6
H index
3
i10 index
168
Citations
Université Catholique de Lille (86% share) | 6 H index 3 i10 index 168 Citations RESEARCH PRODUCTION: 8 Articles 55 Papers 1 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 2 |
Economic Modelling | 2 |
Year | Title of citing document | |
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2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2023 | Maintaining human wellbeing as socio-environmental systems undergo regime shifts. (2023). Watson, James R ; McManus, Lisa C ; Krueger, Elisabeth H ; Tilman, Andrew R. In: Papers. RePEc:arx:papers:2309.04578. Full description at Econpapers || Download paper | |
2023 | Do the Profitability, the Volume of Assets, and Equity of Public Enterprises Have Any Role in Local Authorities Gender and Age Policy? – A Case Study of Belgrade. (2023). Bojicic, Radica ; Knezevic, Goranka ; Pavlovic, Vladan. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:172-191. Full description at Econpapers || Download paper | |
2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper | |
2022 | Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667. Full description at Econpapers || Download paper | |
2022 | Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562. Full description at Econpapers || Download paper | |
2022 | Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042. 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 | Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372. Full description at Econpapers || Download paper | |
2022 | Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
2022 | Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic. (2022). Chen, Jin ; Zhou, Wei. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222014839. Full description at Econpapers || Download paper | |
2022 | Understanding the linkage-dependence structure between oil and gas markets: A new perspective. (2022). Lu, Quanying ; Dong, Jichang ; Chai, Jian ; Wei, Zhaohao. In: Energy. RePEc:eee:energy:v:257:y:2022:i:c:s0360544222016589. Full description at Econpapers || Download paper | |
2023 | Portfolios with return and volatility prediction for the energy stock market. (2023). Zhang, Chong ; Wang, Weizhong ; Ma, Yilin. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003523. Full description at Econpapers || Download paper | |
2023 | The valuation impact of gender quotas in the boardroom: Evidence from the European markets. (2023). Pathan, Shams ; Fernandez-Mendez, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000739. Full description at Econpapers || Download paper | |
2022 | Board gender diversity and firm risk in UK private firms. (2022). Roberts, Helen ; Biswas, Pallab Kumar ; Sattar, Mahnoor. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000680. Full description at Econpapers || Download paper | |
2022 | Institutional voids, liability of origin, and presence of women in TMT of emerging market multinationals. (2022). Saeed, Abubakr ; Riaz, Hammad ; Baloch, Muhammad Saad. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:4:s0969593121001591. Full description at Econpapers || Download paper | |
2022 | Women directors and market valuation: What are the “Wonder Woman” attributes in banking?. (2022). Alharbi, Rana ; Elnahass, Marwa ; McLaren, Josie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000890. Full description at Econpapers || Download paper | |
2023 | Doing more with more: Women on the board and firm employment. (2023). Khalid, Sharif ; Tob-Ogu, Abiye ; Areneke, Geofry ; Tunyi, Abongeh A. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008505. Full description at Econpapers || Download paper | |
2022 | Early warning signals of financial crises using persistent homology. (2022). Razak, Fatimah Abdul ; Ismail, Munira ; Salmi, Mohd ; Alias, Mohd Almie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007329. Full description at Econpapers || Download paper | |
2022 | On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151. Full description at Econpapers || Download paper | |
2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper | |
2022 | Underrepresentation of female CEOs in China: The role of culture, market forces, and foreign experience of directors. (2022). Ling, Leng ; Liang, Quanxi ; Liu, Haiming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001799. Full description at Econpapers || Download paper | |
2022 | Critical Masses and Gender Diversity in Voluntary Sport Leadership: The Role of Economic and Social State-Level Factors. (2022). Thormann, Tim F ; Kerwin, Shannon ; Lesch, Lara ; Wicker, Pamela. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6208-:d:819646. Full description at Econpapers || Download paper | |
2022 | Bringing the Social Back into Sustainability: Why Integrative Negotiation Matters. (2022). Shijaku, Elio ; Elgoibar, Patricia. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6699-:d:827960. Full description at Econpapers || Download paper | |
2023 | Drawdown risk measures for asset portfolios with high frequency data. (2023). Petroni, Filippo ; Masala, Giovanni. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00421-y. Full description at Econpapers || Download paper | |
2023 | Best-Case Scenario Robust Portfolio: Evidence from China Stock Market. (2023). Xian, Liang ; Wang, Lihua ; Tian, Jingsong ; Li, Jinjun ; Zhao, Guiyu ; Chen, Chen. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09375-7. 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 | Board Gender Diversity and Corporate Response to Cyber Risk: Evidence from Cybersecurity Related Disclosure. (2022). Smaili, Nadia ; Radu, Camelia. In: Journal of Business Ethics. RePEc:kap:jbuset:v:177:y:2022:i:2:d:10.1007_s10551-020-04717-9. Full description at Econpapers || Download paper | |
