| 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 |
3 |
4 |
11 |
| A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
22 |
| A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets |
0 |
0 |
0 |
25 |
0 |
4 |
9 |
74 |
| A regime switching model to evaluate bonds in a quadratic term structure of interest rates |
0 |
0 |
0 |
11 |
0 |
4 |
7 |
55 |
| A switching microstructure model for stock prices |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
| A switching microstructure model for stock prices |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
14 |
| Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
| Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
8 |
| Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset |
0 |
0 |
0 |
3 |
0 |
2 |
5 |
28 |
| Assessing the impact of the expansion of pan-African banks and the institution s quality on African banking stability |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| Asymmetric evidence of gasoline price responses in France: A Markov-switching approach |
0 |
0 |
0 |
0 |
3 |
6 |
10 |
41 |
| Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? |
0 |
0 |
0 |
16 |
2 |
10 |
14 |
56 |
| Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
25 |
| Bessel bridges decomposition with varying dimension. Applications to finance |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
11 |
| Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective |
0 |
0 |
0 |
0 |
0 |
6 |
12 |
20 |
| Beyond climate and conflict relationships: new evidence from copulas analysis |
0 |
0 |
0 |
40 |
1 |
7 |
9 |
74 |
| COVID 19's impact on crude oil and natural gas S&P GS Indexes |
0 |
0 |
1 |
96 |
0 |
6 |
16 |
311 |
| Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints |
0 |
0 |
0 |
44 |
0 |
1 |
3 |
57 |
| Climate risks and the realized higher-order moments of financial markets: Evidence from China |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
11 |
| Cliometrics of Climate Change |
0 |
0 |
0 |
27 |
0 |
3 |
6 |
27 |
| Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age |
0 |
0 |
0 |
43 |
4 |
31 |
39 |
118 |
| Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age |
0 |
0 |
0 |
7 |
0 |
7 |
12 |
39 |
| Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis |
0 |
0 |
1 |
23 |
1 |
8 |
17 |
117 |
| Commodities risk premia and regional integration in gas-exporting countries |
0 |
0 |
0 |
1 |
1 |
3 |
7 |
48 |
| Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
8 |
| Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? |
0 |
0 |
0 |
3 |
3 |
6 |
10 |
23 |
| Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us? |
0 |
0 |
0 |
9 |
0 |
6 |
12 |
39 |
| Conditional Markov regime switching model applied to economic modelling |
0 |
0 |
0 |
60 |
1 |
4 |
9 |
106 |
| Contagion and bond pricing: The case of the ASEAN region |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
24 |
| Continuous time regime switching model applied to foreign exchange rate |
0 |
0 |
2 |
98 |
0 |
2 |
9 |
194 |
| Correlation evidence in the dynamics of agricultural commodity prices |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
22 |
| Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption |
0 |
0 |
1 |
13 |
0 |
8 |
11 |
43 |
| Cryptocurrencies and COVID-19: What have we learned? |
0 |
0 |
0 |
18 |
0 |
3 |
7 |
47 |
| DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET |
0 |
1 |
3 |
50 |
1 |
9 |
40 |
128 |
| DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY |
0 |
0 |
1 |
8 |
0 |
1 |
6 |
103 |
| DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS |
0 |
0 |
0 |
15 |
0 |
3 |
6 |
107 |
| Detecting jumps and regime-switches in international stock markets returns |
0 |
0 |
1 |
18 |
2 |
7 |
12 |
59 |
| Diversification benefits of precious metal markets |
0 |
0 |
5 |
8 |
0 |
7 |
21 |
29 |
| Diversifying with cryptocurrencies during COVID-19 |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
8 |
| Dual Optimization Problem on Defaultable Claims |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| EDF: France can avoid an industrial and financial disaste |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
| ESG INVESTING: A SENTIMENT ANALYSIS APPROACH |
