Stéphane Goutte : Citation Profile

Université Paris-Saclay

17

H index

24

i10 index

1224

Citations

RESEARCH PRODUCTION:

81

Articles

121

Papers

1

Books

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   17 years (2009 - 2026). See details.
   Cites by year: 72
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 46 (3.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo412
   Updated: 2026-07-04    RAS profile: 2026-06-08    
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Relations with other researchers

Works with:

Ben Amar, Amine (11)

Nguyen, Duc Khuong (5)

Konstantakis, Konstantinos (4)

Philippas, Dionisis (4)

Dragomirescu-Gaina, Catalin (4)

PORCHER, Thomas (3)

Fateh, BELAID (3)

Michaelides, Panayotis (3)

Chevallier, Julien (2)

Walther, Thomas (2)

Nepal, Rabindra (2)

Dong, Kangyin (2)

Gallali, Mohamed (2)

Sanhaji, Bilel (2)

Damette, Olivier (2)

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

Is cited by:

GAIES, Brahim (22)

Corbet, Shaen (13)

Yarovaya, Larisa (13)

Shahzad, Syed Jawad Hussain (12)

Yousaf, Imran (12)

Sensoy, Ahmet (10)

lucey, brian (10)

Shen, Dehua (10)

Ben Amar, Amine (9)

Guesmi, Khaled (8)

Lau, Chi Keung (8)

Cites to:

Guesmi, Khaled (39)

Bekaert, Geert (39)

lucey, brian (37)

Chevallier, Julien (35)

Nguyen, Duc Khuong (34)

Kilian, Lutz (33)

Hammoudeh, Shawkat (26)

Walther, Thomas (26)

Diebold, Francis (26)

Hamilton, James (22)

Harvey, Campbell (22)

Main data

Where Stéphane Goutte has published?

Journals with more than one article published# docs
Finance Research Letters7
Research in International Business and Finance7
International Review of Financial Analysis7
Energy Economics5
Annals of Operations Research5
Energy Policy5
Applied Economics Letters4
Applied Economics4
Journal of International Financial Markets, Institutions and Money3
European Journal of Comparative Economics2
International Journal of Global Energy Issues2
Economic Modelling2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL61
Working Papers / HAL46
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2026 and 2025)

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

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

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2025Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2026LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management. (2025). Xu, Jiahua ; Liu, Yang ; Tasca, Paolo ; Feng, Yebo ; Luo, Yichen. In: Papers. RePEc:arx:papers:2501.00826.

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

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

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2025Technical Analysis Meets Machine Learning: Bitcoin Evidence. (2025). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2511.00665.

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2025Bibliometric analysis of portfolio diversification focusing on alternative investments. (2025). Merdzan, Gunter ; Gockov, Gjorgji ; Hristovski, Goran. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:245:p:171-202.

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2025CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34.

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

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

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2025Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin. (2025). Jayasankar, Meghna ; Niveditha, P S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00035.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2026On randomization of affine diffusion processes with application to pricing of options on VIX and S&P 500. (2026). Grzelak, Lech A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:508:y:2026:i:c:s0096300325003248.

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

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2025How does the smart money feel? Hedge fund sentiment, returns, and the business cycle. (2025). Smith, Tom ; Singh, Abhay ; Yahyaei, Hamid. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000632.

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2025Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market. (2025). Liu, Yifan ; Popova, Ivilina ; Yi, Ha-Chin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025001030.

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2025Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment. (2025). Li, Jingrui ; John, Kose. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001051.

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2025Facilitating or inhibiting? The impact of climate policy uncertainty on enterprises ESG performance in China. (2025). Han, Qingyang ; Gao, Hongying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1329-1345.

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2025Could U.S.-China conflicts intensify climate transition risks?. (2025). Chang, Shuangshuang ; Qin, Meng ; Hsueh, Hsin-Pei ; Lobont, Oana-Ramona. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1592-1604.

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2025Internal and external risk spillovers in energy and metal markets: the role of economic policy uncertainties. (2025). Li, Xinran ; Tang, Tao ; Cheng, Sheng ; Liang, Ruibin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:1742-1762.

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

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2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907.

