Stéphane Goutte : Citation Profile

Are you Stéphane Goutte?

Université Paris-Saclay

11

H index

15

i10 index

660

Citations

RESEARCH PRODUCTION:

64

Articles

107

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 47
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 42 (5.98 %)

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   Permalink: http://citec.repec.org/pgo412
   Updated: 2023-11-04    RAS profile: 2023-08-08    
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Relations with other researchers

Works with:

Guesmi, Khaled (37)

GAIES, Brahim (12)

PORCHER, Thomas (11)

Damette, Olivier (10)

Ben Amar, Amine (10)

Chevallier, Julien (9)

Dhaoui, Abderrazak (8)

Nguyen, Duc Khuong (6)

Philippas, Dionisis (6)

Péran, Thomas (5)

Dragomirescu-Gaina, Catalin (4)

Saglio, Sophie (2)

Sanhaji, Bilel (2)

Rjiba, Hatem (2)

Gallali, Mohamed (2)

Guerreiro, David (2)

Saadi, Samir (2)

DIEBOLT, Claude (2)

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

Is cited by:

Yarovaya, Larisa (11)

Yousaf, Imran (9)

Corbet, Shaen (9)

Russo, Marianna (8)

Bertsch, Valentin (8)

Guesmi, Khaled (8)

Shen, Dehua (7)

Gözgör, Giray (7)

Sensoy, Ahmet (7)

Bouri, Elie (6)

lucey, brian (6)

Cites to:

Guesmi, Khaled (41)

Bekaert, Geert (36)

Chevallier, Julien (35)

Kilian, Lutz (33)

Nguyen, Duc Khuong (32)

lucey, brian (27)

Hammoudeh, Shawkat (26)

Hamilton, James (21)

Harvey, Campbell (21)

AROURI, Mohamed (21)

Diebold, Francis (21)

Main data

Where Stéphane Goutte has published?

Journals with more than one article published# docs
Finance Research Letters7
International Review of Financial Analysis5
Energy Policy5
Research in International Business and Finance4
Applied Economics4
Applied Economics Letters4
Annals of Operations Research3
International Journal of Global Energy Issues2
Economic Modelling2
Energy Economics2
European Journal of Comparative Economics2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Post-Print / HAL48
Working Papers / HAL46
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2023 and 2022)

YearTitle of citing document
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2023A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011.

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2023Financial Globalization and Growth: The Impacts of Financial Development and Governance. (2023). Tasdemir, Fatma. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:99-111.

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2022Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732.

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2022Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

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2022Weak approximations and VIX option price expansions in forward variance curve models. (2022). Bourgey, Florian ; Gobet, Emmanuel ; de Marco, Stefano. In: Papers. RePEc:arx:papers:2202.10413.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022Timing Matters: Bitcoin Returns, Public Attention to COVID-19, and Individualism. (2022). Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2205.04290.

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2022Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2022). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

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2022On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500. (2022). Grzelak, Lech A. In: Papers. RePEc:arx:papers:2208.12518.

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2022Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND. (2022). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2209.04385.

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2022Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework. (2022). Semeraro, Patrizia ; Romeo, Andrea ; Marena, Marina. In: Papers. RePEc:arx:papers:2209.13314.

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2022The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Papers. RePEc:arx:papers:2210.12393.

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2022Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints. (2022). , Li ; Illand, Camille ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2212.08297.

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2023The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles. (2022). , Li ; Illand, Camille ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2212.10917.

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2023Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018.

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2023The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2305.12739.

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2023Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2022Why do Energy Markets in Europe Rely on One Instrument?. (2022). Zinchenko, Yuriy ; Nematollahi, Eissa ; Kettunen, Janne. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:4:p:1473-1491.

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2022Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation. (2022). Kalai, Lamia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-4.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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2023Distributionally robust comprehensive declaration strategy of virtual power plant participating in the power market considering flexible ramping product and uncertainties. (2023). Bingkang, LI ; Huiru, Zhao ; Yuanyuan, Zhang. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s030626192300497x.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2022Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

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2022Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks. (2022). Rashid, Md Mamunur ; Maroney, Neal ; Halim, Zairihan Abdul ; Hasan, Md Bokhtiar ; Hassan, Kabir M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000547.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic. (2022). Kang, Sang Hoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001188.

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2022The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516.

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2022Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607.

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2022Dynamic connectedness of China’s green bonds and asset classes. (2022). Zhang, Guofu ; Qi, Xiaohong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001772.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2022Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033.

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2022Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour. (2022). Poti, Valerio ; Morone, Andrea ; Caferra, Rocco. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002555.

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2023Financial globalization and technological innovation: International evidence. (2023). Chang, Chun-Ping ; Wang, Quan-Jing ; Feng, Gen-Fu ; Zheng, Mingbo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001108.

