7
H index
4
i10 index
159
Citations
Université de Versailles - Saint-Quentin-en-Yvelines | 7 H index 4 i10 index 159 Citations RESEARCH PRODUCTION: 36 Articles 77 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stéphane Goutte. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics Letters | 4 |
Applied Economics | 4 |
Research in International Business and Finance | 3 |
Energy Policy | 3 |
Energy Economics | 2 |
Finance Research Letters | 2 |
European Journal of Comparative Economics | 2 |
Annals of Operations Research | 2 |
Economic Modelling | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 36 |
Working Papers / HAL | 28 |
Papers / arXiv.org | 6 |
Year | Title of citing document |
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2020 | The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem. (2020). Rosenbaum, Mathieu ; Jusselin, Paul ; Gatheral, Jim. In: Papers. RePEc:arx:papers:2001.01789. Full description at Econpapers || Download paper |
2020 | Joint 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 |
2020 | Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458. Full description at Econpapers || Download paper |
2020 | Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652. Full description at Econpapers || Download paper |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561. Full description at Econpapers || Download paper |
2020 | Short Term Electricity Market Designs: Identified Challenges and Promising Solutions. (2020). Sanjab, Anibal ; Silva-Rodriguez, Lina ; Gibescu, Madeleine ; Virag, Ana ; Fumagalli, Elena. In: Papers. RePEc:arx:papers:2011.04587. Full description at Econpapers || Download paper |
2020 | Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts. (2020). Trespalacios, Alfredo ; Perote, Javier ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:018186. Full description at Econpapers || Download paper |
2020 | Oil Rent, Geopolitical Risk and Banking Sector Performance. (2020). van Hemmen, Stefan F ; Alsagr, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-36. Full description at Econpapers || Download paper |
2020 | Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27. Full description at Econpapers || Download paper |
2020 | Industrial demand-side flexibility: A key element of a just energy transition and industrial development. (2020). Heffron, Raphael ; Fridgen, Gilbert ; Weibelzahl, Martin ; Wagner, Jonathan ; Korner, Marc-Fabian. In: Applied Energy. RePEc:eee:appene:v:269:y:2020:i:c:s0306261920305389. Full description at Econpapers || Download paper |
2020 | Robust purchase and sale transactions optimization strategy for electricity retailers with energy storage system considering two-stage demand response. (2020). Wu, Jing ; Ju, Liwei ; Li, Jiayu ; Tan, Zhongfu ; Lin, Hongyu. In: Applied Energy. RePEc:eee:appene:v:271:y:2020:i:c:s030626192030667x. Full description at Econpapers || Download paper |
2020 | The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136. Full description at Econpapers || Download paper |
2020 | Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets. (2020). Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302422. Full description at Econpapers || Download paper |
2020 | Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348. Full description at Econpapers || Download paper |
2020 | Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220. Full description at Econpapers || Download paper |
2020 | When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066. Full description at Econpapers || Download paper |
2020 | The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x. Full description at Econpapers || Download paper |
2020 | How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384. Full description at Econpapers || Download paper |
2020 | Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426. Full description at Econpapers || Download paper |
2020 | Oil and pump prices: Testing their asymmetric relationship in a robust way. (2020). Filis, George ; Degiannakis, Stavros ; Bragoudakis, Zacharias. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300943. Full description at Econpapers || Download paper |
2020 | Optimal contracts for renewable electricity. (2020). ryan, lisa ; Parlane, Sarah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302176. Full description at Econpapers || Download paper |
2020 | Tail risk of electricity futures. (2020). Rodriguez, Rosa ; Pea, Juan Ignacio ; Mayoral, Silvia. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302267. Full description at Econpapers || Download paper |
2020 | A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108. Full description at Econpapers || Download paper |
2020 | Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603. Full description at Econpapers || Download paper |
2020 | The search for the perfect match: Aligning power-trading products to the energy transition. (2020). Schopf, Michael ; Rinck, Maximilian ; Michaelis, Anne ; Fridgen, Gilbert ; Weibelzahl, Martin. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520302688. Full description at Econpapers || Download paper |
2021 | Assessment 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 |
2020 | Meta-analysis in finance research: Opportunities, challenges, and contemporary applications. (2020). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030168x. Full description at Econpapers || Download paper |
2020 | Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106. Full description at Econpapers || Download paper |
2020 | The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰. (2020). Chan, Kam C ; Yang, LI ; Lin, Wanfa ; Gao, Kaijuan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300145. Full description at Econpapers || Download paper |
2020 | On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches. (2020). Jammazi, Rania ; Aloui, Chaker ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300777. Full description at Econpapers || Download paper |
2020 | Bitcoin dilemma: Is popularity destroying value?. (2020). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231930176x. Full description at Econpapers || Download paper |
