19
H index
32
i10 index
1183
Citations
Olivier Darné : Citation Profile
Université de Nantes | RESEARCH PRODUCTION: 82 Articles 117 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2002 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Olivier Darné. | Is cited by:
| Cites to:
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Main data
Where Olivier Darné has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 68 |
| Working Papers / HAL | 26 |
| Working Papers / Association Franaise de Cliomtrie (AFC) | 4 |
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 3 |
Recent works citing Olivier Darné (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Quoi de neuf dans l’accès aux classes préparatoires ? Une perspective historique centrée sur l’ouverture sociale et l’accès des filles aux formations élitistes françaises. (2022). Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:01-22. Full description at Econpapers || Download paper | |
| 2023 | DO PANDEMICS IMPACT MACROECONOMIC VARIABLES? A CLIOMETRIC APPROACH. (2023). Jaoul-Grammare, Magali ; Morel, Guillaume. In: Working Papers. RePEc:afc:wpaper:01-23. Full description at Econpapers || Download paper | |
| 2022 | Random Walk Hypothesis: An Empirical Comparison of Shari’ah and Non-Shari’ah Capital Markets of Pakistan and China. (2022). Ahmad, Rashid ; Raza, Kashif ; Bashir, Furrukh ; Shehryar, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:439-447. Full description at Econpapers || Download paper | |
| 2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903. Full description at Econpapers || Download paper | |
| 2022 | Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02. Full description at Econpapers || Download paper | |
| 2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
| 2023 | The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16. Full description at Econpapers || Download paper | |
| 2023 | Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48. Full description at Econpapers || Download paper | |
| 2023 | Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280. Full description at Econpapers || Download paper | |
| 2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper | |
| 2022 | Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper | |
| 2023 | Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797. Full description at Econpapers || Download paper | |
| 2022 | Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000623. Full description at Econpapers || Download paper | |
| 2022 | Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345. Full description at Econpapers || Download paper | |
| 2022 | Evidence of arbitrage trading activity: The case of Chinese metal futures contracts. (2022). Brooks, Robert ; Li, Yang. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000024. Full description at Econpapers || Download paper | |
| 2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper | |
| 2022 | The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204. Full description at Econpapers || Download paper | |
| 2022 | Does Chinas carbon emissions trading scheme affect the market power of high-carbon enterprises?. (2022). Zhang, Yue-Jun ; Wang, Wei. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s014098832200086x. Full description at Econpapers || Download paper | |
| 2022 | Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116. Full description at Econpapers || Download paper | |
| 2022 | Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249. Full description at Econpapers || Download paper | |
| 2022 | Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002286. Full description at Econpapers || Download paper | |
| 2022 | In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Bhattacharyya, Asit ; Das, Debojyoti ; Soytas, Ugur ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200411x. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345. Full description at Econpapers || Download paper | |
| 2022 | Energy intensity, economic growth and environmental quality in populous Middle East countries. (2022). Tarazkar, Mohammad Hassan ; Dehbidi, Navid Kargar ; Shokoohi, Zeinab. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024129. Full description at Econpapers || Download paper | |
| 2022 | Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper | |
| 2022 | Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692. Full description at Econpapers || Download paper | |
| 2022 | Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x. Full description at Econpapers || Download paper | |
| 2022 | Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137. Full description at Econpapers || Download paper | |
| 2022 | Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532. Full description at Econpapers || Download paper | |
| 2023 | Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455. Full description at Econpapers || Download paper | |
| 2022 | Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634. Full description at Econpapers || Download paper | |
| 2022 | The impact of the Russia-Ukraine conflict on the connectedness of financial markets. (2022). Umar, Zaghum ; Polat, Onur ; Choi, Sun-Yong ; Teplova, Tamara. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002252. Full description at Econpapers || Download paper | |
| 2022 | Predicting the volatility of Chinas new energy stock market: Deep insight from the realized EGARCH-MIDAS model. (2022). Zhao, Chenchen ; Wang, LU ; Liang, Chao ; Jiu, Song. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002306. Full description at Econpapers || Download paper | |
| 2022 | Predictability of stock market returns: New evidence from developed and developing countries. (2022). Li, Bin ; Chen, Xiaoyue ; Shi, Kan ; Singh, Tarlok. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223. Full description at Econpapers || Download paper | |
| 2022 | Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31. Full description at Econpapers || Download paper | |
| 2022 | Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233. Full description at Econpapers || Download paper | |
| 2022 | Forecasting cryptocurrency volatility. (2022). Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:878-894. Full description at Econpapers || Download paper | |
| 2022 | Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242. Full description at Econpapers || Download paper | |
| 2023 | Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013. Full description at Econpapers || Download paper | |
| 2022 | How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785. Full description at Econpapers || Download paper | |
| 2022 | Resource abundance and public finances in five peripheral economies, 1850s–1930s. (2022). Torregrosa-Hetland, Sara ; Peres-CajÃas, José ; Ducoing, Cristián ; Peres-Cajias, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005468. Full description at Econpapers || Download paper | |
| 2022 | Precious metals as hedge and safe haven for African stock markets. (2022). Hussain, Syed Jawad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr ; Agyemang, Abraham. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200229x. Full description at Econpapers || Download paper | |
