Stéphane Goutte : Citation Profile


Are you Stéphane Goutte?

Université de Versailles - Saint-Quentin-en-Yvelines

10

H index

11

i10 index

423

Citations

RESEARCH PRODUCTION:

51

Articles

92

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 32
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 35 (7.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo412
   Updated: 2022-09-24    RAS profile: 2022-07-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Guesmi, Khaled (37)

PORCHER, Thomas (15)

Chevallier, Julien (13)

GAIES, Brahim (12)

Damette, Olivier (8)

Dhaoui, Abderrazak (8)

Nguyen, Duc Khuong (5)

Péran, Thomas (5)

Porcher, Simon (4)

Ben Amar, Amine (4)

Philippas, Dionisis (4)

Dragomirescu-Gaina, Catalin (2)

Guerreiro, David (2)

Gallali, Mohamed (2)

Rjiba, Hatem (2)

Saadi, Samir (2)

Saglio, Sophie (2)

DIEBOLT, Claude (2)

Sanhaji, Bilel (2)

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

Is cited by:

Guesmi, Khaled (8)

Shen, Dehua (7)

Gyamerah, Samuel (6)

Bertsch, Valentin (6)

Demir, Ender (5)

Bouri, Elie (5)

Fernandez Bariviera, Aurelio (5)

Gözgör, Giray (5)

PORCHER, Thomas (4)

Bragoudakis, Zacharias (4)

NABI, Mahmoud (4)

Cites to:

Guesmi, Khaled (38)

Bekaert, Geert (32)

Chevallier, Julien (31)

Kilian, Lutz (28)

Nguyen, Duc Khuong (24)

Harvey, Campbell (19)

Narayan, Paresh (19)

Rogoff, Kenneth (18)

lucey, brian (18)

Hamilton, James (17)

AROURI, Mohamed (17)

Main data


Where Stéphane Goutte has published?


Journals with more than one article published# docs
Finance Research Letters5
Applied Economics4
Energy Policy4
Applied Economics Letters4
Research in International Business and Finance3
International Review of Financial Analysis3
Annals of Operations Research3
Energy Economics2
European Journal of Comparative Economics2
International Journal of Global Energy Issues2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL41
Working Papers / HAL38
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2022 and 2021)


YearTitle of citing document
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

Full description at Econpapers || Download paper

2021Impacts of the Covid-19 Pandemic on the Agricultural Prices: New Insights from CWT Granger Causality Test. (2021). Kara, Erkan ; Gok, Remzi. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:5:y:2021:i:si:p:76-96.

Full description at Econpapers || Download paper

2021Time-Consistent Evaluation of Credit Risk with Contagion. (2021). Hainaut, Donatien ; Ketelbuters, John John. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021004.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Joint Modelling and Calibration of SPX and VIX by Optimal Transport. (2020). Wang, Shiyi ; Obloj, Jan ; Loeper, Gregoire ; Guo, Ivan. In: Papers. RePEc:arx:papers:2004.02198.

Full description at Econpapers || Download paper

2021Are Less Developed Countries More Likely to Manipulate Data During Pandemics? Evidence from Newcomb-Benford Law. (2020). Zhu, Xiaodi ; Yan, Yuxing ; Balashov, Vadim S. In: Papers. RePEc:arx:papers:2007.14841.

Full description at Econpapers || Download paper

2021What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214.

Full description at Econpapers || Download paper

2021Joint optimization of sales-mix and generation plan for a large electricity producer. (2021). Ruiz, Carlos ; Falbo, Paolo. In: Papers. RePEc:arx:papers:2110.02016.

Full description at Econpapers || Download paper

2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

Full description at Econpapers || Download paper

2021Rough multifactor volatility for SPX and VIX options. (2021). Pannier, Alexandre ; Muguruza, Aitor ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2112.14310.

Full description at Econpapers || Download paper

2022Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732.

Full description at Econpapers || Download paper

2022Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

Full description at Econpapers || Download paper

2022Weak approximations and VIX option price expansions in forward variance curve models. (2022). Bourgey, Florian ; Gobet, Emmanuel ; de Marco, Stefano. In: Papers. RePEc:arx:papers:2202.10413.

Full description at Econpapers || Download paper

2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

Full description at Econpapers || Download paper

2022Timing Matters: Bitcoin Returns, Public Attention to COVID-19, and Individualism. (2022). Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2205.04290.

Full description at Econpapers || Download paper

2022Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2022). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

Full description at Econpapers || Download paper

2021Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761.

