Stéphane Goutte : Citation Profile

Are you Stéphane Goutte?

Université de Versailles - Saint-Quentin-en-Yvelines

7

H index

4

i10 index

159

Citations

RESEARCH PRODUCTION:

36

Articles

77

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 14
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 29 (15.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo412
   Updated: 2021-02-20    RAS profile: 2020-12-05    
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Relations with other researchers

Works with:

Guesmi, Khaled (37)

PORCHER, Thomas (17)

GAIES, Brahim (12)

Chevallier, Julien (11)

Dhaoui, Abderrazak (8)

Porcher, Simon (6)

Péran, Thomas (6)

Damette, Olivier (5)

Guerreiro, David (2)

Sanhaji, Bilel (2)

Saglio, Sophie (2)

Rjiba, Hatem (2)

Saadi, Samir (2)

Nguyen, Duc Khuong (2)

Philippas, Dionisis (2)

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

Is cited by:

Gyamerah, Samuel (6)

Guesmi, Khaled (6)

GAIES, Brahim (4)

Lyócsa, Štefan (3)

Molnár, Peter (3)

Bouri, Elie (2)

Lin, Boqiang (2)

Výrost, Tomᚠ(2)

ryan, lisa (2)

Parlane, Sarah (2)

Degiannakis, Stavros (2)

Cites to:

Guesmi, Khaled (30)

Chevallier, Julien (26)

Kilian, Lutz (23)

Bekaert, Geert (23)

Nguyen, Duc Khuong (19)

Chinn, Menzie (17)

Hamilton, James (17)

Rogoff, Kenneth (16)

Schnabl, Gunther (15)

Ito, Hiro (15)

Hammoudeh, Shawkat (14)

Main data

Where Stéphane Goutte has published?

Journals with more than one article published# docs
Applied Economics Letters4
Applied Economics4
Research in International Business and Finance3
Energy Policy3
Energy Economics2
Finance Research Letters2
European Journal of Comparative Economics2
Annals of Operations Research2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL36
Working Papers / HAL28
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2021 and 2020)

YearTitle of citing document
2020The 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.

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2020Joint 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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2020Doubly 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.

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2020Covid-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.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561.

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2020Short 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.

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2020Modeling 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.

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2020Oil 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.

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2020Impact 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.

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2020Industrial 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.

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2020Robust 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.

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2020The 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.

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2020Economic 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.

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2020Good 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.

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2020Fancy 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.

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2020When 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.

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2020The 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.

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2020How 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.

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2020Crude 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.

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2020Oil 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.

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2020Optimal contracts for renewable electricity. (2020). ryan, lisa ; Parlane, Sarah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302176.

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2020Tail 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.

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2020A 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.

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2020Oil 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.

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2020The 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.

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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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2020Meta-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.

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2020Economic 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.

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2020The 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.

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2020On 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.

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2020Bitcoin dilemma: Is popularity destroying value?. (2020). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231930176x.

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2020Diamonds 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.

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2020Corporate 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.

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2020Identifying 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.

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2020An 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.

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2020The 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.

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2020Did 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.

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2020Asymmetric 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.

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2020Stock 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.

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2020Fear 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.

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2020Do 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.

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2020Looking 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.

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2020Signal-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.

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2021A 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.

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2020Modeling 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.

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2020Bitcoin, 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.

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2021Human 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.

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2021Systemic 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.

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2020Examining 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.

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2020Studying 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.

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2020Modelling 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.

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2020Global 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.

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2020Attention 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.

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2021Do 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.

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2021The 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.

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2020A 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.

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2020Conditional-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.

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2020A 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.

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2020Safe-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.

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2020General 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.

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2020Can 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.

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2020A 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.

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2020A 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.

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2020The 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.

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2020The 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.

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2020Direct 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.

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2020Identification of Volatility Proxies as Expectations of Squared Financial Return. (2020). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:101953.

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2020.

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2020Climate 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.

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2020The 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.

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2020Do 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.

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2020Knowledge 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.

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2020Changement 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.

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2020The 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.

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2020Pricing VIX derivatives with infinite‐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.

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2021Bitcoin 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.

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2020Fear 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.

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Stéphane Goutte has edited the books:

YearTitleTypeCited

Works by Stéphane Goutte:

YearTitleTypeCited
2018A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2012Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets In: Papers.
[Full Text][Citation analysis]		paper3
2012Optimization problem and mean variance hedging on defaultable claims In: Papers.
[Full Text][Citation analysis]		paper0
2013Variance optimal hedging for continuous time additive processes and applications In: Papers.
[Full Text][Citation analysis]		paper6
2013Markov switching quadratic term structure models In: Papers.
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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.
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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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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
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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.
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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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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 In: Energy Policy.
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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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2018On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis.
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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.
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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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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
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2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
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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.
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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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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.
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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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2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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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.
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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.
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2014Correlation evidence in the dynamics of agricultural commodity prices.(2014) In: Applied Economics Letters.
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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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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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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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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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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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2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS 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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