Stéphane Goutte : Citation Profile

Are you Stéphane Goutte?

Université Paris-Saclay

12

H index

16

i10 index

705

Citations

RESEARCH PRODUCTION:

64

Articles

111

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 50
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 42 (5.62 %)

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   Permalink: http://citec.repec.org/pgo412
   Updated: 2024-01-16    RAS profile: 2023-12-01    
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Relations with other researchers

Works with:

Guesmi, Khaled (30)

GAIES, Brahim (11)

PORCHER, Thomas (11)

Ben Amar, Amine (11)

Damette, Olivier (10)

Chevallier, Julien (9)

Nguyen, Duc Khuong (7)

Philippas, Dionisis (6)

Péran, Thomas (5)

Sanhaji, Bilel (4)

Dragomirescu-Gaina, Catalin (4)

Dhaoui, Abderrazak (4)

Fateh, BELAID (3)

Saglio, Sophie (2)

Guerreiro, David (2)

Saadi, Samir (2)

Rjiba, Hatem (2)

Gallali, Mohamed (2)

DIEBOLT, Claude (2)

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

Is cited by:

Yarovaya, Larisa (12)

Yousaf, Imran (9)

Corbet, Shaen (9)

Guesmi, Khaled (8)

Russo, Marianna (8)

lucey, brian (8)

Bertsch, Valentin (8)

Gözgör, Giray (8)

Hassan, M. Kabir (7)

Shen, Dehua (7)

Sensoy, Ahmet (7)

Cites to:

Guesmi, Khaled (40)

Bekaert, Geert (36)

Chevallier, Julien (35)

Kilian, Lutz (33)

Nguyen, Duc Khuong (32)

lucey, brian (31)

Hammoudeh, Shawkat (26)

Hamilton, James (21)

AROURI, Mohamed (21)

Harvey, Campbell (21)

Narayan, Paresh (20)

Main data

Where Stéphane Goutte has published?

Journals with more than one article published# docs
Finance Research Letters7
International Review of Financial Analysis5
Energy Policy5
Applied Economics Letters4
Research in International Business and Finance4
Applied Economics4
Annals of Operations Research3
European Journal of Comparative Economics2
Economic Modelling2
Energy Economics2
Journal of International Financial Markets, Institutions and Money2
International Journal of Global Energy Issues2

Working Papers Series with more than one paper published# docs
Post-Print / HAL52
Working Papers / HAL46
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2024 and 2023)

YearTitle of citing document
2023A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011.

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2023Financial Globalization and Growth: The Impacts of Financial Development and Governance. (2023). Tasdemir, Fatma. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:99-111.

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2023Rough multifactor volatility for SPX and VIX options. (2021). Pannier, Alexandre ; Muguruza, Aitor ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2112.14310.

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2023The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles. (2022). , Li ; Illand, Camille ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2212.10917.

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2023Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018.

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2023The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2305.12739.

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2023Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Does corruption rule the auditors soul? Examining the auditors attitude toward accepting corruption behaviors. (2023). Tormocarbo, Guillermina ; Mardawi, Zeena ; Alkoni, Saed ; Seguimas, Elies. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:1070-1098.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach. (2023). Mnif, Emna ; Abida, Maher. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-6.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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2023Distributionally robust comprehensive declaration strategy of virtual power plant participating in the power market considering flexible ramping product and uncertainties. (2023). Bingkang, LI ; Huiru, Zhao ; Yuanyuan, Zhang. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s030626192300497x.

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2023Does green manufacturing technology innovation decrease energy intensity for sustainable development?. (2023). Veglianti, Eleonora ; Abban, Olivier Joseph ; Cobbinah, Joana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1010-1025.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Financial globalization and technological innovation: International evidence. (2023). Chang, Chun-Ping ; Wang, Quan-Jing ; Feng, Gen-Fu ; Zheng, Mingbo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001108.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2023Joint optimization of sales-mix and generation plan for a large electricity producer. (2023). Ruiz, Carlos ; Falbo, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000336.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023Is market power the cause of asymmetric pricing in Chinas refined oil market?. (2023). Lin, Boqiang ; He, Yongda. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002761.