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2022Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation. (2022). Lukas, Elmar ; Kupfer, Stefan ; Lauven, Lars-Peter ; Briest, Gordon. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:3:p:1162-1176.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2022Two-stage stochastic energy procurement model for a large consumer in hydrothermal systems. (2022). Nepomuceno, Leonardo ; Balbo, Antonio Roberto ; Baptista, Edmea Cassia ; Soler, Edilaine Martins ; Pio, Andre Christovo ; Barrionuevo, Rodolfo Rodrigues. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000275.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2023Joint optimization of sales-mix and generation plan for a large electricity producer. (2023). Ruiz, Carlos ; Falbo, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000336.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2022How do pollution fees affect environmental quality in China?. (2022). Shahbaz, Muhammad ; Dong, Kangyin ; Zhao, Jun. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005607.

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2022Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). , Christina ; Lai, Kee-Hung ; Tian, Tingting. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153.

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2022Application of model predictive control to grid flexibility provision by distributed energy resources in residential dwellings under uncertainty. (2022). Ikegami, Takashi ; Aki, Hirohisa ; Sasaki, Kento. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pb:s0360544221024312.

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2022Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach. (2022). Zhu, Mengnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pe:s0360544221026797.

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2022Research on credit rating and risk measurement of electricity retailers based on Bayesian Best Worst Method-Cloud Model and improved Credit Metrics model in Chinas power market. (2022). Qi, ZE ; Zhao, Yihang ; Li, Bingkang ; Zhang, Yuanyuan. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222009914.

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2022COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis. (2022). Umar, Muhammad ; Khurshid, Adnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222015109.

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2023Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436.

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2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

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2022A tale of two tails among carbon prices, green and non-green cryptocurrencies. (2022). Pham, Linh ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Long, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001065.

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2022Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions. (2022). Ghabri, Yosra ; Gana, Marjene ; ben Rhouma, Oussama ; Benrhouma, Oussama ; Guesmi, Khaled ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001582.

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2022Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?. (2022). Jalkh, Naji ; Klein, Tony ; Bouri, Elie ; Zhang, Zhengyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002782.

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2022Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2022Is non-fungible token pricing driven by cryptocurrencies?. (2022). Dowling, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001781.

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2022COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. (2022). karamti, chiraz ; Belhassine, Olfa. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002178.

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2022Did the COVID-19 pandemic (really) positively impact the IPO Market? An Analysis of information uncertainty. (2022). Chen, Mengxi ; Baig, Ahmed S. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003743.

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2022Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871.

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2022How effective is Chinas cryptocurrency trading ban?. (2022). Liu, Lanlan ; Chen, Conghui. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004189.

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2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183.

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2022How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques. (2022). Msolli, Badreddine ; Guesmi, Khaled ; Shah, Nida ; Raza, Syed Ali. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005225.

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2022A novel method of detecting carbon asset price jump characteristics based on significant information shocks. (2022). Cao, Wei ; Ji, Yuanpu ; Zhu, Dandan ; Zhang, Chen ; Pan, DI. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005638.

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2022COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005894.

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2022Commodity tail-risk and exchange rates. (2022). Rillo, Giovanni ; Bondatti, Massimiliano. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322001994.

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2022Price explosiveness in cryptocurrencies and Elon Musks tweets. (2022). Bouri, Elie ; Anas, Muhammad ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000241.

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2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies. (2022). Uddin, Gazi Salah ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000253.

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2022Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience. (2022). Yadav, Miklesh Prasad ; Kumar, Satish ; Goodell, John W ; Dhingra, Deepika ; Corbet, Shaen ; Ashok, Shruti. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000514.

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2022Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices. (2022). Yarovaya, Larisa ; Gozgor, Giray ; Elsayed, Ahmed H. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000551.

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2022Attention to Authority: The behavioural finance of Covid-19. (2022). Woodhouse, Drew ; Kemp, Sean ; Fry, John ; Burke, Matt. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003087.

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2022Can Bitcoin help money cross the border: International evidence. (2022). Qu, Qiang ; Peng, Yuchao ; Li, Jianjun ; Bao, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003506.

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2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective. (2022). Li, Youwei ; Shen, Dehua ; Wang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200366x.

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2022Bubbles across Meme Stocks and Cryptocurrencies. (2022). Hussain, Syed Jawad ; Ouzan, Samuel ; Aloosh, Arash. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003774.

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2022Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic. (2022). Chapman, Thomas A ; Vo, Ace ; Lee, Yen-Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003853.

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2022Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330.

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2023Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086.

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2023Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x.

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2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

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2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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2023Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711.

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2023Covid-19 vaccines and investment performance: Evidence from equity funds in European Union. (2023). Mangafic, Jasmina ; Umar, Muhammad ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000247.

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2023What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2022Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication. (2022). Yarovaya, Larisa ; Yousaf, Imran. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000217.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022The role of media coverage in the bubble formation: Evidence from the Bitcoin market. (2022). Li, YI ; Zhang, Wei ; Urquhart, Andrew ; Wang, Pengfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001056.

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2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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2022Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19. (2022). Mohamad, Azhar ; Stavroyiannis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001184.

