Stéphane Goutte : Citation Profile

Université Paris-Saclay

15

H index

20

i10 index

1025

Citations

RESEARCH PRODUCTION:

73

Articles

119

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 64
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 227.    Total self citations: 44 (4.12 %)

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   Permalink: http://citec.repec.org/pgo412
   Updated: 2025-07-12    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Ben Amar, Amine (11)

Damette, Olivier (10)

PORCHER, Thomas (7)

Nguyen, Duc Khuong (5)

Guesmi, Khaled (5)

Philippas, Dionisis (4)

Dragomirescu-Gaina, Catalin (4)

Fateh, BELAID (3)

Walther, Thomas (2)

Chevallier, Julien (2)

DIEBOLT, Claude (2)

Sanhaji, Bilel (2)

Gallali, Mohamed (2)

Péran, Thomas (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 (13)

Corbet, Shaen (13)

Shahzad, Syed Jawad Hussain (12)

Yousaf, Imran (12)

Shen, Dehua (10)

Sensoy, Ahmet (10)

lucey, brian (9)

Ben Amar, Amine (8)

Tiwari, Aviral (8)

Bertsch, Valentin (8)

Guesmi, Khaled (8)

Cites to:

Guesmi, Khaled (39)

Bekaert, Geert (39)

Chevallier, Julien (35)

lucey, brian (34)

Kilian, Lutz (33)

Nguyen, Duc Khuong (32)

Hammoudeh, Shawkat (26)

Walther, Thomas (24)

Diebold, Francis (23)

Harvey, Campbell (22)

AROURI, Mohamed (21)

Main data

Where Stéphane Goutte has published?

Journals with more than one article published# docs
International Review of Financial Analysis7
Finance Research Letters7
Energy Policy5
Energy Economics5
Research in International Business and Finance5
Annals of Operations Research4
Applied Economics4
Applied Economics Letters4
Journal of International Financial Markets, Institutions and Money3
Economic Modelling2
International Journal of Global Energy Issues2
European Journal of Comparative Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL59
Working Papers / HAL46
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2025 and 2024)

YearTitle of citing document
2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2024Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475.

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2024Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility. (2024). Boukhers, Zeyd ; Lohr, Matthias ; Jurjens, Jan ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

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2024Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2024). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

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2024Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints. (2024). , Shaun ; Jaber, Eduardo Abi ; Illand, Camille. In: Papers. RePEc:arx:papers:2212.08297.

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2024Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024The Effect of Data Types on the Performance of Machine Learning Algorithms for Financial Prediction. (2024). Tanrikulu, Hulusi Mehmet ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2404.19324.

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2024Review of deep learning models for crypto price prediction: implementation and evaluation. (2024). Zhang, Xinyi ; Chandra, Rohtiash ; Wu, Jingyang ; Zhou, Haochen ; Huang, Fangyixuan. In: Papers. RePEc:arx:papers:2405.11431.

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2024No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank. (2024). Xu, Jiahua ; Cruz, Walter Hernandez ; Tasca, Paolo ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2407.11716.

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2025LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management. (2025). Xu, Jiahua ; Liu, Yang ; Tasca, Paolo ; Feng, Yebo ; Luo, Yichen. In: Papers. RePEc:arx:papers:2501.00826.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2025Rough Bergomi turns grey. (2025). Jacquier, Antoine ; Zuric, Zan ; Orioles, Adriano Oliveri. In: Papers. RePEc:arx:papers:2505.08623.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2025Cultural Catalysts of FinTech: Baring Long-Term Orientation and Indulgent Cultures in OECD Countries. (2025). Nawaz, Kayani Umar ; Faruk, Aysan Ahmet ; Muhammad, Hamza Sahibzada. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1003.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Belhassine, Olfa ; Nivoix, Sophie ; Riahi, Montassar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00469.

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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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2024Analysing Financial Market Integration between Stock and Precious Metals Indices. (2024). Manuel, Ureo ; Dias, Rui ; Galvo, Rosa ; Varela, Miguel. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-25.

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2024Hedging Effectiveness on the MISO Exchange. (2024). Jones, Kevin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-31.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Assessing fluctuations of long-memory environmental variables based on the robustified dynamic Orlicz risk. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077923012389.

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2024Dynamic spill-over influences of FinTech innovation development on renewable energy volatility during the time of war in pandemic: A novel insight from a wavelet model. (2024). Ha, Le Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:515-529.

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2024Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2025The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2025Revisiting the crisis: An empirical analysis of the NEM suspension. (2025). Svec, Jiri ; Rangarajan, Arvind ; Trck, Stefan ; Foley, Sean. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324006911.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2025Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313.

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2025Exploring cross-border energy policies and their impact on gasoline prices in Friuli Venezia Giulia, Italy. (2025). Bergantino, Angela S ; Intini, Mario ; Nademi, Younes ; Nuzzo, Federica. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001902.

