6
H index
3
i10 index
200
Citations
Lille Économie et Management (LEM) (14% share) | 6 H index 3 i10 index 200 Citations RESEARCH PRODUCTION: 11 Articles 56 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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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Economic Modelling | 2 |
Energy Economics | 2 |
Year | Title of citing document |
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2024 | Environmental 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. Full description at Econpapers || Download paper |
2024 | Legal 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. Full description at Econpapers || Download paper |
2024 | Wavelet 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. Full description at Econpapers || Download paper |
2024 | Risk 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. Full description at Econpapers || Download paper |
2024 | Maintaining 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2024 | Variance 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Correlation 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. Full description at Econpapers || Download paper |
2024 | Temporal 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. Full description at Econpapers || Download paper |
2024 | Institutional 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. Full description at Econpapers || Download paper |
2024 | Regulating 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. Full description at Econpapers || Download paper |
2024 | Static 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. Full description at Econpapers || Download paper |
2024 | Women 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. Full description at Econpapers || Download paper |
2024 | Spillover 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. Full description at Econpapers || Download paper |
2024 | Women 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. Full description at Econpapers || Download paper |
2024 | Core-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. Full description at Econpapers || Download paper |
2025 | Board 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. Full description at Econpapers || Download paper |
2024 | Family 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. Full description at Econpapers || Download paper |
2024 | ESG 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. Full description at Econpapers || Download paper |
2024 | Board 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. Full description at Econpapers || Download paper |
2024 | Configurations 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Special 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. [Full Text][Citation analysis] | article | 0 |
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 | 24 |
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 nother version. Agregated cites: 24 | 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 nother version. Agregated cites: 24 | 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 | 8 |
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 nother 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 | 42 |
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 nother version. Agregated cites: 42 | 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
2003 | Risk Disaggregation and Credit Risk Valuation in a Merton Framework In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
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 nother 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 nother 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 | 8 |
2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 7 |
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 nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 7 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 76 |
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 nother version. Agregated cites: 76 | 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 nother version. Agregated cites: 76 | article | |
2024 | Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes In: Post-Print. [Citation analysis] | paper | 0 |
2024 | Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.(2024) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 nother 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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