Olivier Darné : Citation Profile

Université de Nantes
Université de Nantes

20

H index

33

i10 index

1294

Citations

RESEARCH PRODUCTION:

82

Articles

117

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 64
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 69 (5.06 %)

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   Permalink: http://citec.repec.org/pda93
   Updated: 2025-04-12    RAS profile: 2022-11-02    
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Relations with other researchers

Works with:

Suardi, Sandy (4)

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

Is cited by:

DIEBOLT, Claude (67)

Ferrara, Laurent (40)

JAOUL-GRAMMARE, Magali (28)

Miller, Stephen (14)

Gil-Alana, Luis (13)

Bec, Frédérique (11)

Hoarau, Jean-François (11)

Marsilli, Clément (10)

Mignon, Valérie (10)

Heyer, Eric (10)

Levy, Daniel (10)

Cites to:

Reichlin, Lucrezia (95)

Giannone, Domenico (56)

Kim, Jae (53)

Bollerslev, Tim (42)

Perron, Pierre (42)

Ng, Serena (39)

Ferrara, Laurent (35)

CHARLES, Amelie (34)

bloom, nicholas (33)

Engle, Robert (32)

Forni, Mario (32)

Main data

Where Olivier Darné has published?

Journals with more than one article published# docs
Economics Bulletin12
Economic Modelling5
Applied Economics4
Bulletin of Economic Research4
Economics Letters4
Bulletin de la Banque de France3
Energy Policy3
International Economics3
Energy Economics2
Cliometrica, Journal of Historical Economics and Econometric History2
conomie et Prvision2
Journal of Macroeconomics2
Cliometrica2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of Forecasting2
International Economics2
International Review of Financial Analysis2
Oxford Bulletin of Economics and Statistics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL68
Working Papers / HAL26
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2025 and 2024)

YearTitle of citing document
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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2025Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308.

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2024Seasonal adjustment of credit time series in the Bank of Italy. (2024). Liberati, Danilo ; Di Paolo, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_835_24.

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2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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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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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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2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10960.

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2025L’impact de l’indépendance sur le développement des petites économies insulaires et côtières : une approche par la méthode des doubles différences. (2025). SERRANITO, Francisco ; Sadi, Aurlien ; Schaffar, Alexandra. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-11.

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2024Does Chinas emission trading scheme affect corporate financial performance: Evidence from a quasi-natural experiment. (2024). Wang, Tianju ; Ma, Diandian ; Liu, Yaorong ; Dong, Yizhe ; Chu, Baoju. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000142.

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2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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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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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Ma, Jun ; Liao, Wenting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

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2024The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Maqsood, Arfa ; Yaqoob, Tanzeela. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333.

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2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Wang, Chuwen ; Msofe, Zulkifr Abdallah ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

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2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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2024A deep connection among the natural resources, technical progress, efficient energy and sustainability: The mediating role of governance. (2024). Chen, LU ; Xie, Jiayue. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s030142072400463x.

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2024Non-linear effects of three core mineral resources, energy uncertainty, and inclusive digitalization on economic growth: A comparative analysis of US and China. (2024). Zhao, Ziming ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006986.

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2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

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2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2024Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Gubareva, Mariya ; Marei, Mohamed ; Ali, Shoaib ; Yousaf, Imran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151.

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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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2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: Discussion Paper Series. RePEc:fre:wpaper:45.

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2025.

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2024Towards Sustainability: Understanding Norway’s Ecological Footprint Through the Framework of the Environmental Kuznets Curve. (2024). Georgescu, Irina ; Nica, Ionu ; Kinnunen, Jani. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6074-:d:1535306.

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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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2024Connectedness and risk spillovers between crude oil and clean energy stock markets. (2024). Destek, Mehmet ; Çevik, Emrah ; Cevik, Emrah I ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339.

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2024Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596.

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2024Towards a risk-adjusted tourism and travel competitiveness index. (2024). Fernndez-Fernndez, Melchor ; Prez-Laborda, Alejandro ; Rossell-Nadal, Jaume ; Duro, Juan Antonio. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:4:p:947-968.

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2025Positive time series regression models: theoretical and computational aspects. (2025). Prass, Taiane Schaedler ; Pumi, Guilherme ; Taufemback, Cleiton Guollo ; Carlos, Jonas Hendler. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01531-z.

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2024Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1.

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2025Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

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Works by Olivier Darné:

YearTitleTypeCited
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
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2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
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2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
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2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
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2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique.
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2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
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2005Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945.(2005) In: Post-Print.
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2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
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2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
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2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
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2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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2007L Indicateur Synth tique Mensuel d Activit (ISMA) : une r vision In: Working papers.
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2007Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise. In: Working papers.
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2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 97		article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]		paper14
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
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2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
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2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the blocking approach. In: Working papers.
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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
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2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision. In: Bulletin de la Banque de France.
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2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
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2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
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2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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2021Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research.
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2021Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print.
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2022Stock return predictability: Evaluation based on interval forecasts In: Bulletin of Economic Research.
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2022Stock Return Predictability: Evaluation based on interval forecasts.(2022) In: Post-Print.
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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2009VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article59
2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
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2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
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2022Backcasting world trade growth using data reduction methods In: The World Economy.
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2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière.
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2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
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2008La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire.(2008) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print.
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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
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2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
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2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
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2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
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2019The accuracy of asymmetric GARCH model estimation In: International Economics.
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2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
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2015Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
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2012A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print.
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