← All authors Stéphane Goutte Université de Versailles Saint-Quentin-en-Yvelines (per OpenAlex) · ORCID · OpenAlex
95 papers in scope · 95 published · 1 on the econ.EM arXiv · 2,592 citations · h-index 25 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Wei-Xing Zhou Yun-Shi Dai Kiet Tuan Duong Pengfei Dai Kamil Yılmaz Peng-Fei Dai Francis X. Diebold Duc Khuong Nguyen Daniele Girolimetto Francis Ludlow Julia Manso Michael J. Puma Stefan Wager Susan Athey Emanuele Lopetuso Massimiliano Caporin Eugene Dettaa Endong Wang Koichiro Moriya Akihiko Noda Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 95)
Cities, climate & growth: Evidence from Athens, Greece
published 2025 · International Review of Economics & Finance
with Tryfonas Christou, Konstantinos N. Konstantakis, Panayotis G. Michaelides, Maria Psyllou
Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM
published 2025 · Journal of Forecasting · 7 citations
with Giorgos Kotsompolis, Panagiotis T. Cheilas, Konstantinos N. Konstantakis, Evangelos Sfakianakis, Panayotis G. Michaelides
published 2025 · Risk Analysis · 4 citations
From aid to equality: Uncovering the role of climate finance funds in inhibiting carbon inequality
published 2025 · International Review of Economics & Finance · 1 citations
with Congyu Zhao, Kangyin Dong, Rabindra Nepal
Sustainable urban development policies and climate adaptation: evaluating real estate market stability in Tianjin Sino-Singapore Eco-City
published 2025 · Humanities and Social Sciences Communications
with Haoxi Chen, Mayssa Mhadhbi, Ruotong Tang
Influence of social sustainable development goals sentiment on listed companies
published 2025 · Research in International Business and Finance · 1 citations
with Tuong Bao Diep, Hoang-Viet Le, Fei Liu, Lily Nguyen, Hans-Jörg von Mettenheim
Impact of exogenous events on volatility derivatives pricing
published 2025 · Research in International Business and Finance
with Youssef El-Khatib, Feng Ma, Samuel A. Vigne
Geopolitical risk and the global supply of rare earth permanent magnets: Insights from China’s export trends
published 2025 · Energy Economics · 46 citations
with Lisa Depraiter, Thomas Porcher
Geopolitical risk and clean energy investments: Exploring the role of rare earths
published 2025 · International Review of Financial Analysis · 39 citations
with Lisa Depraiter
Migration surge under the context of climate change: a case study of China
published 2025 · Environmental Economics and Policy Studies · 1 citations
with Haoxi Chen
Does executive gender diversity culture inhibit corporate greenwashing behavior? The effect of informal institutions
published 2024 · International Review of Financial Analysis · 31 citations
with Rabindra Nepal, Youyi Deng, Kangyin Dong
Forecasting photovoltaic production with neural networks and weather features
published 2024 · Energy Economics · 13 citations
with Klemens Klotzner, Hoang-Viet Le, Hans-Jörg von Mettenheim
Main challenges regarding development and sustainability in economics and finance” [Dev. Sustain. Econ. Financ. 1 (2024) 100002
published 2024 · Development and sustainability in economics and finance. · 43 citations
with María Eugenia Sanin
Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments
published 2024 · Energy Economics · 21 citations
with Mayssa Mhadhbi
Climate risks and the realized higher-order moments of financial markets: Evidence from China
published 2024 · International Review of Economics & Finance · 18 citations
with Yihan Wang, Elie Bouri, Amin Sokhanvar
Optimal risk management considering environmental and climatic changes
published 2024 · Risk Analysis · 13 citations
with Ramzi Benkraiem, Youssef El-Khatib, Jun Fan, Tony Klein
Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability
published 2024 · Research in International Business and Finance · 5 citations
with Chawki El Moussawi, Imen Kouki, Hassan Obeid
Introducing the GVAR-GARCH model: Evidence from financial markets
published 2024 · Journal of International Financial Markets Institutions and Money · 6 citations
with Arsenios-Georgios N. Prelorentzos, Konstantinos N. Konstantakis, Panayotis G. Michaelides, Panos Xidonas, Dimitrios D. Thomakos
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets
published 2023 · Journal of International Financial Markets Institutions and Money · 3 citations
with Ahmed Ayadi, Marjène Rabah Gana, Khaled Guesmi
The role and challenges of rare earths in the energy transition
published 2023 · Resources Policy · 103 citations
with Lisa Depraiter
Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling
published 2023 · International Review of Financial Analysis · 8 citations
with Konstantinos N. Konstantakis, Panos Xidonas, Panayotis G. Michaelides
Portfolio management with ESG news sentiment
published 2023 · Bankers Markets & Investors · 3 citations
with Ron Grosse, Hoang-Viet Le, Fei Liu, Hans-Jörg von Mettenheim
How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread
published 2023 · Energy Policy · 9 citations · first circulated 2022
with Catalin Dragomirescu-Gaina, Dionisis Philippas
SME internationalisation: Do the types of innovation matter?