0 |
0 |
2 |
32 |
0 |
5 |
16 |
72 |
| Econometrics at the Extreme: From Quantile Regression to QFAVAR 1 |
1 |
2 |
2 |
2 |
2 |
6 |
6 |
6 |
| Economic drivers of volatility and correlation in precious metal markets |
0 |
0 |
0 |
5 |
0 |
6 |
14 |
26 |
| Electricity Prices Dynamics under Geopolitical Shocks: Strengthening Resilience on the Path to Decarbonization |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
6 |
| Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era |
0 |
0 |
0 |
0 |
1 |
5 |
13 |
62 |
| Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
19 |
| Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS |
0 |
0 |
0 |
0 |
0 |
5 |
11 |
12 |
| FDI, banking crises and growth: direct and spill over effects |
0 |
0 |
1 |
15 |
0 |
7 |
17 |
44 |
| FDI, banking crises and growth: direct and spill over effects |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
30 |
| FDI, banking crisis and growth: direct and spill over effects |
0 |
0 |
0 |
20 |
0 |
4 |
6 |
40 |
| FDI, banking crisis and growth: direct and spill over effects |
0 |
0 |
0 |
19 |
0 |
2 |
4 |
37 |
| Fight against pollution: the paramount role of car manufacturers |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
12 |
| Financial Market Dynamics after COVID 19 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
34 |
| Financial Mathematics, Volatility and Covariance Modelling |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
63 |
| Forecasting photovoltaic production with neural networks and weather features |
0 |
1 |
1 |
4 |
1 |
5 |
9 |
11 |
| Foreign exchange rates under Markov Regime switching model |
0 |
0 |
1 |
343 |
1 |
10 |
18 |
1,104 |
| Gaz de schiste en Europe: le mirage des emplois |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
30 |
| Handbook of Energy Finance |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
24 |
| Handbook of Energy Finance |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
32 |
| Hedging and diversification across commodity assets |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
22 |
| Hedging strategies in energy markets: The case of electricity retailers |
0 |
0 |
2 |
57 |
0 |
4 |
13 |
98 |
| Hedging strategies in energy markets: the case of electricity retailers |
0 |
1 |
1 |
8 |
1 |
8 |
28 |
82 |
| How to 'Trump' the energy market: evidence from the WTI-Brent spread |
0 |
0 |
0 |
12 |
0 |
2 |
4 |
17 |
| How to implement a fair and progressive carbon price to fight climate change? |
0 |
0 |
0 |
16 |
0 |
1 |
8 |
58 |
| Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015 |
0 |
0 |
0 |
51 |
0 |
3 |
10 |
19 |
| International Financial Markets |
0 |
0 |
0 |
0 |
5 |
21 |
31 |
102 |
| Investors’ attention and information losses under market stress |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
14 |
| Is It Possible to Forecast the Price of Bitcoin? |
0 |
0 |
0 |
1 |
0 |
3 |
5 |
7 |
| Is It Possible to Forecast the Price of Bitcoin? |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
13 |
| Is climate a curse or a bless in the Covid-19 virus fighting ? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
21 |
| Jumps and volatility dynamics in agricultural commodity spot prices |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
36 |
| 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 |
2 |
16 |
22 |
| Markov switching quadratic term structure models |
0 |
0 |
0 |
3 |
1 |
6 |
9 |
28 |
| Markov switching quadratic term structure models |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
29 |
| Mean-Reverting Lévy Jump Dynamics in the European Power Sector |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
23 |
| Mean-variance hedging under multiple defaults risk |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
12 |
| Media attention and Bitcoin prices |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
64 |
| Migration surge under the context of climate change: a case study of China |
0 |
0 |
2 |
10 |
0 |
1 |
11 |
33 |
| New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? |
0 |
0 |
0 |
0 |
0 |
5 |
13 |
26 |
| On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps |
0 |
0 |
0 |
37 |
2 |
8 |
14 |
79 |