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2025Tourism in Africa and economic vulnerabilities to exogenous shocks. (2025). Flaig, Dorothee ; Feuerbacher, Arndt. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002536.

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2025Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification. (2025). Kang, Sang Hoon ; Mejri, Sami ; Khan, Nasir ; Leccadito, Arturo. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003074.

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2026ESG performance and stock market responses to geopolitical turmoil: evidence from the Russia-Ukraine war. (2026). Boccaletti, Simone ; Maranzano, Paolo ; Ossola, Elisa ; Morelli, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s026499932500375x.

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

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

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

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

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2025Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach. (2025). Kim, Young-Sung ; Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001433.

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2025Bitcoin’s fundamental value and speculative behavior: A new framework for price dynamics. (2025). Zhang, Ting ; Singh, Rajesh ; Wu, Qiong ; Guo, GE ; Li, Xiaogang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001494.

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2025Cross-asset contagion and risk transmission in global financial networks. (2025). Wang, Qing ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001512.

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2026Determinants and effects of green bond issuance: Environmental awareness, ecological budget, biodiversity, oil and lithium. (2026). Dabbous, Amal ; Horn, Matthias ; Gbel, Florian ; Oehler, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:239:y:2026:i:c:s0921800925002368.

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

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

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

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

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

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2025Robust portfolio optimization considering the value of flexibility: Application to WTE technology portfolios. (2025). Chen, Huanyue ; Hu, Junfei ; Bai, Sijun ; Shi, Guodong. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325002993.

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2025Dynamics of co-bubble networks across commodity futures prices and portfolio performance. (2025). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006668.

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2025Global oil trading networks: Structural patterns and geopolitical risks. (2025). Saadaoui, Jamel ; Che, Shuai ; Tao, Miaomiao ; Wu, Longsheng ; Qi, Lingli. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007923.

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2025Hedging hydrogen: Planning and contracting under uncertainty for a green hydrogen producer. (2025). Camal, Simon ; Girard, Robin ; Palmer, Owen ; Kazempour, Jalal ; Radet, Hugo. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008114.

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2026Oil price uncertainty and Chinas rare earth exports: Driver or constraint?. (2026). Li, Zhengzheng ; Liu, Shenyu ; Lobont, Oana-Ramona. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525003970.

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

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2025The evolving impact of renewable energy investment on the rare earth trade network: An industrial chain perspective. (2025). Zhang, Hongwei ; Jiang, Jiayi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028373.

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2025The impact of corporate climate risk on carbon intensity: Evidence from China. (2025). Yan, Ying ; Lin, Tao ; Ma, Heng. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225031743.

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2025Common institutional investors and the tone of key audit matters. (2025). Liu, Ruizhi ; Zhao, Wei ; Wang, Xiaoliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002054.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025Can market competition enhance the utilization of data elements? Analysis from the dual perspectives of managerial incentives and entrepreneurial orientation. (2025). Liu, JI ; Xu, Zheng ; Zhang, Jing ; Zhou, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003278.

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2025Forecasting Chinas precious metal futures volatility: GBRT models and time-model dimension combination of Tree SHAP. (2025). Feng, Lingbing ; Huang, Dasen ; Wang, Xinyi ; Zheng, Yuhao ; Zhu, Ziyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003369.

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2025Dynamic relationship between tax reputation, digital transformation, and corporate tax compliance in financial markets. (2025). Cai, Cheng ; Zhou, Lianjie ; Liu, Dongshuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500345x.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Managing extreme risks and interdependence between green cryptocurrencies and precious metals. (2025). Ur, Shafique ; Wu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925004946.

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2025Peer effects of ESG greenwashing within board networks. (2025). Chen, Yuetong ; Li, Liuchuang ; Liu, Dekun. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006271.

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2025Geopolitical risk, financial stress and renewable energy transition in China. (2025). Su, Xiaomei ; Li, Wei ; Fan, Wei ; Zhao, Shangmei. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007458.

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2025The impact of rookie CEOs on corporate risk-taking. (2025). He, Yuanqiong ; Zhong, Linfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s105752192500746x.

