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Publications

by members of

Université Paris-Saclay → Graduate School of Economics and Management → Unité Mixte de Recherche Internationale Soutenabilité et Résilience (UMI SOURCE)

Paris-Saclay University → International Research Unit on Sustainability and Resilience

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 | Books | Chapters |

Working papers

2026

  1. Stéphane Goutte & Konstantinos N. Konstantakis & Dimitris Konstantios & Panayotis G. Michaelides & Arsenios‐georgios N. Prelorentzos, 2026, "Econometrics at the Extreme: From Quantile Regression to QFAVAR 1," Post-Print, HAL, number hal-05503058, DOI: 10.1111/joes.70063.
  2. Stéphane Goutte & An Nguyen, 2026, "Unveiling the Power of Early Preschool Education: A Transformative Case Study from Vietnam," Working Papers, HAL, number halshs-05471897, Jan.
  3. Stéphane Goutte & Lisa Depraiter & Jelena Jovovic & Adel Ben Youssef, 2026, "Does Transition Finance Absorb or Transmit Critical-Material Risk? Green Bonds, Rare-Earth Markets, and Geopolitical Supply Concentration," Working Papers, HAL, number halshs-05666402, Jun.
  4. Victoire Girard & Edouard Pignede, 2026, "Artisanal mining and urbanization in Africa," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp678.

2025

  1. Florent Bédécarrats, 2025, "How Many People Live Near Protected Areas in Developing Countries? Estimates from Gridded Population Data (2000–2020)," Working Papers, HAL, number hal-04968374, Feb.
  2. Ramzi Benkraiem & Stéphane Goutte & Khaled Guesmi & Constantin Zopounidis, 2025, "New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance," Post-Print, HAL, number hal-05236568, Apr, DOI: 10.1007/s10479-025-06562-3.
  3. Ibtissem Khelifati & Stéphane Goutte & Raphael Homayoun Boroumand, 2025, "Electricity Prices Dynamics under Geopolitical Shocks: Strengthening Resilience on the Path to Decarbonization," Working Papers, HAL, number halshs-05005671, Dec.
  4. Edouard Pignède, 2025, "Who carries the burden of climate change? Heterogeneous impact of droughts in sub‐Saharan Africa
    [Qui porte le fardeau du changement climatique ? Impact hétérogène des sécheresses en Afrique subsaharienne]    ," Post-Print, HAL, number hal-04886547, Jan, DOI: 10.1111/ajae.12507.

2024

  1. Florent Bédécarrats & Isabelle Guérin & François Roubaud & Mireille Razafindrakoto, 2024, "Good times, hard times: les expériences randomisées pour le développement au temps du Covid-19 et au-delà," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2024/04, Mar.
  2. Velomalala Solo Andrianjafindrainibe & Nicole Andrianirina & Florent Bédécarrats & Isabelle Droy & Jean-Luc Dubois & Jeanne de Montalembert & Bako Nirina Rabevohitra & Rolland Rafidimanana & Patrick R, 2024, "Madagascar rural observatory surveys, a longitudinal dataset on household living conditions 1995-2015
    [Enquêtes des observatoires ruraux de Madagascar, un jeu de données longitudinales sur les conditions de vie des ménages de 1995 à 2015]    ," Working Papers, HAL, number hal-04502779, Oct, DOI: 10.1038/s41597-024-03879-9.
  3. Alexandre Mathieu & Armand Taranco & Vincent Geronimi, 2024, "A Dataset on Covid-19 Responses in Small Island Economies
    [Un jeu de données sur les réponses des petites économies insulaires contre la Covid-19]    ," Working Papers, HAL, number hal-04430530, Jan, DOI: 10.2139/ssrn.4651669.
  4. Stéphane Goutte & Mayssa Mhadhbi, 2024, "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Post-Print, HAL, number hal-04616704, DOI: 10.1016/j.eneco.2024.107614.
  5. Yihan Wang & Stephane Goutte & Elie Bouri & Amin Sokhanvar, 2024, "Climate risks and the realized higher-order moments of financial markets: Evidence from China," Post-Print, HAL, number hal-04684212, Jun, DOI: 10.1016/j.iref.2024.04.042.
  6. Chawki El Moussawi & Stéphane Goutte & Imen Kouki & Hassan Obeid, 2024, "Assessing the impact of the expansion of pan-African banks and the institution s quality on African banking stability," Post-Print, HAL, number hal-04684302, Jun, DOI: 10.1016/j.ribaf.2024.102283.
  7. Stéphane Goutte & Klemens Klotzner & Hoang Viet Le & Hans Jörg von Mettenheim, 2024, "Forecasting photovoltaic production with neural networks and weather features," Post-Print, HAL, number hal-04779953, Sep, DOI: 10.1016/j.eneco.2024.107884.
  8. Haoxi Chen & Stéphane Goutte, 2024, "Migration surge under the context of climate change: a case study of China," Working Papers, HAL, number halshs-04538023, Apr.

2023

  1. Florent Bédécarrats & Flore Dazet & Isabelle Guérin & Mireille Razafindrakoto & François Roubaud, 2023, "Tracking the Cost of Living, for Whom and at What Price?," Post-Print, HAL, number hal-04236884, Oct, DOI: 10.1177/02685809231202412.
  2. Olivier Damette & Stéphane Goutte, 2023, "Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective," Post-Print, HAL, number hal-03982849, DOI: 10.1016/j.jce.2022.09.005.
  3. Viet Hoang Le & Hans Jörg von Mettenheim & Stéphane Goutte & Fei Liu, 2023, "News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?," Post-Print, HAL, number hal-04068670, DOI: 10.1108/JRF-06-2022-0168.
  4. Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stéphane Goutte, 2023, "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Post-Print, HAL, number hal-04122251, Apr, DOI: 10.1016/j.frl.2023.103853.
  5. Boumediene Ramdani & Fateh Belaid & Stéphane Goutte, 2023, "SME internationalisation: Do the types of innovation matter?," Post-Print, HAL, number hal-04191640, DOI: 10.1016/j.irfa.2023.102681.
  6. Ahmed Ayadi & Marjène Rabah Gana & Stéphane Goutte & Khaled Guesmi, 2023, "Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets," Post-Print, HAL, number hal-04294674, DOI: 10.1016/j.intfin.2023.101863.
  7. Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023, "Deep Learning And Technical Analysis In Cryptocurrency Market," Working Papers, HAL, number halshs-03917333, Jan.
  8. Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023, "Esg Investing: A Sentiment Analysis Approach," Working Papers, HAL, number halshs-03917335, Jan.
  9. Said El Atiek & Stéphane Goutte, 2023, "Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015," Working Papers, HAL, number halshs-03917358, Jan.
  10. Theu Dinh & Stéphane Goutte & Duc Khuong Nguyen & Nikolas Topaloglou, 2023, "Diversification benefits of precious metal markets," Working Papers, HAL, number halshs-04057273, Apr.
  11. Ayedi Ahmed & Marjène Gana & Stéphane Goutte & Khaled Guesmi, 2023, "Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS," Working Papers, HAL, number halshs-04068651, Apr.
  12. Lisa Depraiter & Stéphane Goutte, 2023, "The role and challenges of Rare Earths in the Energy Transition," Working Papers, HAL, number halshs-04199796, Sep.
  13. Emmanuelle Augeraud-Véron & Marc Leandri, 2023, "Optimal self-protection and health risk perception: bridging the gap between risk theory and the Health Belief Model," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-12.
  14. Saussay, Aurélien & Zugravu-Soilita, Natalia, 2023, "International production chains and the pollution offshoring hypothesis: an empirical investigation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118352, Jun.

