11
H index
15
i10 index
660
Citations
Université Paris-Saclay | 11 H index 15 i10 index 660 Citations RESEARCH PRODUCTION: 64 Articles 107 Papers 4 Chapters EDITOR: Books edited 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 Stéphane Goutte. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 48 |
Working Papers / HAL | 46 |
Papers / arXiv.org | 6 |
Year | Title of citing document | |
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2022 | A 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. Full description at Econpapers || Download paper | |
2023 | A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732. Full description at Econpapers || Download paper | |
2022 | Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967. Full description at Econpapers || Download paper | |
2022 | Weak 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. Full description at Econpapers || Download paper | |
2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760. Full description at Econpapers || Download paper | |
2022 | Timing Matters: Bitcoin Returns, Public Attention to COVID-19, and Individualism. (2022). Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2205.04290. Full description at Econpapers || Download paper | |
2022 | Application 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. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND. (2022). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2209.04385. Full description at Econpapers || Download paper | |
2022 | Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework. (2022). Semeraro, Patrizia ; Romeo, Andrea ; Marena, Marina. In: Papers. RePEc:arx:papers:2209.13314. Full description at Econpapers || Download paper | |
2022 | The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Papers. RePEc:arx:papers:2210.12393. Full description at Econpapers || Download paper | |
2022 | Joint 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Comparative 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. Full description at Econpapers || Download paper | |
2023 | Understanding 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. Full description at Econpapers || Download paper | |
2022 | Why 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. Full description at Econpapers || Download paper | |
2022 | Time 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. Full description at Econpapers || Download paper | |
2022 | Option 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Distributionally 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. Full description at Econpapers || Download paper | |
2022 | Nonlinear 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2022 | When 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. Full description at Econpapers || Download paper | |
2022 | Dependence 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. Full description at Econpapers || Download paper | |
2022 | Investor 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. Full description at Econpapers || Download paper | |
2022 | Exploring 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. Full description at Econpapers || Download paper | |
2022 | Robust 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Looking 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Interactions 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. Full description at Econpapers || Download paper | |
2022 | Examining 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. Full description at Econpapers || Download paper | |
2022 | Crypto-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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Leaving 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. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2023 | Credit 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. Full description at Econpapers || Download paper | |
2022 | Two-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. Full description at Econpapers || Download paper | |
2022 | Chinas 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. Full description at Econpapers || Download paper | |
2022 | Short-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. Full description at Econpapers || Download paper | |
2022 | Multivariate 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Joint 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. Full description at Econpapers || Download paper | |
2023 | Analysis 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Connectedness 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. Full description at Econpapers || Download paper | |
2022 | Application 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. Full description at Econpapers || Download paper | |
2022 | Examining 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. Full description at Econpapers || Download paper | |
2022 | Research 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Risk 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. Full description at Econpapers || Download paper | |
2022 | Multivariate 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Information 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Geopolitical 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. Full description at Econpapers || Download paper | |
2022 | Industry 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. Full description at Econpapers || Download paper | |
2023 | Higher-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. Full description at Econpapers || Download paper | |
2022 | Is non-fungible token pricing driven by cryptocurrencies?. (2022). Dowling, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001781. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2022 | Did 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. Full description at Econpapers || Download paper | |
2022 | Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Information 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2022 | Commodity tail-risk and exchange rates. (2022). Rillo, Giovanni ; Bondatti, Massimiliano. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322001994. Full description at Econpapers || Download paper | |
2022 | Price 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. Full description at Econpapers || Download paper | |
2022 | Examining 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. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Attention 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. Full description at Econpapers || Download paper | |
2022 | Can 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. Full description at Econpapers || Download paper | |
2022 | Aggregate 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. Full description at Econpapers || Download paper | |
2022 | Bubbles 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. Full description at Econpapers || Download paper | |
2022 | Examining 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. Full description at Econpapers || Download paper | |
2022 | Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330. Full description at Econpapers || Download paper | |
2023 | Commodity 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. Full description at Econpapers || Download paper | |
2023 | Attention 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. Full description at Econpapers || Download paper | |
2023 | Impact 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
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2023 | Covid-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. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper | |
2022 | Static 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. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2022 | Rethinking 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Credit 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Retail 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. Full description at Econpapers || Download paper | |
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2023 | ESG INVESTING: A SENTIMENT ANALYSIS APPROACH In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Diversification benefits of precious metal markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The role and challenges of Rare Earths in the Energy Transition In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Optimal management of an oil exploitation In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 2 |
2014 | The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2017 | Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2021 | A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2017 | Intraday hedging with financial options: the case of electricity In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2014 | A regime-switching model to evaluate bonds in a quadratic term structure of interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2020 | Beyond climate and conflict relationships: new evidence from copulas analysis. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 0 |
2020 | Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 1 |
2023 | Emerging and advanced economies markets behaviour during the COVID?19 crisis era In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Characterizing the hedging policies of commodity price?sensitive corporations In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2021 | Bitcoin and the First Wave of COVID-19 In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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