12
H index
17
i10 index
719
Citations
Université Paris-Saclay | 12 H index 17 i10 index 719 Citations RESEARCH PRODUCTION: 64 Articles 110 Papers 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgo412 |
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: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 51 |
Working Papers / HAL | 46 |
Papers / arXiv.org | 6 |
Year | Title of citing document | |
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2023 | A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011. Full description at Econpapers || Download paper | |
2023 | Financial Globalization and Growth: The Impacts of Financial Development and Governance. (2023). Tasdemir, Fatma. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:99-111. Full description at Econpapers || Download paper | |
2023 | Rough multifactor volatility for SPX and VIX options. (2021). Pannier, Alexandre ; Muguruza, Aitor ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2112.14310. Full description at Econpapers || Download paper | |
2023 | The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles. (2022). , Li ; Illand, Camille ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2212.10917. Full description at Econpapers || Download paper | |
2023 | Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018. Full description at Econpapers || Download paper | |
2023 | The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2305.12739. Full description at Econpapers || Download paper | |
2023 | Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853. Full description at Econpapers || Download paper | |
2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper | |
2023 | Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849. Full description at Econpapers || Download paper | |
2023 | Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227. Full description at Econpapers || Download paper | |
2023 | Does corruption rule the auditors soul? Examining the auditors attitude toward accepting corruption behaviors. (2023). Tormocarbo, Guillermina ; Mardawi, Zeena ; Alkoni, Saed ; Seguimas, Elies. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:1070-1098. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach. (2023). Mnif, Emna ; Abida, Maher. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-6. Full description at Econpapers || Download paper | |
2023 | Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39. Full description at Econpapers || Download paper | |
2023 | Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642. Full description at Econpapers || Download paper | |
2023 | Distributionally robust comprehensive declaration strategy of virtual power plant participating in the power market considering flexible ramping product and uncertainties. (2023). Bingkang, LI ; Huiru, Zhao ; Yuanyuan, Zhang. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s030626192300497x. Full description at Econpapers || Download paper | |
2023 | Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424. Full description at Econpapers || Download paper | |
2023 | Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408. Full description at Econpapers || Download paper | |
2023 | Does green manufacturing technology innovation decrease energy intensity for sustainable development?. (2023). Veglianti, Eleonora ; Abban, Olivier Joseph ; Cobbinah, Joana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1010-1025. Full description at Econpapers || Download paper | |
2023 | Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481. Full description at Econpapers || Download paper | |
2023 | Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper | |
2023 | Financial globalization and technological innovation: International evidence. (2023). Chang, Chun-Ping ; Wang, Quan-Jing ; Feng, Gen-Fu ; Zheng, Mingbo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001108. Full description at Econpapers || Download paper | |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper | |
2023 | Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067. Full description at Econpapers || Download paper | |
2023 | Joint optimization of sales-mix and generation plan for a large electricity producer. (2023). Ruiz, Carlos ; Falbo, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000336. Full description at Econpapers || Download paper | |
2023 | Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920. Full description at Econpapers || Download paper | |
2023 | Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x. Full description at Econpapers || Download paper | |
2023 | Is market power the cause of asymmetric pricing in Chinas refined oil market?. (2023). Lin, Boqiang ; He, Yongda. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002761. Full description at Econpapers || Download paper | |
2023 | Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479. Full description at Econpapers || Download paper | |
2023 | Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777. Full description at Econpapers || Download paper | |
2023 | The impact of carbon markets on the financial performance of power producers: Evidence based on China. (2023). Zhang, Qianqian ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006175. Full description at Econpapers || Download paper | |
2023 | Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156. Full description at Econpapers || Download paper | |
2023 | Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181. Full description at Econpapers || Download paper | |
2023 | Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193. Full description at Econpapers || Download paper | |
2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper | |
2023 | Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058. Full description at Econpapers || Download paper | |
2023 | Corruption and stock market development: Developing vs. developed economies. (2023). Boudreau, James W ; Khraiche, Maroula ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003113. Full description at Econpapers || Download paper | |
2023 | Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086. Full description at Econpapers || Download paper | |
2023 | Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x. Full description at Econpapers || Download paper | |
2023 | Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426. Full description at Econpapers || Download paper | |
2023 | The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371. Full description at Econpapers || Download paper | |
2023 | Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711. Full description at Econpapers || Download paper | |
2023 | Covid-19 vaccines and investment performance: Evidence from equity funds in European Union. (2023). Mangafic, Jasmina ; Umar, Muhammad ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000247. Full description at Econpapers || Download paper | |
2023 | What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351. Full description at Econpapers || Download paper | |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper | |
2023 | The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003653. Full description at Econpapers || Download paper | |
2023 | Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689. Full description at Econpapers || Download paper | |
2023 | Twitter matters for metaverse stocks amid economic uncertainty. (2023). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan A ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004889. Full description at Econpapers || Download paper | |
2023 | Narrative attention and related cryptocurrency returns. (2023). Do, Bao Linh ; Nguyen, Thanh Huong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005469. Full description at Econpapers || Download paper | |
2023 | Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6. (2023). Sinlapates, Parichat ; Chancharat, Surachai. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006219. Full description at Econpapers || Download paper | |
2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper | |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper | |
2023 | Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100. Full description at Econpapers || Download paper | |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper | |
2023 | What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549. Full description at Econpapers || Download paper | |
