الرئيسية › دليل الباحثين › Stéphane Goutte

Stéphane Goutte

الانتماء : Université de Versailles Saint-Quentin-en-Yvelines · Université Paris-Saclay · Institut de Recherche pour le Développement · Soutenabilité et Résilence

• 20منشورات (انتماء فرنسي)
• 239مجموع المنشورات
• 3072الاستشهادات
• 27مؤشر h

ORCIDOpenAlex

مجالات البحث

• Financial Risk and Volatility Modeling
• Market Dynamics and Volatility
• Stochastic processes and financial applications
• Financial Markets and Investment Strategies
• Risk and Portfolio Optimization

المنشورات (20)

• Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability
  2024 · Research in International Business and Finance · استُشهد به 6 مرة
• Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
  2023 · Finance research letters · استُشهد به 14 مرة
• The Ramadan effect on commodity and stock markets integration
  2023 · Review of Accounting and Finance · استُشهد به 8 مرة
• Optimizing Portfolios for the Brexit: An Equity-Commodity Analysis of Us, European and BRICS Markets
  2023 · Journal of International Financial Markets Institutions and Money · استُشهد به 4 مرة
• Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict
  2023 · SSRN Electronic Journal · استُشهد به 1 مرة
• Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS
  2023 · SSRN Electronic Journal
• Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets
  2022 · The Quarterly Review of Economics and Finance · استُشهد به 12 مرة
• Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
  2022 · International Review of Financial Analysis · استُشهد به 10 مرة
• Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era
  2021 · International Journal of Finance & Economics · استُشهد به 57 مرة
• On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis
  2021 · International Review of Financial Analysis · استُشهد به 50 مرة
• Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS
  2021 · International Review of Economics & Finance · استُشهد به 24 مرة
• Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS
  2021 · SSRN Electronic Journal · استُشهد به 3 مرة
• COVID 19’s Impact on Crude Oil and Natural Gas S&P GS Indexes
  2020 · SSRN Electronic Journal · استُشهد به 71 مرة
• Hedging and diversification across commodity assets
  2019 · Applied Economics · استُشهد به 40 مرة
• Optimal risk management problem of natural resources: application to oil drilling
  2019 · Annals of Operations Research · استُشهد به 6 مرة
• Life insurance demand dynamics impact of economic and human-sustainability: Fresh evidence from African countries
  2019 · Bankers Markets & Investors
• On the study of conditional dependence structure between oil, gold and USD exchange rates
  2018 · International Review of Financial Analysis · استُشهد به 51 مرة
• The Asymmetric Responses of Stock Markets
  2018 · Journal of Economic Integration · استُشهد به 16 مرة
• On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
  2018 · Journal of International Financial Markets Institutions and Money · استُشهد به 16 مرة
• Contagion and bond pricing: The case of the ASEAN region
  2018 · Research in International Business and Finance · استُشهد به 2 مرة

مجلات النشر

• SSRN Electronic Journal × 4
• International Review of Financial Analysis × 3
• Research in International Business and Finance × 2
• Journal of International Financial Markets Institutions and Money × 2
• Finance research letters × 1
• Review of Accounting and Finance × 1

المنشورات حسب السنة

• 20241
• 20235
• 20222
• 20214
• 20201
• 20193
• 20184

التعاون العلمي

المؤسسات الشريكة : Paris School of Business · Excelia Business School · IPAG Business School · University of Sousse · Institut supérieur du commerce de Paris

بلدان المؤلفين المشاركين : تونس · كندا · المغرب

المؤلفون المشاركون

• Khaled Guesmi
• Ahmed Ayadi
• Amine Ben Amar
• Ilyes Abid
• Abderrazak Dhaoui
• Makram Bellalah
• Mondher Bouattour
• Thomas Lim
• Olfa Kaabia
• Hassan Obeid
• Idris Kharroubi
• Mayssa Mhadhbi

البيانات البيبليوغرافية مصدرها OpenAlex (قاعدة مفتوحة).