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Stéphane Goutte
Affiliation : Université de Versailles Saint-Quentin-en-Yvelines · Université Paris-Saclay · Institut de Recherche pour le Développement · Soutenabilité et Résilence
- 20Publications (affiliation in France)
- 239Total publications
- 3072Citations
- 27h-index
Research profile
Stéphane Goutte has 20 indexed publications (2018–2024). Their work appears mainly in “SSRN Electronic Journal”, “International Review of Financial Analysis” and “Research in International Business and Finance”. Their most cited article, “COVID 19’s Impact on Crude Oil and Natural Gas S&P GS Indexes” (2020), has been cited 71 times. 8 of these publications date from the last three years of activity. Their work is co-authored with at least 12 researchers, including institutions in Tunisia, Canada, Morocco.
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Create my free profile Add my publicationsResearch areas
- Financial Risk and Volatility Modeling
- Market Dynamics and Volatility
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Risk and Portfolio Optimization
Publications (20)
- Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability
- Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
- The Ramadan effect on commodity and stock markets integration
- Optimizing Portfolios for the Brexit: An Equity-Commodity Analysis of Us, European and BRICS Markets
- Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict
- Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS
- Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets
- Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
- Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era
- On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis
- Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS
- Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS
- COVID 19’s Impact on Crude Oil and Natural Gas S&P GS Indexes
- Hedging and diversification across commodity assets
- Optimal risk management problem of natural resources: application to oil drilling
- Life insurance demand dynamics impact of economic and human-sustainability: Fresh evidence from African countries
- On the study of conditional dependence structure between oil, gold and USD exchange rates
- The Asymmetric Responses of Stock Markets
- On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
- Contagion and bond pricing: The case of the ASEAN region
Publication venues
- 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
Publications per year
- 20241
- 20235
- 20222
- 20214
- 20201
- 20193
- 20184
Collaborations
Partner institutions : Paris School of Business · Excelia Business School · IPAG Business School · University of Sousse · Institut supérieur du commerce de Paris
Co-authors’ countries : Tunisia · Canada · Morocco
Co-authors
- 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
Bibliographic data from OpenAlex (open database).
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