SADEFO KAMDEM Jules : Citation Profile


Are you SADEFO KAMDEM Jules?

Université de Montpellier

5

H index

1

i10 index

70

Citations

RESEARCH PRODUCTION:

23

Articles

79

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 4
   Journals where SADEFO KAMDEM Jules has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 24 (25.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa158
   Updated: 2021-11-28    RAS profile: 2021-11-20    
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Relations with other researchers


Works with:

Ka, Ndéné (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with SADEFO KAMDEM Jules.

Is cited by:

Nesmith, Travis (11)

Orazem, Peter (4)

DIALLO, Abdoul Salam (3)

Keng, Shao-Hsun (3)

Hambuckers, Julien (2)

Smutka, Lubos (2)

Georgescu, Irina (2)

Broda, Simon (2)

Arismendi Zambrano, Juan (2)

Żebrowska-Suchodolska, Dorota (1)

Sun, Chuanwang (1)

Cites to:

Moschini, GianCarlo (5)

Fama, Eugene (5)

Chevallier, Julien (5)

Sharpe, William (4)

Mussard, Stéphane (4)

Johansen, Soren (4)

Andersen, Torben (4)

Yitzhaki, Shlomo (4)

Leamer, Edward (4)

Bollerslev, Tim (4)

Lapan, Harvey (4)

Main data


Where SADEFO KAMDEM Jules has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics4
Economic Modelling3
New Mathematics and Natural Computation (NMNC)2
Chaos, Solitons & Fractals2

Working Papers Series with more than one paper published# docs
Post-Print / HAL52
Working Papers / HAL20
Working Papers / LAMETA, Universtiy of Montpellier5

Recent works citing SADEFO KAMDEM Jules (2021 and 2020)


YearTitle of citing document
2020Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2005.12593.

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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2020Quantitative models in emission trading system research: A literature review. (2020). Mi, Zhifu ; Li, Ling ; Wang, Haohan ; Tang, Ling ; Yang, Kaitong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:132:y:2020:i:c:s1364032120303439.

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2021COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries. (2021). Żebrowska-Suchodolska, Dorota ; Zebrowska-Suchodolska, Dorota ; Kompa, Krzysztof ; Karpio, Andrzej. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:1106-1128.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna ; Kotyza, Pavel. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2020The Role of Renewable Energies in the Sustainable Development of Post-Crisis Electrical Power Sectors Reconstruction. (2020). Smutka, Luboš ; Ghanem, Safwan ; Husein, Tarek ; Tlust, Josef ; Muller, Zdenek ; Fandi, Ghaeth ; Shaheen, Husam I ; Krepl, Vladimir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6326-:d:453932.

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2020Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions. (2020). Barbieri, Laura ; Vacca, Gianmarco ; Zoia, Maria Grazia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:123-:d:445689.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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2020Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-02619589.

Full description at Econpapers || Download paper

2021A conditional Gini: measure, estimation, and application. (2021). Ahlin, Christian ; Jeong, Hyeok. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:19:y:2021:i:2:d:10.1007_s10888-020-09474-3.

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Works by SADEFO KAMDEM Jules:


YearTitleTypeCited
2011QUADRATIC PENS PARADE AND THE COMPUTATION OF THE GINI INDEX In: Review of Income and Wealth.
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article1
2010Quadratic Pens Parade and the Computation of the Gini index.(2010) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
paper
2020Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets In: Economics Bulletin.
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2020Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets.(2020) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities In: Chaos, Solitons & Fractals.
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article3
2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities.(2020) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2007Decomposition method for the Camassa–Holm equation In: Chaos, Solitons & Fractals.
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article4
2007Decomposition method for the Camassa–Holm equation.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2008Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options In: Computational Statistics & Data Analysis.
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article2
2008Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.(2008) In: Post-Print.
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This paper has another version. Agregated cites: 2
paper
2008Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012A nice estimation of Gini index and power Pens parade In: Economic Modelling.
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article3
2012A nice estimation of Gini index and power Pens parade.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2013The (?, ?)-multi-level ?-Gini decomposition with an illustration to income inequality in France in 2005 In: Economic Modelling.
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2013The (?, ?)-multi-level ?-Gini decomposition with an illustration to income inequality in France in 2005.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 7
paper
2014Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns In: Economic Modelling.
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article2
2014Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns.(2014) In: Post-Print.
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This paper has another version. Agregated cites: 2
paper
2009[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC In: Insurance: Mathematics and Economics.
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article4
2012Moments and semi-moments for fuzzy portfolio selection In: Insurance: Mathematics and Economics.
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article7
2011Moments and Semi-Moments for fuzzy portfolios selection.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2012Fuzzy risk adjusted performance measures: Application to hedge funds In: Insurance: Mathematics and Economics.
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article1
2012Fuzzy risk adjusted performance measures: Application to hedge funds.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2012Fuzzy risk adjusted performance measures: application to Hedge funds.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014CAPM with fuzzy returns and hypothesis testing In: Insurance: Mathematics and Economics.
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2014CAPM with fuzzy returns and hypothesis testing.(2014) In: Post-Print.
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This paper has another version. Agregated cites: 5
paper
2010Sharp estimates for the CDF of quadratic forms of MPE random vectors In: Journal of Multivariate Analysis.
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article1
2010Sharp estimates for the CDF of quadratic forms of MPE random vectors.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2021S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes In: Post-Print.
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2021S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes.(2021) In: New Mathematics and Natural Computation (NMNC).
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This paper has another version. Agregated cites: 0
article
2018Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario In: Post-Print.
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paper1
2018Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns In: Post-Print.
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2017Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns.(2017) In: Journal of the Operational Research Society.
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article
2016Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets In: Post-Print.
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paper2
2014Generalized Integral Transforms with the Homotopy Perturbation Method In: Post-Print.
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paper0
2012VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors In: Post-Print.
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paper3
2012VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors.(2012) In: Annals of Finance.
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This paper has another version. Agregated cites: 3
article
2020Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty In: Post-Print.
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2020Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty.(2020) In: Journal of Quantitative Economics.
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This paper has another version. Agregated cites: 0
article
2020The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection In: Post-Print.
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paper0
2020The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection.(2020) In: New Mathematics and Natural Computation (NMNC).
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This paper has another version. Agregated cites: 0
article
2019ECONOMIC GROWTH, ENERGY CONSUMPTION, AND TRANSITION IN MOROCCO In: Post-Print.
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2021The Implications of oil market volatility on the credit risk of some oil-exporting countries In: Post-Print.
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2021The Co-Evolution of Energy Intensity and Carbon Emissions in Morocco In: Post-Print.
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2019Optimal harvesting of a regime-switching stochastic growing renewable resource: A Utility Theory Approach In: Post-Print.
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2019Optimal harvesting of a regime-switching stochastic growing renewable resource: a utility theory approach.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2017Expected value and variance of a fuzzy variable based on a new fuzzy measure. In: Post-Print.
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paper0
2017Expected value and variance of a fuzzy variable based on a new fuzzy measure.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2018Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation In: Post-Print.
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paper0
2018Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2007VaR and ES for linear portfolios with mixture of elliptic distributions risk factors In: Post-Print.
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paper3
2011VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS In: Post-Print.
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2011VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 12
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2005VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS.(2005) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 12
article
2009Decomposition method for the b-balanced shallow water equation In: Post-Print.
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2007Decomposition method for the b-balanced shallow water equation.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2019La rente hydroélectrique en Afrique : une évaluation avec taxation et optimisation des coûts totaux de production In: Post-Print.
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2020La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2020La rente hydroélectrique en Afrique : Une évaluation avec taxation et optimisation des coûts totaux de production.(2020) In: Region et Developpement.
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This paper has another version. Agregated cites: 0
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2017Real option approach for optimal fishery harvesting with jumps in stock dynamics In: Post-Print.
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2017REAL OPTION APPROACH FOR OPTIMAL FISHERY HARVESTING WITH JUMPS IN STOCK DYNAMICS.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2012Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs In: Post-Print.
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2012Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2012Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization In: Post-Print.
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2011KURTOSIS AND SEMI-KURTOSIS FOR PORTFOLIO SELECTION WITH FUZZY RETURNS In: Post-Print.
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2006Option pricing with Levy process using Mellin Transform In: Post-Print.
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2014Time Series Analysis Intervals and Energy Economics Forecast In: Post-Print.
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2011Businesses Risks Aggregation with Copula In: Post-Print.
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paper1
2011Businesses Risks Aggregation with Copula.(2011) In: Journal of Quantitative Economics.
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This paper has another version. Agregated cites: 1
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2020Uncertain outcomes and climate change policy using Expo-Power Utility Function In: Post-Print.
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2020On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return In: Post-Print.
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2021On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return.(2021) In: Annals of Operations Research.
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2020Hydropower rent in Africa : An evaluation by optimization of the total costs of production In: Post-Print.
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2021Criteria for choosing the method of leasing finances in Small and Medium Enterprises (SMEs) in Cameroon In: Post-Print.
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2021Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index In: Post-Print.
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2021Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index.(2021) In: SN Business & Economics.
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2021Local and implied volatilities with the Mixed-Modified-Fractional-Dupire Model In: Post-Print.
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2021A fuzzy multifactor asset pricing model In: Post-Print.
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2021Bull Spread Option pricing using a mixed modified fractional process with stochastic volatility and interest rates In: Post-Print.
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2021Learning models for forecasting COVID-19 spread in Africa In: Post-Print.
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2011INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS In: Working Papers.
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2011DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM In: Working Papers.
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2012Dominances on fuzzy variables based on credibility measure In: Working Papers.
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2019Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump In: Working Papers.
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2019New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies In: Working Papers.
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2020Fishery Management in a Regime Switching Environment: Utility Based Approach In: Working Papers.
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2019Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement In: Working Papers.
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2019On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return In: Working Papers.
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2019On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns In: Working Papers.
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2020Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics In: Working Papers.
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2020WILLINGNESS TO PAY OF AN EXPO-POWER UTILITY DECISION MAKER TO LIMIT CLIMATE CHANGE In: Working Papers.
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2021Optimal Renewable Resource Harvesting model using price and biomass stochastic variations: A Utility Based Approach In: Working Papers.
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2020On Random Extended Intervals and their ARMA Processes In: Working Papers.
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2021An Abelian Group way to study Random Extended Intervals and their ARMA Processes In: Working Papers.
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2021Accuracies of Model Risks in Finance using Machine Learning In: Working Papers.
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2021Accuracies of some Learning or Scoring Models for Credit Risk Measurement In: Working Papers.
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2021Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index In: Working Papers.
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2021Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform In: Working Papers.
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2009VAR FOR QUADRATIC PORTFOLIOS WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS In: Working Papers.
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2012Capital asset pricing model with fuzzy returns and hypothesis testing In: Working Papers.
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2013Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone In: Working Papers.
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2015Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de lénergie In: Working Papers.
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2013Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach In: Palgrave Macmillan Books.
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2004Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors In: Computing in Economics and Finance 2004.
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