published 2023 · International Review of Financial Analysis · 24 citations
with Boumediene Ramdani, Fateh Bélaïd
The Ramadan effect on commodity and stock markets integration
published 2023 · Review of Accounting and Finance · 8 citations
with Amine Ben Amar, Amir Hasnaoui, Amine Marouane, Héla Mzoughi
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
published 2023 · Finance research letters · 15 citations
with Amine Ben Amar, Mondher Bouattour, Makram Bellalah
Deep learning and technical analysis in cryptocurrency market
published 2023 · Finance research letters · 43 citations
with Hoang-Viet Le, Fei Liu, Hans-Jörg von Mettenheim, Hans-J org von Mettenheim, Viet Phuong LE-HOANG
A hybrid stochastic volatility model in a Lévy market
published 2023 · International Review of Economics & Finance · 2 citations
with Youssef El-Khatib, Zororo S. Makumbe, Josep Vives
Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015
published 2023 · Research in International Business and Finance · 11 citations · first circulated 2021
with Said El Atiek
News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?
published 2022 · The Journal of Risk Finance · 21 citations
with Hoang-Viet Le, Hans-Jörg von Mettenheim, Fei Liu
Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors
published 2022 · Journal of International Financial Markets Institutions and Money · 13 citations
with Ramzi Benkraiem, Samir Saadi, Hui Zhu, Steven Zhu, Steven H. Zhu
Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective
published 2022 · Journal of Comparative Economics · 5 citations · first circulated 2020
with Olivier Damette
Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets
published 2022 · The Quarterly Review of Economics and Finance · 12 citations
with Amine Ben Amar, Mohammad Isleimeyyeh
Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
published 2022 · International Review of Financial Analysis · 10 citations
with Amine Ben Amar, Mohammad Isleimeyyeh, Ramzi Benkraiem
Economic drivers of volatility and correlation in precious metal markets
published 2022 · Journal of commodity markets · 47 citations · first circulated 2021
A fair and progressive carbon price for a sustainable economy
published 2021 · Journal of Environmental Management · 25 citations
with Raphaël-Homayoun Boroumand, Thomas Porcher, Thomas F. Stocker
Investors’ attention and information losses under market stress
published 2021 · 18 citations
On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis
published 2021 · International Review of Financial Analysis · 48 citations
with Mayssa Mhadhbi, Mohamed Imen Gallali, Khaled Guesmi
Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS
published 2021 · International Review of Economics & Finance · 23 citations
with Ahmed Ayadi, Marjène Rabah Gana, Khaled Guesmi
Meteorological factors against COVID-19 and the role of human mobility
published 2021 · PLoS ONE · 37 citations
with Olivier Damette, Clément Mathonnat
Is It Possible to Forecast the Price of Bitcoin?