| On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis |
0 |
0 |
0 |
12 |
0 |
3 |
8 |
35 |
| On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
31 |
| On the study of conditional dependence structure between oil, gold and USD exchange rates |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
34 |
| Optimal risk management problem of natural resources: Application to oil drilling |
0 |
0 |
1 |
15 |
0 |
3 |
10 |
29 |
| Optimal strategy between extraction and storage of crude oil |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
21 |
| Optimization problem and mean variance hedging on defaultable claims |
0 |
0 |
0 |
4 |
1 |
4 |
7 |
41 |
| Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets |
0 |
0 |
0 |
1 |
0 |
1 |
15 |
22 |
| Optimizing Portfolios for the Brexit: An Equity-Commodity Analysis of Us, European and BRICS Markets |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
7 |
| Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
6 |
| Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers |
0 |
0 |
1 |
37 |
0 |
4 |
9 |
52 |
| Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options |
1 |
1 |
1 |
5 |
4 |
10 |
13 |
21 |
| Regime-switching stochastic volatility model: estimation and calibration to VIX options |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
31 |
| Risk Factors and Contagion in Commodity Markets and Stocks Markets |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
55 |
| Risk minimisation: the failure of electricity intra-day forward contracts |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
14 |
| Routledge Advances in Applied Financial Econometrics |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
| Routledge Advances in Applied Financial Econometrics |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
| SME internationalisation: Do the types of innovation matter? |
0 |
0 |
0 |
21 |
1 |
4 |
12 |
25 |
| Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict |
0 |
0 |
0 |
1 |
1 |
5 |
9 |
14 |
| Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France |
0 |
0 |
0 |
19 |
2 |
4 |
5 |
77 |
| Statistical Method to Estimate Regime-Switching Levy Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
| Study of the dynamic of Bitcoin's price |
0 |
0 |
0 |
42 |
0 |
2 |
11 |
66 |
| The Asymmetric Responses of Stock Markets |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
14 |
| The Value of Flexibility in Power Markets |
0 |
0 |
4 |
31 |
0 |
4 |
11 |
92 |
| The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process |
0 |
0 |
0 |
27 |
2 |
5 |
13 |
117 |
| The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions |
0 |
0 |
0 |
52 |
1 |
8 |
17 |
162 |
| The role and challenges of Rare Earths in the Energy Transition |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
13 |
| The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France |
0 |
0 |
0 |
21 |
0 |
6 |
7 |
37 |
| 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 |
3 |
3 |
6 |
| Tobin tax and trading volume tightening: a reassessment |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
| Unveiling the Power of Early Preschool Education: A Transformative Case Study from Vietnam |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Variance Optimal Hedging for continuous time processes with independent increments and applications |
0 |
0 |
0 |
21 |
0 |
2 |
3 |
119 |
| Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets |
0 |
0 |
0 |
12 |
0 |
3 |
6 |
73 |
| Variance optimal hedging for continuous time additive processes and applications |
0 |
0 |
2 |
14 |
2 |
5 |
11 |
62 |
| Weather, pollution and Covid-19 spread: a time series and Wavelet reassessment |
0 |
0 |
0 |
47 |
1 |
7 |
12 |
80 |
| What Interactions between Financial Globalization and Instability?-Growth in Developing Countries |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
30 |
| Why the liberalization of the energy sector does not benefit consumers |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
| Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach |
0 |
0 |
0 |
8 |
0 |
5 |
10 |
39 |
| Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach |
0 |
0 |
0 |
7 |
0 |
3 |
8 |
24 |
| Total Working Papers |
2 |
6 |
