Olivier Darné : Citation Profile

Université de Nantes
Université de Nantes

20

H index

34

i10 index

1331

Citations

RESEARCH PRODUCTION:

82

Articles

117

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 66
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 69 (4.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda93
   Updated: 2025-11-22    RAS profile: 2022-11-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Suardi, Sandy (4)

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

Is cited by:

DIEBOLT, Claude (68)

Ferrara, Laurent (40)

JAOUL-GRAMMARE, Magali (28)

Miller, Stephen (14)

Gil-Alana, Luis (13)

Hoarau, Jean-François (11)

Bec, Frédérique (11)

Marsilli, Clément (10)

Heyer, Eric (10)

Levy, Daniel (10)

Mignon, Valérie (10)

Cites to:

Reichlin, Lucrezia (95)

Giannone, Domenico (56)

Kim, Jae (53)

Perron, Pierre (42)

Bollerslev, Tim (42)

Ng, Serena (39)

Ferrara, Laurent (35)

CHARLES, Amelie (34)

bloom, nicholas (33)

Franses, Philip Hans (32)

Engle, Robert (32)

Main data

Where Olivier Darné has published?

Journals with more than one article published# docs
Economics Bulletin12
Economic Modelling5
Economics Letters4
Applied Economics4
Bulletin of Economic Research4
Bulletin de la Banque de France3
International Economics3
Energy Policy3
Journal of Forecasting2
Journal of International Money and Finance2
Quarterly selection of articles - Bulletin de la Banque de France2
Cliometrica2
International Economics2
Oxford Bulletin of Economics and Statistics2
conomie et Prvision2
International Review of Financial Analysis2
Cliometrica, Journal of Historical Economics and Econometric History2
Journal of Macroeconomics2
Energy Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL68
Working Papers / HAL26
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2025 and 2024)

YearTitle of citing document
2024Forecasting 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

2024A 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

2025The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661.

Full description at Econpapers || Download paper

2025Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308.

Full description at Econpapers || Download paper

2024Re-examining the Impact of Oil Price Uncertainty on Sovereign CDS Spread of GCC Countries - Accounting for the Asymmetry and Outliers. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; al Rababa, Abdel Razzaq. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:96.

Full description at Econpapers || Download paper

2024Seasonal adjustment of credit time series in the Bank of Italy. (2024). Liberati, Danilo ; Di Paolo, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_835_24.

Full description at Econpapers || Download paper

2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024Analyzing horizontal integration and market efficiency in platform enterprises: A case study of exchanges. (2024). Anwar, Sajid ; Liu, Min. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:1076-1089.

Full description at Econpapers || Download paper

2024Future 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

2024Nowcasting 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

2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10960.

Full description at Econpapers || Download paper

2025L’impact de l’indépendance sur le développement des petites économies insulaires et côtières : une approche par la méthode des doubles différences. (2025). SERRANITO, Francisco ; Sadi, Aurlien ; Schaffar, Alexandra. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-11.

Full description at Econpapers || Download paper

2025The Great Moderation at 40: learning from the cross section. (2025). Stracca, Livio. In: Working Paper Series. RePEc:ecb:ecbwps:20253124.

Full description at Econpapers || Download paper

2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

Full description at Econpapers || Download paper

2024Does Chinas emission trading scheme affect corporate financial performance: Evidence from a quasi-natural experiment. (2024). Dong, Yizhe ; Liu, Yaorong ; Wang, Tianju ; Ma, Diandian ; Chu, Baoju. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000142.

Full description at Econpapers || Download paper

2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

Full description at Econpapers || Download paper

2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

Full description at Econpapers || Download paper

2024Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape. (2024). Tiwari, Aviral ; Hammoudeh, Shawkat ; Tripathi, Nitya Nand ; Raj, Asha Binu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001128.

Full description at Econpapers || Download paper

2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

Full description at Econpapers || Download paper

2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

Full description at Econpapers || Download paper

2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025The impact of pilot carbon market on firms performance in China. (2025). Liu, Pengfei ; Mei, Yingdan ; Luan, Limin. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008739.

Full description at Econpapers || Download paper

2025The puzzle of Carbon Allowance spread. (2025). Manzoni, Pietro ; Baviera, Roberto ; Azzone, Michele. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s014098832500283x.

