Updated: 2020-02-22    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Billio, Monica (3)

Nekhili, Mehdi (2)

Addo, Peter Martey (2)

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

Is cited by:

Nekhili, Mehdi (8)

Nakashima, Kiyotaka (3)

Sun, David (3)

Ahmed, Walid (3)

Naifar, Nader (3)

Candelon, Bertrand (3)

Zhang, Dayong (2)

Parrotta, Pierpaolo (2)

Chevallier, Julien (2)

tissaoui, KAIS (2)

Goutte, Stéphane (2)

Cites to:

Kilian, Lutz (14)

Campbell, John (12)

McAleer, Michael (11)

merton, robert (10)

Bollerslev, Tim (9)

Hamilton, James (7)

Jarrow, Robert (7)

Sharpe, William (7)

Engle, Robert (7)

Perron, Pierre (7)

barsky, robert (6)

Main data


Where Hayette Gatfaoui has published?


Journals with more than one article published# docs
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL22
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
Finance / University Library of Munich, Germany4
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL4
Risk and Insurance / University Library of Munich, Germany4
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney2

Recent works citing Hayette Gatfaoui (2018 and 2017)


YearTitle of citing document
2017DRIVERS OF ENVIRONMENTAL SUSTAINABILITY IN WINE FIRMS: THE ROLE AND EFFECT OF WOMEN IN LEADERSHIP. (2017). Galbreath, Jeremy. In: Working Papers. RePEc:ags:aawewp:253851.

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2018Gender Diversity and Ownership Structure of Malaysian Firms in the Real Estate Sector. (2018). Ishak, Rokiah ; Abdullah, Zaimah ; Amran, Noor Afza. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:915-923.

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2019Critical slowing down associated with critical transition and risk of collapse in cryptocurrency. (2018). Suweis, Samir ; Dodorico, Paolo ; Tu, Chengyi. In: Papers. RePEc:arx:papers:1806.08386.

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2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel. (2018). Ferrara, Laurent ; Candelon, Bertrand ; Joets, M. In: Working papers. RePEc:bfr:banfra:661.

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2019Global financial interconnectedness: A non-linear assessment of the uncertainty channel. (2019). Ferrara, Laurent ; Candelon, Bertrand ; Joets, Marc. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_001.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Candelon, Bertrand ; Jots, Marc ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2018Beyond gender diversity: How specific attributes of female directors affect earnings management. (2018). Gull, Ammar Ali ; Chtioui, Tawhid ; Nagati, Haithem ; Nekhili, Mehdi. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:3:p:255-274.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152.

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2019Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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2019Financialization, fundamentals, and the time-varying determinants of US natural gas prices. (2019). Zhang, Dayong ; Broadstock, David Clive ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:707-719.

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2017Gender-diverse board and the relevance of voluntary CSR reporting. (2017). Nekhili, Mehdi ; Chtioui, Tawhid ; Nagati, Haithem. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:81-100.

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2018Female board directorship and firm performance: What really matters?. (2018). Bennouri, Moez ; Nekhili, Mehdi ; Nagati, Haithem ; Chtioui, Tawhid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:267-291.

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2019The effect of environmental information disclosure and energy product type on the cost of debt: Evidence from energy firms in China. (2019). Richardson, Grant ; Rajapakse, Theja ; Fonseka, Mohan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:159-182.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Lv, Xin ; Bouri, Elie ; Xin Lv, ; Lien, Donald ; Chen, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48.

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2017On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

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2019The Influence of Innovation on Corporate Sustainability in the International Banking Industry. (2019). Ubeda, Fernando ; Aracil, Elisa ; Forcadell, Francisco Javier . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3210-:d:238472.

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2019La gouvernance salariale: contribution de la représentation des salariés à la gouvernance dentreprise. (2019). Aubert, Nicolas ; Hollandts, Xavier. In: Post-Print. RePEc:hal:journl:hal-01989060.

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2020All on Board? New Evidence on Board Gender Diversity from a Large Panel of Firms. (2020). Mazurek, Jakub ; Terjesen, Siri ; Tyrowicz, Joanna. In: IZA Discussion Papers. RePEc:iza:izadps:dp12883.

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2017Board Gender Diversity and Corporate Response to Sustainability Initiatives: Evidence from the Carbon Disclosure Project. (2017). Ben-Amar, Walid ; McIlkenny, Philip ; Chang, Millicent. In: Journal of Business Ethics. RePEc:kap:jbuset:v:142:y:2017:i:2:d:10.1007_s10551-015-2759-1.

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2018Why so Few Women on Boards of Directors? Empirical Evidence from Danish Companies in 1998–2010. (2018). Smith, Nina ; Parrotta, Pierpaolo. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:2:d:10.1007_s10551-015-2974-9.

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2018Corporate Board and Corporate Social Responsibility Assurance: Evidence from China. (2018). Liao, Lin ; Zhang, Yuyu ; Lin, Teng. In: Journal of Business Ethics. RePEc:kap:jbuset:v:150:y:2018:i:1:d:10.1007_s10551-016-3176-9.

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2018Female Institutional Directors on Boards and Firm Value. (2018). Pucheta-Martinez, Maria Consuelo ; Olcina-Sempere, Gustau ; Bel-Oms, Inmaculada. In: Journal of Business Ethics. RePEc:kap:jbuset:v:152:y:2018:i:2:d:10.1007_s10551-016-3265-9.

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2018Women’s Leadership and Firm Performance: Family Versus Nonfamily Firms. (2018). Nekhili, Mehdi ; Chtioui, Tawhid ; Chakroun, Hela . In: Journal of Business Ethics. RePEc:kap:jbuset:v:153:y:2018:i:2:d:10.1007_s10551-016-3340-2.

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2019Empowering Women: The Role of Emancipative Forces in Board Gender Diversity. (2019). Ben-Amar, Walid ; Welzel, Christian ; Francoeur, Claude ; Brieger, Steven A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:155:y:2019:i:2:d:10.1007_s10551-017-3489-3.

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2018An empirical evidence on the effect of women board representation on firm performance of companies listed in Iraq Stock Exchange. (2018). Jedi, Firas Farhan ; Nayan, Sabri. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:117-131.

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2017Evaluating the Enhanced Flexibility of Lignite-Fired Power Plants: A Real Options Analysis. (2017). Madlener, Reinhard ; Glensk, Barbara. In: FCN Working Papers. RePEc:ris:fcnwpa:2016_010.

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2018Entrepreneurial orientation and firm performance in family SMEs: the moderating effects of family, women, and strategic involvement in the board of directors. (2018). Arzubiaga, Unai ; Kotlar, Josip ; Maseda, Amaia ; Iturralde, Txomin. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:14:y:2018:i:1:d:10.1007_s11365-017-0473-4.

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Works by Hayette Gatfaoui:


YearTitleTypeCited
2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures In: Papers.
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2013Translating financial integration into correlation risk: A weekly reportings viewpoint for the volatility behavior of stock markets In: Economic Modelling.
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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Economic Modelling.
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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Energy Economics.
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article8
2015Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Energy Policy.
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article3
2002Systematic risk and idiosyncratic risk: a useful distinction for valuing European options In: Journal of Multinational Financial Management.
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2004From Fault Tree to Credit Risk Assessment: A Case Study In: EERI Research Paper Series.
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2005From Fault Tree to Credit Risk Assessment: A Case Study.(2005) In: Econometrics.
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2014The kiss of information theory that captures systemic risk In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2015The kiss of information theory that captures systemic risk.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Are critical slowing down indicators useful to detect financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2008From Fault Tree to Credit Risk Assessment: A Case Study In: Post-Print.
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2009Is Corporate Bond Market Performance Connected with Stock Market Performance? In: Post-Print.
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2009Less can be more! In: Post-Print.
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2010Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors In: Post-Print.
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2010Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market In: Post-Print.
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2010Deviation from normality and Sharpe ratio behavior: a brief simulation study In: Post-Print.
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2009Bottom-up Investing In: Post-Print.
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2009Liquids markets In: Post-Print.
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2009Performance Persistence In: Post-Print.
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2009Top down investing In: Post-Print.
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2010Capital Asset Pricing Model In: Post-Print.
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2007How Does Systematic Risk Impact Stocks? A Study on the French Financial Market In: Post-Print.
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2006Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation In: Post-Print.
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2008Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market In: Post-Print.
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2010Model Risk: Caring about Stylized Features of Asset Returns ! In: Post-Print.
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2011Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework In: Post-Print.
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2011Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels In: Post-Print.
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2012A correction for classic performance measures In: Post-Print.
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2013Are demographic attributes and firm characteristics drivers of gender diversity? Investigating womens positions on French boards of directors In: Post-Print.
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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Post-Print.
[Citation analysis]
paper6
2015Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Post-Print.
[Citation analysis]
paper2
2017Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Post-Print.
[Citation analysis]
paper0
2005How does systematic risk impact stocks ? A study on the French financial market In: Working Papers.
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2004How Does Systematic Risk Impact Stocks? A Study On the French Financial Market.(2004) In: Finance.
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2003How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market.(2003) In: Risk and Insurance.
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Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels In: Chapters.
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2010Investigating the dependence structure between credit default swap spreads and the U.S. financial market In: Annals of Finance.
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2013Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors In: Journal of Business Ethics.
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2004Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility In: Research Paper Series.
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2004Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility.(2004) In: Finance.
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2004Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation In: Research Paper Series.
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2004Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation.(2004) In: Finance.
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2003Risk Disaggregation And Credit Risk Valuation In The Merton Like Way In: Finance.
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2003How Does Systematic Risk Impact US Credit Spreads? A Copula Study In: Risk and Insurance.
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2003From Fault Tree to Credit Risk Assessment: An Empirical Attempt In: Risk and Insurance.
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2003Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit In: Risk and Insurance.
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