Full description at Econpapers || Download paper

2021Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804.

Full description at Econpapers || Download paper

2021Clustering of time series for the analysis of the COVID-19 pandemic evolution. (2021). Limas, Erick ; Alvarez, Emiliano ; Brida, Juan Gabriel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00907.

Full description at Econpapers || Download paper

2021Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries?. (2021). Gaies, Brahim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00062.

Full description at Econpapers || Download paper

2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

Full description at Econpapers || Download paper

2021Synergies between energy arbitrage and fast frequency response for battery energy storage systems. (2021). Gissey, Giorgio Castagneto ; Zakeri, Behnam ; Pusceddu, Elian. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316640.

Full description at Econpapers || Download paper

2021Policy options for enhancing economic profitability of residential solar photovoltaic with battery energy storage. (2021). Gissey, Giorgio Castagneto ; Dodds, Paul E ; Cross, Samuel ; Zakeri, Behnam. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002221.

Full description at Econpapers || Download paper

2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

Full description at Econpapers || Download paper

2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459.

Full description at Econpapers || Download paper

2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

Full description at Econpapers || Download paper

2021The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:170-180.

Full description at Econpapers || Download paper

2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

Full description at Econpapers || Download paper

2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

Full description at Econpapers || Download paper

2021Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

Full description at Econpapers || Download paper

2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Bhuiyan, Abul Bashar ; Hassan, Kabir M ; Mahi, Masnun ; Hasan, Md Bokhtiar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001236.

Full description at Econpapers || Download paper

2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

Full description at Econpapers || Download paper

2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

Full description at Econpapers || Download paper

2022Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

Full description at Econpapers || Download paper

2021Are cryptocurrencies becoming more interconnected?. (2021). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176521000021.

Full description at Econpapers || Download paper

2022Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033.

Full description at Econpapers || Download paper

2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

Full description at Econpapers || Download paper

2022Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation. (2022). Lukas, Elmar ; Kupfer, Stefan ; Lauven, Lars-Peter ; Briest, Gordon. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:3:p:1162-1176.

Full description at Econpapers || Download paper

2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

Full description at Econpapers || Download paper

2022Two-stage stochastic energy procurement model for a large consumer in hydrothermal systems. (2022). Nepomuceno, Leonardo ; Balbo, Antonio Roberto ; Baptista, Edmea Cassia ; Soler, Edilaine Martins ; Pio, Andre Christovo ; Barrionuevo, Rodolfo Rodrigues. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000275.

Full description at Econpapers || Download paper

2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

Full description at Econpapers || Download paper

2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

Full description at Econpapers || Download paper

2021Missing incentives for flexibility in wholesale electricity markets. (2021). Mays, Jacob. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307217.

Full description at Econpapers || Download paper

2021Market strategies for large-scale energy storage: Vertical integration versus stand-alone player. (2021). Simon, Corentin ; Loisel, Rodica. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000380.

Full description at Econpapers || Download paper

2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

Full description at Econpapers || Download paper

2022How do pollution fees affect environmental quality in China?. (2022). Shahbaz, Muhammad ; Dong, Kangyin ; Zhao, Jun. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005607.

Full description at Econpapers || Download paper

2021Assessment of utilization of combined heat and power systems to provide grid flexibility alongside variable renewable energy systems. (2021). Ishida, Masayoshi ; Kawajiri, Kotaro ; Aki, Hirohisa ; Takeshita, Takuma. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220320582.

Full description at Econpapers || Download paper

2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

Full description at Econpapers || Download paper

2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

Full description at Econpapers || Download paper

2022Application of model predictive control to grid flexibility provision by distributed energy resources in residential dwellings under uncertainty. (2022). Ikegami, Takashi ; Aki, Hirohisa ; Sasaki, Kento. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pb:s0360544221024312.

Full description at Econpapers || Download paper

2022Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach. (2022). Zhu, Mengnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pe:s0360544221026797.

Full description at Econpapers || Download paper

2021Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis. (2021). Guesmi, Khaled ; ben Khelifa, Soumaya ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001186.

Full description at Econpapers || Download paper

2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988.

Full description at Econpapers || Download paper

2021Sovereign credit ratings during the COVID-19 pandemic. (2021). Hoang, Tri ; Kraemer, Moritz ; Klusak, Patrycja ; Vu, Huong ; Tran, Yen. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002088.

Full description at Econpapers || Download paper

2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

Full description at Econpapers || Download paper

2022Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436.