Full description at Econpapers || Download paper

2024The 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

2025Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001176.

Full description at Econpapers || Download paper

2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

Full description at Econpapers || Download paper

2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

Full description at Econpapers || Download paper

2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

Full description at Econpapers || Download paper

2025The influence of market liquidity on the efficiency of Chinas pilot carbon markets. (2025). Hueng, C. ; Wu, Sitong ; Wang, Qian ; Huang, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015897.

Full description at Econpapers || Download paper

2025Analyzing market efficiency: The role of business cycles, risk aversion, and Occam’s razor in the Adaptive Market Hypothesis. (2025). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001059.

Full description at Econpapers || Download paper

2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

Full description at Econpapers || Download paper

2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

Full description at Econpapers || Download paper

2024Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

Full description at Econpapers || Download paper

2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

Full description at Econpapers || Download paper

2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

Full description at Econpapers || Download paper

2025Skew–Brownian processes for estimating the volatility of crude oil Brent. (2025). Orlando, Giuseppe ; Bufalo, Michele ; Liseo, Brunero. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:763-780.

Full description at Econpapers || Download paper

2024Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

Full description at Econpapers || Download paper

2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

Full description at Econpapers || Download paper

2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

Full description at Econpapers || Download paper

2024The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Yaqoob, Tanzeela ; Maqsood, Arfa. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333.

Full description at Econpapers || Download paper

2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Msofe, Zulkifr Abdallah ; Chen, Yufeng ; Wang, Chuwen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

Full description at Econpapers || Download paper

2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

Full description at Econpapers || Download paper

2024A deep connection among the natural resources, technical progress, efficient energy and sustainability: The mediating role of governance. (2024). Chen, LU ; Xie, Jiayue. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s030142072400463x.

Full description at Econpapers || Download paper

2024Non-linear effects of three core mineral resources, energy uncertainty, and inclusive digitalization on economic growth: A comparative analysis of US and China. (2024). Zhao, Ziming ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006986.

Full description at Econpapers || Download paper

2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Rezgui, Hichem ; Tavakkoli, Hamid Raza. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

Full description at Econpapers || Download paper

2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

Full description at Econpapers || Download paper

2025Who’s more efficient and drives others? Profit sharing rates vs. deposit rates. (2025). Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:99:y:2025:i:c:s106297692400156x.

Full description at Econpapers || Download paper

2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

Full description at Econpapers || Download paper

2024Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Yousaf, Imran ; Ali, Shoaib ; Marei, Mohamed ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151.

Full description at Econpapers || Download paper

2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

Full description at Econpapers || Download paper

2024Cryptocurrency 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

2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: Discussion Paper Series. RePEc:fre:wpaper:45.

Full description at Econpapers || Download paper

2024Forecasting GDP Dynamics Based on the Bank of Russia’s Enterprise Monitoring Data. (2024). Arzhenovskiy, Sergey V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240102:p:31-44.

Full description at Econpapers || Download paper

2025Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events. (2025). Lahmiri, Salim. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:4-:d:1617157.

Full description at Econpapers || Download paper

2024Towards Sustainability: Understanding Norway’s Ecological Footprint Through the Framework of the Environmental Kuznets Curve. (2024). Georgescu, Irina ; Kinnunen, Jani ; Nica, Ionu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6074-:d:1535306.

Full description at Econpapers || Download paper

2025Green Paradox in the Carbon Neutrality Process: A Strategic Game About the Shipping Industry. (2025). Xu, Peng ; Cao, Yukun ; Li, Jingye. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:5970-:d:1690206.

Full description at Econpapers || Download paper

2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

Full description at Econpapers || Download paper

2025A deep learning test of the martingale difference hypothesis. (2025). Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp03742025.

Full description at Econpapers || Download paper

2025On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso. (2025). Garca-Figal, Alejandro ; Mulet, R ; Amaro, Daniel A ; Lage-Castellanos, Alejandro. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10638-w.

Full description at Econpapers || Download paper

2025The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model. (2025). Chikhi, Mohammed ; Benhmad, Franois. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10745-8.

Full description at Econpapers || Download paper

2024A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22.

Full description at Econpapers || Download paper

2025Effects 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

2024How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach. (2024). Triki, Rabab ; Kahouli, Bassem ; Tissaoui, Kais ; Tlili, Haykel. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03938-x.

Full description at Econpapers || Download paper

2024Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Kang, Sang Hoon ; Ahmad, Nasir ; Ur, Mobeen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00134-0.

Full description at Econpapers || Download paper

2025The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return. (2025). Klomp, Jeroen. In: PLOS ONE. RePEc:plo:pone00:0314677.

Full description at Econpapers || Download paper

2025Time trends and persistence of the return difference between growth and value investment strategies. (2025). Hurtado, Rafael ; Infante, Juan ; Monge, Manuel. In: PLOS ONE. RePEc:plo:pone00:0332690.

Full description at Econpapers || Download paper

2025Tourist Sites and Visitor Numbers in Taiwan: An Online Buzz Analysis. (2025). Ting, Chien-Jung ; Hsiao, Yi-Long ; Shen, Jia-Jhen. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:135-147.

Full description at Econpapers || Download paper

2024Connectedness and risk spillovers between crude oil and clean energy stock markets. (2024). Destek, Mehmet ; Çevik, Emrah ; Cergibozan, Raif ; Dibooglu, Sel ; Cevik, Emrah I ; Bugan, Mehmet Fatih. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339.

Full description at Econpapers || Download paper

2024Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596.

Full description at Econpapers || Download paper

2024Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103.

Full description at Econpapers || Download paper

2024Towards a risk-adjusted tourism and travel competitiveness index. (2024). Rossello, Jaume ; Fernandez, Melchor ; Fernndez-Fernndez, Melchor ; Duro, Juan Antonio ; Rossell-Nadal, Jaume ; Prez-Laborda, Alejandro. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:4:p:947-968.

Full description at Econpapers || Download paper

2025Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models. (2025). Louhichi, Wal ; Ftiti, Zied ; ben Ameur, Hachmi ; Awijen, Haithem. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05400-8.

Full description at Econpapers || Download paper

2025Internal migration in Spain: identifying key drivers for forecasting. (2025). Fonseca-Zendejas, Alejandro Steven ; Borrego-Salcido, Carmen ; del Carmen, Mara. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:2:d:10.1007_s00168-025-01381-7.

Full description at Econpapers || Download paper

2025Positive time series regression models: theoretical and computational aspects. (2025). Prass, Taiane Schaedler ; Pumi, Guilherme ; Taufemback, Cleiton Guollo ; Carlos, Jonas Hendler. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01531-z.

Full description at Econpapers || Download paper

2024Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1.

Full description at Econpapers || Download paper

2024The factor structure of exchange rates volatility: global and intermittent factors. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Vladimir C. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02542-3.

Full description at Econpapers || Download paper

2024Influence of political stability on the stock market returns and volatility: GARCH and EGARCH approach. (2024). Mikhaylov, Alexey ; Zhang, Vince Wanhao ; Khan, Naqib Ullah ; Alim, Wajid ; Cai, Helen Huifen ; Yuan, Qiong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00658-8.

Full description at Econpapers || Download paper

2025Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

Full description at Econpapers || Download paper

2024Economic Complexity, Ecological Footprint, and the Environmental Kuznets Curve: Findings from Selected Industrialized Countries. (2024). Soyyiit, Semanur ; Bayrakdar, Seda ; Kili, Cuneyt. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01411-9.

Full description at Econpapers || Download paper

2025An Exploration of Contemporary Trends in Finance Research. (2025). Mani, Mukta. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02373-2.

Full description at Econpapers || Download paper

2024Quantification of the short-term impact of economic shock events on the gross domestic product of 31 provinces in China from 2005 to 2022. (2024). Zhang, Zhanyang ; Qiu, Xiaomeng ; Wang, Fengwei. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:8:d:10.1007_s43546-024-00687-6.

Full description at Econpapers || Download paper

2024The Comprehensive Impact of Economic Growth on Environmental Quality: Insight Established on Material, Carbon, and Ecological Footprint. (2024). Villanthenkodath, Muhammed Ashiq ; Ansari, Mohd Arshad ; Satrovic, Elma ; Balsalobre-Lorente, Daniel. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:3:d:10.1007_s43069-024-00355-3.

Full description at Econpapers || Download paper

2025Recreational Activities and Tourism Expenditure in Taiwan: An Online Buzz Perspective. (2025). Ting, Chien-Jung ; Chen, Yu-Jung. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:15:y:2025:i:6:f:15_6_1.

Full description at Econpapers || Download paper

2025Durkheim and the Roots of Cliometric Reasoning. (2025). DIEBOLT, Claude ; Haupert, Michael ; Boyer, Jean-Daniel. In: Working Papers of BETA. RePEc:ulp:sbbeta:2025-29.

Full description at Econpapers || Download paper

2024What can we learn from the analysis of the fine wines market efficiency?. (2024). Ftiti, Zied ; ben Ameur, Hachmi ; le Fur, Eric. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:703-718.

Full description at Econpapers || Download paper

2025How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?. (2025). Soytas, Ugur ; Kocaarslan, Baris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2016-2041.

Full description at Econpapers || Download paper

2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325.

Full description at Econpapers || Download paper

2025A Deep Learning Test of the Martingale Difference Hypothesis. (2025). Bastos, João. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1993-2001.

Full description at Econpapers || Download paper

2025Price Discovery and Efficiency in Uniswap Liquidity Pools. (2025). Fu, QI ; Deng, Jun ; Chen, XI ; Alexander, Carol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1023-1048.

Full description at Econpapers || Download paper

2025Exploring the link between economic growth, energy consumption, and environmental pollution in G20. (2025). Alakbarov, Naib ; Gndz, Murat ; Amaz, Mahmut Nsal. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:1445-1461.

Full description at Econpapers || Download paper

2025What Drives Market‐Oriented Trading of Resource and Environmental Elements: An Analysis Based on the Technology–Organization–Environment Framework. (2025). Liao, Zhongju ; Chen, KE. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5998-6012.

Full description at Econpapers || Download paper

Works by Olivier Darné:

YearTitleTypeCited
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]		article0
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]		article3
2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
[Full Text][Citation analysis]		article0
2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
[Full Text][Citation analysis]		paper16
2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
[Full Text][Citation analysis]		paper2
2005Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
[Full Text][Citation analysis]		paper6
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]		paper10
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2007L Indicateur Synth tique Mensuel d Activit (ISMA) : une r vision In: Working papers.
[Full Text][Citation analysis]		paper0
2007Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise. In: Working papers.
[Full Text][Citation analysis]		paper1
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
[Full Text][Citation analysis]		paper17
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]		paper100
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]		paper14
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 14		article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
[Full Text][Citation analysis]		paper29
2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
[Full Text][Citation analysis]		paper1
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]		paper37
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the blocking approach. In: Working papers.
[Full Text][Citation analysis]		paper12
2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article2
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article35
2021Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article1
2021Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Stock return predictability: Evaluation based on interval forecasts In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2022Stock Return Predictability: Evaluation based on interval forecasts.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]		article13
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2009VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article60
2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article16
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2022Backcasting world trade growth using data reduction methods In: The World Economy.
[Full Text][Citation analysis]		article1
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
[Full Text][Citation analysis]		article4
2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
[Full Text][Citation analysis]		article2
2008La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire.(2008) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
[Full Text][Citation analysis]		paper34
2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
[Full Text][Citation analysis]		article8
2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019The accuracy of asymmetric GARCH model estimation In: International Economics.
[Full Text][Citation analysis]		article9
2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
[Full Text][Citation analysis]		article29
2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2011Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Testing the purchasing power parity in China In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2003Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2004The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Performance of short-term trend predictors for current economic analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2008Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin.
[Full Text][Citation analysis]		article8
2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2012A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article7
2013Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2016Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2016Stock market reactions to FIFA World Cup announcements: An event study.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin.
[Full Text][Citation analysis]		article8
2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article84
2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
[Full Text][Citation analysis]		article13
2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2012Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling.
[Full Text][Citation analysis]		article10
2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
[Full Text][Citation analysis]		article41
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2016A World Trade Leading Index (WTLI) In: Economics Letters.
[Full Text][Citation analysis]		article5
2016A world trade leading index (WLTI).(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2004Seasonal cointegration for monthly data In: Economics Letters.
[Full Text][Citation analysis]		article4
2005Outliers and GARCH models in financial data In: Economics Letters.
[Full Text][Citation analysis]		article45
2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
[Full Text][Citation analysis]		article30
2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2017Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics.
[Full Text][Citation analysis]		article46
2017Forecasting crude-oil market volatility: Further evidence with jumps.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2019On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach In: Energy Economics.
[Full Text][Citation analysis]		article7
2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
[Full Text][Citation analysis]		article65
2009The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2013Market efficiency in the European carbon markets In: Energy Policy.
[Full Text][Citation analysis]		article37
2013Market efficiency in the European carbon markets.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2014Volatility persistence in crude oil markets In: Energy Policy.
[Full Text][Citation analysis]		article48
2014Volatility persistence in crude oil markets.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article32
2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
[Full Text][Citation analysis]		article14
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article59
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2016Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2014Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2009The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article17
2012Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2012Trends and random walks in macroeconomic time series: A reappraisal.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2004Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article72
2004Unit Roots and Infrequent Large Shocks : New International Evidence on Output.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance.
[Full Text][Citation analysis]		article26
2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2006La Reichsbank, 1876-1920. Une analyse institutionnelle et cliométrique In: Post-Print.
[Citation analysis]		paper0
2006Temporary and permanent shocks in GDP for France, the United Kingdom and the United States In: Post-Print.
[Citation analysis]		paper0
2005Non-stationarity Tests in Macroeconomic Time Series In: Post-Print.
[Citation analysis]		paper7
2005Non-stationarity Tests in Macroeconomic Time Series.(2005) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 7		chapter
2009The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print.
[Citation analysis]		paper0
2010La persistance des écarts de richesse entre La Réunion et les standards français et européens : lapport des tests de racine unitaire In: Post-Print.
[Citation analysis]		paper4
2016La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print.
[Citation analysis]		paper0
2011Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print.
[Citation analysis]		paper0
2011Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print.
[Citation analysis]		paper7
2011Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes In: Post-Print.
[Citation analysis]		paper7
2010Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print.
[Citation analysis]		paper3
2009Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Post-Print.
[Citation analysis]		paper2
2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print.
[Full Text][Citation analysis]		paper7
2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence.(2012) In: The Annals of Regional Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2016Stock Exchange Mergers and Market In: Post-Print.
[Full Text][Citation analysis]		paper1
2008The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print.
[Citation analysis]		paper10
2007The purchasing power parity in Australia: evidence from unit root test with structural break.(2007) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2012Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print.
[Citation analysis]		paper8
2013Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print.
[Citation analysis]		paper1
2012Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print.
[Full Text][Citation analysis]		paper10
2017Uncertainty and the Macroeconomy In: Post-Print.
[Full Text][Citation analysis]		paper3
2017How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015 In: Post-Print.
[Citation analysis]		paper0
2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 In: Post-Print.
[Full Text][Citation analysis]		paper8
2018How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2020On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities In: Post-Print.
[Full Text][Citation analysis]		paper2
2020On the pernicious effects of oil price uncertainty on US real economic activities.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2016La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire In: Post-Print.
[Citation analysis]		paper1
2020Méthodes de prévision en finance In: Post-Print.
[Citation analysis]		paper0
2018A Brief History of Seasonal Adjustment Methods and Software Tools In: Post-Print.
[Citation analysis]		paper1
2011A Revision of the US Business-Cycles Chronology 1790-1928 In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes In: Working Papers.
[Full Text][Citation analysis]		paper5
2012Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers.
[Full Text][Citation analysis]		paper0
2012A new monthly chronology of the US industrial cycles in the prewar economy In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
[Full Text][Citation analysis]		paper4
2016Stock exchange mergers and market efficiency.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint In: Working Papers.
[Full Text][Citation analysis]		paper1
2014A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets In: Working Papers.
[Full Text][Citation analysis]		paper3
2014Precious metals shine? A market efficiency perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2014The sensitivity of Fama-French factors to economic uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016The impact of screening strategies on the performance of ESG indices In: Working Papers.
[Full Text][Citation analysis]		paper1
2020The accuracy of asymmetric GARCH model estimation In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting and risk management in the Vietnam Stock Exchange In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Forecasts of the seasonal fractional integrated series In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2004Exchange rate regime classification and real performances: new empirical evidence In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper2
2002A Note on Seasonal Unit Root Tests In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2018Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries In: Applied Economics.
[Full Text][Citation analysis]		article5
2016Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint In: Journal of Environmental Economics and Policy.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team