# Access Statistics for Stéphane Goutte

Author contact details at EconPapers.

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 1 2 2
A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS 0 0 0 0 0 1 5 9
A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets 0 0 1 22 0 2 9 46
A regime switching model to evaluate bonds in a quadratic term structure of interest rates 0 0 1 9 0 0 10 33
A switching microstructure model for stock prices 0 0 0 0 0 0 1 1
A switching microstructure model for stock prices 0 0 0 0 0 0 1 1
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach 0 0 0 0 0 2 10 15
Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? 0 0 0 14 1 4 16 28
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? 0 0 0 0 1 3 15 15
Bessel bridges decomposition with varying dimension. Applications to finance 0 0 0 1 0 0 1 12
Beyond climate and conflict relationships: new evidence from copulas analysis 0 2 22 22 0 6 21 21
COVID 19's impact on crude oil and natural gas S&P GS Indexes 0 7 35 35 18 55 78 78
Climate and nomadic migration in a nonlinear world: evidence of the Historical China 0 5 23 23 6 9 15 15
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 1 7 36 1 2 14 27
Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age 1 3 34 34 6 12 28 28
Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age 0 0 4 4 1 2 8 8
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis 0 0 8 8 1 6 19 19
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 0 2 2 14 19
Conditional Markov regime switching model applied to economic modelling 0 0 0 57 0 0 2 86
Contagion and bond pricing: The case of the ASEAN region 0 0 0 0 0 1 10 14
Continuous time regime switching model applied to foreign exchange rate 0 0 1 89 0 0 3 167
Correlation evidence in the dynamics of agricultural commodity prices 0 0 0 0 2 3 9 11
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY 0 0 1 3 2 6 20 24
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS 0 0 0 6 4 6 22 44
Detecting jumps and regime-switches in international stock markets returns 0 0 0 10 0 0 4 24
Diversifying with cryptocurrencies during COVID-19 0 16 16 16 2 43 45 45
Dual Optimization Problem on Defaultable Claims 0 0 0 0 0 0 1 1
EDF: France can avoid an industrial and financial disaste 0 0 0 0 0 0 1 1
FDI, banking crises and growth: direct and spill over effects 0 0 0 14 0 0 3 18
FDI, banking crises and growth: direct and spill over effects 0 0 0 0 0 0 9 11
FDI, banking crisis and growth: direct and spill over effects 0 0 0 17 1 3 9 19
FDI, banking crisis and growth: direct and spill over effects 0 0 1 18 0 1 4 19
Fight against pollution: the paramount role of car manufacturers 0 0 0 0 0 0 0 0
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 2 4 18 25
Foreign exchange rates under Markov Regime switching model 0 0 8 338 1 7 48 1,053
Gaz de schiste en Europe: le mirage des emplois 0 1 1 1 0 3 7 7
Handbook of Energy Finance 0 0 0 0 0 0 7 11
Handbook of Energy Finance 0 0 0 0 0 0 8 13
Hedging and diversification across commodity assets 0 0 0 0 1 1 3 3
Hedging strategies in energy markets: The case of electricity retailers 0 0 0 53 1 1 8 60
Hedging strategies in energy markets: the case of electricity retailers 0 0 0 2 1 3 6 25
How to implement a fair and progressive carbon price to fight climate change? 1 2 9 9 2 4 13 13
International Financial Markets 0 0 0 0 0 1 13 18
Jumps and volatility dynamics in agricultural commodity spot prices 0 0 0 0 0 2 8 21
Markov switching quadratic term structure models 0 0 0 3 0 1 3 13
Markov switching quadratic term structure models 0 0 0 1 0 0 4 17
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 3 10 13
Mean-variance hedging under multiple defaults risk 0 0 0 0 2 2 2 2
Media attention and Bitcoin prices 0 0 0 0 0 1 24 31
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 6 32 2 3 18 42
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 0 0 0 0 0 1 10 13
On the study of conditional dependence structure between oil, gold and USD exchange rates 0 0 0 0 0 3 15 18
Optimal risk management problem of natural resources: Application to oil drilling 0 0 2 13 0 0 4 9
Optimal strategy between extraction and storage of crude oil 0 0 0 0 0 2 12 18
Optimal strategy between extraction and storage of crude oil 0 0 0 0 0 1 12 13
Optimization problem and mean variance hedging on defaultable claims 0 0 0 3 0 2 3 26
Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers 1 1 5 32 1 1 18 31
Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options 0 0 3 52 0 0 5 72
Regime-switching stochastic volatility model: estimation and calibration to VIX options 0 0 0 0 1 3 3 3
Risk Factors and Contagion in Commodity Markets and Stocks Markets 0 0 0 0 0 2 34 35
Risk minimisation: the failure of electricity intra-day forward contracts 0 0 0 0 0 2 4 6
Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France 2 5 7 7 2 8 22 22
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 1 1 1 1
Study of the dynamic of Bitcoin's price 1 2 6 35 1 4 16 27
The Asymmetric Responses of Stock Markets 0 0 0 0 1 1 7 7
The Value of Flexibility in Power Markets 1 1 5 22 2 3 28 57
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 1 26 0 0 7 93
The macroeconomic determinants of Covid19 mortality rate and the role of post subprime crisis decisions 2 3 30 30 3 10 28 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 0
Tobin tax and trading volume tightening: a reassessment 0 0 0 48 0 1 6 95
Variance Optimal Hedging for continuous time processes with independent increments and applications 0 0 0 20 0 3 4 110
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets 0 0 0 11 0 1 4 61
Variance optimal hedging for continuous time additive processes and applications 0 0 0 12 0 0 2 40
Weather, pollution and Covid-19 spread: a time series and Wavelet reassessment 0 4 41 41 4 10 33 33
What Interactions between Financial Globalization and Instability?-Growth in Developing Countries 0 0 0 0 1 2 10 12
Why the liberalization of the energy sector does not benefit consumers 0 0 0 0 1 1 2 2
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 0 0 7 7 0 0 10 10
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 0 1 6 6 0 1 4 4
Total Working Papers 9 54 291 1,242 78 269 913 3,074
1 registered items for which data could not be found