| 2022 | The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2022). Dai, Peng-Fei ; Xiong, Xiong ; Zhang, Jin ; Zhou, Wei-Xing. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002951. Full description at Econpapers || Download paper | |
| 2022 | Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach. (2022). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004743. Full description at Econpapers || Download paper | |
| 2022 | Predicting the Australian equity risk premium. (2022). Jurdi, Doureige J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001906. Full description at Econpapers || Download paper | |
| 2022 | Structural news shock, financial market uncertainty and Chinas business fluctuations. (2022). Liu, Dayu ; Ding, Yibing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001846. Full description at Econpapers || Download paper | |
| 2022 | A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery. (2022). Debnath, Kanish ; Majhi, Sushovan ; Nurujjaman, MD ; Mahata, Ajit ; Rai, Anish. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:592:y:2022:i:c:s0378437121009778. Full description at Econpapers || Download paper | |
| 2022 | Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140. Full description at Econpapers || Download paper | |
| 2022 | Deep learning in predicting cryptocurrency volatility. (2022). Piscopo, Gabriella ; Levantesi, Susanna ; Damato, Valeria. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001704. Full description at Econpapers || Download paper | |
| 2023 | Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400. Full description at Econpapers || Download paper | |
| 2022 | Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:160-172. Full description at Econpapers || Download paper | |
| 2022 | “Digital Gold” and geopolitics. (2022). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001331. Full description at Econpapers || Download paper | |
| 2022 | Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616. Full description at Econpapers || Download paper | |
| 2022 | Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Topal, Mehmet Hanefi ; Camgoz, Mevlut. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022. Full description at Econpapers || Download paper | |
| 2022 | Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x. Full description at Econpapers || Download paper | |
| 2023 | A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita. (2023). Focacci, Antonio. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:9:p:231-:d:1235172. Full description at Econpapers || Download paper | |
| 2022 | Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models. (2022). Zaghdoudi, Taha ; Tissaoui, Kais ; ben Amor, Lamia ; Ben-Salha, Ousama ; Hakimi, Abdelaziz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:15:p:5744-:d:882838. Full description at Econpapers || Download paper | |
| 2023 | Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724. Full description at Econpapers || Download paper | |
| 2023 | Fragmented or Unified? The State of China’s Carbon Emission Trading Market. (2023). Gu, Yimiao ; Huang, Yan ; Wu, Liangzheng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2470-:d:1088196. Full description at Econpapers || Download paper | |
| 2023 | Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745. Full description at Econpapers || Download paper | |
| 2023 | Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257. Full description at Econpapers || Download paper | |
| 2022 | On Financial Distributions Modelling Methods: Application on Regression Models for Time Series. (2022). Dewick, Paul R. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:461-:d:941657. Full description at Econpapers || Download paper | |
| 2022 | Three Major Crises and Asian Emerging Market Informational Efficiency: A Case of Pakistan Stock Exchange-100 Index. (2022). Raza, Muhammad Wajid ; Ur, Shafiq ; Said, Bahrawar. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:619-:d:1008258. Full description at Econpapers || Download paper | |
| 2022 | Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis. (2022). Tabash, Mosab I ; Nishad, Mohamed ; Anagreh, Suhaib ; Chalissery, Neenu. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:9:p:406-:d:912797. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities. (2023). Zhang, Luping ; Tian, Yixiang ; Hu, Yuanfeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8422-:d:1152948. Full description at Econpapers || Download paper | |
| 2022 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper | |
| 2022 | Global Uncertainty and International Migration to Western Europe. (2022). Coulibaly, Dramane ; Boubtane, Ekrame ; D'Albis, Hippolyte. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03770391. Full description at Econpapers || Download paper | |
| 2022 | Patents in the Long Run : Theory, History and Statistics. (2022). Pellier, Karine ; Diebolt, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02929514. Full description at Econpapers || Download paper | |
| 2022 | Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Benkraiem, Ramzi ; Isleimeyyeh, Mohammad ; Goutte, Stephane ; Amar, Amine. In: Working Papers. RePEc:hal:wpaper:halshs-03672476. Full description at Econpapers || Download paper | |
| 2022 | Global Uncertainty and International Migration to Western Europe. (2022). Coulibaly, Dramane ; Boubtane, Ekrame ; D'Albis, Hippolyte. In: Working Papers. RePEc:hal:wpaper:halshs-03770391. Full description at Econpapers || Download paper | |
| 2023 | Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple. (2023). Altunoz, Utku. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:615-643. Full description at Econpapers || Download paper | |
| 2022 | Firms Inflation Expectations: New Evidence from France. (2022). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp15069. Full description at Econpapers || Download paper | |
| 2023 | Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y. Full description at Econpapers || Download paper | |
| 2022 | Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4. Full description at Econpapers || Download paper | |
| 2022 | Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9. Full description at Econpapers || Download paper | |
| 2022 | Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03. Full description at Econpapers || Download paper | |
| 2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper | |
| 2023 | Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y. Full description at Econpapers || Download paper | |
| 2022 | Oil tail-risk forecasts: from financial crisis to COVID-19. (2022). Kuang, Wei. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00100-2. Full description at Econpapers || Download paper | |
| 2022 | Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. (2022). Maecka, Marta ; Fiszeder, Piotr. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967. Full description at Econpapers || Download paper | |
| 2022 | Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: MPRA Paper. RePEc:pra:mprapa:112493. Full description at Econpapers || Download paper | |
| 2022 | Connectedness and risk spillovers between crude oil and clean energy stock markets. (2022). Destek, Mehmet ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel ; Evik, Emrah Smail. In: MPRA Paper. RePEc:pra:mprapa:117558. Full description at Econpapers || Download paper | |
| 2022 | Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Paper series. RePEc:rim:rimwps:22-05. Full description at Econpapers || Download paper | |
| 2022 | The Chinese Government Bond Markets: Foreign Investments and Market Efficiency. (2022). Liu, Kerry. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:1:p:93-104. Full description at Econpapers || Download paper | |
| 2022 | Stochastic seasonality in commodity prices: the case of US natural gas. (2022). Zhu, Zhen ; Chiou-Wei, Song-Zan ; Chen, Sheng-Hung. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02094-4. Full description at Econpapers || Download paper | |
| 2023 | Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6. Full description at Econpapers || Download paper | |
| 2022 | Robust estimation of time-dependent precision matrix with application to the cryptocurrency market. (2022). Vergni, Davide ; Bernardi, Mauro ; Stolfi, Paola. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00355-4. Full description at Econpapers || Download paper | |
| 2023 | Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. (2023). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena. In: Journal of Environmental Studies and Sciences. RePEc:spr:jenvss:v:13:y:2023:i:3:d:10.1007_s13412-023-00838-5. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Olivier Darné:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2021 | Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | ||
| 2011 | Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 3 |
| 2011 | Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2003 | La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative'). [Full Text][Citation analysis] | article | 0 |
| 2005 | Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2006 | Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2011 | A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2015 | A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2015 | A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2007 | L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2007 | Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers. [Full Text][Citation analysis] | paper | 17 |
| 2009 | Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers. [Full Text][Citation analysis] | paper | 91 |
| 2010 | Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | article | |
| 2009 | Identification of slowdowns and accelerations for the euro area economy. In: Working papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2009 | Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2012 | Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers. [Full Text][Citation analysis] | paper | 28 |
| 2012 | Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2013 | Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Dynamic Factor Models: A review of the Literature . In: Working papers. [Full Text][Citation analysis] | paper | 32 |
| 2013 | Dynamic factor models: A review of the literature.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2014 | Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2014 | New 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. [Full Text][Citation analysis] | paper | 11 |
| 2017 | The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2008 | Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 1 |
| 2008 | OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2007 | FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
| 2012 | MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 32 |
| 2021 | Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2021 | Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2022 | Stock return predictability: Evaluation based on interval forecasts In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2022 | Stock Return Predictability: Evaluation based on interval forecasts.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 10 |
| 2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 56 |
| 2009 | Variance ratio tests of random walk: An overview.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2013 | Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 2013 | Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2022 | Backcasting world trade growth using data reduction methods In: The World Economy. [Full Text][Citation analysis] | article | 1 |
| 2009 | Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision. [Full Text][Citation analysis] | article | 4 |
| 2009 | Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2015 | La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2015 | La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 2 |
| 2008 | La 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). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2018 | Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2009 | Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale. [Full Text][Citation analysis] | article | 8 |
| 2009 | Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2019 | The accuracy of asymmetric GARCH model estimation In: International Economics. [Full Text][Citation analysis] | article | 7 |
| 2019 | The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2020 | The accuracy of asymmetric GARCH model estimation.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | Volatility estimation for Bitcoin: Replication and robustness In: International Economics. [Full Text][Citation analysis] | article | 18 |
| 2019 | Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2019 | Volatility estimation for Bitcoin: Replication and robustness.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2015 | ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Testing the purchasing power parity in China In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2004 | The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2008 | The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2008 | The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Performance of short-term trend predictors for current economic analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2012 | A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2012 | A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2013 | Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2015 | Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2016 | Stock market reactions to FIFA World Cup announcements: An event study.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
| 2019 | Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 72 |
| 2011 | Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2011 | Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2011 | Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2012 | Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2011 | Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
| 2011 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2010 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2010 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2016 | A World Trade Leading Index (WTLI) In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2016 | A world trade leading index (WLTI).(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Seasonal cointegration for monthly data In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2005 | Outliers and GARCH models in financial data In: Economics Letters. [Full Text][Citation analysis] | article | 41 |
| 2009 | The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems. [Full Text][Citation analysis] | article | 30 |
| 2009 | The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2017 | Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
| 2017 | Forecasting crude-oil market volatility: Further evidence with jumps.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2019 | On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy. [Full Text][Citation analysis] | article | 59 |
| 2009 | The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2013 | Market efficiency in the European carbon markets In: Energy Policy. [Full Text][Citation analysis] | article | 33 |
| 2013 | Market efficiency in the European carbon markets.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2014 | Volatility persistence in crude oil markets In: Energy Policy. [Full Text][Citation analysis] | article | 43 |
| 2014 | Volatility persistence in crude oil markets.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2012 | Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2015 | Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 28 |
| 2015 | Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2017 | International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2017 | International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics. [Full Text][Citation analysis] | article | 10 |
| 2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2014 | Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 30 |
| 2014 | Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2012 | Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 50 |
| 2012 | Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2010 | Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2016 | Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2014 | Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2009 | The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 17 |
| 2012 | Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Trends and random walks in macroeconomic time series: A reappraisal.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 70 |
| 2004 | Unit Roots and Infrequent Large Shocks : New International Evidence on Output.(2004) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2015 | Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 25 |
| 2015 | Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2006 | La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Temporary and permanent shocks in GDP for France, the United Kingdom and the United States In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Non-stationarity Tests in Macroeconomic Time Series In: Post-Print. [Citation analysis] | paper | 7 |
| 2005 | Non-stationarity Tests in Macroeconomic Time Series.(2005) In: Springer Books. [Citation analysis] This paper has another version. Agregated cites: 7 | chapter | |
| 2009 | The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | La persistance des écarts de richesse entre La Réunion et les standards français et européens : lapport des tests de racine unitaire In: Post-Print. [Citation analysis] | paper | 3 |
| 2016 | La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print. [Citation analysis] | paper | 6 |
| 2011 | Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes In: Post-Print. [Citation analysis] | paper | 7 |
| 2010 | Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print. [Citation analysis] | paper | 3 |
| 2009 | Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Post-Print. [Citation analysis] | paper | 2 |
| 2010 | Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Convergence of real per capita GDP within COMESA countries: A panel unit root evidence.(2012) In: The Annals of Regional Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2016 | Stock Exchange Mergers and Market In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2008 | The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print. [Citation analysis] | paper | 10 |
| 2007 | The purchasing power parity in Australia: evidence from unit root test with structural break.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2012 | Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print. [Citation analysis] | paper | 6 |
| 2013 | Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Uncertainty and the Macroeconomy In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2017 | How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015 In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2018 | How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2019 | How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2020 | On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2020 | On the pernicious effects of oil price uncertainty on US real economic activities.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire In: Post-Print. [Citation analysis] | paper | 1 |
| 2020 | Méthodes de prévision en finance In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | A Brief History of Seasonal Adjustment Methods and Software Tools In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | A Revision of the US Business-Cycles Chronology 1790-1928 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A new monthly chronology of the US industrial cycles in the prewar economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stock Exchange Mergers and Market Efficiency In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Stock exchange mergers and market efficiency.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Precious metals shine? A market efficiency perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The sensitivity of Fama-French factors to economic uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The impact of screening strategies on the performance of ESG indices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Forecasting and risk management in the Vietnam Stock Exchange In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Forecasts of the seasonal fractional integrated series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2004 | Exchange rate regime classification and real performances: new empirical evidence In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 2 |
| 2002 | A Note on Seasonal Unit Root Tests In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
| 2018 | Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint In: Journal of Environmental Economics and Policy. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team