2020 | Diamonds versus precious metals: What gleams most against USD exchange rates?. (2020). PORCHER, Thomas ; Guesmi, Khaled ; Bedoui, Rihab ; Kalai, Saoussen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319305288. Full description at Econpapers || Download paper |
2020 | Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects – The case of the CAC 40 companies. (2020). Gaies, Brahim ; Jahmane, Abderrahmane. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319314576. Full description at Econpapers || Download paper |
2020 | Identifying the impact of crisis on cooperative capital constraint. A short note on French craftsmen cooperatives. (2020). Rousselière, Damien ; Musson, Anne. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319303538. Full description at Econpapers || Download paper |
2020 | An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318. Full description at Econpapers || Download paper |
2020 | The relationship between the economic policy uncertainty and the cryptocurrency market. (2020). Yen, Kuang-Chieh ; Cheng, Hui-Pei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309596. Full description at Econpapers || Download paper |
2020 | Did Congress trade ahead? Considering the reaction of US industries to COVID-19. (2020). Duc, Toan Luu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305018. Full description at Econpapers || Download paper |
2020 | Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912. Full description at Econpapers || Download paper |
2020 | Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818. Full description at Econpapers || Download paper |
2020 | Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813. Full description at Econpapers || Download paper |
2020 | Do structural shocks in the crude oil market affect biofuel prices?. (2020). Sweidan, Osama D ; Maghyereh, Aktham I. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:183-193. Full description at Econpapers || Download paper |
2020 | Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939. Full description at Econpapers || Download paper |
2020 | Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755. Full description at Econpapers || Download paper |
2021 | A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. (2021). Nasroallah, Abdelaziz ; Mehrdoust, Farshid ; Noorani, Idin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:181:y:2021:i:c:p:1-15. Full description at Econpapers || Download paper |
2020 | Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141. Full description at Econpapers || Download paper |
2020 | Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164. Full description at Econpapers || Download paper |
2021 | Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic. (2021). Hasnaoui, Amir ; Abaidi, Jamila ; Mirza, Nawazish ; Yarovaya, Larisa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:584-591. Full description at Econpapers || Download paper |
2021 | Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:592-619. Full description at Econpapers || Download paper |
2020 | Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies. (2020). Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919304465. Full description at Econpapers || Download paper |
2020 | Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192. Full description at Econpapers || Download paper |
2020 | Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659. Full description at Econpapers || Download paper |
2020 | Global uncertainties and portfolio flow dynamics of the BRICS countries. (2020). Gul, Selcuk ; Epni, Ouzhan ; Yilmaz, Muhammed Hasan ; Hacihasanolu, Yavuz Selim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301501. Full description at Econpapers || Download paper |
2020 | Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992. Full description at Econpapers || Download paper |
2021 | Do economic institutions matter for trade liberalization? Evidence from China’s Open Door Policy. (2021). Fu, Tong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309375. Full description at Econpapers || Download paper |
2021 | The recovery of global stock markets indices after impacts due to pandemics. (2021). Tenreiro, Jose A ; Inacio Jr., C. M. C., ; David, S A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309429. Full description at Econpapers || Download paper |
2020 | A Two-Stage Stochastic Optimisation Methodology for the Operation of a Chlor-Alkali Electrolyser under Variable DAM and FCR Market Prices. (2020). van Eetvelde, Greet ; Baetens, Jens ; Vandevelde, Lieven. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5675-:d:437386. Full description at Econpapers || Download paper |
2020 | Conditional-Robust-Profit-Based Optimization Model for Electricity Retailers with Shiftable Demand. (2020). Zhang, QI ; Wang, Xian ; Li, Xue ; Wu, Lei. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1308-:d:331366. Full description at Econpapers || Download paper |
2020 | A Novel Integrated Profit Maximization Model for Retailers under Varied Penetration Levels of Photovoltaic Systems. (2020). Christoforidis, Georgios C ; Koltsaklis, Nikolaos ; Panapakidis, Ioannis P. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:92-:d:468757. Full description at Econpapers || Download paper |
2020 | Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016. Full description at Econpapers || Download paper |
2020 | General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592. Full description at Econpapers || Download paper |
2020 | Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696. Full description at Econpapers || Download paper |
2020 | A Socio-Finance Model: The Case of Bitcoin. (2020). Shen, Dehua ; Xiong, Xiong ; Meng, Yongqiang ; Andersen, Jorgen Vitting. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03048777. Full description at Econpapers || Download paper |
2020 | A Socio-Finance Model: The Case of Bitcoin. (2020). Meng, Yongqiang ; Shen, Dehua ; Xiong, Xiong ; Andersen, Jorgen Vitting. In: Post-Print. RePEc:hal:journl:halshs-03048777. Full description at Econpapers || Download paper |