2022

  1. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022, "Expérimentations aléatoires dans le champ du développement : une perspective critique," Post-Print, HAL, number hal-03799370.
  2. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022, "Les controverses sur les expérimentations aléatoires dans le domaine du développement : épistémologie, éthique et politique : introduction générale," Post-Print, HAL, number hal-03974861.
  3. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022, "Les expérimentations aléatoires en microfinance : miracle ou mirage ?," Post-Print, HAL, number hal-03974868.
  4. Laurent Dalmas & Marc Leandri & Roman Rouzier & Delphine Héquet, 2022, "Environmental transportation cost in the economic valuation of care pathways: the case of breast cancer treatment in the Western Île-de-France area (France)
    [Les coûts environnementaux liés aux transports dans l’évaluation économique d’un parcours    ," Post-Print, HAL, number hal-04431787, Oct, DOI: 10.3917/reru.224.0563.
  5. Vincent Geronimi & Claire Mainguy, 2022, "From commodities to resources: The changing role of raw materials in development analyses and strategies
    [Des produits de base aux ressources : l’évolution de la place des matières premières dans les analyses et stratégies de développement]    ," Post-Print, HAL, number hal-04428289, Mar, DOI: 10.3917/med.199.0197.
  6. Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022, "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Post-Print, HAL, number hal-03674806, Jul, DOI: 10.1016/j.irfa.2022.102190.
  7. Stéphane Goutte & Khaled Guesmi & Christian Urom, 2022, "Financial Market Dynamics after COVID 19," Post-Print, HAL, number hal-03700942, DOI: 10.1007/978-3-030-98542-4.
  8. Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther, 2022, "Economic drivers of volatility and correlation in precious metal markets," Working Papers, HAL, number halshs-03672469, May.
  9. Catalin Dragomirescu-Gaina & Dionisis Philippas & Stéphane Goutte, 2022, "How to 'Trump' the energy market: evidence from the WTI-Brent spread," Working Papers, HAL, number halshs-03843257, Nov.

2021

  1. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021, "Dummy Players and the Quota in Weighted Voting Games," Post-Print, HAL, number hal-03797495, Feb, DOI: 10.1007/s10726-020-09705-y.
  2. Florent Bédécarrats & Isabelle Guérin & Morvant-Roux Solène & François Roubaud, 2021, "Behind the scenes of science in action: tinkering with a randomized control trial in Morocco," Post-Print, HAL, number hal-03616267.
  3. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021, "Is It Possible to Forecast the Price of Bitcoin?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-04250269, Jun, DOI: 10.3390/forecast3020024.
  4. Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2021, "Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era," Post-Print, HAL, number hal-03273647, Jan, DOI: 10.1002/ijfe.2494.
  5. Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021, "Investors’ attention and information losses under market stress," Post-Print, HAL, number hal-03434918, DOI: 10.1016/j.jebo.2021.09.040.
  6. Ahmed Ayadi & Marjène Gana & Stéphane Goutte & Khaled Guesmi, 2021, "Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS," Post-Print, HAL, number hal-04450376, Nov, DOI: 10.1016/j.iref.2021.06.013.
  7. John W Goodell & Stéphane Goutte, 2021, "Diversifying with cryptocurrencies during COVID-19," Post-Print, HAL, number halshs-02876529, Jul, DOI: 10.1016/j.irfa.2021.101781.
  8. Julien Chevallier & Stéphane Goutte & David Guerreiro & Sophie Saglio & Bilel Sanhaji, 2021, "Routledge Advances in Applied Financial Econometrics," Post-Print, HAL, number halshs-04250213, Mar.
  9. Mayssa Mhadhbi & Mohamed Imen Gallali & Stéphane Goutte & Khaled Guesmi, 2021, "On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis," Working Papers, HAL, number halshs-03169689, Mar.
  10. Stéphane Goutte & Thomas Péran & Thomas Porcher, 2021, "Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption," Working Papers, HAL, number halshs-03169700, Mar.
  11. Youssef El-Khatib & Stéphane Goutte & Zororo S Makumbe & Josep Vives, 2021, "Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset," Working Papers, HAL, number halshs-03211698, Apr.
  12. John W Goodell & Stéphane Goutte, 2021, "Cryptocurrencies and COVID-19: What have we learned?," Working Papers, HAL, number halshs-03211702, Apr.
  13. Guillaume Daudin & Edouard Pignède, 2021, "Le commerce de la France au XVIIIe : inflation et révolution," Post-Print, HAL, number hal-03565552.
  14. Natalia Zugravu & Rajwane Kafrouni & Séverine Bouard & Leïla Apithy, 2021, "Do cultural capital and social capital matter for economic performance? An empirical investigation of tribal agriculture in New Caledonia," Post-Print, HAL, number hal-03218441, DOI: 10.1016/j.ecolecon.2020.106933.