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2022Retail vs institutional investor attention in the cryptocurrency market. (2022). Sensoy, Ahmet ; Akdeniz, Levent ; Ozdamar, Melisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001469.

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More than 100 citations found, this list is not complete...

Stéphane Goutte has edited the books:

YearTitleTypeCited

Works by Stéphane Goutte:

YearTitleTypeCited
2018A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA.
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2019A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA.
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2009Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers.
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2012Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets In: Papers.
[Full Text][Citation analysis]		paper3
2012Optimization problem and mean variance hedging on defaultable claims In: Papers.
[Full Text][Citation analysis]		paper0
2013Variance optimal hedging for continuous time additive processes and applications In: Papers.
[Full Text][Citation analysis]		paper6
2013Markov switching quadratic term structure models In: Papers.
[Full Text][Citation analysis]		paper0
2013Markov switching quadratic term structure models.(2013) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
[Full Text][Citation analysis]		paper4
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
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2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
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2014Conditional Markov regime switching model applied to economic modelling In: Economic Modelling.
[Full Text][Citation analysis]		article2
2012Conditional Markov regime switching model applied to economic modelling..(2012) In: Working Papers.
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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
[Full Text][Citation analysis]		article10
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print.
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2015Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics.
[Full Text][Citation analysis]		article38
2015Hedging strategies in energy markets: the case of electricity retailers.(2015) In: LSE Research Online Documents on Economics.
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2015Hedging strategies in energy markets: The case of electricity retailers.(2015) In: Post-Print.
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2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019The value of flexibility in power markets In: Energy Policy.
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2019The Value of Flexibility in Power Markets.(2019) In: Working Papers.
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2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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[Full Text][Citation analysis]		article3
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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?.(2021) In: Working Papers.
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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Working Papers.
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[Full Text][Citation analysis]		article0
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]		article52
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
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2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
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2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
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2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
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2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
[Full Text][Citation analysis]		article1
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2022Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Deep learning and technical analysis in cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET.(2023) In: Working Papers.
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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Post-Print.
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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Working Papers.
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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
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2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors.(2022) In: Post-Print.
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2023Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article0
2022Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective.(2022) In: Post-Print.
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2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
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2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article7
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS.(2021) In: Working Papers.
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2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
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2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance.
[Full Text][Citation analysis]		article17
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France.(2020) In: Post-Print.
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2023Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2023Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.(2023) In: Working Papers.
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2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims.(2015) In: Post-Print.
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2022News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? In: Journal of Risk Finance.
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2023The Ramadan effect on commodity and stock markets integration In: Review of Accounting and Finance.
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2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
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2015Bessel bridges decomposition with varying dimension. Applications to finance. In: Post-Print.
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2015Tobin tax and trading volume tightening: a reassessment In: Post-Print.
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2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
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2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options In: Post-Print.
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2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Post-Print.
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2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
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2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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2017Risk minimisation: the failure of electricity intra-day forward contracts In: Post-Print.
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2017Risk minimisation: the failure of electricity intra-day forward contracts.(2017) In: International Journal of Global Energy Issues.
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2014Correlation evidence in the dynamics of agricultural commodity prices In: Post-Print.
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2014Correlation evidence in the dynamics of agricultural commodity prices.(2014) In: Applied Economics Letters.
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2015A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print.
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2014A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets.(2014) In: Working Papers.
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2019Handbook of Energy Finance In: Post-Print.
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2019Hedging and diversification across commodity assets In: Post-Print.
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2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
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2015Mean-variance hedging under multiple defaults risk In: Post-Print.
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2016EDF : France can avoid an industrial and financial disaste In: Post-Print.
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2016Fight against pollution : the paramount role of car manufacturers In: Post-Print.
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201520 idées reçues sur l’énergie In: Post-Print.
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2022Financial Market Dynamics after COVID 19 In: Post-Print.
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2023SME internationalisation: Do the types of innovation matter? In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: European Journal of Comparative Economics.
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2017Jumps and volatility dynamics in agricultural commodity spot prices In: Post-Print.
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2017Jumps and volatility dynamics in agricultural commodity spot prices.(2017) In: Applied Economics.
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2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
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2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters.
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2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
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2019International Financial Markets In: Post-Print.
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2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
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2016Gaz de schiste en Europe : le mirage des emplois In: Post-Print.
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2012Continuous time regime switching model applied to foreign exchange rate. In: Working Papers.
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2014Detecting jumps and regime-switches in international stock markets returns In: Working Papers.
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2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
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2014A regime switching model to evaluate bonds in a quadratic term structure of interest rates In: Working Papers.
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2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options In: Working Papers.
[Full Text][Citation analysis]		paper18
2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS In: Working Papers.
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2020Is climate a curse or a bless in the Covid-19 virus fighting ? In: Working Papers.
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2020Cliometrics of Climate Change In: Working Papers.
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2014Tobin tax and trading volume tightening: a reassessment In: Working Papers.
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2019Optimal risk management problem of natural resources: Application to oil drilling In: Working Papers.
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