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Publications

by members of

Centre d'Études sur la mondialisation, les conflits, les territoires et les vulnérabilités (CEMOTEV)
Université de Versailles - Saint-Quentin-en-Yvelines
Guyancourt, France

(Center for the Study of Globalisation, Conflicts, Territories and Vulnerabilities, University of Versailles and Saint-Quentin-en-Yvelines)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2020

  1. Stéphane Goutte & Khaled Guesmi, 2020. "Risk Factors and Contagion in Commodity Markets and Stocks Markets," Post-Print halshs-02314612, HAL.

2019

  1. Stéphane Goutte & Philippe Vassilopoulos, 2019. "The Value of Flexibility in Power Markets," Working Papers hal-01968081, HAL.
  2. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "FDI, banking crises and growth: direct and spill over effects," Working Papers halshs-01967999, HAL.
  3. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?," Working Papers hal-01968084, HAL.
  4. M’hamed Gaîgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2019. "Optimal risk management problem of natural resources: Application to oil drilling," Working Papers halshs-01968000, HAL.
  5. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects," Working Papers hal-01968082, HAL.
  6. Julien Chevallier & Stéphane Goutte & Khaled Guesmi, 2019. "Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Working Papers halshs-02106113, HAL.
  7. Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019. "On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps," Working Papers halshs-02120636, HAL.
  8. Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte, 2019. "Media attention and Bitcoin prices," Post-Print halshs-02148912, HAL.
  9. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019. "Contagion and bond pricing: The case of the ASEAN region," Post-Print halshs-02148928, HAL.
  10. Stéphane Goutte & Duc Khuong Nguyen, 2019. "Handbook of Energy Finance," Post-Print halshs-02157477, HAL.
  11. Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Post-Print halshs-02148921, HAL.
  12. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "What Interactions between Financial Globalization and Instability?-Growth in Developing Countries," Post-Print halshs-02148925, HAL.
  13. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "Financial Mathematics, Volatility and Covariance Modelling," Post-Print halshs-02183052, HAL.
  14. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility," Working Papers halshs-02175361, HAL.
  15. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
  16. Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019. "Study of the dynamic of Bitcoin's price," Working Papers halshs-02175669, HAL.
  17. Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi, 2019. "Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers," Working Papers halshs-02175358, HAL.

2018

  1. Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2018. "Optimal strategy between extraction and storage of crude oil," Post-Print hal-01968085, HAL.
  2. Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print halshs-02148926, HAL.
  3. Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print halshs-02148924, HAL.
  4. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018. "The Asymmetric Responses of Stock Markets," Post-Print halshs-02148927, HAL.

2017

  1. Marc Leandri & Mabel Tidball, 2017. "Assessing the sustainability of optimal pollution paths in a world with inertia," Working Papers 2017.10, FAERE - French Association of Environmental and Resource Economists.
  2. Stéphane Goutte & Amine Ismail & Huyên Pham, 2017. "Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options," Working Papers hal-01212018, HAL.
  3. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Jumps and volatility dynamics in agricultural commodity spot prices," Post-Print halshs-01656434, HAL.
  4. Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Péran & Thomas Porcher, 2017. "Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach," Working Papers halshs-01644639, HAL.
  5. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Risk minimisation: the failure of electricity intra-day forward contracts," Post-Print hal-02145820, HAL.
  6. Julien Chevallier & Stéphane Goutte, 2017. "Mean-Reverting Lévy Jump Dynamics in the European Power Sector," Post-Print halshs-02157475, HAL.
  7. Natalia Zugravu-Soilita & Vincent Geronimi & Christine Le Gargasson & Jessy Tsang King Sang, 2017. "Towards a less vulnerable and more sustainable development: heritage tourism in island economies," Working Papers 2017.11, FAERE - French Association of Environmental and Resource Economists.

2016

  1. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2016. "Asymmetric evidence of gasoline price responses in France: A Markov-switching approach," Post-Print hal-02145806, HAL.
  2. Cécile Couharde & Vincent Geronimi & Armand Taranco, 2016. "La Nouvelle-Calédonie suit-elle toujours le modèle de l'économie assistée ?," Post-Print hal-01549916, HAL.

2015

  1. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.

2014

  1. Olivier Damette & Stéphane Goutte, 2014. "Tobin tax and trading volume tightening: a reassessment," Working Papers halshs-00926805, HAL.
  2. Julien Chevallier & Stéphane Goutte, 2014. "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers 2014-285, Department of Research, Ipag Business School.
  3. Julien Chevallier & Stéphane Goutte, 2014. "Detecting jumps and regime-switches in international stock markets returns," Working Papers hal-01090833, HAL.
  4. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014. "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers hal-01090837, HAL.
  5. Stéphane Goutte & Raphaël Homayoun & Thomas Porcher, 2014. "A regime switching model to evaluate bonds in a quadratic term structure of interest rates," Working Papers hal-01090846, HAL.
  6. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014. "Correlation evidence in the dynamics of agricultural commodity prices," Post-Print hal-02145832, HAL.
  7. Stéphane Goutte & Armand Ngoupeyou, 2014. "Dual Optimization Problem on Defaultable Claims," Post-Print halshs-02175681, HAL.