2020

  1. Fabrice Barthelemy & Mathieu Martin, 2020, "Dummy players and the quota in weighted voting games: Some further results," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-01.
  2. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2020, "Controversies around RCT in Development. Epistemology, Ethics, and Politics," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2020/15, Dec.
  3. F. Bédécarrats & Isabelle Guérin & François Roubaud, 2020, "Controversies around RCT in development : epistemology, ethics, and politics : editors' introduction," Post-Print, HAL, number hal-03409451, DOI: 10.1093/oso/9780198865360.003.0001.
  4. F. Bédécarrats & Isabelle Guérin & François Roubaud, 2020, "Microfinance RCTs in development : miracle or mirage ?," Post-Print, HAL, number hal-03409457, DOI: 10.1093/oso/9780198865360.003.0009.
  5. Bédécarrats F (ed & Isabelle (ed.) Guérin & François (ed.) Roubaud, 2020, "Randomized control trials in the field of development : a critical perspective," Post-Print, HAL, number hal-03409465, DOI: 10.1093/oso/9780198865360.001.0001.
  6. Natalia Zugravu-Soilita & Vincent Geronimi & Jessy Tsang & Christine Le Gargasson, 2020, "Promoting heritage for a sustainable development: the case of tourism in the island economies
    [Promouvoir le patrimoine pour un développement soutenable : le cas du tourisme dans les économies insulaires]    ," Post-Print, HAL, number hal-03709168, DOI: 10.3917/reco.pr2.0170.
  7. Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020, "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers, Association Française de Cliométrie (AFC), number 02-20.
  8. Stéphane Goutte & Thomas Péran & Thomas Porcher, 2020, "The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France," Post-Print, HAL, number hal-03109162, DOI: 10.1016/j.ribaf.2020.101281.
  9. Stéphane Goutte & Khaled Guesmi, 2020, "Risk Factors and Contagion in Commodity Markets and Stocks Markets," Post-Print, HAL, number halshs-02314612, May, DOI: 10.1142/11549.
  10. Olivier Damette & Clement Mathonnat & Stéphane Goutte, 2020, "Is climate a curse or a bless in the Covid-19 virus fighting ?," Working Papers, HAL, number hal-03215659, Sep, DOI: 10.1101/2020.09.04.20182998.
  11. Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020, "Cliometrics of Climate Change," Working Papers, HAL, number hal-03215675, Apr.
  12. John W Goodell & Stéphane Goutte, 2020, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Working Papers, HAL, number halshs-02613277, May.
  13. Stéphane Goutte & Thomas Péran & Thomas Porcher, 2020, "Social Inequalities and Vulnerability of population facing the COVID-19: the case of Seine-Saint-Denis in Ile-de-France," Working Papers, HAL, number halshs-02613278, May.
  14. Donia Aloui & Stéphane Goutte & Khaled Guesmi & Rafla Hchaichi, 2020, "COVID 19's impact on crude oil and natural gas S&P GS Indexes," Working Papers, HAL, number halshs-02613280, May.
  15. Raphaël-Homayoun Boroumand & Stéphane Goutte & Thomas Porcher & Thomas Stocker, 2020, "How to implement a fair and progressive carbon price to fight climate change?," Working Papers, HAL, number halshs-02613281, May.
  16. Olivier Damette & Stéphane Goutte, 2020, "The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions," Working Papers, HAL, number halshs-02620834, May.
  17. Olivier Damette & Stéphane Goutte, 2020, "Weather, pollution and Covid-19 spread : a time series and Wavelet reassessment," Working Papers, HAL, number halshs-02629139, May.
  18. Olivier Damette & Stephane Goutte, 2020, "Beyond climate and conflict relationships: new evidence from copulas analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-19.
  19. Philippe ROUDIER & Edouard Pignède & Arona Diedhiou & Vami Hermann & Arsène Kobéa & Crépin Bi Péné, 2020, "Prévision des rendements de canne à sucre en Côte d’Ivoire à l’aide de variables météorologiques et satellitaires," Working Paper, Agence française de développement, number f68d174e-bdbd-47af-92d9-b, Oct.

2019

  1. Florent Bédécarrats & Isabelle Guérin & Solène Morvant-Roux & François Roubaud, 2019, "Lies, damned lies, and RCT: A J-PAL RCT on rural microcredit in Morocco," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2019/04, Feb.
  2. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019, "Microcredit RCTs in Development: Miracle or Mirage?," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2019/13, Dec.
  3. F. Bedecarrats & Isabelle Guérin & S. Morvant-Roux & François Roubaud, 2019, "Verifying the internal validity of a flagship RCT : a review of Crépon, Devoto, Duflo and Pariente : rebutting the rebuttal," Post-Print, HAL, number hal-02502335.
  4. Florent Bédécarrats & Isabelle Guérin & Solène Morvant-Roux & François Roubaud, 2019, "Estimating microcredit impact with low take-up, contamination and inconsistent data. A replication study of Crépon, Devoto, Duflo, and Pariente (American Economic Journal: Applied Economics, 2015)," Post-Print, HAL, number hal-03852233, DOI: 10.18718/81781.12.
  5. Isabelle Guérin & François Roubaud & F. Bédécarrats, 2019, "Prix Nobel d'économie 2019 : les limites de la méthode des essais cliniques," Post-Print, HAL, number hal-03948283.
  6. Florent Bédécarrats & Oriane Lafuente-Sampietro & Martin Leménager & Dominique Lukono Sowa, 2019, "Building commons to cope with chaotic urbanization? Performance and sustainability of decentralized water services in the outskirts of Kinshasa," Post-Print, HAL, number hal-04239797, Jun, DOI: 10.1016/j.jhydrol.2016.07.023.
  7. Laurent Dalmas & Tristan Amiri & Jessy Tsang King Sang & Jean-François Noël, 2019, "Integrating landscape dynamics in wellbeing indicators to assess public policies
    [La prise en compte des dynamiques paysagères dans la construction d’indicateurs de bien-être destinés à l’évaluation des politiques publiques]    ," Post-Print, HAL, number hal-02444463, DOI: 10.4000/developpementdurable.14395.
  8. Brahim Gaies & Khaled Guesmi & St'ephane Goutte, 2019, "FDI, banking crisis and growth: direct and spill over effects," Papers, arXiv.org, number 1904.04911, Apr.
  9. Stéphane Goutte & Duc Khuong Nguyen, 2019, "Handbook of Energy Finance," Post-Print, HAL, number hal-02171505, Nov.
  10. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Hedging and diversification across commodity assets," Post-Print, HAL, number hal-02509833, Dec, DOI: 10.1080/00036846.2019.1693016.
  11. Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Péran & Thomas Porcher, 2019, "Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach," Post-Print, HAL, number halshs-01644639, DOI: 10.25428/1824-2979/201902-171-205.
  12. Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte, 2019, "Media attention and Bitcoin prices," Post-Print, HAL, number halshs-02148912, Sep, DOI: 10.1016/j.frl.2019.03.031.
  13. Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier, 2019, "Commodities risk premia and regional integration in gas-exporting countries," Post-Print, HAL, number halshs-02148921, May, DOI: 10.1016/j.eneco.2018.12.027.
  14. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "What Interactions between Financial Globalization and Instability?-Growth in Developing Countries," Post-Print, HAL, number halshs-02148925, Jan, DOI: 10.1002/jid.3391.
  15. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Contagion and bond pricing: The case of the ASEAN region," Post-Print, HAL, number halshs-02148928, Jan, DOI: 10.1016/j.ribaf.2018.08.010.
  16. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019, "Financial Mathematics, Volatility and Covariance Modelling," Post-Print, HAL, number halshs-02183052, Jun.
  17. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019, "International Financial Markets," Post-Print, HAL, number halshs-02183053, Jun.
  18. Stéphane Goutte & Philippe Vassilopoulos, 2019, "The Value of Flexibility in Power Markets," Working Papers, HAL, number hal-01968081, Jan.
  19. 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, number hal-01968082, Jan.
  20. M’hamed Gaîgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2019, "Optimal risk management problem of natural resources: Application to oil drilling," Working Papers, HAL, number halshs-01968000, Jan.
  21. 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, HAL, number halshs-02106113, Apr.
  22. Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019, "On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps," Working Papers, HAL, number halshs-02120636, May.
  23. 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, HAL, number halshs-02175358, Jul.
  24. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility," Working Papers, HAL, number halshs-02175361, Jul.
  25. Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019, "Study of the dynamic of Bitcoin's price," Working Papers, HAL, number halshs-02175669, Jul.
  26. Natalia Zugravu, 2019, "Trade in Environmental Goods and Air Pollution: A Mediation Analysis to Estimate Total, Direct and Indirect Effects," Post-Print, HAL, number hal-02509000, Nov, DOI: 10.1007/s10640-019-00363-6.

