| 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 |
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0 |
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7 |
| A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS |
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0 |
0 |
0 |
0 |
1 |
1 |
18 |
| A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
64 |
| A regime switching model to evaluate bonds in a quadratic term structure of interest rates |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
45 |
| A switching microstructure model for stock prices |
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0 |
0 |
0 |
0 |
0 |
0 |
4 |
| A switching microstructure model for stock prices |
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0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments |
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0 |
0 |
0 |
0 |
| Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments |
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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 |
1 |
1 |
4 |
23 |
| Asymmetric evidence of gasoline price responses in France: A Markov-switching approach |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
31 |
| Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
41 |
| Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? |
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0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Bessel bridges decomposition with varying dimension. Applications to finance |
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0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective |
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0 |
0 |
0 |
0 |
0 |
5 |
6 |
| Beyond climate and conflict relationships: new evidence from copulas analysis |
0 |
0 |
3 |
39 |
0 |
0 |
3 |
63 |
| COVID 19's impact on crude oil and natural gas S&P GS Indexes |
0 |
0 |
2 |
94 |
2 |
4 |
15 |
293 |
| Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
54 |
| Cliometrics of Climate Change |
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0 |
0 |
27 |
0 |
0 |
1 |
21 |
| Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age |
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0 |
0 |
7 |
0 |
0 |
0 |
24 |
| Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
78 |
| Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis |
0 |
0 |
0 |
22 |
0 |
0 |
6 |
93 |
| 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? |
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0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? |
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0 |
2 |
3 |
0 |
0 |
5 |
9 |
| Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us? |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
21 |
| Conditional Markov regime switching model applied to economic modelling |
0 |
0 |
2 |
60 |
0 |
0 |
2 |
96 |
| Contagion and bond pricing: The case of the ASEAN region |
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0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Continuous time regime switching model applied to foreign exchange rate |
0 |
2 |
5 |
94 |
0 |
3 |
7 |
180 |
| Correlation evidence in the dynamics of agricultural commodity prices |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
| Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption |
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0 |
2 |
12 |
0 |
0 |
2 |
25 |
| Cryptocurrencies and COVID-19: What have we learned? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
39 |
| DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET |
3 |
5 |
14 |
42 |
6 |
10 |
42 |
74 |
| DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
96 |
| DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
101 |
| Detecting jumps and regime-switches in international stock markets returns |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
43 |
| Diversification benefits of precious metal markets |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
3 |
| 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 |
1 |
3 |
30 |
1 |
4 |
16 |
51 |
| Economic drivers of volatility and correlation in precious metal markets |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
9 |
| Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
46 |
| 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 |
1 |
1 |
1 |
1 |
| FDI, banking crises and growth: direct and spill over effects |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
25 |
| FDI, banking crises and growth: direct and spill over effects |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
| FDI, banking crisis and growth: direct and spill over effects |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
33 |
| FDI, banking crisis and growth: direct and spill over effects |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
31 |
| 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 |
0 |
4 |
28 |
| Financial Mathematics, Volatility and Covariance Modelling |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
56 |
| Foreign exchange rates under Markov Regime switching model |
0 |
0 |
0 |
341 |
0 |
0 |
4 |
1,082 |
| Gaz de schiste en Europe: le mirage des emplois |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
26 |
| Handbook of Energy Finance |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
21 |
| Handbook of Energy Finance |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
17 |
| 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 |
1 |
3 |
82 |
| Hedging strategies in energy markets: the case of electricity retailers |
0 |
0 |
2 |
7 |
0 |
0 |
3 |
50 |
| How to 'Trump' the energy market: evidence from the WTI-Brent spread |
0 |
1 |
1 |
12 |
0 |
1 |
4 |
12 |
| How to implement a fair and progressive carbon price to fight climate change? |
0 |
0 |
1 |
16 |
0 |
1 |
3 |
48 |
| Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015 |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
6 |
| International Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
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 |
0 |
0 |
0 |
| 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 |
1 |
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 |
1 |
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 |
2 |
2 |
5 |
55 |
| Migration surge under the context of climate change: a case study of China |
0 |
1 |
2 |
2 |
2 |
5 |
8 |
8 |
| News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
| On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps |
0 |
0 |
1 |
37 |
0 |
1 |
2 |
63 |
| 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 |
1 |
1 |
24 |
| On the study of conditional dependence structure between oil, gold and USD exchange rates |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
30 |
| 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 |
0 |
24 |
| Optimal strategy between extraction and storage of crude oil |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
16 |
| 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 |
1 |
1 |
1 |
0 |
1 |
4 |
7 |
| 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 |
0 |
0 |
41 |
| Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options |
1 |
1 |
2 |
3 |
1 |
3 |
6 |
7 |
| Regime-switching stochastic volatility model: estimation and calibration to VIX options |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
24 |
| Risk Factors and Contagion in Commodity Markets and Stocks Markets |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
49 |
| 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 |
0 |
0 |
| Routledge Advances in Applied Financial Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| SME internationalisation: Do the types of innovation matter? |
0 |
0 |
21 |
21 |
0 |
0 |
13 |
13 |
| Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
9 |
| 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 |
4 |
71 |
| 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 |
0 |
0 |
51 |
| 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 |
2 |
103 |
| The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
143 |
| The role and challenges of Rare Earths in the Energy Transition |
0 |
0 |
2 |
2 |
0 |
0 |
7 |
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 |
0 |
2 |
26 |
| 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 |
2 |
2 |
| Variance Optimal Hedging for continuous time processes with independent increments and applications |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
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 |
1 |
2 |
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 |
1 |
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 |
0 |
1 |
28 |
| Total Working Papers |
4 |
12 |
76 |
1,637 |
21 |
59 |
301 |
4,882 |
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