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2024The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach. (2024). Mushtaq, Rizwan ; Kocaarslan, Baris. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004962.

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2024Derivatives and hedging practices in the Australian National Electricity Market. (2024). Wild, Phillip ; Todorova, Neda ; Flottmann, Jonty. In: Energy Policy. RePEc:eee:enepol:v:189:y:2024:i:c:s0301421524001344.

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2024Challenges, improvements, and opportunities market with the liberalization of the residential electricity market. (2024). Thomasi, Virginia ; Rigo, Paula D ; Cezar, Julio ; De, Cesar Augusto. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002738.

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2024From 30- to 5-minute settlement rule in the NEM: An early evaluation. (2024). Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003252.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2025Multi-scale extended exergy analysis of the “system Romania”: A tool for monitoring the UN-2030 SDGs. (2025). Mamut, Eden ; Sciubba, Enrico. In: Energy. RePEc:eee:energy:v:314:y:2025:i:c:s0360544224038337.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Zhou, Xiangjing ; Lu, Ran ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x.

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2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Investigating extreme linkage topology in the aerospace and defence industry. (2024). Sheenan, Lisa ; Tang, Yayan ; Bouri, Elie ; Quinn, Barry. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400098x.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024To be green or not to be: How governmental regulation shapes financial institutions greenwashing behaviors in green finance. (2024). Zhang, Dayong ; Ji, Qiang ; Wang, Jing ; Liu, Changyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001571.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng ; Chen, Xiaodan ; Zhou, Chunyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression. (2024). Wang, Hongtao ; Jia, Nanfei ; Jiang, Yinghui ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005398.

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2024Cross-border capital flows and low-carbon economic development: Examining the impact of foreign shareholding. (2024). Zhao, Keqing ; Yang, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005842.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2024Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks. (2024). Yousaf, Imran ; Goodell, John W ; Abrar, Afsheen. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010449.

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2024Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010619.

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2024Can green investment funds hedge climate risk?. (2024). Kayani, Umar Nawaz ; Maherzi, Teja ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013338.

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2024Relationship between the popularity of a platform and the price of NFT assets. (2024). Mikhaylov, Alexey ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000874.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Contagious corporate reputation risk: Uncovering the pandemics impact. (2024). , Zhen ; Xia, Yawen ; Yang, Rubi ; Hu, Ran ; Zhao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008948.

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2025Does domestic market integration promote an increase in the export value of manufacturing?. (2025). Chen, Liang ; Yao, Dong ; Zhong, Wanyin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324012868.

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2025Fueling financial development: The crucial role of generative AI financing across nations. (2025). Li, Yong ; Siddik, Abu Bakkar ; Migliavacca, Milena ; Du, Anna Min. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015484.

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2025Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis. (2025). Cao, Jin-Hui ; Xie, Chi ; Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000431.

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2025Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period. (2025). Sala, Carlo ; Parrondo, Luz. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001618.

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2025Impact of COVID-19 pandemic on diversification: Evidence from microfinance. (2025). Suk, David Y ; Mo, Hyun ; Han, Ki C ; Lee, Sukhun. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001692.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024Economic sanctions sentiment and global stock markets. (2024). Yousaf, Imran ; Abakah, Emmanuel ; Li, Yanshuang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024Foreign institutional ownership stability and stock price crash risk. (2024). Shruti, R ; Thenmozhi, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000039.

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2024A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155.

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2024Diverse investor reactions to the COVID-19 Pandemic: Insights from an emerging market. (2024). Neupane, Suman ; Fan, Zhebin ; Sanchez, Daniel Yanes. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000660.

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2025Climate change and U.S. Corporate bond market activity: A machine learning approach. (2025). Kampouris, Ilias ; Samitas, Aristeidis ; Mertzanis, Charilaos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002468.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610.

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2025How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2024Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict. (2024). Islam, Md. Monirul ; Yang, Xiaoming ; Vasa, Laszlo ; Mentel, Grzegorz ; Ahmad, Ashfaq. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013260.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024Economic corruption, green recovery, and mineral trade relationships in emerging economies. (2024). Lyu, Yifei ; Liu, Biao. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000928.

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2024Moving towards green growth? Harnessing natural resources and economic complexity for sustainable development through the lens of the N-shaped EKC framework for the European Union. (2024). Khan, Irfan ; Haider, Syed Anees ; Saud, Shah ; Li, Huiyun ; Haseeb, Abdul. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724001715.

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2024Mineral resource investments and mutual funds performance: A remedy for recovery in BRICS. (2024). Mirza, Nawazish ; Chen, Zhuo ; Sawtari, Zeina ; Xie, Xin ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002381.

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2024Mapping the Evolution of Green Finance Research and Development in Emerging Green Economies. (2024). Ul, Zain ; Ud, Hussain Mohi ; Ali, Hassnian ; Jafar, Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003106.

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2024Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study. (2024). Garcia-Nieto, Paulino Jose ; Menendez-Garcia, Luis Alfonso ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005154.

