Stéphane Goutte : Citation Profile

Are you Stéphane Goutte?

Université Paris-Saclay

14

H index

20

i10 index

867

Citations

RESEARCH PRODUCTION:

65

Articles

115

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 57
   Journals where Stéphane Goutte has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 42 (4.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo412
   Updated: 2024-12-03    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Guesmi, Khaled (30)

GAIES, Brahim (11)

PORCHER, Thomas (11)

Damette, Olivier (10)

Ben Amar, Amine (10)

Chevallier, Julien (9)

Nguyen, Duc Khuong (7)

Philippas, Dionisis (6)

Péran, Thomas (5)

Dhaoui, Abderrazak (4)

Dragomirescu-Gaina, Catalin (4)

Sanhaji, Bilel (4)

Saadi, Samir (2)

Fateh, BELAID (2)

Saglio, Sophie (2)

Walther, Thomas (2)

Rjiba, Hatem (2)

DIEBOLT, Claude (2)

Gallali, Mohamed (2)

Guerreiro, David (2)

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

Is cited by:

Yarovaya, Larisa (13)

Corbet, Shaen (12)

Shahzad, Syed Jawad Hussain (12)

Yousaf, Imran (11)

Shen, Dehua (10)

lucey, brian (9)

Russo, Marianna (8)

Sensoy, Ahmet (8)

Bertsch, Valentin (8)

Guesmi, Khaled (8)

Gözgör, Giray (8)

Cites to:

Guesmi, Khaled (40)

Bekaert, Geert (38)

Chevallier, Julien (35)

Kilian, Lutz (33)

Nguyen, Duc Khuong (32)

lucey, brian (31)

Hammoudeh, Shawkat (26)

Hamilton, James (21)

AROURI, Mohamed (21)

Harvey, Campbell (21)

Narayan, Paresh (20)

Main data

Where Stéphane Goutte has published?

Journals with more than one article published# docs
Finance Research Letters7
Energy Policy5
International Review of Financial Analysis5
Research in International Business and Finance5
Applied Economics Letters4
Applied Economics4
Energy Economics3
Annals of Operations Research3
Journal of International Financial Markets, Institutions and Money3
European Journal of Comparative Economics2
Economic Modelling2
International Journal of Global Energy Issues2

Working Papers Series with more than one paper published# docs
Post-Print / HAL55
Working Papers / HAL46
Papers / arXiv.org6

Recent works citing Stéphane Goutte (2024 and 2023)

YearTitle of citing document
2023A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011.

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2023Financial Globalization and Growth: The Impacts of Financial Development and Governance. (2023). Tasdemir, Fatma. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:99-111.

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2023Rough multifactor volatility for SPX and VIX options. (2021). Pannier, Alexandre ; Muguruza, Aitor ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2112.14310.

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2024Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

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2024Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2022). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

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2023The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles. (2022). , Li ; Illand, Camille ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2212.10917.

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2023Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018.

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2023The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2305.12739.

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2023Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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

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

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

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Does corruption rule the auditors soul? Examining the auditors attitude toward accepting corruption behaviors. (2023). Tormocarbo, Guillermina ; Mardawi, Zeena ; Alkoni, Saed ; Seguimas, Elies. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:1070-1098.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach. (2023). Mnif, Emna ; Abida, Maher. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-6.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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2023Distributionally robust comprehensive declaration strategy of virtual power plant participating in the power market considering flexible ramping product and uncertainties. (2023). Bingkang, LI ; Huiru, Zhao ; Yuanyuan, Zhang. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s030626192300497x.

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2023Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424.

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

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2023Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408.

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

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2023Does green manufacturing technology innovation decrease energy intensity for sustainable development?. (2023). Veglianti, Eleonora ; Abban, Olivier Joseph ; Cobbinah, Joana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1010-1025.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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

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

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

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2023Financial globalization and technological innovation: International evidence. (2023). Chang, Chun-Ping ; Wang, Quan-Jing ; Feng, Gen-Fu ; Zheng, Mingbo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001108.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2023Joint optimization of sales-mix and generation plan for a large electricity producer. (2023). Ruiz, Carlos ; Falbo, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000336.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023Is market power the cause of asymmetric pricing in Chinas refined oil market?. (2023). Lin, Boqiang ; He, Yongda. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002761.