2018

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2018, "Mixed-asset portfolio allocation under mean-reverting asset returns," Post-Print, HAL, number hal-01955220, DOI: 10.1007/s10479-018-2761-y.
  2. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2018, "An index to forecast housing returns," ERES, European Real Estate Society (ERES), number eres2018_42, Jan.
  3. Florent Bédécarrats & Isabelle Guérin & Solène Morvant-Roux & François Roubaud, 2018, "Verifying the internal validity of a flagship RCT: A review of Crépon, Devoto, Duflo and Pariente (American Economic Journal: Applied Economics, 2015)," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2018/09, Dec.
  4. F. Bédécarrats & François Roubaud & Isabelle Guérin, 2018, "Le principe des essais cliniques peut-il s'appliquer aux politiques de développement ?," Post-Print, HAL, number hal-04026554.
  5. Laurent Dalmas & Yves Luginbühl & Louise Bouchet & Remi Deleplancque & Pascal Grouiez & Gwenaëlle Janty & Petia Koleva & Christine Le Gargasson & Isabelle Longuet & Antoine Luginbuhl & Laura Verdelli , 2018, "Paysage : source de bien-être ?," Working Papers, HAL, number hal-02615940.
  6. Vincent Geronimi & Armand Taranco, 2018, "Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach," Post-Print, HAL, number hal-02509926, Dec, DOI: 10.1016/j.resourpol.2018.08.005.
  7. Vincent Geronimi & Armand Taranco & Séverine Blaise & Jean Cartier-Bresson, 2018, "Mines, émergence et indépendance : le cas des petites économies insulaires," Post-Print, HAL, number hal-03333392.
  8. Hainaut, Donatien & Goutte, Stephane, 2018, "A switching microstructure model for stock prices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018014, Jan.
  9. Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2018, "Optimal strategy between extraction and storage of crude oil," Post-Print, HAL, number hal-02171503, DOI: 10.1007/s10479-018-2844-9.
  10. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2018, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Post-Print, HAL, number halshs-02148916, Dec, DOI: 10.1016/j.frl.2018.12.014.
  11. 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, HAL, number halshs-02148924, Oct, DOI: 10.1016/j.irfa.2018.07.001.
  12. Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print, HAL, number halshs-02148926, Sep, DOI: 10.1016/j.intfin.2018.01.005.
  13. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018, "The Asymmetric Responses of Stock Markets," Post-Print, HAL, number halshs-02148927, Mar, DOI: 10.11130/jei.2018.33.1.1096.
  14. Natalia Zugravu, 2018, "The impact of trade in environmental goods on pollution: what are we learning from the transition economies’ experience?," Post-Print, HAL, number hal-02509936, Oct, DOI: 10.1007/s10018-018-0215-z.

2017

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017, "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-21.
  2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017, "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-20.
  3. Fabrice Barthélémy & Mathieu Martin & Ashley Piggins, 2017, "Trump’s victory like Harrison, not Hayes and Bush," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-22.
  4. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2017, "A changing model for Real Estate Returns: a factorial approach," ERES, European Real Estate Society (ERES), number eres2017_167, Jul.
  5. Florent BEDECARRATS & Isabelle GUERIN & François ROUBAUD, 2017, "All That Glitters Is Not Gold: The Political Economy of Randomised Evaluations in Development," Working Paper, Agence française de développement, number 753120cd-506f-4c5f-80ed-7, Aug.
  6. Florent BEDECARRATS & Isabelle GUERIN & François ROUBAUD, 2017, "L'étalon-or des évaluations randomisées : économie politique des expérimentations aléatoires dans le domaine du développement," Working Paper, Agence française de développement, number 753120cd-506f-4c5f-80ed-7, Aug.
  7. Florent Bédécarrats & Jean-Pierre Cling & François Roubaud, 2017, "Révolution des données et enjeux de la statistique en Afrique," Post-Print, HAL, number hal-03852210, Jun, DOI: 10.3917/afco.258.0009.
  8. Florent Bédécarrats & Jean-Pierre Cling & François Roubaud, 2017, "The Data Revolution and Statistical Challenges in Africa: Introduction to the Special Report," Post-Print, HAL, number hal-03852214, Jun, DOI: 10.3917/afco.258.0009.
  9. Aline Philibert & Marion Ravit & Valéry Ridde & Inès Dossa & Emmanuel Bonnet & Florent Bédécarrats & Alexandre Dumont, 2017, "Maternal and neonatal health impact of obstetrical risk insurance scheme in Mauritania : a quasi experimental before-and-after study," Post-Print, HAL, number hal-03852218, Apr, DOI: 10.1093/heapol/czw142.
  10. Florent Bedecarrats & Isabelle Guérin & François Roubaud, 2017, "L'étalon-or des évaluations randomisées : du discours de la méthode à l'économie politique," Working Papers, HAL, number ird-01445209, Jan.
  11. 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, FAERE - French Association of Environmental and Resource Economists, number 2017.11, Jun.
  12. Stéphane Goutte & Amine Ismail & Huyên Pham, 2017, "Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options," Post-Print, HAL, number hal-01212018, May, DOI: 10.1080/1350486X.2017.1333015.
  13. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017, "Risk minimisation: the failure of electricity intra-day forward contracts," Post-Print, HAL, number hal-02145820, DOI: 10.1504/IJGEI.2017.086847.
  14. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017, "Jumps and volatility dynamics in agricultural commodity spot prices," Post-Print, HAL, number halshs-01656434, Jan, DOI: 10.1080/00036846.2016.1273507.
  15. Julien Chevallier & Stéphane Goutte, 2017, "Mean-Reverting Lévy Jump Dynamics in the European Power Sector," Post-Print, HAL, number halshs-02157475, Mar.
  16. Marc Leandri & Mabel Tidball, 2017, "Assessing the sustainability of optimal pollution paths in a world with inertia," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2017.10, Jun.