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2026Energy commodity spillovers and herding behavior: Evidence from EU ETS-listed firms. (2026). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008865.

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

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

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

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

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

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2025The impact mechanism of industrial transformation and upgrading on the urban-rural income gap: An analysis based on the threshold effect of digital inclusive finance development. (2025). Feng, Chunyang ; Wang, Yangyang ; Li, Tianqun ; Zhou, Liangxiao. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002235.

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2025Board internationalization, supervisory board structure, and corporate legal risks. (2025). Gu, Rui ; Tang, Yitian ; Liu, Junmei. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004891.

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2025Financial regulation, digital currency, and risk management. (2025). Tian, Grace ; Juan, Xin ; Tu, Yongqian ; Zeng, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005422.

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2025Changes in stock price synchronicity driven by digital transformation: The role of media attention and accounting conservatism. (2025). Huang, Zhengzheng ; Hao, Yanwei. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005471.

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2025How does digital asset allocation affect accounting information quality? A perspective from corporate profitability and ownership. (2025). He, Ming ; Yang, Zhi. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007512.

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2025The attention of the Fed. (2025). Goldstein, Nathan. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008207.

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2025Can the integration of culture and tourism promote rural revitalization? Research on the mechanism and policies of green finance. (2025). Yang, Weirong ; Fan, Ruigang ; Wang, Leiyu. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010451.

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2025Sustainability under fire: How China-US tensions impact corporate ESG performance?. (2025). Jiang, Yaqi ; Zheng, Xiaoyu ; Meng, Jiawei ; Sha, Feiyun. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325011407.

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2025Geopolitical risk, managerial ability and cost stickiness. (2025). Ajmal, T K ; Atawnah, Nader ; Manchanda, Divya. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014667.

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2025Bitcoin price modelling via analysis of Google Trends data: Lévy-based approach. (2025). Panov, Vladimir ; Morozova, Ekaterina. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015557.

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2025Analyzing the response of energy and major financial assets to global financial risks: a time-quantile analysis in a volatile global environment. (2025). Zambrano-Monserrate, Manuel ; USMAN, OJONUGWA ; Adebayo, Tomiwa ; Zkan, Oktay. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s154461232501712x.

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2025Enterprise positioning in global technology markets: How innovation capability and data-asset transparency shape export technology complexity. (2025). Zhang, Rongguang ; Chen, Liang. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s154461232501877x.

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2025Judicial efficiency, corporate innovation investment, and financing efficiency. (2025). Niu, Yanmei ; Ma, Xiaohua ; Yu, Jungang. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pf:s1544612325019932.

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2026The trump shockwave: How presidential tenure redefined cross-asset spillovers in cryptocurrency, commodity, and capital markets. (2026). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhou, Chunyan. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s1544612325026066.

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2026Does the wolf come again? The disappeared effect of trade war news on China’s stocks (2018 vs 2025). (2026). Zhang, Zhen ; Li, Yabo ; Yin, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:90:y:2026:i:c:s1544612325026649.

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2026The effect of MDB-financed infrastructure PPPs on corruption: A comparative panel data study. (2026). Atukeren, Erdal ; Jeung, Joo Eun ; Cho, Dong Sung. In: Finance Research Letters. RePEc:eee:finlet:v:91:y:2026:i:c:s1544612325018471.

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2025Gold for global airline stock indices during COVID-19: Hedge or safe-haven asset?. (2025). Bouri, Elie ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:127:y:2025:i:c:s0969699725000547.

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2025Consumer fear and responses in proximity to war. (2025). Schiopu, Andreea Fortuna ; Tuclea, Claudia Elena ; Vranceanu, Diana Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:197:y:2025:i:c:s0148296325002814.

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

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2025Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach. (2025). Yang, Lu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000919.

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2025Investigating the impact of global events on cryptocurrency performance: a big data event study approach. (2025). Polyzos, Efstathios ; Youssef, Layal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s026156062500110x.

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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.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Examining 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.

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2025Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236.

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2025Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities. (2025). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000248.

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2025How financial markets respond to climate policy uncertainty: A dynamic resilience analysis. (2025). Yao, Xiaoyang ; Le, Wei ; Maimaitijiang, Sairidaer ; Li, Jianfeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000340.