2013

  1. Emmanuelle AUGERAUD-VERON & Marc LEANDRI, 2013. "Optimal pollution control with distributed delays," Cahiers du GREThA 2013-03, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  2. Marc Leandri, 2013. "Capacité de charge," Post-Print hal-00798291, HAL.
  3. Marc Leandri & Jean-Christophe Pereau & Luc Doyen & Patrick Point, 2013. "L'apport des sciences humaines pour l'aide à la décision," Post-Print hal-00798293, HAL.
  4. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2013. "Variance optimal hedging for continuous time additive processes and applications," Papers 1302.1965, arXiv.org.
  5. Stéphane Goutte, 2013. "Markov switching quadratic term structure models," Working Papers hal-00821745, HAL.
  6. Rémi Generoso & Vincent Geronimi & Claire Mainguy, 2013. "Le secteur coton au Mali dans un piège de sous-accumulation ?," Post-Print hal-01410640, HAL.

2012

  1. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
  2. Gabriel Faraud & Stéphane Goutte, 2012. "Bessel bridges decomposition with varying dimension. Applications to finance," Working Papers hal-00694126, HAL.
  3. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2012. "Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets," Papers 1205.4089, arXiv.org.
  4. Stephane Goutte & Armand Ngoupeyou, 2012. "Optimization problem and mean variance hedging on defaultable claims," Papers 1209.5953, arXiv.org.
  5. Stéphane Goutte, 2012. "Conditional Markov regime switching model applied to economic modelling," Working Papers hal-00747479, HAL.
  6. Laurent Dalmas & Vincent Geronimi & Jean-François Noël & Jessy Tsang King Sang, 2012. "Les défis de l'évaluation économique du patrimoine urbain des pays en développement / Methods for the economic valuation of urban heritage: a sustainability-based approach," Working Papers hal-00830049, HAL.
  7. Michel Vernières & Valéry Patin & Christine Mengin & Vincent Geronimi & Laurent Dalmas & Jean-François Noël & Jessy Tsang King Sang, 2012. "Méthodologies d'évaluation économique du patrimoine urbain : une approche par la soutenabilité," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00860296, HAL.
  8. Cécile Couharde & Vincent Geronimi & Armand Taranco, 2012. "Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés?," Post-Print hal-01385858, HAL.

2011

  1. Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
  2. Cécile Couharde & Vincent Geronimi & Elodie Maître d'Hôtel & Armand Taranco, 2011. "Genuine saving trajectory and vulnerability: the example of New-Caledonia," Working Papers hal-00845200, HAL.

2009

  1. Marc Leandri, 2009. "The shadow price of assimilative capacity in optimal flow pollution control," Post-Print hal-00394092, HAL.
  2. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2009. "Variance Optimal Hedging for continuous time processes with independent increments and applications," Papers 0912.0372, arXiv.org.

2008

  1. Vincent Géronimi & Irène Bellier & Jean-Jacques Gabas & Michel Vernières & Yves Viltard, 2008. "Savoirs et politiques de développement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00268926, HAL.

Journal articles

2019

  1. Goutte, Stéphane & Vassilopoulos, Philippe, 2019. "The value of flexibility in power markets," Energy Policy, Elsevier, vol. 125(C), pages 347-357.
  2. Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2019. "Contagion and bond pricing: The case of the ASEAN region," Research in International Business and Finance, Elsevier, vol. 47(C), pages 371-385.
  3. Brahim Gaies & Stephane Goutte & Khaled Guesmi, 2019. "What Interactions between Financial Globalization and Instability?—Growth in Developing Countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 31(1), pages 39-79, January.
  4. Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, vol. 80(C), pages 267-276.
  5. Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2019. "Optimal strategy between extraction and storage of crude oil," Annals of Operations Research, Springer, vol. 281(1), pages 3-26, October.
  6. Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019. "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, vol. 30(C), pages 37-43.
  7. Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019. "Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers," Energy Policy, Elsevier, vol. 132(C), pages 1120-1129.

2018

  1. Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2018. "The Asymmetric Responses of Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(1), pages 1096-1140.
  2. Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 233-254.
  3. Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 134-146.
  4. Geronimi, Vincent & Taranco, Armand, 2018. "Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach," Resources Policy, Elsevier, vol. 59(C), pages 329-339.
  5. Johny Egg & Jean-Jacques Gabas & Vincent Géronimi & Michel Vernières, 2018. "Essai sur l’économie politique du développement : en hommage à Philippe Hugon," Mondes en développement, De Boeck Université, vol. 0(4), pages 137-164.