published 2021 · Forecasting · 23 citations
with Julien Chevallier, Dominique Guégan
Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption
published 2021 · Finance research letters · 10 citations
with Thomas Péran, Thomas Porcher
Diversifying equity with cryptocurrencies during COVID-19
published 2021 · International Review of Financial Analysis · 242 citations · first circulated 2020
with John W. Goodell
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
published 2021 · Finance research letters · 5 citations
with Youssef El-Khatib, Zororo S. Makumbe, Josep Vives
Modelling of Fuel-and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets
published 2021 · Mathematics · 5 citations
with Weiliang Lu, Alexis Arrigoni, Anatoliy Swishchuk
Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era
published 2021 · International Journal of Finance & Economics · 46 citations
with Fateh Bélaïd, Amine Ben Amar, Khaled Guesmi
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints
published 2020 · Energy Policy · 81 citations · first circulated 2019
with Julien Chevallier, Qiang Ji, Khaled Guesmi
Climate and nomadic migration in a nonlinear world: evidence of the historical China
published 2020 · Climatic Change · 13 citations
with Olivier Damette, Qing Pei
The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France
published 2020 · Research in International Business and Finance · 69 citations
with Thomas Péran, Thomas Porcher
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
published 2020 · Finance research letters · 472 citations
with John W. Goodell
The continuing evolution of Energy Policy
published 2020 · Energy Policy · 14 citations
with Stephen P. A. Brown, Marilyn A. Brown, Reinhard Madlener, Stephen Thomas, Peng Zhou, Carlos Henggeler Antunes, Sonia Yeh, Huibin Du
Does Financial inclusion affect the African banking stability
published 2020 · Economics bulletin · 10 citations
with Imen Kouki, Ilyes Abid, Khaled Guesmi
no link
Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates
published 2020 · Research in International Business and Finance · 38 citations · first circulated 2019
with Brahim Gaies, Khaled Guesmi
Hedging and diversification across commodity assets
published 2019 · Applied Economics · 38 citations
with Ilyes Abid, Abderrazak Dhaoui, Khaled Guesmi
Characterizing the hedging policies of commodity price‐sensitive corporations
published 2019 · Journal of Futures Markets · 4 citations · first circulated 2017
with Raphaël Homayoun Boroumand, Ehud I. Ronn
Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets
published 2019 · Energy Policy · 21 citations
with Ilyes Abid, Khaled Guesmi, Ibrahim Jamali
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers
published 2019 · Energy Policy · 15 citations
with Raphaël-Homayoun Boroumand, Khaled Guesmi, Thomas Porcher, Raphaël Homayoun Boroumand
Media attention and Bitcoin prices
published 2019 · Finance research letters · 160 citations
with Dionisis Philippas, Hatem Rjiba, Khaled Guesmi
FDI, banking crises and growth: direct and spill over effects
published 2019 · Applied Economics Letters · 12 citations
with Brahim Gaies, Khaled Guesmi
Life insurance demand dynamics impact of economic and human-sustainability: Fresh evidence from African countries
published 2019 · Bankers Markets & Investors
with Abderrazak Dhaoui, Olfa Kaabia, Khaled Guesmi, Ilyes Abid
Commodities risk premia and regional integration in gas-exporting countries
published 2019 · Energy Economics · 7 citations
with Ilyes Abid, Khaled Guesmi, Christian Urom, Julien Chevallier
A switching microstructure model for stock prices
published 2019 · Mathematics and Financial Economics · 9 citations
with Donatien Hainaut
Are We Sentenced to Financial Globalization
published 2019 · Journal of European economic history/The Journal of European economic history · 12 citations
with Brahim Gaies, Khaled Guesmi
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Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?