2020 | The Effects of Air Pollution on COVID-19 Related Mortality in Northern Italy. (2020). Pontarollo, Nicola ; Rizzati, Massimiliano ; Parisi, Maria Laura ; Lippo, Enrico ; Guastella, Gianni ; Fabrizi, Enrico ; Cavalli, Laura ; Coker, Eric S ; Vergalli, Sergio ; Varacca, Alessandro . In: Environmental & Resource Economics. RePEc:kap:enreec:v:76:y:2020:i:4:d:10.1007_s10640-020-00486-1. Full description at Econpapers || Download paper |
2020 | The Institutional Quality Effect on Credits Provided by the Banks. (2020). Rasul, Tareq ; Gani, Azmat. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09794-0. Full description at Econpapers || Download paper |
2020 | Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020. Full description at Econpapers || Download paper |
2020 | Identification of Volatility Proxies as Expectations of Squared Financial Return. (2020). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:101953. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Climate and nomadic migration in a nonlinear world: evidence of the historical China. (2020). Damette, Olivier ; Pei, Qing ; Goutte, Stephane. In: Climatic Change. RePEc:spr:climat:v:163:y:2020:i:4:d:10.1007_s10584-020-02901-4. Full description at Econpapers || Download paper |
2020 | The relationship between cryptocurrencies and COVID-19 pandemic. (2020). Bilgin, Mehmet ; Doker, Asli Cansin ; Karabulut, Gokhan ; Demir, Ender. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:3:d:10.1007_s40822-020-00154-1. Full description at Econpapers || Download paper |
2020 | Do directional predictions of US gasoline prices reveal asymmetries?. (2020). Bley, Jorg ; Baghestani, Hamid. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09496-2. Full description at Econpapers || Download paper |
2020 | Knowledge diffusion paths of blockchain domain: the main path analysis. (2020). Sheng, Libo ; Yu, Dejian. In: Scientometrics. RePEc:spr:scient:v:125:y:2020:i:1:d:10.1007_s11192-020-03650-y. Full description at Econpapers || Download paper |
2020 | Changement climatique et migrations : un nouveau regard à travers les migrations nomades dans la Chine historique. (2020). Damette, Olivier. In: Region et Developpement. RePEc:tou:journl:v:51:y:2020:p:17-30. Full description at Econpapers || Download paper |
2020 | The impact of oil prices on products groups inflation: is the effect asymmetric?. (2020). Jerez, Miguel ; Sotoca, Sonia ; Topan, Ligia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2002. Full description at Econpapers || Download paper |
2020 | Pricing VIX derivatives with infiniteâ€activity jumps. (2020). Ruan, Xinfeng ; Cao, Jiling ; Zhang, Wenjun ; Su, Shu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:329-354. Full description at Econpapers || Download paper |
2021 | Bitcoin spot and futures market microstructure. (2021). Mizrach, Bruce ; Aleti, Saketh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:194-225. Full description at Econpapers || Download paper |
2020 | Fear of the coronavirus and the stock markets. (2020). Molnár, Peter ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:219336. Full description at Econpapers || Download paper |
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Year | Title | Type | Cited |
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2018 | A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 0 |
2019 | A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Optimization problem and mean variance hedging on defaultable claims In: Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Variance optimal hedging for continuous time additive processes and applications In: Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Markov switching quadratic term structure models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Markov switching quadratic term structure models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | FDI, banking crisis and growth: direct and spill over effects In: Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | FDI, 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: 1 | article | |
2014 | Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters. [Full Text][Citation analysis] | article | 0 |
2014 | Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2020 | Does Financial inclusion affect the African banking stability? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2014 | Conditional Markov regime switching model applied to economic modelling In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2012 | Conditional 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 | |
2016 | Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2016 | Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2015 | Hedging 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: 25 | paper | |
2015 | Hedging strategies in energy markets: The case of electricity retailers.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2019 | Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | The value of flexibility in power markets In: Energy Policy. [Full Text][Citation analysis] | article | 10 |
2019 | The Value of Flexibility in Power Markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy. [Full Text][Citation analysis] | article | 1 |
2019 | Potential 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: 1 | paper | |
2019 | Transmission 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] | article | 0 |
2018 | On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2018 | On 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: 9 | paper | |
2019 | Media attention and Bitcoin prices In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2019 | Media attention and Bitcoin prices.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2018 | Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Banking 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: 8 | paper | |
2018 | On 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] | article | 5 |
2018 | On 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: 5 | paper | |
2019 | Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2020 | The 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] | article | 2 |
2015 | The 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] | article | 1 |
2015 | The 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 | |
