Keven Bluteau : Citation Profile

Université de Sherbrooke

5

H index

5

i10 index

315

Citations

RESEARCH PRODUCTION:

11

Articles

9

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 52
   Journals where Keven Bluteau has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 11 (3.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl242
   Updated: 2025-04-12    RAS profile: 2023-08-06    
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Relations with other researchers

Works with:

Ardia, David (14)

Boudt, Kris (6)

Inghelbrecht, Koen (3)

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)

Uddin, Gazi (5)

Caporale, Guglielmo Maria (4)

Ellingsen, Jon (4)

Larsen, Vegard (4)

Panagiotidis, Theodore (4)

Thorsrud, Leif (4)

lucey, brian (4)

Ghirelli, Corinna (3)

Cites to:

Ardia, David (18)

Boudt, Kris (16)

Bauwens, Luc (8)

Andrews, Donald (8)

Thewissen, James (8)

Thorsrud, Leif (7)

Reichlin, Lucrezia (6)

Bollerslev, Tim (6)

Davis, Steven (5)

Giannone, Domenico (5)

bloom, nicholas (5)

Main data

Where Keven Bluteau has published?

Journals with more than one article published# docs
Finance Research Letters3
Journal of Economic Surveys2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7

Recent works citing Keven Bluteau (2025 and 2024)

YearTitle of citing document
2024First-order integer-valued autoregressive processes with Generalized Katz innovations. (2022). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Changhoon ; Ham, Shuna Shu ; Shapiro, Daniel. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2024Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741.

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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Cao, Ruiyi ; Xue, Minggao ; Ge, Xiaowen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024The end of ESG? Return spillover between ESG and non-ESG portfolios. (2024). He, Feng ; Zhang, Jining. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011048.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kocenda, Evzen ; Kukacka, Jiri ; Kristoufek, Ladislav. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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20242T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Mucha-Kruczyski, Marcin ; Greenwood, David ; Tomlinson, Matthew F. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347.

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2024More than words: Fed Chairs’ communication during congressional testimonies. (2024). Zhang, XU ; Kryvtsov, Oleksiy ; Alexopoulos, Michelle. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022.

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2024The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610.

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2024Does haze-related sentiment affect income inequality in China?. (2024). Lei, Yongyu ; Zong, Xiangyu ; Guo, Minjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003484.

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2024Can portfolio construction considering ESG still gain high profits?. (2024). Rastegar, Mohammad Ali ; Fereydooni, Ali ; Davoodi, Shayan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002520.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2025Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers. (2025). Perlin, Marcelo Scherer ; Mller, Fernanda Maria ; Almeida, Lucas Mussoi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10585-6.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14.

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2025A Markov regime-switching event response model: beef price spread response to processing capacity shocks. (2025). Neill, Clinton L ; Boyer, Christopher N ; Park, Eunchun. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02677-x.

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2024Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5.

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2024The Connectedness Knowledge from Investors’ Sentiments, Financial Crises, and Trade Policy: An Economic Perspective. (2024). Mahmood, Haider ; Javed, Muhammad Zahid ; Sabir, Saeed Ahmad ; Rehman, Mubeen Abdur. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01951-8.

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2024Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355.

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2025Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:136-152.

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2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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Works by Keven Bluteau:

YearTitleTypeCited
2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens In: Papers.
[Full Text][Citation analysis]		paper1
2021A century of Economic Policy Uncertainty through the French–Canadian lens.(2021) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Media abnormal tone, earnings announcements, and the stock market In: Papers.
[Full Text][Citation analysis]		paper2
2022Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022Thirty Years of Academic Finance In: Papers.
[Full Text][Citation analysis]		paper0
2024Thirty years of academic finance.(2024) In: Journal of Economic Surveys.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023Factor Exposure Heterogeneity in Green and Brown Stocks In: Papers.
[Full Text][Citation analysis]		paper1
2023Factor exposure heterogeneity in green and brown stocks.(2023) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2023The Role of Twitter in Cryptocurrency Pump-and-Dumps In: Papers.
[Full Text][Citation analysis]		paper0
2024Optimal Text-Based Time-Series Indices 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]		article50
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]		article125
2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting.
[Full Text][Citation analysis]		article55
2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting.
[Full Text][Citation analysis]		article52
2023Climate Change Concerns and the Performance of Green vs. Brown Stocks In: Management Science.
[Full Text][Citation analysis]		article1
2020Climate change concerns and the performance of green versus brown stocks In: Working Paper Research.
[Full Text][Citation analysis]		paper27
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper

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