2016

  1. Charles-Olivier Amedee-Manesme & Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2016, "Segmenting the Paris residential market using a Principal Component Analysis," ERES, European Real Estate Society (ERES), number eres2016_158, Jan.
  2. Charlotte Boisteau & Florent Bédécarrats & Emilie Aberlen, 2016, "Analyser, suivre et évaluer sa contribution au changement social," Post-Print, HAL, number hal-03852199, Jan.
  3. Emilie Aberlen & Florent Bédécarrats & Charlotte Boisteau, 2016, "Analysis, Monitoring, and Evaluation of Contributions to Social Change," Post-Print, HAL, number hal-03852209, Jan.
  4. François Doligez & Johan Bastiaensen & Florent Bédécarrats & Marc Labie, 2016, "L’inclusion financière, nouvel avatar de la libéralisation financière ?," Post-Print, HAL, number hal-03852215, DOI: 10.3917/rtm.225.0009.
  5. Florent Bedecarrats & Oriane Lafuente-Sampietro & Martin Lemenager & Thimothée Makabu, 2016, "Tapping into existing household survey data for research or policy use: hands-on exercise on water access in Kinshasa
    [Exploiter les données d’enquêtes ménages pour la recherche ou la décision publique : guide et étude de cas sur l’accès à l’eau à    ," Working Papers, HAL, number hal-01372207, Sep.
  6. Cécile Couharde & Vincent Geronimi & Armand Taranco, 2016, "La Nouvelle-Calédonie suit-elle toujours le modèle de l'économie assistée ?," Post-Print, HAL, number hal-01549916.
  7. S. Bouard & J-M. Sourisseau & V. Geronimi & S. Blaise & L. Ro'I, 2016, "Des mineurs, des métallurgistes et des entrepreneurs au défi de la concurrence internationale," Post-Print, HAL, number hal-03314047.
  8. V. Geronimi & S. Bouard & J-M. Sourisseau & S. Blaise & L. Ro'I, 2016, "La soutenabilité de la trajectoire néo-calédonienne en question," Post-Print, HAL, number hal-03314048.
  9. J.-M. Sourisseau & V. Geronimi & S. Blaise & S. Bouard & L. Ro’i, 2016, "La Nouvelle-Calédonie dans les turbulences du XXIe siècle," Post-Print, HAL, number hal-03314049.
  10. 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, number hal-02145806, Jan, DOI: 10.1016/j.econmod.2015.09.027.
  11. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher, 2016, "EDF : France can avoid an industrial and financial disaste," Post-Print, HAL, number hal-02883227, Feb.
  12. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Péran & Thomas Porcher, 2016, "Fight against pollution : the paramount role of car manufacturers," Post-Print, HAL, number hal-02883230, Dec.
  13. Stéphane Goutte & Thomas Porcher, 2016, "Gaz de schiste en Europe : le mirage des emplois," Post-Print, HAL, number halshs-02615592, May.
  14. Cécile Couharde & Laurent Mathieu, 2016, "Cadrage macroéconomique et faits stylisés," Post-Print, HAL, number hal-01549914.
  15. Natalia Zugravu-Soilita, 2016, "Trade in environmental goods and sustainable development: What are we learning from the transition economies’ experience?," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2016.16, May.

2015

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015, "Ex-ante real estate Value at Risk calculation method," ERES, European Real Estate Society (ERES), number eres2015_56, Jul.
  2. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015, "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-21.
  3. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2015, "The gold standard for randomized evaluations: from discussion of method to political economy," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2015/01, Feb.
  4. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2015, "The gold standard for randomised evaluations: from discussion of method to political economics," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-009, Mar.
  5. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015, "Hedging strategies in energy markets: the case of electricity retailers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 82976, Sep.
  6. Gabriel Faraud & Stéphane Goutte, 2015, "Bessel bridges decomposition with varying dimension. Applications to finance," Post-Print, HAL, number hal-00694126, May, DOI: 10.1007/s10959-013-0496-x.
  7. Olivier Damette & Stéphane Goutte, 2015, "Tobin tax and trading volume tightening: a reassessment," Post-Print, HAL, number hal-01203841, DOI: 10.1080/00036846.2015.1011325.
  8. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015, "A Conditional Markov Regime Switching Model To Study Margins: Application To The French Fuel Retail Markets," Post-Print, HAL, number hal-02148309, Nov, DOI: 10.15173/esr.v21i2.2771.
  9. Stéphane Goutte & Armand Ngoupeyou, 2015, "The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims," Post-Print, HAL, number hal-02879222, DOI: 10.1016/j.spa.2014.10.017.
  10. Sebastien Choukroun & Stéphane Goutte & Armand Ngoupeyou, 2015, "Mean-variance hedging under multiple defaults risk," Post-Print, HAL, number hal-02879243.
  11. Julien Chevallier & Stéphane Goutte, 2015, "Statistical Method to Estimate Regime-Switching Levy Model," Post-Print, HAL, number hal-02880598.
  12. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher, 2015, "Why the liberalization of the energy sector does not benefit consumers," Post-Print, HAL, number hal-02883223, Jun.
  13. Stéphane Goutte & Raphaël Homayoun Boroumand & Thomas Porcher, 2015, "20 idées reçues sur l’énergie," Post-Print, HAL, number hal-02883269.