2018 | Optimal strategy between extraction and storage of crude oil In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Optimal 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 | |
2017 | Risk minimisation: the failure of electricity intra-day forward contracts In: Post-Print. [Citation analysis] | paper | 0 |
2017 | Risk 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 | |
2014 | Correlation evidence in the dynamics of agricultural commodity prices In: Post-Print. [Citation analysis] | paper | 0 |
2014 | Correlation evidence in the dynamics of agricultural commodity prices.(2014) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print. [Citation analysis] | paper | 0 |
2014 | A 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 | |
2019 | Handbook of Energy Finance In: Post-Print. [Citation analysis] | paper | 0 |
2019 | Handbook of Energy Finance.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Hedging and diversification across commodity assets In: Post-Print. [Citation analysis] | paper | 0 |
2020 | Hedging and diversification across commodity assets.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | Mean-variance hedging under multiple defaults risk In: Post-Print. [Citation analysis] | paper | 0 |
2017 | Regime-switching stochastic volatility model: estimation and calibration to VIX options In: Post-Print. [Citation analysis] | paper | 6 |
2017 | Regime-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: 6 | paper | |
2017 | Regime-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: 6 | article | |
2015 | Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Why the liberalization of the energy sector does not benefit consumers In: Post-Print. [Citation analysis] | paper | 0 |
2016 | EDF : France can avoid an industrial and financial disaste In: Post-Print. [Citation analysis] | paper | 0 |
2016 | Fight against pollution : the paramount role of car manufacturers In: Post-Print. [Citation analysis] | paper | 0 |
2015 | 20 idées reçues sur l’énergie In: Post-Print. [Citation analysis] | paper | 0 |
2019 | Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2019 | Worker 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 | |
2019 | Worker 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 | |
2017 | Jumps and volatility dynamics in agricultural commodity spot prices In: Post-Print. [Citation analysis] | paper | 0 |
2017 | Jumps 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 | |
2019 | What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print. [Citation analysis] | paper | 5 |
2019 | What 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: 5 | article | |
2018 | The Asymmetric Responses of Stock Markets In: Post-Print. [Citation analysis] | paper | 3 |
2018 | The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration. [Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print. [Citation analysis] | paper | 0 |
2017 | Mean-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 | |
2019 | Financial Mathematics, Volatility and Covariance Modelling In: Post-Print. [Citation analysis] | paper | 5 |
2019 | International Financial Markets In: Post-Print. [Citation analysis] | paper | 2 |
2020 | Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print. [Citation analysis] | paper | 0 |
2016 | Gaz de schiste en Europe : le mirage des emplois In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2012 | Continuous time regime switching model applied to foreign exchange rate. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Bessel bridges decomposition with varying dimension. Applications to finance. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Detecting jumps and regime-switches in international stock markets returns In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | Detecting 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 | |
2014 | A regime switching model to evaluate bonds in a quadratic term structure of interest rates In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | A 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 | |
2019 | DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Tobin tax and trading volume tightening: a reassessment In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2019 | Optimal risk management problem of natural resources: Application to oil drilling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Study of the dynamic of Bitcoins price In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Social 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] | paper | 0 |
2020 | COVID 19s impact on crude oil and natural gas S&P GS Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | How to implement a fair and progressive carbon price to fight climate change? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | The macroeconomic determinants of Covid19 mortality rate and the role of post subprime crisis decisions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Weather, pollution and Covid-19 spread: a time series and Wavelet reassessment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Climate and nomadic migration in a nonlinear world: evidence of the Historical China In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Diversifying with cryptocurrencies during COVID-19 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Special 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] | article | 0 |
2011 | Foreign exchange rates under Markov Regime switching model In: CREA Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2017 | Estimation 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] | article | 3 |
2017 | Intraday hedging with financial options: the case of electricity In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2017 | Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2020 | Beyond climate and conflict relationships: new evidence from copulas analysis. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 1 |
2020 | Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 1 |
2020 | Characterizing the hedging policies of commodity priceâ€sensitive corporations In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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