2022 | Understanding rural–urban transitions in the Global South through peri-urban turbulence. (2022). Cooper, Sarah ; Brewer, Tim ; Bundhoo, Dilshaad ; Welivita, Indunee ; Lynch, Kenneth ; Vicario, Dolores Rey ; Willcock, Simon ; Venkatesh, Kongala ; Hutchings, Paul ; Shackleton, Charlie M ; Parker, Alison ; Mishra, Prajna Paramita ; Mekala, Sneha ; Keech, Daniel. In: Nature Sustainability. RePEc:nat:natsus:v:5:y:2022:i:11:d:10.1038_s41893-022-00920-w. Full description at Econpapers || Download 2023 | Status of Women in Corporate Governance in the Private Sector Companies in India. (2023). Ekbote, Nivedita ; Kaul, Natashaa ; Gupta, Kirti ; Deshpande, Amruta ; Raut, Rajesh. In: Indian Journal of Corporate Governance. RePEc:sae:ijcgvn:v:16:y:2023:i:1:p:94-107. Full description at Econpapers || Download paper |
2022 | Portfolio optimization of financial commodities with energy futures. (2022). Kirikkaleli, Dervis ; Luo, Gong-Li ; Ahmad, Ferhana ; Wang, LU ; Umar, Muhammad. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04283-x. Full description at Econpapers || Download paper | |
2022 | Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model. (2022). Liu, Yezheng ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:407-421. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures In: Papers. [Full Text][Citation analysis] | paper | 17 |
2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2013 | Translating financial integration into correlation risk: A weekly reportings viewpoint for the volatility behavior of stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Energy Policy. [Full Text][Citation analysis] | article | 6 |
2015 | Pricing 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 another version. Agregated cites: 6 | paper | |
2002 | Systematic risk and idiosyncratic risk: a useful distinction for valuing European options In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2004 | From Fault Tree to Credit Risk Assessment: A Case Study In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2008 | From Fault Tree to Credit Risk Assessment: A Case Study.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2005 | From Fault Tree to Credit Risk Assessment: A Case Study.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | The kiss of information theory that captures systemic risk In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
2014 | The kiss of information theory that captures systemic risk.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | The kiss of information theory that captures systemic risk.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 6 |
2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 1 |
2019 | Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 2 |
2016 | Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Clustering 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] | paper | 5 |
2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | Clustering 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. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | Clustering 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2009 | Is Corporate Bond Market Performance Connected with Stock Market Performance? In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Less can be more! In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market In: Post-Print. [Citation analysis] | paper | 2 |
2010 | Investigating the dependence structure between credit default swap spreads and the U.S. financial market.(2010) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2010 | Deviation from normality and Sharpe ratio behavior: a brief simulation study In: Post-Print. [Citation analysis] | paper | 1 |
2009 | Bottom-up Investing In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Liquids markets In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Performance Persistence In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Top down investing In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Capital Asset Pricing Model In: Post-Print. [Citation analysis] | paper | 0 |
2007 | How Does Systematic Risk Impact Stocks? A Study on the French Financial Market In: Post-Print. [Citation analysis] | paper | 1 |
2005 | How does systematic risk impact stocks ? A study on the French financial market.(2005) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2004 | How Does Systematic Risk Impact Stocks? A Study On the French Financial Market.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2003 | How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market.(2003) In: Risk and Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation In: Post-Print. [Citation analysis] | paper | 6 |
2004 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation.(2004) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2008 | Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Model Risk: Caring about Stylized Features of Asset Returns ! In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Linking 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] | paper | 1 |
2012 | A correction for classic performance measures In: Post-Print. [Citation analysis] | paper | 1 |
2013 | Are demographic attributes and firm characteristics drivers of gender diversity? Investigating womens positions on French boards of directors In: Post-Print. [Citation analysis] | paper | 63 |
2013 | Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2013 | Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Journal of Business Ethics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels In: Chapters. [Full Text][Citation analysis] | chapter | 0 | |
2004 | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2004 | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2003 | Risk Disaggregation And Credit Risk Valuation In The Merton Like Way In: Finance. [Full Text][Citation analysis] | paper | 3 |
2003 | How Does Systematic Risk Impact US Credit Spreads? A Copula Study In: Risk and Insurance. [Full Text][Citation analysis] | paper | 4 |
2003 | From Fault Tree to Credit Risk Assessment: An Empirical Attempt In: Risk and Insurance. [Full Text][Citation analysis] | paper | 0 |
2003 | Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit In: Risk and Insurance. [Full Text][Citation analysis] | paper | 0 |
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