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2023Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Sharma, Gagan Deep ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005297.

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2023Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2023The impact of carbon markets on the financial performance of power producers: Evidence based on China. (2023). Zhang, Qianqian ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006175.

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

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

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

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

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

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2023Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432.

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

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156.

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2023Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Corruption and stock market development: Developing vs. developed economies. (2023). Boudreau, James W ; Khraiche, Maroula ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003113.

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

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2023Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416.

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

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

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

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

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

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

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

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

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

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

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

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2024The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰. (2020). Chan, Kam C ; Yang, LI ; Lin, Wanfa ; Gao, Kaijuan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300145.

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2023Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086.

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2023Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x.

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2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

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2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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2023Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711.

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2023Covid-19 vaccines and investment performance: Evidence from equity funds in European Union. (2023). Mangafic, Jasmina ; Umar, Muhammad ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000247.

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2023What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2023The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003653.

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2023Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689.

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2023Twitter matters for metaverse stocks amid economic uncertainty. (2023). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan A ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004889.

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2023Narrative attention and related cryptocurrency returns. (2023). Do, Bao Linh ; Nguyen, Thanh Huong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005469.

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2023Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6. (2023). Sinlapates, Parichat ; Chancharat, Surachai. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006219.

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2023Volatility contagion and connectedness between WTI and commodity markets. (2023). PORCHER, Thomas ; Boroumand, Raphael Homayoun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323003318.

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2023Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails. (2023). Lahiani, Amine ; Jeribi, Ahmed ; Jlassi, Nabila Boukef ; Mefteh-Wali, Salma. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004282.

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2023Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Cai, YI ; Liu, Dinggao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007183.

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2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse. (2023). Youssef, Manel ; Moussa, Faten ; Ali, Shoaib. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007249.

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2023Investigating herding severity in different NFT categories. (2023). Kumari, Pooja ; Mamidala, Vasanthi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008000.

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2023Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic. (2023). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009327.