36 |
1,698 |
56 |
490 |
1,055 |
6,097 |
| 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 |
2 |
9 |
108 |
| Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments |
0 |
1 |
2 |
2 |
1 |
6 |
12 |
14 |
| Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset |
0 |
0 |
0 |
2 |
0 |
5 |
10 |
25 |
| Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability |
0 |
0 |
5 |
7 |
1 |
4 |
17 |
22 |
| Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets |
0 |
0 |
2 |
4 |
2 |
9 |
25 |
34 |
| Asymmetric evidence of gasoline price responses in France: A Markov-switching approach |
0 |
1 |
1 |
29 |
9 |
15 |
23 |
123 |
| Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? |
0 |
0 |
1 |
6 |
0 |
5 |
11 |
37 |
| Bessel Bridges Decomposition with Varying Dimension: Applications to Finance |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
| Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective |
0 |
0 |
0 |
3 |
0 |
7 |
11 |
26 |
| Characterizing the hedging policies of commodity price‐sensitive corporations |
0 |
0 |
1 |
6 |
0 |
3 |
7 |
22 |
| Climate and nomadic migration in a nonlinear world: evidence of the historical China |
0 |
0 |
1 |
7 |
0 |
2 |
6 |
30 |
| Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis |
0 |
0 |
1 |
25 |
6 |
10 |
28 |
164 |
| Commodities risk premia and regional integration in gas-exporting countries |
0 |
0 |
0 |
8 |
0 |
3 |
7 |
64 |
| Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? |
0 |
0 |
2 |
3 |
3 |
7 |
12 |
18 |
| Conditional Markov regime switching model applied to economic modelling |
0 |
0 |
1 |
19 |
2 |
10 |
16 |
95 |
| Contagion and bond pricing: The case of the ASEAN region |
0 |
0 |
0 |
6 |
0 |
5 |
18 |
64 |
| Correlation evidence in the dynamics of agricultural commodity prices |
0 |
0 |
0 |
9 |
0 |
1 |
6 |
39 |
| Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption |
0 |
0 |
0 |
3 |
1 |
4 |
10 |
28 |
| Cross-country performance of Lévy regime-switching models for stock markets |
0 |
0 |
0 |
4 |
1 |
6 |
10 |
27 |
| Deep learning and technical analysis in cryptocurrency market |
0 |
1 |
4 |
9 |
3 |
12 |
36 |
53 |
| Detecting jumps and regime switches in international stock markets returns |
0 |
1 |
1 |
1 |
0 |
4 |
6 |
31 |
| Diversifying equity with cryptocurrencies during COVID-19 |
0 |
0 |
2 |
14 |
2 |
5 |
18 |
72 |
| Do actions speak louder than words? Evidence from microblogs |
0 |
0 |
0 |
5 |
0 |
4 |
9 |
37 |
| Does Financial inclusion affect the African banking stability? |
0 |
0 |
5 |
63 |
1 |
5 |
15 |
167 |
| Does executive gender diversity culture inhibit corporate greenwashing behavior? The effect of informal institutions |
0 |
0 |
1 |
1 |
0 |
6 |
23 |
25 |
| Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates |
0 |
0 |
0 |
16 |
2 |
5 |
11 |
96 |
| Dual Optimization Problem on Defaultable Claims |
0 |
0 |
0 |
2 |
1 |
5 |
8 |
25 |
| Economic drivers of volatility and correlation in precious metal markets |
0 |
0 |
0 |
2 |
0 |
3 |
11 |
20 |
| Emerging and advanced economies markets behaviour during the COVID‐19 crisis era |
0 |
1 |
2 |
6 |
3 |
9 |
18 |
28 |
| Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS |
0 |
0 |
0 |
3 |
0 |
4 |
10 |
22 |
| Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching |
0 |
2 |
7 |
51 |
4 |
26 |
38 |
154 |
| FDI, banking crises and growth: direct and spill over effects |
0 |
0 |
1 |
4 |
1 |
4 |
9 |
30 |
| Forecasting photovoltaic production with neural networks and weather features |
0 |
1 |
5 |
8 |
0 |
3 |
14 |
40 |
| From aid to equality: Uncovering the role of climate finance funds in inhibiting carbon inequality |
1 |
3 |
3 |
3 |
3 |
7 |
7 |
7 |
| Geopolitical risk and clean energy investments: Exploring the role of rare earths |
1 |
1 |
5 |
5 |
6 |
27 |
54 |
54 |
| Geopolitical risk and the global supply of rare earth permanent magnets: Insights from China’s export trends |
0 |
5 |
15 |
15 |
8 |
28 |
96 |
96 |
| Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling |
0 |
0 |
4 |
8 |
0 |
5 |
24 |
31 |
| Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints |
0 |
0 |
1 |
37 |
1 |
3 |
11 |
97 |
| Hedging and diversification across commodity assets |
1 |
2 |
3 |
16 |
2 |
5 |
15 |
54 |