2014

  1. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014, "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1413, Sep.
  2. Fabrice Barthélémy & Francois Des Rosiers & Michel Baroni & Charles-Olivier Amedee-Manesme, 2014, "Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006," ERES, European Real Estate Society (ERES), number eres2014_106, Jan.
  3. Fabrice Barthélémy, 2014, "The Optimal Holding Period for a Commercial Real Estate Portfolio: Taking the Lease Structure into Account," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2014-30.
  4. Fabrice Barthélémy, 2014, "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2014-29.
  5. Laurent Dalmas & Vincent Geronimi & Jean-François Noël & Jessy Tsang King Sang, 2014, "L'évaluation économique du patrimoine urbain et ses enjeux : une approche par la soutenabilité The stakes of economic evaluation of urban heritages: a sustainability-based approach," Post-Print, HAL, number hal-03171463, DOI: 10.3917/reru.145.0843.
  6. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014, "Correlation evidence in the dynamics of agricultural commodity prices," Post-Print, HAL, number hal-02145832, May, DOI: 10.1080/13504851.2014.922742.
  7. Stéphane Goutte & Armand Ngoupeyou, 2014, "Dual Optimization Problem on Defaultable Claims," Post-Print, HAL, number halshs-02175681, Jan, DOI: 10.1515/mel-2013-0002.
  8. Julien Chevallier & Stéphane Goutte, 2014, "Detecting jumps and regime-switches in international stock markets returns," Working Papers, HAL, number hal-01090833, Nov.
  9. 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, number hal-01090846, Feb.
  10. Julien Chevallier & Stéphane Goutte, 2014, "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers, Department of Research, Ipag Business School, number 2014-285, Jan.

2013

  1. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013, "Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach," ERES, European Real Estate Society (ERES), number eres2013_79, Jan.
  2. François Doligez & Florent Bédécarrats & Emmanuelle Bouquet & Cécile Lapenu & Betty Wampfler, 2013, "Évaluer et mesurer l'impact de la microfinance : sortir de la « double impasse »," Post-Print, HAL, number hal-03852149, DOI: 10.3917/rtm.213.0161.
  3. François Doligez & Florent Bédécarrats & Johan Bastiaensen & Peter Marchetti, 2013, "Microfinance et nouvelles gauches en Amérique latine : un agenda pour la recherche-action," Post-Print, HAL, number hal-03852150, Sep, DOI: 10.3917/med.163.0009.
  4. Florent Bédécarrats & Abdoulaye Sangare & Alpha Ouédraogo & Marie-Anna Bénard, 2013, "L’évaluation des performances sociales des institutions de microfinance : la démarche innovante de la Confédération des institutions financières/Afrique de l’Ouest," Post-Print, HAL, number hal-03852151, Dec, DOI: 10.3917/tfd.113.0041.
  5. Florent Bédécarrats & Cécile Lapenu, 2013, "Evaluer l’impact de la microfinance : bilan des pratiques et proposition pour une approche mixte," Post-Print, HAL, number hal-03852152, Dec, DOI: 10.3917/tfd.113.0027.
  6. Florent Bédécarrats & Cécile Lapenu, 2013, "Assessing Microfinance: Striking the Balance between Social Utility and Financial Performance," Post-Print, HAL, number hal-03852163, DOI: 10.1057/9781137301925_4.
  7. Florent Bédécarrats, 2013, "La Microfinance : entre utilité sociale et rentabilité financière," Post-Print, HAL, number hal-03852250.
  8. Vincent Geronimi & Claire Mainguy & Rémi Generoso & Ibrahima Cisse, 2013, "The Cotton Sector in Mali Trapped in Asset Poverty ?
    [Le secteur coton au Mali dans un piège de sous-accumulation ?]    ," Post-Print, HAL, number hal-01753874, DOI: 10.3917/med.164.0013.
  9. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2013, "Variance optimal hedging for continuous time additive processes and applications," Papers, arXiv.org, number 1302.1965, Feb.
  10. St'ephane Goutte, 2013, "Markov switching quadratic term structure models," Papers, arXiv.org, number 1305.2693, May.
  11. Emmanuelle AUGERAUD-VERON & Marc LEANDRI, 2013, "Optimal pollution control with distributed delays," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2013-03.
  12. Marc Leandri, 2013, "Capacité de charge," Post-Print, HAL, number hal-00798291.
  13. Marc Leandri & Jean-Christophe Pereau & Luc Doyen & Patrick Point, 2013, "L'apport des sciences humaines pour l'aide à la décision," Post-Print, HAL, number hal-00798293.

2012

  1. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012, "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1115, Feb.
  2. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012, "Value-at-risk: A specific real estate model," ERES, European Real Estate Society (ERES), number eres2012_045, Jan.
  3. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012, "Cornish-Fisher expansion for real estate value at risk," ERES, European Real Estate Society (ERES), number eres2012_044, Jan.
  4. Florent Bédécarrats & Johan Bastiaensen & François Doligez, 2012, "Co-optation, Cooperation or Competition? Microfinance and the new left in Bolivia, Ecuador and Nicaragua," Post-Print, HAL, number hal-01722449, Feb, DOI: 10.1080/01436597.2012.627245.
  5. Florent Bédécarrats, 2012, "L'impact de la microfinance : un enjeu politique au prisme de ses controverses scientifiques," Post-Print, HAL, number hal-03852137, Jul, DOI: 10.3917/med.158.0127.
  6. Florent Bédécarrats & Silvia Baur & Cécile Lapenu, 2012, "Combining social and financial performance: A paradox?," Post-Print, HAL, number hal-03852145, Sep, DOI: 10.3362/1755-1986.2012.024.
  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, number hal-00860296, May.
  8. 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, number hal-00830049.
  9. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2012, "Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets," Papers, arXiv.org, number 1205.4089, May.
  10. Stephane Goutte & Armand Ngoupeyou, 2012, "Optimization problem and mean variance hedging on defaultable claims," Papers, arXiv.org, number 1209.5953, Sep.
  11. Stéphane Goutte & Benteng Zou, 2012, "Continuous time regime switching model applied to foreign exchange rate," Working Papers, HAL, number hal-00643900, Jan.
  12. Stéphane Goutte, 2012, "Conditional Markov regime switching model applied to economic modelling," Working Papers, HAL, number hal-00747479, Oct.
  13. Sonia Ben Kheder & Natalia Zugravu, 2012, "Environmental regulation and French firms location abroad: An economic geography model in an international comparative study," Post-Print, HAL, number hal-03709122, May, DOI: 10.1016/j.ecolecon.2011.10.005.

