# Access Statistics for Stéphane Goutte

Author contact details at EconPapers.

Last month 3 months 12 months Total Last month 3 months 12 months Total
A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets 0 0 0 21 0 1 5 38
A regime switching model to evaluate bonds in a quadratic term structure of interest rates 0 0 0 8 2 3 8 26
Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? 0 0 6 14 1 3 13 15
Bessel bridges decomposition with varying dimension. Applications to finance 0 0 0 1 0 1 1 12
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 2 3 32 32 2 6 19 19
Conditional Markov regime switching model applied to economic modelling 0 0 0 57 0 0 2 84
Continuous time regime switching model applied to foreign exchange rate 1 1 1 89 1 3 5 167
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY 0 0 2 2 4 5 9 9
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS 0 0 6 6 7 12 33 34
Detecting jumps and regime-switches in international stock markets returns 0 0 1 10 1 1 3 21
FDI, banking crises and growth: direct and spill over effects 0 0 14 14 1 2 17 17
FDI, banking crisis and growth: direct and spill over effects 0 1 18 18 0 1 16 16
FDI, banking crisis and growth: direct and spill over effects 0 0 17 17 1 3 13 13
Foreign exchange rates under Markov Regime switching model 1 6 7 336 7 22 35 1,027
Hedging strategies in energy markets: the case of electricity retailers 0 0 0 2 2 3 10 22
Markov switching quadratic term structure models 0 0 0 1 2 2 3 15
Markov switching quadratic term structure models 0 0 0 3 1 1 1 11
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 3 29 29 2 9 33 33
Optimal risk management problem of natural resources: Application to oil drilling 0 0 11 11 1 1 6 6
Optimization problem and mean variance hedging on defaultable claims 0 0 0 3 1 1 4 24
Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers 0 1 28 28 3 8 21 21
Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options 0 1 1 50 0 2 16 69
Study of the dynamic of Bitcoin's price 0 2 31 31 0 4 15 15
The Value of Flexibility in Power Markets 1 2 13 19 8 15 39 44
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 25 1 2 13 88
Tobin tax and trading volume tightening: a reassessment 0 0 1 48 3 3 10 92
Variance Optimal Hedging for continuous time processes with independent increments and applications 0 0 0 20 1 1 1 107
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets 0 0 0 11 0 2 3 59
Variance optimal hedging for continuous time additive processes and applications 0 0 0 12 0 1 1 39
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 1 1 28 29 3 5 35 35
Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach 1 1 1 24 2 4 11 29
Total Working Papers 7 22 247 971 57 127 401 2,207
25 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 2 86
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach 1 1 4 20 3 4 13 74
Commodities risk premia and regional integration in gas-exporting countries 0 0 1 1 2 9 19 19
Conditional Markov regime switching model applied to economic modelling 0 0 0 12 0 1 3 54
Contagion and bond pricing: The case of the ASEAN region 0 0 2 2 1 2 20 20
Correlation evidence in the dynamics of agricultural commodity prices 1 1 1 7 1 1 4 22
Cross-country performance of LÃ©vy regime-switching models for stock markets 0 0 1 4 1 1 4 9
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 0 0 2 19
Dual Optimization Problem on Defaultable Claims 0 0 0 2 0 0 0 12
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 0 1 4 8 1 6 16 29
Hedging strategies in energy markets: The case of electricity retailers 0 0 2 15 3 6 24 108
Intraday hedging with financial options: the case of electricity 0 0 1 1 0 0 3 11
Jumps and volatility dynamics in agricultural commodity spot prices 0 0 2 6 2 2 6 24
Media attention and Bitcoin prices 0 1 2 2 3 6 10 10
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 0 0 0 2 5 8 33 38
On the estimation of regime-switching Lévy models 0 1 7 25 1 6 28 82
On the study of conditional dependence structure between oil, gold and USD exchange rates 0 1 7 8 2 6 38 47
Optimal strategy between extraction and storage of crude oil 2 3 3 3 6 13 17 17
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers 0 0 0 0 1 6 8 8
Regime-switching stochastic volatility model: estimation and calibration to VIX options 0 0 0 0 1 2 8 9
Risk minimisation: the failure of electricity intra-day forward contracts 0 0 2 8 1 3 8 25
The Asymmetric Responses of Stock Markets 0 0 0 0 1 2 8 34
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims 0 0 0 4 0 0 2 19
The value of flexibility in power markets 2 4 6 6 19 30 44 44
Tobin tax and trading volume tightening: a reassessment 0 0 0 3 1 2 5 41
What Interactions between Financial Globalization and Instability?—Growth in Developing Countries 0 0 0 0 1 2 5 7
Total Journal Articles 6 13 45 147 56 118 330 868