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 %)

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   Permalink: http://citec.repec.org/pgo412
   Updated: 2022-09-24    RAS profile: 2022-07-09    
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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.

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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.

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

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

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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.

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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.

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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.

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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.

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

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

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

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

Stéphane Goutte has edited the books:

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Works by Stéphane Goutte:

YearTitleTypeCited
2018A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA.
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2019A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA.
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2009Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers.
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2012Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets In: Papers.
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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.
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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.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
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2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
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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.
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2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
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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.
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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.
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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.
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2015Hedging strategies in energy markets: The case of electricity retailers.(2015) In: Post-Print.
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2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019The value of flexibility in power markets In: Energy Policy.
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2019The Value of Flexibility in Power Markets.(2019) In: Working Papers.
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2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
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[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
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2019Media attention and Bitcoin prices.(2019) In: Post-Print.
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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.
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2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
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2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
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2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
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2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset.(2021) In: Working Papers.
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2022Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption In: Finance Research Letters.
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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.
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2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
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2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS In: International Review of Economics & Finance.
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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.
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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.
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2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France.(2020) In: Post-Print.
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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.
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2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]		article1
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[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.
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2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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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.
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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.
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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.
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2019Handbook of Energy Finance In: Post-Print.
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2019Handbook of Energy Finance.(2019) In: Post-Print.
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2019Hedging and diversification across commodity assets In: Post-Print.
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2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
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2015Mean-variance hedging under multiple defaults risk In: Post-Print.
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2017Regime-switching stochastic volatility model: estimation and calibration to VIX options In: Post-Print.
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2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options.(2017) In: Working Papers.
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2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
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2015Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print.
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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.
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201520 idées reçues sur l’énergie In: Post-Print.
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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.
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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?.(2021) In: Working Papers.
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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Working Papers.
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2022Financial Market Dynamics after COVID 19 In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: European Journal of Comparative Economics.
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2017Jumps and volatility dynamics in agricultural commodity spot prices In: Post-Print.
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2017Jumps and volatility dynamics in agricultural commodity spot prices.(2017) In: Applied Economics.
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2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
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2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters.
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2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
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2019International Financial Markets In: Post-Print.
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2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
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2016Gaz de schiste en Europe : le mirage des emplois In: Post-Print.
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2012Continuous time regime switching model applied to foreign exchange rate. In: Working Papers.
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2012Bessel bridges decomposition with varying dimension. Applications to finance. In: Working Papers.
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2014Detecting jumps and regime-switches in international stock markets returns In: Working Papers.
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2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
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2014A regime switching model to evaluate bonds in a quadratic term structure of interest rates In: Working Papers.
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2014A regime-switching model to evaluate bonds in a quadratic term structure of interest rates.(2014) In: Applied Financial Economics.
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2020Is climate a curse or a bless in the Covid-19 virus fighting ? In: Working Papers.
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2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
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2019Optimal risk management problem of natural resources: Application to oil drilling In: Working Papers.
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2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
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2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers.
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2019Study of the dynamic of Bitcoins price In: Working Papers.
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2020Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France In: Working Papers.
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2020COVID 19s impact on crude oil and natural gas S&P GS Indexes In: Working Papers.
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2020How to implement a fair and progressive carbon price to fight climate change? In: Working Papers.
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2020The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions In: Working Papers.
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2020Weather, pollution and Covid-19 spread : a time series and Wavelet reassessment In: Working Papers.
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2021Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment.(2021) In: Springer Books.
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2020Climate and nomadic migration in a nonlinear world : evidence of the Historical China In: Working Papers.
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2020Climate and nomadic migration in a nonlinear world: evidence of the historical China.(2020) In: Climatic Change.
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2020Diversifying with cryptocurrencies during COVID-19 In: Working Papers.
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2018Optimal management of an oil exploitation In: International Journal of Global Energy Issues.
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2014The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers.
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2020Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries In: European Journal of Comparative Economics.
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2011Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series.
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2017Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research.
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2021A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets In: Dynamic Modeling and Econometrics in Economics and Finance.
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2017Intraday hedging with financial options: the case of electricity In: Applied Economics Letters.
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2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
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2020Beyond climate and conflict relationships: new evidence from copulas analysis. In: Working Papers of BETA.
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2020Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age. In: Working Papers of BETA.
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2020Characterizing the hedging policies of commodity price?sensitive corporations In: Journal of Futures Markets.
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2021Bitcoin and the First Wave of COVID-19 In: World Scientific Book Chapters.
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