2011

  1. Fabrice Barthelemy & Jean-Luc Prigent, 2011, "Real Estate Portfolio Management : Optimization under Risk Aversion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-12.
  2. Fabrice Barthelemy & Mathieu Martin & Bertrand Tchantcho, 2011, "Some conjectures on the two main power indices," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-14.
  3. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin, 2011, "On the Likelihood of Dummy players in Weighted Majority Games," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-17.
  4. Fabrice Barthelemy & Gabriele Esposito & Mathieu Martin & Vincent Merlin, 2011, "Fair Apportionment in the Italian Senate : Which Reform Should Be Implemented?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-16.
  5. Fabrice Barthelemy & Mathieu Martin & Ashley Piggins, 2011, "U.S Presidential Elections and the Referendum Paradox," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-15.
  6. Florent Bédécarrats & Johan Bastiaensen & François Doligez, 2011, "Nouvelles Gauches et inclusion financière : la microfinance contestée en Bolivie, en Équateur et au Nicaragua," Post-Print, HAL, number hal-03852136, DOI: 10.3917/crii.052.0129.
  7. Cécile Couharde & Vincent Geronimi & Elodie Maître d'Hôtel & Armand Taranco, 2011, "Les enjeux liés à la Mesure du Capital Naturel: L’exemple de la Nouvelle-Calédonie," Post-Print, HAL, number hal-02508932, Feb, DOI: 10.1057/ejdr.2010.54.
  8. Cécile Couharde & Vincent Geronimi & Elodie Maître d'Hôtel & Armand Taranco, 2011, "Genuine saving trajectory and vulnerability: the example of New-Caledonia," Working Papers, HAL, number hal-00845200.
  9. Stéphane GOUTTE & Benteng Zou, 2011, "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-16.

2010

  1. Florent Bédécarrats, 2010, "Évaluer la microfinance, entre utilité sociale et performances financières," Post-Print, HAL, number hal-03852135, Nov, DOI: 10.3917/rfse.006.0087.
  2. Clément Brelaud & Cécile Couharde & Vincent Geronimi & Elodie Maître d'Hôtel & Katia Radja & Patrick Schembri & Armand Taranco, 2010, "Capital naturel et développement en Nouvelle-Calédonie. Partie 2," Working Papers, HAL, number hal-03399394.

2009

  1. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009, "A repeat sales index Robust to small datasets," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 09003, Jul.
  2. BARTHELEMY Fabrice & BERAUD Alain & MARTIN Mathieu, 2009, "La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2009-15.
  3. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2009, "Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes," ERES, European Real Estate Society (ERES), number eres2009_236, Jan.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2009, "Forecasting Real Estate Prices From a PCA Repeat Sales Index," ERES, European Real Estate Society (ERES), number eres2009_193, Jan.
  5. Florent Bédécarrats & Reynaldo Marconi, 2009, "L'influence de la régulation sur la contribution de la microfinance au développement: le cas de la Bolivie," Post-Print, HAL, number hal-03852120, DOI: 10.3917/rtm.197.0071.
  6. Florent Bédécarrats & Rémy William Angora & Cécile Lapenu, 2009, "Is social performance profitable? The relationship between social and financial performance in microfinance," Post-Print, HAL, number hal-03852132, Dec.
  7. Clément Brelaud & Cécile Couharde & Vincent Geronimi & Elodie Maître d'Hôtel & Katia Radja & Patrick Schembri & Armand Taranco, 2009, "Capital naturel et développement en Nouvelle-Calédonie. Partie 1," Working Papers, HAL, number hal-03399393.
  8. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2009, "Variance Optimal Hedging for continuous time processes with independent increments and applications," Papers, arXiv.org, number 0912.0372, Dec.
  9. Marc Leandri, 2009, "The shadow price of assimilative capacity in optimal flow pollution control," Post-Print, HAL, number hal-00394092, DOI: 10.1016/j.ecolecon.2008.11.019.
  10. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2009, "Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ?," Post-Print, HAL, number halshs-00403717.
  11. Natalia Zugravu & Katrin Millock & Gérard Duchene, 2009, "Les facteurs de la dépollution dans les pays en transition," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009043, Dec.

2008

  1. Fabrice BARTHELEMY & Alain BERAUD & Mathieu MARTIN, 2008, "Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d’administration : une analyse en termes de pouvoir," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-04.
  2. Fabrice Barthélémy & Jean-Luc Prigent, 2008, "Optimal Time to Sell in Real Estate Portfolio Management," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-13.
  3. Fabrice BARTHELEMY & Gabriele ESPOSITO & Mathieu MARTIN, 2008, "Italian Senate apportionment: is the 2007 proposal fair?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-28.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008, "A Repeat Sales Index Robust To Small Transactions Volume," ERES, European Real Estate Society (ERES), number eres2008_105, Jan.
  5. 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), HAL, number halshs-00268926, Jan.
  6. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2008, "Explaining the European exchange rates deviations: long memory or nonlinear adjustment?," Post-Print, HAL, number halshs-00390141, DOI: 10.1016/j.intfin.2006.09.004.
  7. Kheder, Sonia Ben & Zugravu, Natalia, 2008, "The Pollution Haven Hypothesis: A Geographic Economy Model in a Comparative Study," Climate Change Modelling and Policy Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 44223, Sep, DOI: 10.22004/ag.econ.44223.
  8. Katrin Millock & Natalia Zugravu & Gérard Duchene, 2008, "The Factors Behind CO2 Emission Reduction in Transition Economies," Working Papers, Fondazione Eni Enrico Mattei, number 2008.58, Jul.

2007

  1. Fabrice Barthélémy & Mathieu Martin, 2007, "Configurations study for the Banzhaf and the Shapley-Shubik indices of power," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-07.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007, "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07008, Apr.
  3. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007, "Is it possible to construct derivatives for the Paris residential market?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-24.
  4. Fabrice Barthélémy & Mathieu MARTIN & Vincent MERLIN, 2007, "On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-25.
  5. Fabrice Barthélémy & Mathieu MARTIN, 2007, "A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-26.
  6. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007, "May we Build Derivatives on the Paris Residential Market?," ERES, European Real Estate Society (ERES), number eres2007_321, Jan.
  7. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007, "Paris Repeat Sales Commercial Property Indices," ERES, European Real Estate Society (ERES), number eres2007_376, Jan.
  8. Fabrice Barthélémy & Alessandra Michelange Trannoy, 2007, "The Carrez Law: a Law to Fight Against the Round Numbers?," ERES, European Real Estate Society (ERES), number eres2007_405, Jan.
  9. Natalia Zugravu & Katrin Millock & Gérard Duchêne, 2007, "La dépollution dans les pays en transition est-elle volontaire ? Le cas des émissions industrielles de carbone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00143448, Jan.

2006

  1. Fabrice Barthélémy & Mathieu Martin, 2006, "Analyse spatiale du pouvoir de vote : application au cas de l'intercommunalité dans le département du Val d'Oise," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-17.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006, "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06002, Feb.
  3. Fabrice Barthélémy & Timothy C.G. Fisher & Jocelyn Martel, 2006, "What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-19.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2006, "Optimal holding period In Real Estate Portfolio," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-21.