2017

  1. Chevallier Julien & Goutte Stéphane, 2017. "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 3-29, February.
  2. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Risk minimisation: the failure of electricity intra-day forward contracts," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 40(5), pages 335-343.
  3. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Jumps and volatility dynamics in agricultural commodity spot prices," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 4035-4054, August.
  4. Julien Chevallier & Stéphane Goutte, 2017. "Cross-country performance of Lévy regime-switching models for stock markets," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 111-137, January.
  5. Raphaël Homayoun Boroumand & Stéphane Goutte, 2017. "Intraday hedging with financial options: the case of electricity," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1448-1454, November.
  6. Julien Chevallier & Stéphane Goutte, 2017. "Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching," Annals of Operations Research, Springer, vol. 255(1), pages 169-197, August.
  7. Stéphane Goutte & Amine Ismail & Huyên Pham, 2017. "Regime-switching stochastic volatility model: estimation and calibration to VIX options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 24(1), pages 38-75, January.

2016

  1. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2016. "Asymmetric evidence of gasoline price responses in France: A Markov-switching approach," Economic Modelling, Elsevier, vol. 52(PB), pages 467-476.

2015

  1. Olivier Damette & Stéphane Goutte, 2015. "Tobin tax and trading volume tightening: a reassessment," Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3124-3141, June.
  2. Goutte, Stéphane & Ngoupeyou, Armand, 2015. "The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1323-1351.
  3. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Energy Economics, Elsevier, vol. 51(C), pages 503-509.
  4. Julien Chevallier & Stéphane Goutte, 2015. "Detecting jumps and regime switches in international stock markets returns," Applied Economics Letters, Taylor & Francis Journals, vol. 22(13), pages 1011-1019, September.
  5. Vincent Géronimi & Audrey Aknin, 2015. "Soutenabilité et migrations dans les économies insulaires : quels enjeux pour la Nouvelle-Calédonie ?," Mondes en développement, De Boeck Université, vol. 0(4), pages 67-86.
  6. Vincent GERONIMI & Natalia ZUGRAVU-SOILITA & Christine LE GARGASSON & Jessy TSANG KING SANG, 2015. "Le Tourisme Comme Facteur De Vulnérabilités ? Le Rôle Des Patrimoines Insulaires," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 189-214.

2014

  1. Augeraud-Véron, Emmanuelle & Leandri, Marc, 2014. "Optimal pollution control with distributed delays," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 24-32.
  2. Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Porcher, 2014. "A regime-switching model to evaluate bonds in a quadratic term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 24(21), pages 1361-1366, November.
  3. Raphaël Homayoun Boroumand & Stephane Goutte & Simon Porcher & Thomas Porcher, 2014. "Correlation evidence in the dynamics of agricultural commodity prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(17), pages 1238-1242, November.
  4. Goutte Stéphane & Ngoupeyou Armand, 2014. "Dual Optimization Problem on Defaultable Claims," Mathematical Economics Letters, De Gruyter, vol. 1(2-4), pages 1-8, July.
  5. Goutte, Stéphane, 2014. "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, vol. 38(C), pages 258-269.
  6. Laurent Dalmas & Vincent Géronimi & Jean-François Noël & Jessy Tsang King Sang, 2014. "L’évaluation économique du patrimoine urbain et ses enjeux : une approche par la soutenabilité," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 843-863.

2013

  1. Vincent Géronimi & Claire Mainguy & Rémi Généroso & Ibrahima Cissé, 2013. "Le secteur coton au Mali dans un piège de sous-accumulation ?," Mondes en développement, De Boeck Université, vol. 0(4), pages 13-33.

2012

  1. Cécile Couharde & Vincent Géronimi & Armand Taranco, 2012. "Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés ?," Revue Tiers-Monde, Armand Colin, vol. 0(3), pages 13-34.
  2. Vincent Géronimi & Élodie Maître d’Hôtel, 2012. "Introduction – Les évolutions récentes des cours des matières premières agricoles. Enjeux de développement et de sécurité alimentaire," Revue Tiers-Monde, Armand Colin, vol. 0(3), pages 7-11.

2011

  1. Cécile Couharde & Vincent Géronimi & Elodie Maitre d'Hotel & Armand Taranco, 2011. "Les enjeux liés à la Mesure du Capital Naturel: L’exemple de la Nouvelle-Calédonie," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 23(1), pages 151-173, February.
  2. Cécile Couharde & Vincent Géronimi & Élodie Maître d’Hôtel & Armand Taranco, 2011. "Vulnérabilité et développement soutenable en Nouvelle-Calédonie," Mondes en développement, De Boeck Université, vol. 0(2), pages 65-85.

2010

  1. Vincent Géronimi, 2010. "L’économie du développement et la pensée francophone," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 22(3), pages 447-449, July.

2009

  1. Leandri, Marc, 2009. "The shadow price of assimilative capacity in optimal flow pollution control," Ecological Economics, Elsevier, vol. 68(4), pages 1020-1031, February.

Chapters

2017

  1. Julien Chevallier & Stéphane Goutte, 2017. "Mean-Reverting Lévy Jump Dynamics in the European Power Sector," World Scientific Book Chapters, in: Anil Markandya & Ibon Galarraga & Dirk Rübbelke (ed.), Climate Finance Theory and Practice, chapter 13, pages 299-333, World Scientific Publishing Co. Pte. Ltd..

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.