| Hedging strategies in energy markets: The case of electricity retailers |
0 |
1 |
4 |
34 |
2 |
9 |
28 |
252 |
| How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread |
0 |
0 |
0 |
2 |
3 |
4 |
10 |
18 |
| Impact of exogenous events on volatility derivatives pricing |
0 |
0 |
0 |
0 |
0 |
7 |
9 |
9 |
| Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015 |
0 |
0 |
0 |
3 |
0 |
9 |
9 |
21 |
| Influence of social sustainable development goals sentiment on listed companies |
1 |
1 |
2 |
2 |
1 |
8 |
11 |
11 |
| Intraday hedging with financial options: the case of electricity |
0 |
0 |
2 |
6 |
0 |
3 |
7 |
34 |
| Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors |
0 |
1 |
2 |
7 |
4 |
8 |
14 |
36 |
| Investors’ attention and information losses under market stress |
0 |
0 |
0 |
2 |
0 |
4 |
9 |
21 |
| Is It Possible to Forecast the Price of Bitcoin? |
0 |
0 |
0 |
12 |
0 |
9 |
19 |
87 |
| Jumps and volatility dynamics in agricultural commodity spot prices |
0 |
0 |
0 |
9 |
0 |
2 |
4 |
48 |
| Mcda strategies for portfolio optimization: a case study on Vietnamese stock market dynamics |
0 |
0 |
0 |
0 |
2 |
12 |
17 |
17 |
| Media attention and Bitcoin prices |
0 |
1 |
1 |
33 |
1 |
6 |
15 |
184 |
| Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
10 |
| New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance |
0 |
1 |
1 |
1 |
1 |
6 |
10 |
10 |
| News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? |
0 |
1 |
7 |
26 |
0 |
10 |
27 |
81 |
| On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis |
0 |
0 |
1 |
6 |
0 |
5 |
13 |
38 |
| On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting |
0 |
0 |
1 |
8 |
0 |
4 |
10 |
110 |
| On the estimation of regime-switching Lévy models |
0 |
1 |
1 |
43 |
1 |
8 |
18 |
155 |
| On the study of conditional dependence structure between oil, gold and USD exchange rates |
0 |
0 |
2 |
16 |
2 |
4 |
9 |
101 |
| Optimal management of an oil exploitation |
0 |
0 |
0 |
1 |
0 |
3 |
4 |
16 |
| Optimal risk management problem of natural resources: application to oil drilling |
0 |
2 |
3 |
6 |
1 |
7 |
8 |
35 |
| Optimal strategy between extraction and storage of crude oil |
0 |
0 |
0 |
10 |
1 |
2 |
5 |
63 |
| Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
12 |
| Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers |
0 |
0 |
1 |
2 |
0 |
2 |
5 |
42 |
| Regime-switching stochastic volatility model: estimation and calibration to VIX options |
0 |
0 |
1 |
14 |
4 |
15 |
22 |
61 |
| Risk minimisation: the failure of electricity intra-day forward contracts |
0 |
0 |
0 |
8 |
0 |
5 |
9 |
52 |
| Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict |
0 |
0 |
0 |
1 |
0 |
4 |
6 |
10 |
| Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM |
1 |
3 |
4 |
4 |
11 |
24 |
26 |
26 |
| Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
26 |
| Sustainable urban development policies and climate adaptation: evaluating real estate market stability in Tianjin Sino-Singapore Eco-City |
0 |
0 |
1 |
1 |
0 |
4 |
12 |
12 |
| The Asymmetric Responses of Stock Markets |
0 |
0 |
0 |
0 |
0 |
5 |
9 |
48 |
| The Ramadan effect on commodity and stock markets integration |
1 |
2 |
3 |
17 |
4 |
29 |
31 |
59 |
| The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France |
0 |
0 |
0 |
5 |
0 |
5 |
9 |
44 |
| The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims |
0 |
0 |
0 |
6 |
2 |
6 |
9 |
34 |
| The value of flexibility in power markets |
0 |
0 |
3 |
53 |
1 |
6 |
20 |
259 |
| Tobin tax and trading volume tightening: a reassessment |
0 |
0 |
0 |
3 |
0 |
4 |
5 |
54 |
| Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets |
0 |
0 |
0 |
6 |
0 |
5 |
23 |
77 |
| Variance–optimal hedging for discrete-time processes with independent increments: application to electricity markets |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
10 |
| What Interactions between Financial Globalization and Instability?—Growth in Developing Countries |
0 |
0 |
1 |
10 |
0 |
3 |
12 |
44 |
| Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach |
0 |
0 |
0 |
11 |
0 |
5 |
8 |
173 |
| Total Journal Articles |
6 |
33 |
117 |
796 |
105 |
539 |
1,160 |
4,488 |
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