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2023Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156.

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2023Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Corruption and stock market development: Developing vs. developed economies. (2023). Boudreau, James W ; Khraiche, Maroula ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003113.

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2023Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086.

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2023Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x.

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2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

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2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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2023Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711.

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2023Covid-19 vaccines and investment performance: Evidence from equity funds in European Union. (2023). Mangafic, Jasmina ; Umar, Muhammad ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000247.

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2023What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2023The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003653.

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2023Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689.

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2023Twitter matters for metaverse stocks amid economic uncertainty. (2023). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan A ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004889.

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2023Narrative attention and related cryptocurrency returns. (2023). Do, Bao Linh ; Nguyen, Thanh Huong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005469.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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2023Assessing linkages between alternative energy markets and cryptocurrencies. (2023). lucey, brian ; Karim, Sitara ; Farid, Saqib ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:513-529.

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2023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi ; Wei, YU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629.

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2023Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289.

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2023The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645.

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2023Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. (2023). Dar, Arif ; Shah, Adil Ahmad ; Bhanja, Niyati. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005888.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924.

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2023Influence of natural resources, ICT, and financial globalization on economic growth: Evidence from G10 countries. (2023). Khudoykulov, Khurshid ; Muda, Iskandar ; Hishan, Sanil S ; Ali, Anis ; Yu, Wence ; Ze, FU. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722006973.

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2023Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic. (2023). Wang, LI ; Qu, Fang ; Ma, Xueke ; Xu, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004026.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753.

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2023The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317.

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2023COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81.

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2023Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:94-105.

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2023A hybrid stochastic volatility model in a Lévy market. (2023). Vives, Josep ; Makumbe, Zororo S ; Goutte, Stephane ; El-Khatib, Youssef. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:220-235.

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2023Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792.

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2023COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

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2023The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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2023How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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2023Sustainable finance and blockchain: A systematic review and research agenda. (2023). Wang, Yi-Ran ; Lei, Yu-Tian ; Chen, Xun-Qi ; Ma, Chao-Qun ; Ren, Yi-Shuai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002574.

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2023What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Central bank digital currency and the effectiveness of negative interest rate policy: A DSGE analysis. (2023). Jiang, Kai ; Xin, Baogui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000272.

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2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

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2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

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2023How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333.

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2023Considering Forward Electricity Prices for a Hydro Power Plant Risk Analysis in the Brazilian Electricity Market. (2023). Soares, Tiago ; Dias, Bruno ; Lima, Waleska ; Kitamura, Daniel ; Lauro, Arthur. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1173-:d:1042860.

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2023.

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2023On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles. (2023). Visentin, Andrea ; Carraro, Diego ; Rossi, Andrea ; Murray, Kate. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:10-209:d:1050336.

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2023Comparison of the Asymmetric Relationship between Bitcoin and Gold, Crude Oil, and the U.S. Dollar before and after the COVID-19 Outbreak. (2023). Rattanadamrongaksorn, Tanarat ; Tamprasirt, Anukul ; Naktnasukanjn, Nathee ; Liu, Yadong. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:455-:d:1264055.

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2023The Link between Bitcoin Price Changes and the Exchange Rates in European Countries with Non-Euro Currencies. (2023). Trifu, Ludovic Cosmin ; Mihai, Dnu Georgian ; Leonida, Ionel ; Obreja, Carmen ; Dumitrescu, Bogdan Andrei. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:232-:d:1117635.

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2023.

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2023Co-Movement and Performance Comparison of Conventional and Islamic Stock Indices during the Pre- and Post-COVID-19 Pandemic Era. (2023). Cheng, Ming-Chang ; Alamgir, Muhammad. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:8:p:146-:d:1213441.

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2023Environmental, Social, and Corporate Governance (ESG), Life Cycle, and Firm Performance: Evidence from China. (2023). Zhang, Junrui ; Qu, Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:14011-:d:1244678.

