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Access Statistics for Stéphane Goutte

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
20 idées reçues sur l’énergie 0 0 0 0 0 0 0 7
A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS 0 0 0 0 0 0 1 18
A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets 0 1 1 25 0 1 2 65
A regime switching model to evaluate bonds in a quadratic term structure of interest rates 0 0 0 11 0 0 0 45
A switching microstructure model for stock prices 0 0 0 0 0 0 0 6
A switching microstructure model for stock prices 0 0 0 0 0 0 0 4
Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments 0 0 0 0 0 1 1 1
Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments 0 0 0 0 0 0 0 0
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 3 0 0 2 23
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach 0 0 0 0 0 0 1 31
Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? 0 0 0 16 0 0 2 41
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? 0 0 0 0 0 2 2 22
Bessel bridges decomposition with varying dimension. Applications to finance 0 0 0 0 0 0 2 2
Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective 0 0 0 0 0 1 5 7
Beyond climate and conflict relationships: new evidence from copulas analysis 0 1 2 40 0 2 3 65
COVID 19's impact on crude oil and natural gas S&P GS Indexes 0 1 2 95 0 2 12 295
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 0 0 54
Cliometrics of Climate Change 0 0 0 27 0 0 1 21
Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age 0 1 1 43 0 1 1 79
Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age 0 0 0 7 1 1 1 25
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis 0 0 0 22 1 2 7 95
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 0 0 2 40
Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? 0 0 0 0 0 0 0 1
Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? 0 0 1 3 0 1 4 10
Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us? 0 0 0 7 1 1 1 22
Conditional Markov regime switching model applied to economic modelling 0 0 2 60 0 1 3 97
Contagion and bond pricing: The case of the ASEAN region 0 0 0 0 0 0 0 18
Continuous time regime switching model applied to foreign exchange rate 0 0 5 94 0 1 7 181
Correlation evidence in the dynamics of agricultural commodity prices 0 0 0 0 0 0 0 15
Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption 0 0 1 12 1 1 2 26
Cryptocurrencies and COVID-19: What have we learned? 0 0 0 18 0 0 0 39
DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET 1 4 17 46 3 9 46 83
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY 0 0 0 7 0 0 2 96
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS 0 0 0 15 0 0 0 101
Detecting jumps and regime-switches in international stock markets returns 0 0 0 15 1 1 1 44
Diversification benefits of precious metal markets 0 1 1 3 0 1 2 4
Diversifying with cryptocurrencies during COVID-19 0 0 0 0 0 0 0 0
Dual Optimization Problem on Defaultable Claims 0 0 0 0 0 0 0 2
EDF: France can avoid an industrial and financial disaste 0 0 0 0 0 0 0 6
ESG INVESTING: A SENTIMENT ANALYSIS APPROACH 0 0 3 30 0 2 14 53
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 1 1 10
Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era 0 0 0 0 0 1 13 47
Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS 0 0 0 0 0 0 0 0
Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS 0 0 1 9 0 0 1 14
Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS 0 0 0 0 0 0 1 1
FDI, banking crises and growth: direct and spill over effects 0 0 0 0 0 1 2 23
FDI, banking crises and growth: direct and spill over effects 0 0 0 14 0 0 1 25
FDI, banking crisis and growth: direct and spill over effects 0 0 0 19 0 1 1 32
FDI, banking crisis and growth: direct and spill over effects 0 0 0 20 0 1 1 34
Fight against pollution: the paramount role of car manufacturers 0 0 0 0 0 0 0 9
Financial Market Dynamics after COVID 19 0 0 0 0 0 1 2 29
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 2 2 5 58
Foreign exchange rates under Markov Regime switching model 0 0 0 341 0 2 3 1,084
Gaz de schiste en Europe: le mirage des emplois 0 0 1 3 0 0 3 26
Handbook of Energy Finance 0 0 0 0 0 0 2 17
Handbook of Energy Finance 0 0 0 0 0 1 4 22
Hedging and diversification across commodity assets 0 0 0 0 0 0 0 16
Hedging strategies in energy markets: The case of electricity retailers 0 0 0 55 0 2 4 84
Hedging strategies in energy markets: the case of electricity retailers 0 0 0 7 0 2 2 52
How to 'Trump' the energy market: evidence from the WTI-Brent spread 0 0 1 12 0 1 4 13
How to implement a fair and progressive carbon price to fight climate change? 0 0 1 16 0 0 3 48
Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015 0 0 0 50 1 1 1 7
International Financial Markets 0 0 0 0 0 0 2 69
Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors 0 0 0 0 0 0 0 1
Investors’ attention and information losses under market stress 0 0 0 0 0 0 0 6
