Stéphane Goutte
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Stéphane |
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Goutte |
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Université Paris-Saclay
/ Graduate School of Economics and Management
/ Unité Mixte de Recherche Internationale Soutenabilité et Résilience (UMI SOURCE)
Research profile
author of:
- Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age (RePEc:afc:wpaper:02-20)
by Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca - A switching microstructure model for stock prices (RePEc:aiz:louvad:2018014)
by Hainaut, Donatien & Goutte, Stephane - A switching microstructure model for stock prices (RePEc:aiz:louvar:2019024)
by Hainaut, Donatien & Goutte, Stephane - Variance Optimal Hedging for continuous time processes with independent increments and applications (RePEc:arx:papers:0912.0372)
by St'ephane Goutte & Nadia Oudjane & Francesco Russo - Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets (RePEc:arx:papers:1205.4089)
by St'ephane Goutte & Nadia Oudjane & Francesco Russo - Optimization problem and mean variance hedging on defaultable claims (RePEc:arx:papers:1209.5953)
by Stephane Goutte & Armand Ngoupeyou - Variance optimal hedging for continuous time additive processes and applications (RePEc:arx:papers:1302.1965)
by St'ephane Goutte & Nadia Oudjane & Francesco Russo - Markov switching quadratic term structure models (RePEc:arx:papers:1305.2693)
by St'ephane Goutte - FDI, banking crisis and growth: direct and spill over effects (RePEc:arx:papers:1904.04911)
by Brahim Gaies & Khaled Guesmi & St'ephane Goutte - Dual Optimization Problem on Defaultable Claims (RePEc:bpj:maecol:v:1:y:2014:i:2-4:p:8:n:1)
by Goutte Stéphane & Ngoupeyou Armand - On the estimation of regime-switching Lévy models (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4)
by Chevallier Julien & Goutte Stéphane - Does Financial inclusion affect the African banking stability? (RePEc:ebl:ecbull:eb-19-00185)
by Imen Kouki & Ilyes Abid & Khaled Guesmi & Stephane Goutte - Do actions speak louder than words? Evidence from microblogs (RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001611)
by Goutte, Maud-Rose - Conditional Markov regime switching model applied to economic modelling (RePEc:eee:ecmode:v:38:y:2014:i:c:p:258-269)
by Goutte, Stéphane - Asymmetric evidence of gasoline price responses in France: A Markov-switching approach (RePEc:eee:ecmode:v:52:y:2016:i:pb:p:467-476)
by Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas - Hedging strategies in energy markets: The case of electricity retailers (RePEc:eee:eneeco:v:51:y:2015:i:c:p:503-509)
by Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas - Commodities risk premia and regional integration in gas-exporting countries (RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276)
by Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien - The value of flexibility in power markets (RePEc:eee:enepol:v:125:y:2019:i:c:p:347-357)
by Goutte, Stéphane & Vassilopoulos, Philippe - Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers (RePEc:eee:enepol:v:132:y:2019:i:c:p:1120-1129)
by Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas - Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets (RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403)
by Abid, Ilyes & Goutte, Stéphane & Guesmi, Khaled & Jamali, Ibrahim - Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints (RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307667)
by Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled - How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread (RePEc:eee:enepol:v:179:y:2023:i:c:s0301421523002392)
by Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Goutte, Stéphane - On the study of conditional dependence structure between oil, gold and USD exchange rates (RePEc:eee:finana:v:59:y:2018:i:c:p:134-146)
by Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled - Diversifying equity with cryptocurrencies during COVID-19 (RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001198)
by Goodell, John W. & Goutte, Stephane - On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis (RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001733)
by Mhadhbi, Mayssa & Gallali, Mohamed Imen & Goutte, Stephane & Guesmi, Khaled - Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? (RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x)
by Amar, Amine Ben & Goutte, Stéphane & Isleimeyyeh, Mohammad & Benkraiem, Ramzi - Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745)
by Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane - Media attention and Bitcoin prices (RePEc:eee:finlet:v:30:y:2019:i:c:p:37-43)
by Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane - Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305944)
by Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled - Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306978)
by Goodell, John W. & Goutte, Stephane - Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001537)
by El-Khatib, Youssef & Goutte, Stephane & Makumbe, Zororo S. & Vives, Josep - Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001677)
by Goutte, Stéphane & Péran, Thomas & Porcher, Thomas - Deep learning and technical analysis in cryptocurrency market (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001824)
by Goutte, Stéphane & Le, Hoang-Viet & Liu, Fei & von Mettenheim, Hans-Jörg - Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002258)
by Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane - On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting (RePEc:eee:intfin:v:56:y:2018:i:c:p:233-254)
by Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes - Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors (RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001627)
by Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven - Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective (RePEc:eee:jcecon:v:51:y:2023:i:1:p:295-323)
by Damette, Olivier & Goutte, Stéphane - Investors’ attention and information losses under market stress (RePEc:eee:jeborg:v:191:y:2021:i:c:p:1112-1127)
by Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong - Economic drivers of volatility and correlation in precious metal markets (RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x)
by Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas - Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets (RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400)
by Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad - Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS (RePEc:eee:reveco:v:76:y:2021:i:c:p:376-423)
by Ayadi, Ahmed & Gana, Marjène & Goutte, Stéphane & Guesmi, Khaled - Contagion and bond pricing: The case of the ASEAN region (RePEc:eee:riibaf:v:47:y:2019:i:c:p:371-385)
by Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled - Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300595)
by Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled - The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France (RePEc:eee:riibaf:v:54:y:2020:i:c:s027553192030475x)
by Goutte, Stéphane & Péran, Thomas & Porcher, Thomas - Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 (RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002525)
by El Atiek, Said & Goutte, Stéphane - The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims (RePEc:eee:spapps:v:125:y:2015:i:4:p:1323-1351)
by Goutte, Stéphane & Ngoupeyou, Armand - Hedging strategies in energy markets: the case of electricity retailers (RePEc:ehl:lserod:82976)
by Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas - News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? (RePEc:eme:jrfpps:jrf-06-2022-0168)
by Viet Hoang Le & Hans-Jörg von Mettenheim & Stéphane Goutte & Fei Liu - The Ramadan effect on commodity and stock markets integration (RePEc:eme:rafpps:raf-01-2023-0001)
by Amine Ben Amar & Stéphane Goutte & Amir Hasnaoui & Amine Marouane & Héla Mzoughi - Is It Possible to Forecast the Price of Bitcoin? (RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101)
by Julien Chevallier & Dominique Guégan & Stéphane Goutte - Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets (RePEc:gam:jmathe:v:9:y:2021:i:7:p:709-:d:523832)
by Weiliang Lu & Alexis Arrigoni & Anatoliy Swishchuk & Stéphane Goutte - Bessel bridges decomposition with varying dimension. Applications to finance (RePEc:hal:journl:hal-00694126)
by Gabriel Faraud & Stéphane Goutte - Tobin tax and trading volume tightening: a reassessment (RePEc:hal:journl:hal-01203841)
by Olivier Damette & Stéphane Goutte - Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options (RePEc:hal:journl:hal-01212018)
by Stéphane Goutte & Amine Ismail & Huyên Pham - Optimal strategy between extraction and storage of crude oil (RePEc:hal:journl:hal-01968085)
by Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi - Asymmetric evidence of gasoline price responses in France: A Markov-switching approach (RePEc:hal:journl:hal-02145806)
by Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Risk minimisation: the failure of electricity intra-day forward contracts (RePEc:hal:journl:hal-02145820)
by Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Correlation evidence in the dynamics of agricultural commodity prices (RePEc:hal:journl:hal-02145832)
by Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - A Conditional Markov Regime Switching Model To Study Margins: Application To The French Fuel Retail Markets (RePEc:hal:journl:hal-02148309)
by Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Optimal strategy between extraction and storage of crude oil (RePEc:hal:journl:hal-02171503)
by Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi - Handbook of Energy Finance (RePEc:hal:journl:hal-02171505)
by Stéphane Goutte & Duc Khuong Nguyen - Hedging and diversification across commodity assets (RePEc:hal:journl:hal-02509833)
by Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi - The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims (RePEc:hal:journl:hal-02879222)
by Stéphane Goutte & Armand Ngoupeyou - Mean-variance hedging under multiple defaults risk (RePEc:hal:journl:hal-02879243)
by Sebastien Choukroun & Stéphane Goutte & Armand Ngoupeyou - Regime-switching stochastic volatility model: estimation and calibration to VIX options (RePEc:hal:journl:hal-02879356)
by Stéphane Goutte & Amine Ismail & Huyen Pham - Statistical Method to Estimate Regime-Switching Levy Model (RePEc:hal:journl:hal-02880598)
by Julien Chevallier & Stéphane Goutte - Why the liberalization of the energy sector does not benefit consumers (RePEc:hal:journl:hal-02883223)
by Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher - EDF : France can avoid an industrial and financial disaste (RePEc:hal:journl:hal-02883227)
by Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher - Fight against pollution : the paramount role of car manufacturers (RePEc:hal:journl:hal-02883230)
by Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Péran & Thomas Porcher - 20 idées reçues sur l’énergie (RePEc:hal:journl:hal-02883269)
by Stéphane Goutte & Raphaël Homayoun Boroumand & Thomas Porcher - The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France (RePEc:hal:journl:hal-03109162)
by Stéphane Goutte & Thomas Péran & Thomas Porcher - Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era (RePEc:hal:journl:hal-03273647)
by Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi - Investors’ attention and information losses under market stress (RePEc:hal:journl:hal-03434918)
by Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen - Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? (RePEc:hal:journl:hal-03674806)
by Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem - Financial Market Dynamics after COVID 19 (RePEc:hal:journl:hal-03700942)
by Stéphane Goutte & Khaled Guesmi & Christian Urom - Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors (RePEc:hal:journl:hal-03912881)
by Ramzi Benkraiem & Stéphane Goutte & Samir Saadi & Hui Zhu & Steven Zhu - Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective (RePEc:hal:journl:hal-03982849)
by Olivier Damette & Stéphane Goutte - News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? (RePEc:hal:journl:hal-04068670)
by Viet Hoang Le & Hans Jörg von Mettenheim & Stéphane Goutte & Fei Liu - Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict (RePEc:hal:journl:hal-04122251)
by Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stéphane Goutte - SME internationalisation: Do the types of innovation matter? (RePEc:hal:journl:hal-04191640)
by Boumediene Ramdani & Fateh Belaid & Stéphane Goutte - Hedging strategies in energy markets: The case of electricity retailers (RePEc:hal:journl:halshs-01194750)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach (RePEc:hal:journl:halshs-01644639)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Péran & Thomas Porcher - Jumps and volatility dynamics in agricultural commodity spot prices (RePEc:hal:journl:halshs-01656434)
by Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach (RePEc:hal:journl:halshs-01968001)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Péran & Thomas Porcher - Media attention and Bitcoin prices (RePEc:hal:journl:halshs-02148912)
by Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte - Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? (RePEc:hal:journl:halshs-02148916)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - FDI, banking crises and growth: direct and spill over effects (RePEc:hal:journl:halshs-02148918)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - Commodities risk premia and regional integration in gas-exporting countries (RePEc:hal:journl:halshs-02148921)
by Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier - On the study of conditional dependence structure between oil, gold and USD exchange rates (RePEc:hal:journl:halshs-02148924)
by Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi - What Interactions between Financial Globalization and Instability?-Growth in Developing Countries (RePEc:hal:journl:halshs-02148925)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting (RePEc:hal:journl:halshs-02148926)
by Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid - The Asymmetric Responses of Stock Markets (RePEc:hal:journl:halshs-02148927)
by Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi - Contagion and bond pricing: The case of the ASEAN region (RePEc:hal:journl:halshs-02148928)
by Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi - Mean-Reverting Lévy Jump Dynamics in the European Power Sector (RePEc:hal:journl:halshs-02157475)
by Julien Chevallier & Stéphane Goutte - Handbook of Energy Finance (RePEc:hal:journl:halshs-02157477)
by Stéphane Goutte & Duc Khuong Nguyen - Dual Optimization Problem on Defaultable Claims (RePEc:hal:journl:halshs-02175681)
by Stéphane Goutte & Armand Ngoupeyou - Financial Mathematics, Volatility and Covariance Modelling (RePEc:hal:journl:halshs-02183052)
by Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier - International Financial Markets (RePEc:hal:journl:halshs-02183053)
by Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier - Risk Factors and Contagion in Commodity Markets and Stocks Markets (RePEc:hal:journl:halshs-02314612)
by Stéphane Goutte & Khaled Guesmi - Gaz de schiste en Europe : le mirage des emplois (RePEc:hal:journl:halshs-02615592)
by Stéphane Goutte & Thomas Porcher - Routledge Advances in Applied Financial Econometrics (RePEc:hal:journl:halshs-04250213)
by Julien Chevallier & Stéphane Goutte & David Guerreiro & Sophie Saglio & Bilel Sanhaji - Routledge Advances in Applied Financial Econometrics (RePEc:hal:journl:halshs-04250218)
by Julien Chevallier & Stéphane Goutte & David Guerreiro & Sophie Saglio & Bilel Sanhaji - Is It Possible to Forecast the Price of Bitcoin? (RePEc:hal:journl:halshs-04250269)
by Julien Chevallier & Dominique Guégan & Stéphane Goutte - Continuous time regime switching model applied to foreign exchange rate (RePEc:hal:wpaper:hal-00643900)
by Stéphane Goutte & Benteng Zou - Conditional Markov regime switching model applied to economic modelling (RePEc:hal:wpaper:hal-00747479)
by Stéphane Goutte - Markov switching quadratic term structure models (RePEc:hal:wpaper:hal-00821745)
by Stéphane Goutte - Detecting jumps and regime-switches in international stock markets returns (RePEc:hal:wpaper:hal-01090833)
by Julien Chevallier & Stéphane Goutte - A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets (RePEc:hal:wpaper:hal-01090837)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - A regime switching model to evaluate bonds in a quadratic term structure of interest rates (RePEc:hal:wpaper:hal-01090846)
by Stéphane Goutte & Raphaël Homayoun & Thomas Porcher - Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options (RePEc:hal:wpaper:hal-01212018)
by Stéphane Goutte & Amine Ismail & Huyên Pham - The Value of Flexibility in Power Markets (RePEc:hal:wpaper:hal-01968081)
by Stéphane Goutte & Philippe Vassilopoulos - Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects (RePEc:hal:wpaper:hal-01968082)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? (RePEc:hal:wpaper:hal-01968084)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - Is climate a curse or a bless in the Covid-19 virus fighting ? (RePEc:hal:wpaper:hal-03215659)
by Olivier Damette & Clement Mathonnat & Stéphane Goutte - Cliometrics of Climate Change (RePEc:hal:wpaper:hal-03215675)
by Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca - Tobin tax and trading volume tightening: a reassessment (RePEc:hal:wpaper:halshs-00926805)
by Olivier Damette & Stéphane Goutte - FDI, banking crises and growth: direct and spill over effects (RePEc:hal:wpaper:halshs-01967999)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - Optimal risk management problem of natural resources: Application to oil drilling (RePEc:hal:wpaper:halshs-01968000)
by M’hamed Gaîgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim - FDI, banking crisis and growth: direct and spill over effects (RePEc:hal:wpaper:halshs-02092015)
by Brahim Gaies & Khaled Guesmi & Stéphane Goutte - Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints (RePEc:hal:wpaper:halshs-02106113)
by Julien Chevallier & Stéphane Goutte & Khaled Guesmi - On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps (RePEc:hal:wpaper:halshs-02120636)
by Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi - Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers (RePEc:hal:wpaper:halshs-02175358)
by Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi - Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility (RePEc:hal:wpaper:halshs-02175361)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - Study of the dynamic of Bitcoin's price (RePEc:hal:wpaper:halshs-02175669)
by Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi - Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (RePEc:hal:wpaper:halshs-02613277)
by John W Goodell & Stéphane Goutte - Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France (RePEc:hal:wpaper:halshs-02613278)
by Stéphane Goutte & Thomas Péran & Thomas Porcher - COVID 19's impact on crude oil and natural gas S&P GS Indexes (RePEc:hal:wpaper:halshs-02613280)
by Donia Aloui & Stéphane Goutte & Khaled Guesmi & Rafla Hchaichi - How to implement a fair and progressive carbon price to fight climate change? (RePEc:hal:wpaper:halshs-02613281)
by Raphaël-Homayoun Boroumand & Stéphane Goutte & Thomas Porcher & Thomas Stocker - The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions (RePEc:hal:wpaper:halshs-02620834)
by Olivier Damette & Stéphane Goutte - Weather, pollution and Covid-19 spread : a time series and Wavelet reassessment (RePEc:hal:wpaper:halshs-02629139)
by Olivier Damette & Stéphane Goutte - Climate and nomadic migration in a nonlinear world : evidence of the Historical China (RePEc:hal:wpaper:halshs-02726466)
by Olivier Damette & Stéphane Goutte & Qing Pei - Diversifying with cryptocurrencies during COVID-19 (RePEc:hal:wpaper:halshs-02876529)
by John W Goodell & Stéphane Goutte - On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis (RePEc:hal:wpaper:halshs-03169689)
by Mayssa Mhadhbi & Mohamed Imen Gallali & Stéphane Goutte & Khaled Guesmi - Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS (RePEc:hal:wpaper:halshs-03169699)
by Ahmed Ayadi & Marjène Gana & Stéphane Goutte & Khaled Guesmi - Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption (RePEc:hal:wpaper:halshs-03169700)
by Stéphane Goutte & Thomas Péran & Thomas Porcher - Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset (RePEc:hal:wpaper:halshs-03211698)
by Youssef El-Khatib & Stéphane Goutte & Zororo S Makumbe & Josep Vives - Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us? (RePEc:hal:wpaper:halshs-03211699)
by Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte - Cryptocurrencies and COVID-19: What have we learned? (RePEc:hal:wpaper:halshs-03211702)
by John W Goodell & Stéphane Goutte - Economic drivers of volatility and correlation in precious metal markets (RePEc:hal:wpaper:halshs-03672469)
by Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther - Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? (RePEc:hal:wpaper:halshs-03672476)
by Amine Amar & Stéphane Goutte & Mohammad Isleimeyyeh & Ramzi Benkraiem - How to 'Trump' the energy market: evidence from the WTI-Brent spread (RePEc:hal:wpaper:halshs-03843257)
by Catalin Dragomirescu-Gaina & Dionisis Philippas & Stéphane Goutte - Deep Learning And Technical Analysis In Cryptocurrency Market (RePEc:hal:wpaper:halshs-03917333)
by Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von - Esg Investing: A Sentiment Analysis Approach (RePEc:hal:wpaper:halshs-03917335)
by Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von - Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015 (RePEc:hal:wpaper:halshs-03917358)
by Said El Atiek & Stéphane Goutte - Diversification benefits of precious metal markets (RePEc:hal:wpaper:halshs-04057273)
by Theu Dinh & Stéphane Goutte & Duc Khuong Nguyen & Nikolas Topaloglou - Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict (RePEc:hal:wpaper:halshs-04064084)
by Mondher Bouattour & Amine Ben Amar & Stéphane Goutte & Makram Bellalah - Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets (RePEc:hal:wpaper:halshs-04068644)
by Ayedi Ahmed & Marjène Gana & Stéphane Goutte & Khaled Guesmi - Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS (RePEc:hal:wpaper:halshs-04068651)
by Ayedi Ahmed & Marjène Gana & Stéphane Goutte & Khaled Guesmi - The role and challenges of Rare Earths in the Energy Transition (RePEc:hal:wpaper:halshs-04126172)
by Lisa Depraiter & Stéphane Goutte - The role and challenges of Rare Earths in the Energy Transition (RePEc:hal:wpaper:halshs-04199796)
by Lisa Depraiter & Stéphane Goutte - Risk minimisation: the failure of electricity intra-day forward contracts (RePEc:ids:ijgeni:v:40:y:2017:i:5:p:335-343)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Optimal management of an oil exploitation (RePEc:ids:ijgeni:v:41:y:2018:i:1/2/3/4:p:69-85)
by Stéphane Goutte & Idris Kharroubi & Thomas Lim - The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process (RePEc:ipg:wpaper:2014-285)
