6
H index
3
i10 index
170
Citations
Hayette Gatfaoui : Citation Profile
Université Catholique de Lille (86% share) | RESEARCH PRODUCTION: 8 Articles 55 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2002 - 2019). 
Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hayette Gatfaoui. | Is cited by:
| Cites to:
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Main data
Where Hayette Gatfaoui has published?
| Journals with more than one article published | # docs |
|---|---|
| Energy Economics | 2 |
| Economic Modelling | 2 |
Recent works citing Hayette Gatfaoui (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Maintaining human wellbeing as socio-environmental systems undergo regime shifts. (2023). Watson, James R ; McManus, Lisa C ; Krueger, Elisabeth H ; Tilman, Andrew R. In: Papers. RePEc:arx:papers:2309.04578. Full description at Econpapers || Download paper |
| 2023 | Do the Profitability, the Volume of Assets, and Equity of Public Enterprises Have Any Role in Local Authorities Gender and Age Policy? – A Case Study of Belgrade. (2023). Bojicic, Radica ; Knezevic, Goranka ; Pavlovic, Vladan. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:172-191. Full description at Econpapers || Download paper |
| 2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper |
| 2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper |
| 2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper |
| 2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper |
| 2023 | Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365. Full description at Econpapers || Download paper |
| 2023 | Portfolios with return and volatility prediction for the energy stock market. (2023). Zhang, Chong ; Wang, Weizhong ; Ma, Yilin. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003523. Full description at Econpapers || Download paper |
| 2023 | Early warning of critical transitions in crude oil price. (2023). Wang, Anjian ; Gao, Xiangyun. In: Energy. RePEc:eee:energy:v:280:y:2023:i:c:s0360544223014834. Full description at Econpapers || Download paper |
| 2023 | The valuation impact of gender quotas in the boardroom: Evidence from the European markets. (2023). Pathan, Shams ; Fernandez-Mendez, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000739. Full description at Econpapers || Download paper |
| 2023 | Doing more with more: Women on the board and firm employment. (2023). Khalid, Sharif ; Tob-Ogu, Abiye ; Areneke, Geofry ; Tunyi, Abongeh A. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008505. Full description at Econpapers || Download paper |
| 2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper |
| 2023 | Drawdown risk measures for asset portfolios with high frequency data. (2023). Petroni, Filippo ; Masala, Giovanni. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00421-y. Full description at Econpapers || Download paper |
| 2023 | Best-Case Scenario Robust Portfolio: Evidence from China Stock Market. (2023). Xian, Liang ; Wang, Lihua ; Tian, Jingsong ; Li, Jinjun ; Zhao, Guiyu ; Chen, Chen. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09375-7. Full description at Econpapers || Download paper |
| 2023 | Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y. Full description at Econpapers || Download paper |
| 2023 | Status of Women in Corporate Governance in the Private Sector Companies in India. (2023). Ekbote, Nivedita ; Kaul, Natashaa ; Gupta, Kirti ; Deshpande, Amruta ; Raut, Rajesh. In: Indian Journal of Corporate Governance. RePEc:sae:ijcgvn:v:16:y:2023:i:1:p:94-107. Full description at Econpapers || Download paper |
Works by Hayette Gatfaoui:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2013 | Translating financial integration into correlation risk: A weekly reportings viewpoint for the volatility behavior of stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
| 2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2015 | Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Energy Policy. [Full Text][Citation analysis] | article | 6 |
| 2015 | Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2002 | Systematic risk and idiosyncratic risk: a useful distinction for valuing European options In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2004 | From Fault Tree to Credit Risk Assessment: A Case Study In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | From Fault Tree to Credit Risk Assessment: A Case Study.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | From Fault Tree to Credit Risk Assessment: A Case Study.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | The kiss of information theory that captures systemic risk In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
| 2014 | The kiss of information theory that captures systemic risk.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | The kiss of information theory that captures systemic risk.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 7 |
| 2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2019 | Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 1 |
| 2019 | Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Are critical slowing down indicators useful to detect financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 2 |
| 2016 | Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 5 |
| 2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2009 | Is Corporate Bond Market Performance Connected with Stock Market Performance? In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Less can be more! In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market In: Post-Print. [Citation analysis] | paper | 2 |
| 2010 | Investigating the dependence structure between credit default swap spreads and the U.S. financial market.(2010) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Deviation from normality and Sharpe ratio behavior: a brief simulation study In: Post-Print. [Citation analysis] | paper | 1 |
| 2009 | Bottom-up Investing In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Liquids markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Performance Persistence In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Top down investing In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Capital Asset Pricing Model In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | How Does Systematic Risk Impact Stocks? A Study on the French Financial Market In: Post-Print. [Citation analysis] | paper | 1 |
| 2005 | How does systematic risk impact stocks ? A study on the French financial market.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | How Does Systematic Risk Impact Stocks? A Study On the French Financial Market.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market.(2003) In: Risk and Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation In: Post-Print. [Citation analysis] | paper | 6 |
| 2004 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation.(2004) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2008 | Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Model Risk: Caring about Stylized Features of Asset Returns ! In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | A correction for classic performance measures In: Post-Print. [Citation analysis] | paper | 1 |
| 2013 | Are demographic attributes and firm characteristics drivers of gender diversity? Investigating womens positions on French boards of directors In: Post-Print. [Citation analysis] | paper | 63 |
| 2013 | Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2013 | Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Journal of Business Ethics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels In: Chapters. [Full Text][Citation analysis] | chapter | 0 | |
| 2004 | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Risk Disaggregation And Credit Risk Valuation In The Merton Like Way In: Finance. [Full Text][Citation analysis] | paper | 3 |
| 2003 | How Does Systematic Risk Impact US Credit Spreads? A Copula Study In: Risk and Insurance. [Full Text][Citation analysis] | paper | 4 |
| 2003 | From Fault Tree to Credit Risk Assessment: An Empirical Attempt In: Risk and Insurance. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit In: Risk and Insurance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team