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 8 0 0 3 89
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach 0 0 2 21 0 0 9 79
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? 0 0 1 1 0 1 8 8
Characterizing the hedging policies of commodity price‐sensitive corporations 1 2 3 3 1 2 3 3
Commodities risk premia and regional integration in gas-exporting countries 0 0 4 5 0 2 20 30
Conditional Markov regime switching model applied to economic modelling 0 0 1 13 1 1 6 59
Contagion and bond pricing: The case of the ASEAN region 0 0 1 3 2 4 12 30
Correlation evidence in the dynamics of agricultural commodity prices 0 0 1 7 0 0 2 23
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 0 0 2 10
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 0 0 2 21
Does Financial inclusion affect the African banking stability? 2 7 16 16 3 15 52 52
Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates 0 1 3 3 4 8 18 18
Dual Optimization Problem on Defaultable Claims 0 0 0 2 0 0 1 13
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 1 3 7 14 1 5 21 44
FDI, banking crises and growth: direct and spill over effects 0 0 1 1 0 0 5 5
Hedging and diversification across commodity assets 0 1 3 3 0 2 10 10
Hedging strategies in energy markets: The case of electricity retailers 1 1 3 18 2 7 27 129
Intraday hedging with financial options: the case of electricity 0 1 1 2 0 1 3 14
Jumps and volatility dynamics in agricultural commodity spot prices 0 0 1 7 2 2 9 31
Media attention and Bitcoin prices 0 1 7 8 0 4 30 34
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 1 2 3 5 5 14 30 60
On the estimation of regime-switching Lévy models 2 3 8 32 4 6 29 105
On the study of conditional dependence structure between oil, gold and USD exchange rates 0 0 3 10 2 6 21 62
Optimal strategy between extraction and storage of crude oil 0 1 6 6 1 3 29 33
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers 0 0 0 0 1 3 18 20
Regime-switching stochastic volatility model: estimation and calibration to VIX options 0 0 1 1 0 0 7 14
Risk minimisation: the failure of electricity intra-day forward contracts 0 0 0 8 2 4 13 35
Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries 0 0 2 2 1 1 4 4
The Asymmetric Responses of Stock Markets 0 0 0 0 0 0 4 36
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims 0 0 1 5 1 1 2 21
The value of flexibility in power markets 3 7 22 24 12 27 103 117
Tobin tax and trading volume tightening: a reassessment 0 0 0 3 0 2 8 47
Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets 1 1 2 2 3 6 14 14
What Interactions between Financial Globalization and Instability?—Growth in Developing Countries 0 0 2 2 0 0 6 11
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 0 3 6 6 6 121 136 136
Total Journal Articles 12 34 111 245 54 248 667 1,417