by Julien Chevallier & Stéphane Goutte - Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach (RePEc:liu:liucej:v:16:y:2019:i:2:p:171-205)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Péran & Thomas Porcher - Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries (RePEc:liu:liucej:v:17:y:2020:i:1:p:3-4)
by Stéphane Goutte - Ownership Structure and Firm Performance : Evidence from a non-parametric panel (RePEc:luc:wpaper:11-16)
by Malika Hamadi & Andreas Heinen - The Asymmetric Responses of Stock Markets (RePEc:ris:integr:0730)
by Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled - Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching (RePEc:spr:annopr:v:255:y:2017:i:1:d:10.1007_s10479-015-1967-5)
by Julien Chevallier & Stéphane Goutte - Optimal strategy between extraction and storage of crude oil (RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2844-9)
by Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi - Optimal risk management problem of natural resources: application to oil drilling (RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03303-1)
by M’hamed Gaïgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim - Climate and nomadic migration in a nonlinear world: evidence of the historical China (RePEc:spr:climat:v:163:y:2020:i:4:d:10.1007_s10584-020-02901-4)
by Olivier Damette & Stephane Goutte & Qing Pei - A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets (RePEc:spr:dymchp:978-3-030-54252-8_12)
by Stéphane Goutte & Benjamin Keddad - Bessel Bridges Decomposition with Varying Dimension: Applications to Finance (RePEc:spr:jotpro:v:27:y:2014:i:4:d:10.1007_s10959-013-0496-x)
by Gabriel Faraud & Stéphane Goutte - Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment (RePEc:spr:sprchp:978-3-030-79713-3_5)
by Olivier Damette & Stéphane Goutte - Correlation evidence in the dynamics of agricultural commodity prices (RePEc:taf:apeclt:v:21:y:2014:i:17:p:1238-1242)
by Raphaël Homayoun Boroumand & Stephane Goutte & Simon Porcher & Thomas Porcher - Detecting jumps and regime switches in international stock markets returns (RePEc:taf:apeclt:v:22:y:2015:i:13:p:1011-1019)
by Julien Chevallier & St�phane Goutte - Intraday hedging with financial options: the case of electricity (RePEc:taf:apeclt:v:24:y:2017:i:20:p:1448-1454)
by Raphaël Homayoun Boroumand & Stéphane Goutte - FDI, banking crises and growth: direct and spill over effects (RePEc:taf:apeclt:v:26:y:2019:i:20:p:1655-1658)
by Brahim Gaies & Stéphane Goutte & Khaled Guesmi - Unknown item RePEc:taf:apfiec:v:24:y:2014:i:21:p:1361-1366 (article)
- Regime-switching stochastic volatility model: estimation and calibration to VIX options (RePEc:taf:apmtfi:v:24:y:2017:i:1:p:38-75)
by Stéphane Goutte & Amine Ismail & Huyên Pham - Tobin tax and trading volume tightening: a reassessment (RePEc:taf:applec:v:47:y:2015:i:29:p:3124-3141)
by Olivier Damette & St鰨ane Goutte - Cross-country performance of Lévy regime-switching models for stock markets (RePEc:taf:applec:v:49:y:2017:i:2:p:111-137)
by Julien Chevallier & Stéphane Goutte - Jumps and volatility dynamics in agricultural commodity spot prices (RePEc:taf:applec:v:49:y:2017:i:40:p:4035-4054)
by Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher - Hedging and diversification across commodity assets (RePEc:taf:applec:v:52:y:2020:i:23:p:2472-2492)
by Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi - Beyond climate and conflict relationships: new evidence from copulas analysis (RePEc:ulp:sbbeta:2020-19)
by Olivier Damette & Stephane Goutte - Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age (RePEc:ulp:sbbeta:2020-20)
by Olivier DAMETTE & Claude DIEBOLT & Stephane GOUTTE & Umberto TRIACCA - Emerging and advanced economies markets behaviour during the COVID‐19 crisis era (RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1563-1581)
by Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi - Characterizing the hedging policies of commodity price‐sensitive corporations (RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1264-1281)
by Raphaël H. Boroumand & Stéphane Goutte & Ehud I. Ronn - What Interactions between Financial Globalization and Instability?—Growth in Developing Countries (RePEc:wly:jintdv:v:31:y:2019:i:1:p:39-79)
by Brahim Gaies & Stephane Goutte & Khaled Guesmi - Handbook of Energy Finance:Theories, Practices and Simulations (RePEc:wsi:wsbook:11213)
by None - Risk Factors and Contagion in Commodity Markets and Stocks Markets (RePEc:wsi:wsbook:11549)
by None - Cryptofinance:A New Currency for a New Economy (RePEc:wsi:wsbook:12353)
by None - Bitcoin and the First Wave of COVID-19 (RePEc:wsi:wschap:9789811239618_0003)
by John W. Goodell & Stéphane Goutte - Mean-Reverting Lévy Jump Dynamics in the European Power Sector (RePEc:wsi:wschap:9789814641814_0013)
by Julien Chevallier & Stéphane Goutte