Is It Possible to Forecast the Price of Bitcoin? 0 0 1 1 0 0 2 2
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 0 0 2 2 2
Is climate a curse or a bless in the Covid-19 virus fighting ? 0 0 0 0 0 0 0 17
Jumps and volatility dynamics in agricultural commodity spot prices 0 0 0 0 0 0 0 30
Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS 0 0 0 13 0 0 1 5
Markov switching quadratic term structure models 0 0 0 3 0 0 0 18
Markov switching quadratic term structure models 0 0 0 1 0 0 1 23
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 0 2 20
Mean-variance hedging under multiple defaults risk 0 0 0 0 0 0 0 7
Media attention and Bitcoin prices 0 0 0 0 0 0 5 55
Migration surge under the context of climate change: a case study of China 0 2 4 4 0 7 15 15
News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? 0 0 0 0 4 5 9 10
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 1 37 0 2 4 65
On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis 0 0 0 12 0 0 1 27
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 0 0 0 0 0 0 1 24
On the study of conditional dependence structure between oil, gold and USD exchange rates 0 0 1 1 0 1 3 31
Optimal risk management problem of natural resources: Application to oil drilling 0 0 0 14 0 0 0 19
Optimal strategy between extraction and storage of crude oil 0 0 0 0 0 0 2 16
Optimal strategy between extraction and storage of crude oil 0 0 0 0 0 0 0 24
Optimization problem and mean variance hedging on defaultable claims 0 0 0 4 0 0 0 32
Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets 0 0 1 1 0 0 3 7
Optimizing Portfolios for the Brexit: An Equity-Commodity Analysis of Us, European and BRICS Markets 0 0 0 0 0 0 0 0
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets 0 0 0 0 0 0 0 0
Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers 0 0 0 36 0 1 1 42
Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options 0 0 2 3 0 0 6 7
Regime-switching stochastic volatility model: estimation and calibration to VIX options 0 0 0 0 0 1 8 25
Risk Factors and Contagion in Commodity Markets and Stocks Markets 0 0 0 0 0 1 4 50
Risk minimisation: the failure of electricity intra-day forward contracts 0 0 0 0 0 0 0 9
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 0 1 1
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 0 0 0
SME internationalisation: Do the types of innovation matter? 0 0 0 21 0 0 0 13
Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict 0 0 1 1 0 0 7 7
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict 0 0 0 6 0 2 5 11
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict 0 0 0 1 0 0 0 3
Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France 0 0 2 19 0 1 5 72
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 0 1 4
Study of the dynamic of Bitcoin's price 0 0 0 41 0 3 3 54
The Asymmetric Responses of Stock Markets 0 0 0 0 0 0 0 8
The Value of Flexibility in Power Markets 0 0 1 27 0 0 1 79
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 0 0 0 103
The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions 0 0 0 52 0 1 2 144
The role and challenges of Rare Earths in the Energy Transition 0 0 1 2 0 0 4 7
The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France 0 0 1 21 0 2 4 28
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims 0 0 0 0 0 0 0 3
Tobin tax and trading volume tightening: a reassessment 0 0 0 0 0 1 3 3
Variance Optimal Hedging for continuous time processes with independent increments and applications 0 0 0 21 0 0 0 115
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets 0 0 0 12 0 0 0 67
Variance optimal hedging for continuous time additive processes and applications 0 0 0 12 0 0 1 50
Weather, pollution and Covid-19 spread: a time series and Wavelet reassessment 0 0 0 47 0 0 0 68
What Interactions between Financial Globalization and Instability?-Growth in Developing Countries 0 0 0 0 0 0 4 24
Why the liberalization of the energy sector does not benefit consumers 0 0 0 0 0 0 0 7
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 0 0 0 6 0 0 0 15
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 0 0 0 8 0 1 1 29
Total Working Papers 1 11 56 1,649 15 79 295 4,968
6 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A regime-switching model to evaluate bonds in a quadratic term structure of interest rates 0 0 0 10 0 0 1 99
Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments 0 0 0 0 0 1 2 2
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 0 0 0 2 0 0 1 14
Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability 1 2 2 2 2 3 5 5
Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets 0 0 1 2 0 1 3 8
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach 0 0 1 28 0 0 4 100
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? 0 0 1 5 0 0 2 26
Bessel Bridges Decomposition with Varying Dimension: Applications to Finance 0 0 0 0 0 0 1 2
Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective 0 0 1 3 0 2 9 15
