Keven Bluteau : Citation Profile

Are you Keven Bluteau?

Université de Sherbrooke

5

H index

5

i10 index

249

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 49
   Journals where Keven Bluteau has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 10 (3.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl242
   Updated: 2024-04-18    RAS profile: 2023-08-06    
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Relations with other researchers

Works with:

Ardia, David (15)

Boudt, Kris (6)

Inghelbrecht, Koen (2)

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

Is cited by:

Hubert, Paul (10)

Labondance, Fabien (10)

Stengos, Thanasis (5)

Ellingsen, Jon (4)

Thorsrud, Leif (4)

lucey, brian (4)

Larsen, Vegard (4)

Panagiotidis, Theodore (4)

Caporale, Guglielmo Maria (4)

Corbet, Shaen (3)

Fantazzini, Dean (3)

Cites to:

Ardia, David (14)

Boudt, Kris (13)

Bauwens, Luc (8)

Thewissen, James (8)

Andrews, Donald (8)

Thorsrud, Leif (7)

Bollerslev, Tim (6)

Reichlin, Lucrezia (6)

Laurent, Sébastien (5)

Giannone, Domenico (5)

Engle, Robert (5)

Main data

Where Keven Bluteau has published?

Journals with more than one article published# docs
Finance Research Letters3
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Keven Bluteau (2024 and 2023)

YearTitle of citing document
2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761.

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2023Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766.

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2023How does green preference impact sustainability-based investment strategy? Evidence from the Chinese stock market. (2023). Su, Wanxuan ; Du, Qianqian ; Wang, Luying ; Liang, Dawei. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001049.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Effect of climate-related risk on the costs of bank loans: Evidence from syndicated loan markets in emerging economies. (2023). Wong, Andrew ; Ho, Kelvin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000942.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Real-time transition risk. (2023). Scherer, Bernd ; Betzer, Andre ; Apel, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007760.

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2023A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657.

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2023Futures hedging in crude oil markets: A trade-off between risk and return. (2023). Shen, Xilin ; Lu, Junli ; Li, Yanyan ; Yu, Xing. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005906.

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2023Effects of oil market sentiment on macroeconomic variables. (2023). da Nobrega, Cassio ; da Silva, Edilean Kleber ; de Medeiros, Rennan Kertlly. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003537.

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2023.

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2023Propositions pour construire un système informationnel guidant une politique régionale d’innovation. (2023). Raffestin, Louis ; Leroy, Aurelien ; Benchora, Inessa. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2023-08.

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2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

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2023Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Bejaoui, Azza ; Mgadmi, Nidhal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09384-6.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

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2023The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Pratap, Bhanu ; Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:118951.

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2023Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250.

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2023Ekonomia narracji – pocz?tki nowego nurtu. (2023). Baszczak, Ukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:1:p:66-81.

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2023The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5.

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2023Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9.

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2023Grey Markov Models for Predicting the Social Sustainability Performances of Firms. (2023). Rajesh, R. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:168:y:2023:i:1:d:10.1007_s11205-023-03132-7.

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2023Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

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2023A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007.

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2023Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929.

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2023Shocks to transition risk. (2023). Zhang, Philipp ; Schuler, Yves ; Meinerding, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:042023.

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2023A topic modeling perspective on investor uncertainty. (2023). Seifert, Oleg ; Schnaubelt, Matthias ; Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:042023.

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Works by Keven Bluteau:

YearTitleTypeCited
2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens In: Papers.
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2021A century of Economic Policy Uncertainty through the French–Canadian lens.(2021) In: Economics Letters.
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This paper has nother version. Agregated cites: 0		article
2021Media abnormal tone, earnings announcements, and the stock market In: Papers.
[Full Text][Citation analysis]		paper1
2022Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 1		article
2022Thirty Years of Academic Finance In: Papers.
[Full Text][Citation analysis]		paper0
2023How easy is it for investment managers to deploy their talent in green and brown stocks? In: Papers.
[Full Text][Citation analysis]		paper0
2022How easy is it for investment managers to deploy their talent in green and brown stocks?.(2022) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 0		article
2023Factor Exposure Heterogeneity in Green and Brown Stocks In: Papers.
[Full Text][Citation analysis]		paper0
2023Factor exposure heterogeneity in green and brown stocks.(2023) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 0		article
2023The Role of Twitter in Cryptocurrency Pump-and-Dumps In: Papers.
[Full Text][Citation analysis]		paper0
2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article34
2018Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2019Regime changes in Bitcoin GARCH volatility dynamics In: Finance Research Letters.
[Full Text][Citation analysis]		article113
2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting.
[Full Text][Citation analysis]		article40
2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting.
[Full Text][Citation analysis]		article43
2020Climate change concerns and the performance of green versus brown stocks In: Working Paper Research.
[Full Text][Citation analysis]		paper17
2021Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has nother version. Agregated cites: 17		paper

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