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2025Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies. (2025). Wang, Mengjiao ; Liu, Jianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000443.

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2026Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions. (2026). Chishti, Muhammad Zubair ; Zkan, Oktay ; Gubareva, Mariya ; Vo, Xuan Vinh ; Xaisongkham, Sorphasith. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000061.

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

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2025Relative trust in critical minerals governance for just transitions in Ghana and Australia. (2025). Sefa-Nyarko, Clement ; Sinclair, Darren ; Matanzima, Joshua ; Alver, Jane ; Hamman, Evan ; Bartos, Stephen ; Burke, Roland. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725001102.

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2025Do Rare Earth Elements (REEs) hedge financial risk? A spillover and portfolio analysis in the context of the energy market. (2025). Tedeschi, Marco. In: Resources Policy. RePEc:eee:jrpoli:v:107:y:2025:i:c:s0301420725001540.

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2025Critical minerals volatility under ESG uncertainty: Implications for the clean energy transition. (2025). Nwani, Chinazaekpere ; Okere, Kingsley I ; Uche, Emmanuel ; Ozkan, Oktay. In: Resources Policy. RePEc:eee:jrpoli:v:108:y:2025:i:c:s030142072500220x.

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2025Strategic potential assessment of lanthanum and scandium through geochemical-lithological analysis with unsupervised machine learning in southern Ecuador. (2025). Guartn, Jos A ; Gonzlez-Vasquez, Joe A ; Marquina-Araujo, Jairo J ; Castillo-Chung, Aldo R ; Arango-Retamozo, Solio M ; Ortiz-Quintanilla, Salomon M ; Cotrina-Teatino, Marco A ; Mamani-Quispe, Jose N. In: Resources Policy. RePEc:eee:jrpoli:v:109:y:2025:i:c:s0301420725002739.

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2025Analysis of factors influencing metal markets across multiple scales – A smooth transition regression approach. (2025). Subi, Jonel ; Ivkov, Dejan ; Kuzman, Boris. In: Resources Policy. RePEc:eee:jrpoli:v:110:y:2025:i:c:s0301420725002910.

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

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2026Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures. (2026). Noorani, Idin ; Leduc, Guillaume ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:241:y:2026:i:pa:p:844-867.

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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Zhou, Donghai ; Chen, Binxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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

Stéphane Goutte has edited the books:

YearTitleTypeCited

Works by Stéphane Goutte:

YearTitleTypeCited
2018A switching microstructure model for stock prices In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper6
2019A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA.
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This paper has nother version. Agregated cites: 6		paper
2009Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers.
[Full Text][Citation analysis]		paper1
2012Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets In: Papers.
[Full Text][Citation analysis]		paper3
2012Optimization problem and mean variance hedging on defaultable claims In: Papers.
[Full Text][Citation analysis]		paper0
2013Variance optimal hedging for continuous time additive processes and applications In: Papers.
[Full Text][Citation analysis]		paper6
2013Markov switching quadratic term structure models In: Papers.
[Full Text][Citation analysis]		paper0
2013Markov switching quadratic term structure models.(2013) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
[Full Text][Citation analysis]		paper8
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 8		article
2026Econometrics at the Extreme: From Quantile Regression to QFAVAR1 In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article0
2026Econometrics at the Extreme: From Quantile Regression to QFAVAR 1.(2026) In: Post-Print.
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2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
[Full Text][Citation analysis]		article0
2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article2
2014Conditional Markov regime switching model applied to economic modelling In: Economic Modelling.
[Full Text][Citation analysis]		article3
2012Conditional Markov regime switching model applied to economic modelling..(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
[Full Text][Citation analysis]		article17
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2024Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments In: Energy Economics.
[Full Text][Citation analysis]		article6
2024Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments.(2024) In: Post-Print.
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2024Forecasting photovoltaic production with neural networks and weather features In: Energy Economics.
[Full Text][Citation analysis]		article0
2024Forecasting photovoltaic production with neural networks and weather features.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
2025Geopolitical risk and the global supply of rare earth permanent magnets: Insights from China’s export trends In: Energy Economics.
[Full Text][Citation analysis]		article3
2015Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics.
[Full Text][Citation analysis]		article43
2015Hedging strategies in energy markets: the case of electricity retailers.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
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2015Hedging strategies in energy markets: The case of electricity retailers.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 43		paper
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article3
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019The value of flexibility in power markets In: Energy Policy.
[Full Text][Citation analysis]		article28
2019The Value of Flexibility in Power Markets.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
[Full Text][Citation analysis]		article6
2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
[Full Text][Citation analysis]		article11
2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Energy Policy.
[Full Text][Citation analysis]		article29
2023How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread In: Energy Policy.
[Full Text][Citation analysis]		article2
2022How to Trump the energy market: evidence from the WTI-Brent spread.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2025Geopolitical risk and clean energy investments: Exploring the role of rare earths In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2018On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article37
2018On the study of conditional dependence structure between oil, gold and USD exchange rates.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2021Diversifying equity with cryptocurrencies during COVID-19 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article132
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Post-Print.
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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Working Papers.
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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2025Does executive gender diversity culture inhibit corporate greenwashing behavior? The effect of informal institutions In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]		article88
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 16		paper
2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article263
2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 263		paper
2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023Deep learning and technical analysis in cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2023DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 9		paper
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2023Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2023Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets.(2023) In: Post-Print.
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2023Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets.(2023) In: Working Papers.
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2023Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article3
2023Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 3		paper
2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article28
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article4
2026From aid to equality: Uncovering the role of climate finance funds in inhibiting carbon inequality In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 8		paper
2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance.
[Full Text][Citation analysis]		article19
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France In: Research in International Business and Finance.
[Full Text][Citation analysis]		article12
2020The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 12		paper
2023Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2023Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2024Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2024Assessing the impact of the expansion of pan-African banks and the institution s quality on African banking stability.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
2025Influence of social sustainable development goals sentiment on listed companies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2025Impact of exogenous events on volatility derivatives pricing In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? In: Journal of Risk Finance.
[Full Text][Citation analysis]		article9
2023News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023The Ramadan effect on commodity and stock markets integration In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article4
2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]		article4
2021Is It Possible to Forecast the Price of Bitcoin?.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2021Is It Possible to Forecast the Price of Bitcoin?.(2021) In: Post-Print.
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2021Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets In: Mathematics.
[Full Text][Citation analysis]		article1
2015Bessel bridges decomposition with varying dimension. Applications to finance. In: Post-Print.
[Full Text][Citation analysis]		paper1
2014Bessel Bridges Decomposition with Varying Dimension: Applications to Finance.(2014) In: Journal of Theoretical Probability.
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This paper has nother version. Agregated cites: 1		article
2015Tobin tax and trading volume tightening: a reassessment In: Post-Print.
[Full Text][Citation analysis]		paper1
2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 1		article
2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options In: Post-Print.
[Full Text][Citation analysis]		paper33
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
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This paper has nother version. Agregated cites: 33		article
2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
[Citation analysis]		paper0
2017Risk minimisation: the failure of electricity intra-day forward contracts In: Post-Print.
[Citation analysis]		paper0
2017Risk minimisation: the failure of electricity intra-day forward contracts.(2017) In: International Journal of Global Energy Issues.
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This paper has nother version. Agregated cites: 0		article
2014Correlation evidence in the dynamics of agricultural commodity prices In: Post-Print.
[Citation analysis]		paper2
2014Correlation evidence in the dynamics of agricultural commodity prices.(2014) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 2		article
2015A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print.
[Citation analysis]		paper0
2014A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets.(2014) In: Working Papers.
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2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
[Citation analysis]		paper3
2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 3		article
2019Handbook of Energy Finance In: Post-Print.
[Citation analysis]		paper4
2019Handbook of Energy Finance.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
2019Hedging and diversification across commodity assets In: Post-Print.
[Citation analysis]		paper20
2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
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This paper has nother version. Agregated cites: 20		article
2015Mean-variance hedging under multiple defaults risk In: Post-Print.
[Citation analysis]		paper5
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: Post-Print.
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2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
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