Characterizing the hedging policies of commodity price‐sensitive corporations 0 0 0 5 0 0 0 14
Climate and nomadic migration in a nonlinear world: evidence of the historical China 0 1 1 6 1 2 4 23
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis 0 1 3 24 0 3 14 129
Commodities risk premia and regional integration in gas-exporting countries 0 0 1 8 0 0 4 56
Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? 0 0 1 1 0 0 1 2
Conditional Markov regime switching model applied to economic modelling 0 0 0 18 1 1 1 79
Contagion and bond pricing: The case of the ASEAN region 0 0 0 6 0 0 1 45
Correlation evidence in the dynamics of agricultural commodity prices 0 0 0 8 0 0 0 31
Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption 0 0 1 3 0 0 2 15
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 0 0 1 16
Deep learning and technical analysis in cryptocurrency market 0 2 2 4 0 3 12 14
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 1 1 1 25
Diversifying equity with cryptocurrencies during COVID-19 0 0 1 12 1 2 10 51
Do actions speak louder than words? Evidence from microblogs 0 0 0 3 0 0 0 26
Does Financial inclusion affect the African banking stability? 1 1 2 56 3 4 12 148
Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates 0 0 1 16 0 0 2 85
Dual Optimization Problem on Defaultable Claims 0 0 0 2 0 0 0 16
Economic drivers of volatility and correlation in precious metal markets 0 0 2 2 0 1 4 9
Emerging and advanced economies markets behaviour during the COVID‐19 crisis era 2 3 3 3 2 3 5 6
Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS 0 0 0 3 0 1 1 12
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 0 0 9 42 0 1 18 112
FDI, banking crises and growth: direct and spill over effects 0 0 0 3 0 1 1 20
Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling 0 1 2 2 0 2 4 4
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 2 9 34 0 3 17 81
Hedging and diversification across commodity assets 0 0 3 13 0 3 10 36
Hedging strategies in energy markets: The case of electricity retailers 0 0 3 30 1 3 19 207
How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread 0 0 0 0 0 0 1 4
Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 0 0 2 3 0 0 7 11
Intraday hedging with financial options: the case of electricity 0 0 0 3 0 0 0 26
Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors 0 0 1 5 1 3 9 21
Investors’ attention and information losses under market stress 0 0 1 2 0 1 5 12
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 1 2 5 68
Jumps and volatility dynamics in agricultural commodity spot prices 0 0 1 9 0 0 2 44
Media attention and Bitcoin prices 0 0 2 32 0 2 13 165
Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets 0 0 1 1 0 0 3 3
News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? 1 1 6 17 2 6 22 46
On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis 1 1 1 4 1 1 1 24
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 0 0 0 7 0 0 0 100
On the estimation of regime-switching Lévy models 0 1 1 41 0 3 8 135
On the study of conditional dependence structure between oil, gold and USD exchange rates 0 1 2 14 0 2 4 88
Optimal management of an oil exploitation 0 0 0 1 0 0 0 12
Optimal risk management problem of natural resources: application to oil drilling 0 0 1 3 0 0 3 26
Optimal strategy between extraction and storage of crude oil 0 0 1 9 0 0 4 57
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets 0 0 0 0 0 0 3 3
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers 0 0 0 1 1 3 5 36
Regime-switching stochastic volatility model: estimation and calibration to VIX options 0 1 4 12 0 2 8 35
Risk minimisation: the failure of electricity intra-day forward contracts 0 0 0 8 0 0 0 42
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict 0 0 0 1 0 0 3 4
Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries 0 0 0 5 1 2 2 22
The Asymmetric Responses of Stock Markets 0 0 0 0 0 0 0 39
The Ramadan effect on commodity and stock markets integration 1 1 6 14 2 2 12 23
The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France 0 0 0 5 0 1 1 34
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims 0 0 0 6 0 0 0 25
The value of flexibility in power markets 0 0 3 50 0 0 9 238
Tobin tax and trading volume tightening: a reassessment 0 0 0 3 0 1 1 49
Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets 0 0 0 6 0 0 2 53
What Interactions between Financial Globalization and Instability?—Growth in Developing Countries 0 0 1 8 0 1 3 28
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 0 0 0 11 0 0 1 163
Total Journal Articles 7 19 84 653 21 73 309 3,169


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets 0 0 0 0 0 0 0 9
Bitcoin and the First Wave of COVID-19 0 0 0 0 0 0 1 15
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 3 6 0 0 5 24
Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment 0 0 0 0 0 0 0 3
Total Chapters 0 0 3 6 0 0 6 51


Statistics updated 2024-12-04