2023 | Assessing linkages between alternative energy markets and cryptocurrencies. (2023). lucey, brian ; Karim, Sitara ; Farid, Saqib ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:513-529. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi ; Wei, YU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629. Full description at Econpapers || Download paper | |
2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper | |
2023 | The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645. Full description at Econpapers || Download paper | |
2023 | Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. (2023). Dar, Arif ; Shah, Adil Ahmad ; Bhanja, Niyati. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005888. Full description at Econpapers || Download paper | |
2023 | Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x. Full description at Econpapers || Download paper | |
2023 | What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924. Full description at Econpapers || Download paper | |
2023 | Influence of natural resources, ICT, and financial globalization on economic growth: Evidence from G10 countries. (2023). Khudoykulov, Khurshid ; Muda, Iskandar ; Hishan, Sanil S ; Ali, Anis ; Yu, Wence ; Ze, FU. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722006973. Full description at Econpapers || Download paper | |
2023 | Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic. (2023). Wang, LI ; Qu, Fang ; Ma, Xueke ; Xu, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004026. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model. (2023). Tarchella, Salma ; Kaabia, Olfa ; Dhaoui, Abderrazak ; Abid, Ilyes. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006360. Full description at Econpapers || Download paper | |
2023 | Renewable energy transition and metal consumption: Dynamic evolution analysis based on transnational data. (2023). Ren, Xiaohang ; Naderi, Niki ; Tu, Yan ; Luo, Qian ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007481. Full description at Econpapers || Download paper | |
2024 | Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269. Full description at Econpapers || Download paper | |
2023 | The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021. Full description at Econpapers || Download paper | |
2023 | Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753. Full description at Econpapers || Download paper | |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper | |
2023 | COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:94-105. Full description at Econpapers || Download paper | |
2023 | A hybrid stochastic volatility model in a Lévy market. (2023). Vives, Josep ; Makumbe, Zororo S ; Goutte, Stephane ; El-Khatib, Youssef. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:220-235. Full description at Econpapers || Download paper | |
2023 | Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792. Full description at Econpapers || Download paper | |
2023 | COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30. Full description at Econpapers || Download paper | |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper | |
2023 | Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575. Full description at Econpapers || Download paper | |
2023 | The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921. Full description at Econpapers || Download paper | |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper | |
2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper | |
2023 | Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173. Full description at Econpapers || Download paper | |
2023 | How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227. Full description at Econpapers || Download paper | |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper | |
2023 | New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392. Full description at Econpapers || Download paper | |
2023 | Sustainable finance and blockchain: A systematic review and research agenda. (2023). Wang, Yi-Ran ; Lei, Yu-Tian ; Chen, Xun-Qi ; Ma, Chao-Qun ; Ren, Yi-Shuai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002574. Full description at Econpapers || Download paper | |
2023 | What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028. Full description at Econpapers || Download paper | |
2023 | COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089. Full description at Econpapers || Download paper | |
2023 | Central bank digital currency and the effectiveness of negative interest rate policy: A DSGE analysis. (2023). Jiang, Kai ; Xin, Baogui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000272. Full description at Econpapers || Download paper | |
2023 | Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387. Full description at Econpapers || Download paper | |
2023 | Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831. Full description at Econpapers || Download paper | |
2023 | How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333. Full description at Econpapers || Download paper | |
2023 | The role of major markets in predicting the U.S. municipal green bond market performance: New evidence from machine learning models. (2023). Soytas, Ugur ; Kocaarslan, Baris. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s004016252300505x. Full description at Econpapers || Download paper | |
2023 | Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Benkraiem, Ramzi ; Bedoui, Rihab ; Kedidi, Islem ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523005723. Full description at Econpapers || Download paper | |
2023 | Considering Forward Electricity Prices for a Hydro Power Plant Risk Analysis in the Brazilian Electricity Market. (2023). Soares, Tiago ; Dias, Bruno ; Lima, Waleska ; Kitamura, Daniel ; Lauro, Arthur. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1173-:d:1042860. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles. (2023). Visentin, Andrea ; Carraro, Diego ; Rossi, Andrea ; Murray, Kate. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:10-209:d:1050336. Full description at Econpapers || Download paper | |
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2021 | Optimal risk management problem of natural resources: application to oil drilling.(2021) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
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 | 1 |
2019 | Study of the dynamic of Bitcoins price In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 | 29 |
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 COVID-19 mortality rate and the role of post subprime crisis decisions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Weather, pollution and Covid-19 spread : a time series and Wavelet reassessment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment.(2021) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2020 | Climate and nomadic migration in a nonlinear world : evidence of the Historical China In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Climate and nomadic migration in a nonlinear world: evidence of the historical China.(2020) In: Climatic Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Diversifying with cryptocurrencies during COVID-19 In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2021 | Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Cryptocurrencies and COVID-19: What have we learned? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | ESG INVESTING: A SENTIMENT ANALYSIS APPROACH In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Diversification benefits of precious metal markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The role and challenges of Rare Earths in the Energy Transition In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Optimal management of an oil exploitation In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 2 |
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: DEM 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 | 6 |
2021 | A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2017 | Intraday hedging with financial options: the case of electricity In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
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 | 0 |
2020 | Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 1 |
2023 | Emerging and advanced economies markets behaviour during the COVID?19 crisis era In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Characterizing the hedging policies of commodity price?sensitive corporations In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2021 | Bitcoin and the First Wave of COVID-19 In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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