Full description at Econpapers || Download paper

2021Price dynamics of individual stocks: Jumps and information. (2021). Zhao, Jing ; Xiao, Yuewen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309390.

Full description at Econpapers || Download paper

2021Dependency on FDI inflows and stock market linkages. (2021). Vo, Dinh-Tri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313686.

Full description at Econpapers || Download paper

2021Overshooting of sovereign emerging eurobond yields in the context of COVID-19. (2021). Sène, Babacar ; Sene, Babacar ; Allaya, Mouhamad M ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308217.

Full description at Econpapers || Download paper

2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

Full description at Econpapers || Download paper

2021The unprecedented reaction of equity and commodity markets to COVID-19. (2021). Guesmi, Khaled ; Fateh, BELAID ; Ben Amar, Amine ; CHIAO, Benjamin ; ben Youssef, Adel ; Belaid, Fateh. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316676.

Full description at Econpapers || Download paper

2021Impacts of the COVID-19 pandemic on financial market connectedness. (2021). , Amanda ; Thomas, . In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316780.

Full description at Econpapers || Download paper

2021Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x.

Full description at Econpapers || Download paper

2021Investor attention and cryptocurrency performance. (2021). Lin, Zih-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306590.

Full description at Econpapers || Download paper

2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

Full description at Econpapers || Download paper

2021COVID-19 and financial market efficiency: Evidence from an entropy-based analysis. (2021). Wang, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317025.

Full description at Econpapers || Download paper

2021Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic. (2021). Vidal-Tomas, David ; Caferra, Rocco. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000350.

Full description at Econpapers || Download paper

2021Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis. (2021). Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000623.

Full description at Econpapers || Download paper

2022Is non-fungible token pricing driven by cryptocurrencies?. (2022). Dowling, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001781.

Full description at Econpapers || Download paper

2022COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. (2022). karamti, chiraz ; Belhassine, Olfa. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002178.

Full description at Econpapers || Download paper

2022Did the COVID-19 pandemic (really) positively impact the IPO Market? An Analysis of information uncertainty. (2022). Chen, Mengxi ; Baig, Ahmed S. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003743.

Full description at Econpapers || Download paper

2022Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871.

Full description at Econpapers || Download paper

2022How effective is Chinas cryptocurrency trading ban?. (2022). Liu, Lanlan ; Chen, Conghui. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004189.

Full description at Econpapers || Download paper

2022Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model. (2022). Wohar, Mark E ; Gupta, Rangan ; Ayinde, Taofeek O ; Salisu, Afees A. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004864.

Full description at Econpapers || Download paper

2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183.

Full description at Econpapers || Download paper

2022How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques. (2022). Msolli, Badreddine ; Guesmi, Khaled ; Shah, Nida ; Raza, Syed Ali. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005225.

Full description at Econpapers || Download paper

2022A novel method of detecting carbon asset price jump characteristics based on significant information shocks. (2022). Cao, Wei ; Ji, Yuanpu ; Zhu, Dandan ; Zhang, Chen ; Pan, DI. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005638.

Full description at Econpapers || Download paper

2022COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005894.

Full description at Econpapers || Download paper

2022Commodity tail-risk and exchange rates. (2022). Rillo, Giovanni ; Bondatti, Massimiliano. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322001994.

Full description at Econpapers || Download paper

2022Price explosiveness in cryptocurrencies and Elon Musks tweets. (2022). Bouri, Elie ; Anas, Muhammad ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000241.

Full description at Econpapers || Download paper

2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies. (2022). Uddin, Gazi Salah ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000253.

Full description at Econpapers || Download paper

2022Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience. (2022). Yadav, Miklesh Prasad ; Kumar, Satish ; Goodell, John W ; Dhingra, Deepika ; Corbet, Shaen ; Ashok, Shruti. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000514.

Full description at Econpapers || Download paper

2022Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices. (2022). Yarovaya, Larisa ; Gozgor, Giray ; Elsayed, Ahmed H. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000551.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

Full description at Econpapers || Download paper

2021Hawkes processes in insurance: Risk model, application to empirical data and optimal investment. (2021). Zeller, Gabriela ; Zagst, Rudi ; Swishchuk, Anatoliy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:107-124.

Full description at Econpapers || Download paper

2021Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:37-50.

Full description at Econpapers || Download paper

2021FX markets’ reactions to COVID-19: Are they different?. (2021). Winkelried, Diego ; Bazan-Palomino, Walter. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:50-58.

Full description at Econpapers || Download paper

2021Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach. (2021). Ehouman, Yao Axel. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:76-97.