published 2018 · Finance research letters · 26 citations
with Brahim Gaies, Khaled Guesmi
The value of flexibility in power markets
published 2018 · Energy Policy · 61 citations
with Philippe Vassilopoulos
What Interactions between Financial Globalization and Instability?—Growth in Developing Countries
published 2018 · Journal of International Development · 38 citations
with Brahim Gaies, Khaled Guesmi
Contagion and bond pricing: The case of the ASEAN region
published 2018 · Research in International Business and Finance · 2 citations
with Ilyes Abid, Abderrazak Dhaoui, Khaled Guesmi
On the study of conditional dependence structure between oil, gold and USD exchange rates
published 2018 · International Review of Financial Analysis · 51 citations
with Rihab Bedoui, Sana Braeik, Khaled Guesmi
Optimal strategy between extraction and storage of crude oil
published 2018 · Annals of Operations Research · 8 citations
with Ilyes Abid, Farid Mkaouar, Khaled Guesmi
The Asymmetric Responses of Stock Markets
published 2018 · Journal of Economic Integration · 15 citations
with Abderrazak Dhaoui, Khaled Guesmi
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
published 2018 · Journal of International Financial Markets Institutions and Money · 16 citations
with Khaled Guesmi, Abderrazak Dhaoui, Ilyes Abid
Optimal management of an oil exploitation
published 2018 · International Journal of Global Energy Issues · 3 citations · first circulated 2017
with Thomas Lim, Idris Kharroubi
Intraday hedging with financial options: the case of electricity
published 2017 · Applied Economics Letters · 4 citations
with Raphaël Homayoun Boroumand
Jumps and volatility dynamics in agricultural commodity spot prices
published 2017 · Applied Economics · 4 citations
with Raphaël Homayoun Boroumand, Simon Porcher, Thomas Porcher
Regime-switching stochastic volatility model: estimation and calibration to VIX options
published 2017 · Applied Mathematical Finance · 64 citations
with Amine Ismail, Huyên Pham
On the estimation of regime-switching Lévy models
published 2016 · Studies in Nonlinear Dynamics and Econometrics · 14 citations
with Julien Chevallier
Cross-country performance of Lévy regime-switching models for stock markets
published 2016 · Applied Economics · 1 citations
with Julien Chevallier
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach
published 2015 · Economic Modelling · 23 citations
with Raphaël Homayoun Boroumand, Simon Porcher, Thomas Porcher
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching
published 2015 · Annals of Operations Research · 18 citations
with Julien Chevallier
Mean-Variance Hedging Under Multiple Defaults Risk
published 2015 · Stochastic Analysis and Applications · 6 citations · first circulated 2012
with Sébastien Choukroun, Armand Ngoupeyou, Arm
Hedging strategies in energy markets: The case of electricity retailers
published 2015 · Energy Economics · 76 citations
with Raphaël Homayoun Boroumand, Simon Porcher, Thomas Porcher
Tobin tax and trading volume tightening: a reassessment
published 2015 · Applied Economics · 3 citations · first circulated 2014
with Olivier Damette
Detecting jumps and regime switches in international stock markets returns
published 2015 · Applied Economics Letters · 13 citations · first circulated 2014
with Julien Chevallier
Statistical Method to Estimate a Regime-Switching Lévy Model
published 2015 · Springer proceedings in mathematics & statistics
with Julien Chevallier
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims
published 2014 · Stochastic Processes and their Applications · 6 citations
with Armand Ngoupeyou
A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
published 2014 · Applied Financial Economics · 3 citations
with Raphaël Homayoun Boroumand, Thomas Porcher, Raphaël Homayoun
Correlation evidence in the dynamics of agricultural commodity prices
published 2014 · Applied Economics Letters · 4 citations
with Raphaël Homayoun Boroumand, Simon Porcher, Thomas Porcher
Conditional Markov regime switching model applied to economic modelling
published 2014 · Economic Modelling · 17 citations · first circulated 2012
Dual Optimization Problem on Defaultable Claims
published 2013 · Mathematical Economics Letters · 1 citations
with Armand Ngoupeyou
Variance–optimal hedging for discrete-time processes with independent increments: application to electricity markets
published 2013 · The Journal of Computational Finance · 15 citations · first circulated 2012
with Nadia Oudjane, Francesco Russo
DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL
published 2013 · Journal of applied mathematics & informatics · 11 citations
with Armand Ngoupeyou
Bessel Bridges Decomposition with Varying Dimension: Applications to Finance
published 2013 · Journal of Theoretical Probability · 3 citations
with Gabriel Faraud
Variance optimal hedging for continuous time additive processes and applications
published 2013 · Stochastics · 25 citations · first circulated 2009
with Nadia Oudjane, Francesco Russo
Pricing and Hedging in Stochastic Volatility Regime Switching Models
published 2013 · Journal of Mathematical Finance · 15 citations
On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process
published 2012 · Stochastic Analysis and Applications · 3 citations
with Nadia Oudjane, Francesco Russo
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