sandrine Lardic : Citation Profile


Are you sandrine Lardic?

Université du Havre

6

H index

4

i10 index

311

Citations

RESEARCH PRODUCTION:

24

Articles

14

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 13
   Journals where sandrine Lardic has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 2 (0.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla218
   Updated: 2020-10-17    RAS profile: 2020-02-27    
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Relations with other researchers


Works with:

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

Is cited by:

AROURI, Mohamed (25)

Nguyen, Duc Khuong (21)

GUPTA, RANGAN (10)

Gil-Alana, Luis (10)

Mignon, Valérie (10)

JAWADI, Fredj (9)

Nusair, Salah (8)

Caporale, Guglielmo Maria (8)

Fouquau, Julien (8)

Lahiani, Amine (7)

Shahbaz, Muhammad (7)

Cites to:

Granger, Clive (22)

Engle, Robert (14)

Shiller, Robert (14)

Phillips, Peter (13)

Campbell, John (12)

Sowell, Fallaw (12)

Quirion, Philippe (9)

shin, yongcheol (8)

Schmidt, Peter (8)

Bollerslev, Tim (7)

Baillie, Richard (7)

Main data


Where sandrine Lardic has published?


Journals with more than one article published# docs
Economics Bulletin4
conomie et Prvision3
Revue d'conomie politique3
Energy Economics2
Economie & Prvision2

Working Papers Series with more than one paper published# docs
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise9
Post-Print / HAL5

Recent works citing sandrine Lardic (2020 and 2019)


YearTitle of citing document
2019THE CAC 40 INDEX’S REACTION TO TERRORIST ATTACKS: THE CASE OF CHARLIE HEBDO. (2019). El, Khoury Rim. In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:2:p:55-72.

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2020The Relationship between Inflation and Interest Rates in the UK: The Nonlinear ARDL Approach. (2020). Gocer, Ismet ; Ongan, Serdar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:77-86.

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2019The Impact of Fuel Oil Price Fluctuations on Indonesia’s Macro Economic Condition. (2019). Syukur, Muhammad ; Tajibu, Muhammad Jibril ; Karim, Kasnaeny ; Romadhoni, Buyung ; Akhmad, Akhmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-32.

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2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. (2019). van Eyden, Renee ; Wohar, Mark E ; Gupta, Rangan ; Difeto, Mamothoana. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:612-621.

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2020Environmental benefits of urea production from basic oxygen furnace gas. (2020). van Zelm, Rosalie ; Hanssen, Steef V ; James, Jebin ; de Kleijne, Kiane. In: Applied Energy. RePEc:eee:appene:v:270:y:2020:i:c:s0306261920306310.

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2020Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:455-462.

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2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

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2019The asymmetric linkage between energy use and economic growth in selected African countries: Evidence from a nonlinear panel autoregressive distributed lag model. (2019). Kouton, Jeffrey. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:475-490.

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2019Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests. (2019). Li, Sufang ; Yuan, DI ; Zhang, HU. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302750.

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2020The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US. (2020). Soytas, Mehmet ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304220.

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2019The impact of energy price uncertainty on macroeconomic variables. (2019). Punzi, Maria Teresa. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:1306-1319.

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2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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2020Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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2019Effects of the EU Emission Trading Scheme on the international competitiveness of pulp-and-paper industry. (2019). Dai, Yongwu ; Zheng, YI ; Chen, Jianling ; Lin, Weiming. In: Forest Policy and Economics. RePEc:eee:forpol:v:109:y:2019:i:c:s1389934119301789.

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2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). el Aziz, Mohamed Abd ; Alameer, Zakaria ; Jianhua, Zhang ; Ye, Haiwang ; Ewees, Ahmed A ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260.

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2020Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility. (2020). el Aziz, Mohamed Abd ; Ewees, Ahmed A ; Hua, Zhang Jian ; Jianhua, Zhang ; Ye, Haiwang ; Alameer, Zakaria ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719300832.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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2020Resource cursed or resource blessed? The role of investment and energy prices in G7 countries. (2020). Zhang, Yuchen ; Ahmad, Ferhana ; Abbas, Syed Kumail ; Wei, Hua. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301963.

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2020Exacerbating effect of energy prices on resource curse: Can research and development be a mitigating factor?. (2020). Yue, Xiao-Guang ; Soran, Semih ; Umar, Muhammad ; Gu, Jianqiang. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720302221.

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2019Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics. (2019). Jia, Linlu ; Wang, Jun ; Ke, Jinchuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:370-383.

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2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081.

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2019Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel . In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077.

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2020Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses. (2020). Mahmood, Haider ; Yousef, Tarek Tawfik. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3058-:d:370939.

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2020Rethinking error correction model in macroeconometric analysis : A relevant review. (2020). pinshi, christian. In: Working Papers. RePEc:hal:wpaper:hal-02454971.

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2020Is Aggregate Domestic Consumption Spending (ADCS) Per Capita Determining CO2 Emissions in South Africa? A New Perspective. (2020). Khattak, Shoukat Iqbal ; Ahmad, Manzoor. In: Environmental & Resource Economics. RePEc:kap:enreec:v:75:y:2020:i:3:d:10.1007_s10640-019-00398-9.

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2020Energy Price Shocks and Financial Market Integration: Evidence from New Keynesian Model. (2020). Ghazouani, Tarek. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:1:d:10.1007_s11294-020-09767-3.

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2019.

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2020Cyclical Output, Cyclical Unemployment, and augmented Okuns Law in MENA zone. (2020). NEIFAR, Malika. In: MPRA Paper. RePEc:pra:mprapa:98953.

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2019Asymmetric effects of oil price shocks on Asian economies: a nonlinear analysis. (2019). Khan, Muhammad ; Ali, Syed Zulfiqar ; Abbas, Qaisar ; Ul, Muhammad Iftikhar. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1487-7.

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2020Impact of petroleum and non-petroleum indices on financial development in Oman. (2020). Jamil, Syed Ahsan ; Tawfik, Omar Ikbal ; al Shubiri, Faris Nasif ; ALShubiri, Faris Nasif . In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00180-7.

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2019Evaluating the impact of global oil prices on the SADC and the potential for increased trade in biofuels and natural gas within the region. (2019). Alfred, Moyo. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2019-36.

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Works by sandrine Lardic:


YearTitleTypeCited
1999Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? In: Annals of Economics and Statistics.
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2003Cointégration fractionnaire entre la consommation et le revenu In: Economie & Prévision.
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2003Cointégration fractionnaire entre la consommation et le revenu.(2003) In: Économie et Prévision.
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2003Un modèle multifactoriel des spreads de crédit : estimation sur panels complets et incomplets In: Economie & Prévision.
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2003Un modèle multifactoriel des spreads de crédit : estimation sur panels complets et incomplets.(2003) In: Économie et Prévision.
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2004Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? In: Revue économique.
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2004Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?.(2004) In: Post-Print.
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2004Robert F. Engle et Clive W.J. Granger prix Nobel déconomie 2003 In: Revue d'économie politique.
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article1
2004Introduction générale : limportance des non linéarités sur les marchés financiers In: Revue d'économie politique.
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article0
2005Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue In: Revue d'économie politique.
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article0
2003Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries In: Economics Bulletin.
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2004The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study In: Economics Bulletin.
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2003The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study.(2003) In: THEMA Working Papers.
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2008Can earnings forecasts be improved by taking into account the forecast bias? In: Economics Bulletin.
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2008Can earnings forecasts be improved by taking into account the forecast bias?.(2008) In: Post-Print.
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2017Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis In: Economics Bulletin.
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2019Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector In: International Journal of Economics and Financial Issues.
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2008Oil prices and economic activity: An asymmetric cointegration approach In: Energy Economics.
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2012Permit price dynamics in the U.S. SO2 trading program: A cointegration approach In: Energy Economics.
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2006The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration In: Energy Policy.
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2008Explaining the European exchange rates deviations: Long memory or non-linear adjustment? In: Journal of International Financial Markets, Institutions and Money.
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2008Explaining the European exchange rates deviations: long memory or nonlinear adjustment?.(2008) In: Post-Print.
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2002Analyse intraquotidienne de limpact des news sur le marché boursier français In: THEMA Working Papers.
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2002Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries In: THEMA Working Papers.
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2002Modeling long-range dependence in European time-varying term premia In: THEMA Working Papers.
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2002Fractional cointegration and term structure of interest rates In: THEMA Working Papers.
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2003Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? In: THEMA Working Papers.
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2003Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth In: THEMA Working Papers.
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2003The exact maximum likelihood-based test for fractional cointegration: critical values, power and size In: THEMA Working Papers.
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2004The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size.(2004) In: Computational Economics.
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2003Robert F. Engle etW.J. Granger : Prix Nobel déconomie 2003 In: THEMA Working Papers.
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2005Earnings forecast bias - a statistical analysis In: Post-Print.
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2009Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ? In: Post-Print.
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1999Une comparaison des prévisions des experts à celles issues des modèles B VAR In: Économie et Prévision.
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2002Étude d’événements sur données intraquotidiennes françaises : les réactions des actionnaires aux annonces In: Revue d'Économie Financière.
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article3
1996Les tests de mémoire longue appartiennent-ils au camp du démon ? In: Revue Économique.
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article1
2017EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries In: Annals of Operations Research.
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2004Fractional cointegration and the term structure In: Empirical Economics.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team