6
H index
6
i10 index
390
Citations
Université de Sherbrooke | 6 H index 6 i10 index 390 Citations RESEARCH PRODUCTION: 11 Articles 9 Papers 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 Keven Bluteau. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Finance Research Letters | 3 |
| International Journal of Forecasting | 2 |
| Journal of Economic Surveys | 2 |
| Working Papers Series with more than one paper published | # docs |
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| Papers / arXiv.org | 7 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | First-order integer-valued autoregressive processes with Generalized Katz innovations. (2024). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049. Full description at Econpapers || Download paper | |
| 2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers || Download paper | |
| 2025 | Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726. Full description at Econpapers || Download paper | |
| 2025 | Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers || Download paper | |
| 2025 | Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669. Full description at Econpapers || Download paper | |
| 2025 | Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143. Full description at Econpapers || Download paper | |
| 2025 | ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets. (2025). Cervantes, Alejandro ; Quintana, David ; Su, Andr'Es L. In: Papers. RePEc:arx:papers:2509.11844. Full description at Econpapers || Download paper | |
| 2024 | Economic Policy Uncertainty in Central America and the Dominican Republic. (2024). Ghirelli, Corinna ; Diakonova, Marina ; Quionez, Juan. In: Occasional Papers. RePEc:bde:opaper:2426e. Full description at Econpapers || Download paper | |
| 2025 | The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25. Full description at Econpapers || Download paper | |
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper | |
| 2025 | Green financing and the relationship between banks and non-financial corporations through the lens of balance-sheet interaction. (2025). Harrison, Michael ; Shabani, Mimoza. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-06. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59. Full description at Econpapers || Download paper | |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
| 2024 | Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Chang Hoon ; Ham, Shuna Shu ; Shapiro, Daniel. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476. Full description at Econpapers || Download paper | |
| 2024 | Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386. Full description at Econpapers || Download paper | |
| 2024 | The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?. (2024). Li, Leona Shao-Zhi ; Liu, Yize ; Yuan, Jia. In: Working Papers. RePEc:boa:wpaper:202418. Full description at Econpapers || Download paper | |
| 2025 | Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers. (2025). Hill, ED ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:1127. Full description at Econpapers || Download paper | |
| 2025 | Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944. Full description at Econpapers || Download paper | |
| 2025 | Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector. (2025). Caporale, Guglielmo Maria ; Sova, Anamaria Diana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11958. Full description at Econpapers || Download paper | |
| 2024 | Role of Artificial Intelligence and Big Data in Sustainable Entrepreneurship. (2024). Abushanab, Rula. In: Journal of Artificial Intelligence General science (JAIGS) ISSN:3006-4023. RePEc:das:njaigs:v:5:y:2024:i:1:p:275-294:id:199. Full description at Econpapers || Download paper | |
| 2025 | Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23. Full description at Econpapers || Download paper | |
| 2024 | Physical and transition risk premiums in euro area corporate bond markets. (2024). Bats, Joost Victor ; Bua, Giovanna ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20242899. Full description at Econpapers || Download paper | |
| 2025 | Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124. Full description at Econpapers || Download paper | |
| 2024 | Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112. Full description at Econpapers || Download paper | |
| 2024 | Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741. Full description at Econpapers || Download paper | |
| 2024 | Do sustainably managed pension savings foster sustainable investments? Evidence from a field experiment. (2024). Meyer, Julia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024000911. Full description at Econpapers || Download paper | |
| 2025 | Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781. Full description at Econpapers || Download paper | |
| 2024 | Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479. Full description at Econpapers || Download paper | |
| 2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Ren, Zhong-Yuan ; Wang, Dai-Song. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991. Full description at Econpapers || Download paper | |
| 2024 | Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Huang, Yirong ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731. Full description at Econpapers || Download paper | |
| 2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. Full description at Econpapers || Download paper | |
| 2025 | Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468. Full description at Econpapers || Download paper | |
| 2025 | Are ESG factors truly unique?. (2025). Covachev, Svetoslav ; Brito-Ramos, Sofia ; Martel, Jocelyn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000269. Full description at Econpapers || Download paper | |
| 2025 | The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270. Full description at Econpapers || Download paper | |
| 2025 | Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165. Full description at Econpapers || Download paper | |
| 2024 | Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665. Full description at Econpapers || Download paper | |
| 2025 | Climate change risk and green bond pricing. (2025). del Giudice, Alfonso ; Signori, Andrea ; Rigamonti, Silvia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000386. Full description at Econpapers || Download paper | |
| 2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper | |
| 2025 | The impact of political risks on carbon emissions. (2025). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008399. Full description at Econpapers || Download paper | |
| 2025 | Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506. Full description at Econpapers || Download paper | |
| 2025 | How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879. Full description at Econpapers || Download paper | |