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2024Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007724.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2025Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications. (2025). Thamrongrat, Nopporn ; Rujivan, Sanae ; Djehiche, Boualem ; Juntanon, Parun. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:229:y:2025:i:c:p:176-202.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Zhang, Xiaori ; Jiang, Christine ; Hu, Bill. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2024Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643.

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2024Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223.

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Stéphane Goutte has edited the books:

YearTitleTypeCited

Works by Stéphane Goutte:

YearTitleTypeCited
2018A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper6
2019A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA.
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This paper has nother version. Agregated cites: 6		paper
2009Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers.
[Full Text][Citation analysis]		paper1
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]		paper8
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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This paper has nother version. Agregated cites: 8		paper
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 8		article
2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
[Full Text][Citation analysis]		article0
2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
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]		article2
2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
[Full Text][Citation analysis]		article17
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2024Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments In: Energy Economics.
[Full Text][Citation analysis]		article1
2024Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments.(2024) In: Post-Print.
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2024Forecasting photovoltaic production with neural networks and weather features In: Energy Economics.
[Full Text][Citation analysis]		article0
2024Forecasting photovoltaic production with neural networks and weather features.(2024) In: Post-Print.
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2025Geopolitical risk and the global supply of rare earth permanent magnets: Insights from China’s export trends In: Energy Economics.
[Full Text][Citation analysis]		article0
2015Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics.
[Full Text][Citation analysis]		article41
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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This paper has nother version. Agregated cites: 41		paper
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article25
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 In: Energy Policy.
[Full Text][Citation analysis]		article6
2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
[Full Text][Citation analysis]		article8
2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Energy Policy.
[Full Text][Citation analysis]		article24
2023How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread In: Energy Policy.
[Full Text][Citation analysis]		article0
2022How to Trump the energy market: evidence from the WTI-Brent spread.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Geopolitical risk and clean energy investments: Exploring the role of rare earths In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2018On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article35
2018On the study of conditional dependence structure between oil, gold and USD exchange rates.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2021Diversifying equity with cryptocurrencies during COVID-19 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article114
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article18
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 6		paper
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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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2025Does executive gender diversity culture inhibit corporate greenwashing behavior? The effect of informal institutions In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]		article80
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
[Full Text][Citation analysis]		article15
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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This paper has nother version. Agregated cites: 15		paper
2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article241
2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 241		paper
2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset.(2021) In: Working Papers.
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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]		article2
2023Deep learning and technical analysis in cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2023DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
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]		article9
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
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]		article7
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
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]		article5
2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2023Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets.(2023) In: Post-Print.
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2023Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets.(2023) In: Working Papers.
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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]		article3
2023Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 3		paper
2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article6
2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article20
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 20		paper
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]		article4
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]		article7
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS.(2021) In: Post-Print.
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2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
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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This paper has nother version. Agregated cites: 0		paper
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]		article19
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]		article9
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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This paper has nother version. Agregated cites: 9		paper
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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This paper has nother version. Agregated cites: 0		paper
2024Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2024Assessing the impact of the expansion of pan-African banks and the institution s quality on African banking stability.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? In: Journal of Risk Finance.
[Full Text][Citation analysis]		article4
2023News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?.(2023) In: Post-Print.
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2023The Ramadan effect on commodity and stock markets integration In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article3
2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]		article3
2021Is It Possible to Forecast the Price of Bitcoin?.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2021Is It Possible to Forecast the Price of Bitcoin?.(2021) In: Post-Print.
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2021Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets In: Mathematics.
[Full Text][Citation analysis]		article1
2015Bessel bridges decomposition with varying dimension. Applications to finance. In: Post-Print.
[Full Text][Citation analysis]		paper1
2014Bessel Bridges Decomposition with Varying Dimension: Applications to Finance.(2014) In: Journal of Theoretical Probability.
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2015Tobin tax and trading volume tightening: a reassessment In: Post-Print.
[Full Text][Citation analysis]		paper1
2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 1		article
2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options In: Post-Print.
[Full Text][Citation analysis]		paper31
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
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This paper has nother version. Agregated cites: 31		article
2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
[Citation analysis]		paper3
2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 3		paper
2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 3		article
2017Risk minimisation: the failure of electricity intra-day forward contracts In: Post-Print.
[Citation analysis]		paper0
2017Risk minimisation: the failure of electricity intra-day forward contracts.(2017) In: International Journal of Global Energy Issues.
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This paper has nother version. Agregated cites: 0		article
2014Correlation evidence in the dynamics of agricultural commodity prices In: Post-Print.
[Citation analysis]		paper2
2014Correlation evidence in the dynamics of agricultural commodity prices.(2014) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 2		article
2015A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print.
[Citation analysis]		paper0
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.
[Citation analysis]		paper4
2019Handbook of Energy Finance.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
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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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.(2019) In: Journal of International Development.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters.
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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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2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
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