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

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

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

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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]		paper5
2019A switching microstructure model for stock prices.(2019) In: LIDAM Reprints ISBA.
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This paper has nother version. Agregated cites: 5		paper
2009Variance Optimal Hedging for continuous time processes with independent increments and applications In: Papers.
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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]		paper5
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: 5		article
2014Dual Optimization Problem on Defaultable Claims In: Mathematical Economics Letters.
[Full Text][Citation analysis]		article0
2014Dual Optimization Problem on Defaultable Claims.(2014) In: Post-Print.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2022Do actions speak louder than words? Evidence from microblogs In: Journal of Behavioral and Experimental Finance.
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2014Conditional Markov regime switching model applied to economic modelling In: Economic Modelling.
[Full Text][Citation analysis]		article2
2012Conditional Markov regime switching model applied to economic modelling..(2012) In: Working Papers.
[Full Text][Citation analysis]
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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach In: Economic Modelling.
[Full Text][Citation analysis]		article16
2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach.(2016) In: Post-Print.
[Citation analysis]
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2024Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments In: Energy Economics.
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2024Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments.(2024) In: Post-Print.
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2015Hedging strategies in energy markets: The case of electricity retailers In: Energy Economics.
[Full Text][Citation analysis]		article39
2015Hedging strategies in energy markets: the case of electricity retailers.(2015) In: LSE Research Online Documents on Economics.
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2015Hedging strategies in energy markets: The case of electricity retailers.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 39		paper
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article2
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019The value of flexibility in power markets In: Energy Policy.
[Full Text][Citation analysis]		article23
2019The Value of Flexibility in Power Markets.(2019) In: Working Papers.
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2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
[Full Text][Citation analysis]		article5
2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
[Full Text][Citation analysis]		article8
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[Full Text][Citation analysis]		article18
2023How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread In: Energy Policy.
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2022How to Trump the energy market: evidence from the WTI-Brent spread.(2022) In: Working Papers.
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2018On the study of conditional dependence structure between oil, gold and USD exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
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: 29		paper
2021Diversifying equity with cryptocurrencies during COVID-19 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article96
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]		article14
2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis.(2021) In: Working Papers.
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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Post-Print.
[Full Text][Citation analysis]
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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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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]		article64
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
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2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article213
2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 213		paper
2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset.(2021) In: Working Papers.
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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]		article2
2023Deep learning and technical analysis in cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 3		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]		article4
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		article4
2022Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2023Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets.(2023) In: Post-Print.
[Citation analysis]
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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]		article1
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: 1		paper
2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article5
2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
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2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article14
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article4
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS.(2021) In: Post-Print.
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2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS.(2021) In: Working Papers.
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2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
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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]		article18
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]		article8
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: 8		paper
2023Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2023Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
2015The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? In: Journal of Risk Finance.
[Full Text][Citation analysis]		article4
2023News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
2023The Ramadan effect on commodity and stock markets integration In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article2
2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]		article2
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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2015Bessel bridges decomposition with varying dimension. Applications to finance. In: Post-Print.
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2015Tobin tax and trading volume tightening: a reassessment In: Post-Print.
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2015Tobin tax and trading volume tightening: a reassessment.(2015) In: Applied Economics.
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2017Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options In: Post-Print.
[Full Text][Citation analysis]		paper23
2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Post-Print.
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2017Regime-switching stochastic volatility model: estimation and calibration to VIX options.(2017) In: Applied Mathematical Finance.
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2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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2017Risk minimisation: the failure of electricity intra-day forward contracts In: Post-Print.
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2017Risk minimisation: the failure of electricity intra-day forward contracts.(2017) In: International Journal of Global Energy Issues.
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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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2015A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS In: Post-Print.
[Citation analysis]		paper0
2014A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets.(2014) In: Working Papers.
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2019Handbook of Energy Finance In: Post-Print.
[Citation analysis]		paper4
2019Handbook of Energy Finance.(2019) In: Post-Print.
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2019Hedging and diversification across commodity assets In: Post-Print.
[Citation analysis]		paper14
2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
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This paper has nother version. Agregated cites: 14		article
2015Mean-variance hedging under multiple defaults risk In: Post-Print.
[Citation analysis]		paper2
2015Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print.
[Citation analysis]		paper0
2015Why the liberalization of the energy sector does not benefit consumers In: Post-Print.
[Citation analysis]		paper0
2016EDF : France can avoid an industrial and financial disaste In: Post-Print.
[Citation analysis]		paper0
2016Fight against pollution : the paramount role of car manufacturers In: Post-Print.
[Citation analysis]		paper0
201520 idées reçues sur l’énergie In: Post-Print.
[Citation analysis]		paper1
2021Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era In: Post-Print.
[Citation analysis]		paper12
2022Financial Market Dynamics after COVID 19 In: Post-Print.
[Citation analysis]		paper0
2023SME internationalisation: Do the types of innovation matter? In: Post-Print.
[Full Text][Citation analysis]		paper0
2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach In: Post-Print.
[Full Text][Citation analysis]		paper0
2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: Post-Print.
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2019Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach.(2019) In: European Journal of Comparative Economics.
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2017Jumps and volatility dynamics in agricultural commodity spot prices In: Post-Print.
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2017Jumps and volatility dynamics in agricultural commodity spot prices.(2017) In: Applied Economics.
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2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
[Citation analysis]		paper10
2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters.
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2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
[Citation analysis]		paper11
2019International Financial Markets In: Post-Print.
[Citation analysis]		paper2
2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
[Citation analysis]		paper1
2016Gaz de schiste en Europe : le mirage des emplois In: Post-Print.
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2021Routledge Advances in Applied Financial Econometrics In: Post-Print.
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2021Routledge Advances in Applied Financial Econometrics.(2021) In: Post-Print.
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2012Continuous time regime switching model applied to foreign exchange rate. In: Working Papers.
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2014Detecting jumps and regime-switches in international stock markets returns In: Working Papers.
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2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
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2014A regime switching model to evaluate bonds in a quadratic term structure of interest rates In: Working Papers.
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2014A regime-switching model to evaluate bonds in a quadratic term structure of interest rates.(2014) In: Applied Financial Economics.
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