Full description at Econpapers || Download paper

2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Wu, Lanxin ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

Full description at Econpapers || Download paper

2021Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

Full description at Econpapers || Download paper

2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

Full description at Econpapers || Download paper

2021Volatility models for cryptocurrencies and applications in the options market. (2021). Hao, Wenyan ; Chi, Yeguang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001359.

Full description at Econpapers || Download paper

2021Identification of volatility proxies as expectations of squared financial returns. (2021). Sucarrat, Genaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1677-1690.

Full description at Econpapers || Download paper

2022Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus. (2022). Zhang, Xiaoyu ; Qin, Cong ; Chen, Meichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000365.

Full description at Econpapers || Download paper

2022Asymmetric connectedness between cryptocurrency environment attention index and green assets. (2022). Hassan, M. Kabir ; Kamal, Javed Bin. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000019.

Full description at Econpapers || Download paper

2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

Full description at Econpapers || Download paper

2021Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310114.

Full description at Econpapers || Download paper

2021Dynamic return and volatility connectedness between commodities and Islamic stock market indices. (2021). Khemakhem, Imen ; Bahloul, Slah. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000106.

Full description at Econpapers || Download paper

2021Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). Belkacem, Lotfi ; de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549.

Full description at Econpapers || Download paper

2021Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

Full description at Econpapers || Download paper

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

Stéphane Goutte has edited the books:


YearTitleTypeCited

Works by Stéphane Goutte:


YearTitleTypeCited
2018A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
paper4
2019A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers.
[Full Text][Citation analysis]
paper1
2012Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets In: Papers.
[Full Text][Citation analysis]
paper3
2012Optimization problem and mean variance hedging on defaultable claims In: Papers.
[Full Text][Citation analysis]
paper0
2013Variance optimal hedging for continuous time additive processes and applications In: Papers.
[Full Text][Citation analysis]
paper6
2013Markov switching quadratic term structure models In: Papers.
[Full Text][Citation analysis]
paper0
2013Markov switching quadratic term structure models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
[Full Text][Citation analysis]
paper3
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
[Full Text][Citation analysis]
article0
2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article0
2014Conditional Markov regime switching model applied to economic modelling In: Economic Modelling.
[Full Text][Citation analysis]
article2
2012Conditional Markov regime switching model applied to economic modelling..(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
[Full Text][Citation analysis]
article9
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics.
[Full Text][Citation analysis]
article33
2015Hedging strategies in energy markets: the case of electricity retailers.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2015Hedging strategies in energy markets: The case of electricity retailers.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]
article2
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019The value of flexibility in power markets In: Energy Policy.
[Full Text][Citation analysis]
article19
2019The Value of Flexibility in Power Markets.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
[Full Text][Citation analysis]
article3
2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
[Full Text][Citation analysis]
article5
2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Energy Policy.
[Full Text][Citation analysis]
article7
2018On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article16
2018On the study of conditional dependence structure between oil, gold and USD exchange rates.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2021Diversifying equity with cryptocurrencies during COVID-19 In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article26
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]
article36
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]
article105
2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105
paper
2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2022Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article4
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance.
[Full Text][Citation analysis]
article10
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France In: Research in International Business and Finance.
[Full Text][Citation analysis]
article6
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article1
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article0
2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
[Citation analysis]
paper0
2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017Risk minimisation: the failure of electricity intra-day forward contracts In: Post-Print.
[Citation analysis]
paper0
2017Risk minimisation: the failure of electricity intra-day forward contracts.(2017) In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Correlation evidence in the dynamics of agricultural commodity prices In: Post-Print.
[Citation analysis]
paper1
2014Correlation evidence in the dynamics of agricultural commodity prices.(2014) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2015A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print.
[Citation analysis]
paper0
2014A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Handbook of Energy Finance In: Post-Print.
[Citation analysis]
paper4
2019Handbook of Energy Finance.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Hedging and diversification across commodity assets In: Post-Print.
[Citation analysis]
paper5
2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2015Mean-variance hedging under multiple defaults risk In: Post-Print.
[Citation analysis]
paper2
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options In: Post-Print.
[Citation analysis]
paper11
2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2015Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print.
[Citation analysis]
paper0
2015Why the liberalization of the energy sector does not benefit consumers In: Post-Print.
[Citation analysis]
paper0
2016EDF : France can avoid an industrial and financial disaste In: Post-Print.
[Citation analysis]
paper0
2016Fight against pollution : the paramount role of car manufacturers In: Post-Print.
[Citation analysis]
paper0
201520 idées reçues sur l’énergie In: Post-Print.
[Citation analysis]
paper1
2021Emerging and advanced economies markets behaviour during the COVID ?19 crisis era In: Post-Print.
[Citation analysis]
paper3
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? In: Post-Print.
[Citation analysis]
paper0
2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2022Financial Market Dynamics after COVID 19 In: Post-Print.
[Citation analysis]
paper0
2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach In: Post-Print.
[Full Text][Citation analysis]
paper0
2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: European Journal of Comparative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017Jumps and volatility dynamics in agricultural commodity spot prices In: Post-Print.
[Citation analysis]
paper0
2017Jumps and volatility dynamics in agricultural commodity spot prices.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
[Citation analysis]
paper7
2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2018The Asymmetric Responses of Stock Markets In: Post-Print.
[Citation analysis]
paper2
2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
[Citation analysis]
This paper has another version. Agregated cites: 2
article
2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print.
[Citation analysis]
paper0
2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
[Citation analysis]
paper11
2019International Financial Markets In: Post-Print.
[Citation analysis]
paper2
2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
[Citation analysis]
paper0
2016Gaz de schiste en Europe : le mirage des emplois In: Post-Print.
[Full Text][Citation analysis]
paper0
2012Continuous time regime switching model applied to foreign exchange rate. In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Bessel bridges decomposition with varying dimension. Applications to finance. In: Working Papers.
[Full Text][Citation analysis]
paper1
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Detecting jumps and regime-switches in international stock markets returns In: Working Papers.
[Full Text][Citation analysis]
paper4
2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2014A regime switching model to evaluate bonds in a quadratic term structure of interest rates In: Working Papers.
[Full Text][Citation analysis]
paper1
2014A regime-switching model to evaluate bonds in a quadratic term structure of interest rates.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS In: Working Papers.
[Full Text][Citation analysis]
paper4
2020Is climate a curse or a bless in the Covid-19 virus fighting ? In: Working Papers.
[Citation analysis]
paper0
2020Cliometrics of Climate Change In: Working Papers.
[Full Text][Citation analysis]
paper1
2014Tobin tax and trading volume tightening: a reassessment In: Working Papers.
[Full Text][Citation analysis]
paper1
2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019Optimal risk management problem of natural resources: Application to oil drilling In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Optimal risk management problem of natural resources: application to oil drilling.(2021) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
[Full Text][Citation analysis]
paper0
2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
[Full Text][Citation analysis]
paper0
2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers.
[Full Text][Citation analysis]
paper1
2019Study of the dynamic of Bitcoins price In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France In: Working Papers.
[Full Text][Citation analysis]
paper0
2020COVID 19s impact on crude oil and natural gas S&P GS Indexes In: Working Papers.
[Full Text][Citation analysis]
paper12
2020How to implement a fair and progressive carbon price to fight climate change? In: Working Papers.
[Full Text][Citation analysis]
paper0
2020The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions In: Working Papers.
[Full Text][Citation analysis]
paper2
2020Weather, pollution and Covid-19 spread : a time series and Wavelet reassessment In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment.(2021) In: Springer Books.
[Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2020Climate and nomadic migration in a nonlinear world : evidence of the Historical China In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Climate and nomadic migration in a nonlinear world: evidence of the historical China.(2020) In: Climatic Change.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2020Diversifying with cryptocurrencies during COVID-19 In: Working Papers.
[Full Text][Citation analysis]
paper8
2021Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Cryptocurrencies and COVID-19: What have we learned? In: Working Papers.
[Full Text][Citation analysis]
paper1
2022Economic drivers of volatility and correlation in precious metal markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Optimal management of an oil exploitation In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]
article0
2014The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries In: European Journal of Comparative Economics.
[Full Text][Citation analysis]
article0
2011Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series.
[Full Text][Citation analysis]
paper4
2017Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research.
[Full Text][Citation analysis]
article5
2021A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2017Intraday hedging with financial options: the case of electricity In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
[Full Text][Citation analysis]
article2
2020Beyond climate and conflict relationships: new evidence from copulas analysis. In: Working Papers of BETA.
[Full Text][Citation analysis]
paper0
2020Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age. In: Working Papers of BETA.
[Full Text][Citation analysis]
paper1
2020Characterizing the hedging policies of commodity price?sensitive corporations In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0
2021Bitcoin and the First Wave of COVID-19 In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team