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2023The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles. (2022). Li, Shaun Xiaoyuan ; Illand, Camille ; Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-03909334.

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2023Exploring environmental degradation spillovers in Sub-Saharan Africa: the energy–financial instability nexus. (2023). Hchaichi, Rafla ; Gaies, Brahim ; Aloui, Donia. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09489-6.

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2023Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. (2023). Skjold, Christian ; Westgaard, Sjur ; Osmundsen, Petter ; Frydenberg, Stein ; Mohanty, Sunil K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01107-2.

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2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

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2023.

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More than 100 citations found, this list is not complete...

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]		paper5
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper4
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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This paper has nother version. Agregated cites: 4		article
2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
[Full Text][Citation analysis]		article0
2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2014Conditional Markov regime switching model applied to economic modelling In: Economic Modelling.
[Full Text][Citation analysis]		article2
2012Conditional Markov regime switching model applied to economic modelling..(2012) In: Working Papers.
[Full Text][Citation analysis]
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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
[Full Text][Citation analysis]		article11
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print.
[Citation analysis]
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2015Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics.
[Full Text][Citation analysis]		article38
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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This paper has nother version. Agregated cites: 38		paper
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article2
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
[Full Text][Citation analysis]
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2019The value of flexibility in power markets In: Energy Policy.
[Full Text][Citation analysis]		article23
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.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article7
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[Full Text][Citation analysis]		article10
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2022How to Trump the energy market: evidence from the WTI-Brent spread.(2022) In: Working Papers.
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2018On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article25
2018On the study of conditional dependence structure between oil, gold and USD exchange rates.(2018) In: Post-Print.
[Citation analysis]
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2021Diversifying equity with cryptocurrencies during COVID-19 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article67
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis.(2021) In: Working Papers.
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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Post-Print.
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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?.(2021) In: Working Papers.
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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Working Papers.
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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]		article56
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
[Full Text][Citation analysis]		article12
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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2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article179
2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 179		paper
2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset.(2021) In: Working Papers.
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2022Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023Deep learning and technical analysis in cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET.(2023) In: Working Papers.
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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Post-Print.
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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) 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.
[Full Text][Citation analysis]		article6
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article1
2022Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
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2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article9
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
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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.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article7
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 7		paper
2023Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2023Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.(2023) In: Working Papers.
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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.
[Full Text][Citation analysis]		article1
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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This paper has nother version. Agregated cites: 1		paper
2022News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? In: Journal of Risk Finance.
[Full Text][Citation analysis]		article1
2023News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 1		paper
2023The Ramadan effect on commodity and stock markets integration In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article0
2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]		article2
2021Is It Possible to Forecast the Price of Bitcoin?.(2021) In: Post-Print.
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In: .
[Full Text][Citation analysis]		article1
2015Bessel bridges decomposition with varying dimension. Applications to finance. In: Post-Print.
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2015Tobin tax and trading volume tightening: a reassessment In: Post-Print.
[Full Text][Citation analysis]		paper1
2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
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2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options In: Post-Print.
[Full Text][Citation analysis]		paper19
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 19		paper
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
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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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2015A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print.
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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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2019Hedging and diversification across commodity assets In: Post-Print.
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2015Mean-variance hedging under multiple defaults risk In: Post-Print.
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2015Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print.
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2015Why the liberalization of the energy sector does not benefit consumers In: Post-Print.
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2016EDF : France can avoid an industrial and financial disaste 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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2021Emerging and advanced economies markets behaviour during the COVID ?19 crisis era In: Post-Print.
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2023Emerging and advanced economies markets behaviour during the COVID?19 crisis era.(2023) In: International Journal of Finance & Economics.
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2022Financial Market Dynamics after COVID 19 In: Post-Print.
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2023SME internationalisation: Do the types of innovation matter? 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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2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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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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2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
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2019International Financial Markets In: Post-Print.
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2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
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2016Gaz de schiste en Europe : le mirage des emplois In: Post-Print.
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2021Routledge Advances in Applied Financial Econometrics In: Post-Print.
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