| 2024 | The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062. Full description at Econpapers || Download paper | |
| 2024 | Promotion or inhibition? Understanding the impact of public environmental concerns on energy transition in China. (2024). Sun, Qingyu ; Li, Chuandong ; Ma, Xiaowei. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224035461. Full description at Econpapers || Download paper | |
| 2025 | Does the energy transition affect return spillovers between multiple energy sources and Chinese industry indices? Network evidence of asymmetric dynamic spillovers. (2025). Wang, Shouyang ; Zhang, Zhe George ; Chai, Jian ; Kou, Honghong. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007546. Full description at Econpapers || Download paper | |
| 2025 | Physical climate risk, fund holdings, and idiosyncratic risk. (2025). Sun, Shanghong ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002704. Full description at Econpapers || Download paper | |
| 2024 | Understanding 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. Full description at Econpapers || Download paper | |
| 2024 | VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper | |
| 2024 | Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527. Full description at Econpapers || Download paper | |
| 2024 | Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Ge, Xiaowen ; Cao, Ruiyi ; Xue, Minggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667. Full description at Econpapers || Download paper | |
| 2024 | Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095. Full description at Econpapers || Download paper | |
| 2025 | Attention to biodiversity and stock returns. (2025). Kaabia, Olfa ; el Ouadghiri, Imane ; Hernandez, Celina Toscano ; Platania, Federico ; Peillex, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007877. Full description at Econpapers || Download paper | |
| 2025 | Strategy choices in strategic risk-taking: Does climate risk matter?. (2025). Li, Wanli ; Cheng, Teng-Yuan ; Luo, Dan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007932. Full description at Econpapers || Download paper | |
| 2024 | Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x. Full description at Econpapers || Download paper | |
| 2024 | The end of ESG? Return spillover between ESG and non-ESG portfolios. (2024). He, Feng ; Zhang, Jining. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011048. Full description at Econpapers || Download paper | |
| 2025 | ESG performance and sustainability concerns exposure. (2025). Vu, Thanh Nam. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014636. Full description at Econpapers || Download paper | |
| 2025 | Does flood risk affect the implied cost of equity capital?. (2025). Xiong, Deping ; Li, AN ; Cheng, Xianli ; Lai, Fujun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014818. Full description at Econpapers || Download paper | |
| 2025 | Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630. Full description at Econpapers || Download paper | |
| 2025 | Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562. Full description at Econpapers || Download paper | |
| 2025 | Are brown stocks valuable to green stocks? Evidence from China. (2025). Shang, Yue ; Wei, YU ; Chen, Xiaodan ; Fu, Hai ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002478. Full description at Econpapers || Download paper | |
| 2025 | Sustainable yet similar: Challenging the performance and risk assumptions of sustainable market indices. (2025). Klein, Christian ; Leifhelm, Mathis ; Scholz, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002363. Full description at Econpapers || Download paper | |
| 2024 | Value of climate change news: A textual analysis. (2024). Fretheim, Torun ; Allahdadi, Mohammad R ; Vindedal, Kjetil. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001248. Full description at Econpapers || Download paper | |
| 2025 | Real effects of media climate change concerns. (2025). Mahmoudian, Fereshteh ; Nazari, Jamal A ; Poursoleyman, Ehsan. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001418. Full description at Econpapers || Download paper | |
| 2025 | The effects of physical and transition climate risk on stock markets: Some multi-Country evidence. (2025). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Colella, Ida ; Albanese, Marina. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000945. Full description at Econpapers || Download paper | |
| 2025 | Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460. Full description at Econpapers || Download paper | |
| 2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306. Full description at Econpapers || Download paper | |
| 2024 | 2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Tomlinson, Matthew F ; Mucha-Kruczyski, Marcin ; Greenwood, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347. Full description at Econpapers || Download paper | |
| 2025 | Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592. Full description at Econpapers || Download paper | |
| 2025 | A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017. Full description at Econpapers || Download paper | |
| 2025 | Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145. Full description at Econpapers || Download paper | |
| 2024 | More than words: Fed Chairs’ communication during congressional testimonies. (2024). Kryvtsov, Oleksiy ; Han, Xinfen ; Alexopoulos, Michelle ; Zhang, XU. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022. Full description at Econpapers || Download paper | |
| 2025 | Policy transition risk, carbon premiums, and asset prices. (2025). van der Ploeg, Frederick (Rick) ; Hambel, Christoph. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000510. Full description at Econpapers || Download paper | |
| 2024 | The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Uddin, Gazi ; Okhrin, Yarema ; Igeland, Philip ; Yahya, Muhammad ; Schroeder, Leon. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610. Full description at Econpapers || Download paper | |
| 2024 | Does haze-related sentiment affect income inequality in China?. (2024). Lei, Yongyu ; Zong, Xiangyu ; Guo, Minjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003484. Full description at Econpapers || Download paper | |
| 2025 | The dual role of sentiment on housing prices in China. (2025). Fang, Zhuangzhi ; Wang, Zhenxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400724x. Full description at Econpapers || Download paper | |
| 2025 | Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns. (2025). Bakry, Walid ; Ul, Inzamam ; Naeem, Muhammad Abubakr ; Huo, Chunhui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002278. Full description at Econpapers || Download paper | |
| 2024 | Can portfolio construction considering ESG still gain high profits?. (2024). Davoodi, Shayan ; Rastegar, Mohammad Ali ; Fereydooni, Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002520. Full description at Econpapers || Download paper | |
| 2024 | Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Al-Nassar, Nassar S ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001910. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper | |
| 2025 | Return trade-offs between environmental and social pillars of ESG scores. (2025). Yusifzada, Leyla ; Naffa, Helena ; Czupy, Gergely ; Lonarski, Igor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000352. Full description at Econpapers || Download paper | |
| 2025 | Environmental controversies, environmental fines and firms’ default risk. (2025). Cosma, Simona ; Rimo, Giuseppe ; Schwizer, Paola. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001667. Full description at Econpapers || Download paper | |
| 2024 | Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417. Full description at Econpapers || Download paper | |
| 2024 | Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222. Full description at Econpapers || Download paper | |
| 2025 | From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets. (2025). Scalisi, Ginevra ; Neri, Paolo ; de Angelis, Luca ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127807. Full description at Econpapers || Download paper | |
| 2025 | Warning words in a warming world: central bank communication and climate change. (2025). Romelli, Davide ; Scalisi, Ginevra ; Deyris, Jrme ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128518. Full description at Econpapers || Download paper | |
| 2024 | Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567. Full description at Econpapers || Download paper | |
| 2025 | Extreme Value Theory and Gold Price Extremes, 1975–2025: Long-Term Evidence on Value-at-Risk and Expected Shortfall. (2025). Geisinger, Leander ; Bloss, Michael ; Ernst, Dietmar. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:24-:d:1772353. Full description at Econpapers || Download paper | |
| 2024 | A News Sentiment Index to Inform International Financial Reporting Standard 9 Impairments. (2024). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:282-:d:1428865. Full description at Econpapers || Download paper | |
| 2025 | Green Washing, Green Bond Issuance, and the Pricing of Carbon Risk: Evidence from A-Share Listed Companies. (2025). Zhu, Zhenyu ; Tian, Yixiang ; Zhao, Xiaoying ; Huang, Huiling. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4788-:d:1662380. Full description at Econpapers || Download paper | |
| 2024 | Using Newspapers for Textual Indicators: Guidance Based on Spanish- and Portuguese-Speaking Countries. (2024). Pérez, Javier ; Molina Sánchez, Luis ; Ghirelli, Corinna ; Andres-Escayola, Erik ; Vidal, Elena ; Perez, Javier J. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10433-z. Full description at Econpapers || Download paper | |
| 2025 | Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers. (2025). Perlin, Marcelo Scherer ; Mller, Fernanda Maria ; Almeida, Lucas Mussoi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10585-6. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data. (2025). Hajizadeh, Ehsan ; Pourrezaee, Arash. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10713-2. Full description at Econpapers || Download paper | |
| 2025 | The impact of energy transition policies on urban green innovation: evidence from the new energy demonstration cities in China. (2025). He, Jiale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09867-2. Full description at Econpapers || Download paper | |
| 2024 | The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America. (2024). Dima, Tefana Maria. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09618-y. Full description at Econpapers || Download paper | |
| 2025 | Is sustainable entrepreneurship profitable? ESG disclosure and the financial performance of SMEs. (2025). Momtaz, Paul P ; Parra, Isabel M. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:4:d:10.1007_s11187-024-00981-5. Full description at Econpapers || Download paper | |
| 2025 | Fenntarthatóság vagy hozam?. Mekkora áldozatot vállalnak a befektetők a felelős jövőért?. (2025). Nagy, Attila Zoltn ; Steiner, Beatrix. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2274. Full description at Econpapers || Download paper | |
| 2025 | Green Shields: The Role of ESG in Uncertain Times. (2025). Kansoy, Fatih ; Stasiulaitis, Dominykas. In: Economics Series Working Papers. RePEc:oxf:wpaper:1082. Full description at Econpapers || Download paper | |
| 2025 | Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | A Century of Economic Policy Uncertainty Through the French-Canadian Lens In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | A century of Economic Policy Uncertainty through the French–Canadian lens.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Media abnormal tone, earnings announcements, and the stock market In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | Thirty Years of Academic Finance In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Thirty years of academic finance.(2024) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | How easy is it for investment managers to deploy their talent in green and brown stocks? In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | How easy is it for investment managers to deploy their talent in green and brown stocks?.(2022) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | Factor Exposure Heterogeneity in Green and Brown Stocks In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Factor exposure heterogeneity in green and brown stocks.(2023) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2023 | The Role of Twitter in Cryptocurrency Pump-and-Dumps In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Optimal Text-Based Time-Series Indices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 55 |
| 2018 | Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Regime changes in Bitcoin GARCH volatility dynamics In: Finance Research Letters. [Full Text][Citation analysis] | article | 137 |
| 2018 | Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 58 |
| 2019 | Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 54 |
| 2023 | Climate Change Concerns and the Performance of Green vs. Brown Stocks In: Management Science. [Full Text][Citation analysis] | article | 48 |
| 2020 | Climate change concerns and the performance of green versus brown stocks In: Working Paper Research. [Full Text][Citation analysis] | paper | 30 |
| 2021 | Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper |
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