2005

  1. F. Barthélémy & M. Martin, 2005, "Répartition des sièges au sein des structures intercommunales du Val d’Oise," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2005-16.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005, "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 05002, Feb.
  3. Philippe Méral & Audrey Aknin & Géraldine Froger & Vincent Géronimi & Patrick Schembri, 2005, "Quel développement durable pour les pays en voie de développement ?," Post-Print, HAL, number hal-03054675.

2004

  1. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004, "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 04006, May.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004, "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 04007, Jun.
  3. F. Barthélémy & A. Michelangeli & A. Trannoy, 2004, "La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2004-10.
  4. F. Barthelemy & T. C.G. Fisher & J. Martel, 2004, "Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2004-16.
  5. Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2004, "Do building and street matter?," ERES, European Real Estate Society (ERES), number eres2004_517, Jun.
  6. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2004, "A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris," ERES, European Real Estate Society (ERES), number eres2004_104, Jun.
  7. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2004, "Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?," Post-Print, HAL, number halshs-00390151, DOI: 10.3917/reco.553.0449.

2003

  1. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003, "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 03002, Feb.
  2. Fabrice Barthélémy & Michelangeli Alessandra & Trannoy Alain, 2003, "A Hybrid Housing Price Index for Paris," ERES, European Real Estate Society (ERES), number eres2003_113, Jun.
  3. Michel Baroni & Barthelemy Fabrice & Mokrane Mahdi, 2003, "Which Capital Growth for the Paris Residential Market?," ERES, European Real Estate Society (ERES), number eres2003_111, Jun.
  4. Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance, University Library of Munich, Germany, number 0309003, Sep.

2002

  1. F. Barthélémy, 2002, "Sequential Multiple Unit Root Test : New Evidence," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-08.
  2. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2002, "A Repeat Sales Index for Paris," ERES, European Real Estate Society (ERES), number eres2002_129, Jun.

2001

  1. M. Baroni & F. Barthélémy & M. Mokrane, 2001, "Indices de l'immobilier physique et facteurs systématiques de risque," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2001-23.
  2. Mahdi Mokrane & Fabrice Barthélémy & Michel Baroni, 2001, "Analysing the real estate investment risk : The case of Paris," ERES, European Real Estate Society (ERES), number eres2001_237, Jun.

2000

  1. F. Barthelemy & M. Mokrane & J-L Prigent, 2000, "Strategies optimales d'allocation de portefeuilles internationaux avec contraintes," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-32.

1998

  1. Jérôme DRUNAT & Gilles DUFRÉNNOT & Laurent MATHIEU, 1998, "Le taux de change du dollar contre le mark suit-il une dynamique non-linéaire? Une évaluation empirique sur données infra-journalières," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998022, Jun.

1997

  1. F. Barthélémy, 1997, "Tests de racines unitaires multiples et saisonnalité," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-04.

1996

  1. Barthelemy, F. & Lubrano, M., 1996, "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a01.
  2. Barthelemy, F. & Lubrano, M., 1996, "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a13.

Undated

  1. Zugravu-Soilita, Natalia, undated, "Trade in Environmental Goods: Empirical Exploration of Direct and Indirect Effects on Pollution by Country’s Trade Status," EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM), number 266287, DOI: 10.22004/ag.econ.266287.

Journal articles

2026

  1. Stéphane Goutte & Konstantinos N. Konstantakis & Dimitris Konstantios & Panayotis G. Michaelides & Arsenios‐Georgios N. Prelorentzos, 2026, "Econometrics at the Extreme: From Quantile Regression to QFAVAR1," Journal of Economic Surveys, Wiley Blackwell, volume 40, issue 3, pages 1672-1686, July, DOI: 10.1111/joes.70063.
  2. Zhao, Congyu & Dong, Kangyin & Nepal, Rabindra & Goutte, Stéphane, 2026, "From aid to equality: Uncovering the role of climate finance funds in inhibiting carbon inequality," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104566.
  3. Haoxi Chen & Stephane Goutte, 2026, "Migration surge under the context of climate change: a case study of China," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 28, issue 1, pages 249-280, January, DOI: 10.1007/s10018-024-00431-2.
  4. Giorgos Kotsompolis & Panagiotis Cheilas & Konstantinos N. Konstantakis & Evangelos Sfakianakis & Stephane Goutte & Panayotis G. Michaelides, 2026, "Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 1, pages 47-60, January, DOI: 10.1002/for.70025.
  5. Kristin Muthui & Natalia Zugravu-Soilita, 2026, "Agricultural Dynamics and Structural Transformation: Can they Withstand Weather Extremes?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 89, issue 1, pages 1-35, January, DOI: 10.1007/s10640-025-01065-y.

2025

  1. Depraiter, Lisa & Goutte, Stéphane & Porcher, Thomas, 2025, "Geopolitical risk and the global supply of rare earth permanent magnets: Insights from China’s export trends," Energy Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.eneco.2025.108496.
  2. Depraiter, Lisa & Goutte, Stéphane, 2025, "Geopolitical risk and clean energy investments: Exploring the role of rare earths," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103965.
  3. Nepal, Rabindra & Deng, Youyi & Dong, Kangyin & Goutte, Stéphane, 2025, "Does executive gender diversity culture inhibit corporate greenwashing behavior? The effect of informal institutions," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103888.
  4. Diep, Tuong Bao & Goutte, Stéphane & Le, Hoang-Viet & Liu, Fei & Nguyen, Huong Giang & Mettenheim, Hans-Jörg von, 2025, "Influence of social sustainable development goals sentiment on listed companies," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103068.
  5. El Khatib, Youssef & Goutte, Stéphane & Ma, Feng & Vigne, Samuel A., 2025, "Impact of exogenous events on volatility derivatives pricing," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103129.
  6. Haoxi Chen & Mayssa Mhadhbi & Ruotong Tang & Stéphane Goutte, 2025, "Sustainable urban development policies and climate adaptation: evaluating real estate market stability in Tianjin Sino-Singapore Eco-City," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-12, December, DOI: 10.1057/s41599-025-05627-9.
  7. Ramzi Benkraiem & Stéphane Goutte & Khaled Guesmi & Constantin Zopounidis, 2025, "New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance," Annals of Operations Research, Springer, volume 347, issue 1, pages 1-12, April, DOI: 10.1007/s10479-025-06562-3.
  8. Stéphane Goutte & Hoang-Viet Le & Fei Liu & Hans-Jörg Mettenheim, 2025, "Mcda strategies for portfolio optimization: a case study on Vietnamese stock market dynamics," Annals of Operations Research, