Hayette Gatfaoui : Citation Profile

Lille Économie et Management (LEM) (14% share)
Université Catholique de Lille (86% share)

6

H index

3

i10 index

200

Citations

RESEARCH PRODUCTION:

11

Articles

56

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 9
   Journals where Hayette Gatfaoui has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 14 (6.54 %)

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   Permalink: http://citec.repec.org/pga83
   Updated: 2025-05-17    RAS profile: 2024-08-09    
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Relations with other researchers

Works with:

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

Is cited by:

Ahmed, Walid (6)

Saito, Makoto (4)

Nekhili, Mehdi (4)

Terjesen, Siri (4)

Tiwari, Aviral (4)

Nakashima, Kiyotaka (4)

Guesmi, Khaled (3)

Tyrowicz, Joanna (3)

Goutte, Stéphane (3)

Sun, David (3)

Candelon, Bertrand (3)

Cites to:

Kilian, Lutz (15)

merton, robert (9)

Bollerslev, Tim (8)

Campbell, John (8)

barsky, robert (7)

Engle, Robert (7)

Jarrow, Robert (7)

Perron, Pierre (7)

Hamilton, James (7)

Billio, Monica (6)

Ratti, Ronald (5)

Main data

Where Hayette Gatfaoui has published?

Journals with more than one article published# docs
Economic Modelling2
Energy Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL31
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL6
Documents de travail du Centre d'Economie de la Sorbonne / Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
Finance / University Library of Munich, Germany4
Risk and Insurance / University Library of Munich, Germany4
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney2

Recent works citing Hayette Gatfaoui (2025 and 2024)

YearTitle of citing document
2024Environmental pressure and board gender diversity: Evidence from the European Union Emission Trading System. (2024). Torsin, Wouter ; Dutordoir, Marie ; Struyfs, Kristof ; Schoubben, Frederiek. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3911-3935.

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2024Legal Liability, Institutional Environment and Audit Pricing: Insights from China€™s Securities Law Revision. (2024). Zhang, LU ; Bin, Sophee Sulong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-5.

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2024Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575.

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2024Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Qu, YI ; Su, Yaya ; Dong, Liang ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x.

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2024Maintaining human wellbeing as socio-environmental systems undergo regime shifts. (2024). McManus, Lisa C ; Watson, James R ; Krueger, Elisabeth H ; Tilman, Andrew R. In: Ecological Economics. RePEc:eee:ecolec:v:221:y:2024:i:c:s0921800924000910.

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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2024Variance dynamics and term structure of the natural gas market. (2024). Wei, Xinyang ; Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882.

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2024Does directors’ educational background influence financing innovation through corporate venture capital investments? Evidence from France. (2024). Brinette, Souad ; Khemiri, Sabrina ; Benkraiem, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012771.

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2024Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Institutional ownership and women in the top management team. (2024). Zhang, Wei ; Schneible, Richard A ; Fernando, Guy D. In: Journal of Business Research. RePEc:eee:jbrese:v:170:y:2024:i:c:s0148296323006380.

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2024Regulating board gender diversity in Europe: The influence of cultural, governmental, and women’s institutions. (2024). Terjesen, Siri ; Gomez-Anson, Silvia ; Martinez-Garcia, Irma. In: Journal of Business Research. RePEc:eee:jbrese:v:182:y:2024:i:c:s0148296324002868.

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2024Static and dynamic interdependencies among natural gas, stocks of global major economies and uncertainty. (2024). Hu, Wenwen ; Niu, Hongli. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004689.

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2024Women directors’ attributes and demographics: New insights into bank risk. (2024). Mohamed, Toka S ; Alharbi, Rana ; Elnahass, Marwa ; McLaren, Josie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s027553192400237x.

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2024Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches. (2024). Azibi, Nadia ; Nsaibi, Mariem ; Tissaoui, Kais ; Abidi, Ilyes. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:340-:d:1316069.

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2024Women on Boards and Performance Trade-offs in Social Enterprises: Insights from Microfinance. (2024). Nyarko, Samuel Anokye ; Bennouri, Moez ; Cozarenco, Anastasia. In: Journal of Business Ethics. RePEc:kap:jbuset:v:190:y:2024:i:1:d:10.1007_s10551-023-05391-3.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2025Board gender diversity and ownership structure: Are they substitutes or complementary? Evidence from Palestine. (2025). Hassan, Yousef. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:1:d:10.1057_s41310-024-00237-4.

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2024Family ownership, control, and firm performance: Does gender diversity matter?. (2024). Ali, Rizwan ; Ur, Ramiz ; Hasan, Mudassar ; Amin, Ali. In: Eurasian Business Review. RePEc:spr:eurasi:v:14:y:2024:i:2:d:10.1007_s40821-024-00256-9.

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2024ESG impact on oil and natural gas financialization through price transmission. (2024). Gormus, Elif ; Nazlioglu, Saban. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09669-8.

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2024Board gender diversity and corporate social performance: the moderating effect of family firms. (2024). Derouiche, Imen ; Houcine, Asma. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:35:y:2024:i:2:d:10.1007_s00187-024-00374-5.

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2024Configurations of corporate governance mechanisms and sustainable development. (2024). Torres, Pedro. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:2900-2909.

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Works by Hayette Gatfaoui:

YearTitleTypeCited
2010Special Issue for the 6 th International Conference on Applied Financial Economics, Samos, Greece, 2-4 July 2009 In: American Journal of Economics and Business Administration.
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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures In: Papers.
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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Energy Economics.
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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 24		paper
2013Translating financial integration into correlation risk: A weekly reportings viewpoint for the volatility behavior of stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article8
2017Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Economic Modelling.
[Full Text][Citation analysis]		article1
2017Equity market information and credit risk signaling: A quantile cointegrating regression approach.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Energy Economics.
[Full Text][Citation analysis]		article42
2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship.(2016) In: Post-Print.
[Citation analysis]
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2015Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Energy Policy.
[Full Text][Citation analysis]		article6
2015Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2002Systematic risk and idiosyncratic risk: a useful distinction for valuing European options In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article2
2004From Fault Tree to Credit Risk Assessment: A Case Study In: EERI Research Paper Series.
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2008From Fault Tree to Credit Risk Assessment: A Case Study.(2008) In: Post-Print.
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2005From Fault Tree to Credit Risk Assessment: A Case Study.(2005) In: Econometrics.
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2003Risk Disaggregation and Credit Risk Valuation in a Merton Framework In: Journal of Risk Finance.
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2014The kiss of information theory that captures systemic risk In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper4
2014The kiss of information theory that captures systemic risk.(2014) In: Post-Print.
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2015The kiss of information theory that captures systemic risk.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2019Flickering in Information Spreading Precedes Critical Transitions in Financial Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]		paper8
2019Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]		paper1
2019Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Are critical slowing down indicators useful to detect financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Post-Print.
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2016Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Post-Print.
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Citation analysis]
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper7
2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Post-Print.
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009Is Corporate Bond Market Performance Connected with Stock Market Performance? In: Post-Print.
[Citation analysis]		paper0
2009Less can be more! In: Post-Print.
[Citation analysis]		paper0
2010Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors In: Post-Print.
[Citation analysis]		paper0
2010Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market In: Post-Print.
[Citation analysis]		paper2
2010Investigating the dependence structure between credit default swap spreads and the U.S. financial market.(2010) In: Annals of Finance.
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2010Deviation from normality and Sharpe ratio behavior: a brief simulation study In: Post-Print.
[Citation analysis]		paper1
2009Bottom-up Investing In: Post-Print.
[Citation analysis]		paper0
2009Liquids markets In: Post-Print.
[Citation analysis]		paper0
2009Performance Persistence In: Post-Print.
[Citation analysis]		paper0
2009Top down investing In: Post-Print.
[Citation analysis]		paper0
2010Capital Asset Pricing Model In: Post-Print.
[Citation analysis]		paper0
2007How Does Systematic Risk Impact Stocks? A Study on the French Financial Market In: Post-Print.
[Citation analysis]		paper1
2005How does systematic risk impact stocks ? A study on the French financial market.(2005) In: Working Papers.
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2004How Does Systematic Risk Impact Stocks? A Study On the French Financial Market.(2004) In: Finance.
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2003How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market.(2003) In: Risk and Insurance.
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2006Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation In: Post-Print.
[Citation analysis]		paper6
2004Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation.(2004) In: Research Paper Series.
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2004Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation.(2004) In: Finance.
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2008Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market In: Post-Print.
[Citation analysis]		paper0
2010Model Risk: Caring about Stylized Features of Asset Returns ! In: Post-Print.
[Citation analysis]		paper0
2011Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework In: Post-Print.
[Citation analysis]		paper0
2011Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels In: Post-Print.
[Citation analysis]		paper1
2012A correction for classic performance measures In: Post-Print.
[Citation analysis]		paper1
2013Are demographic attributes and firm characteristics drivers of gender diversity? Investigating womens positions on French boards of directors In: Post-Print.
[Citation analysis]		paper76
2013Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Post-Print.
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2013Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Journal of Business Ethics.
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2024Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes In: Post-Print.
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2024Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.(2024) In: Annals of Operations Research.
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Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels In: Chapters.
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2004Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility In: Research Paper Series.
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2004Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility.(2004) In: Finance.
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2003Risk Disaggregation And Credit Risk Valuation In The Merton Like Way In: Finance.
[Full Text][Citation analysis]		paper3
2003How Does Systematic Risk Impact US Credit Spreads? A Copula Study In: Risk and Insurance.
[Full Text][Citation analysis]		paper4
2003From Fault Tree to Credit Risk Assessment: An Empirical Attempt In: Risk and Insurance.
[Full Text][Citation analysis]		paper0
2003Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit In: Risk and Insurance.
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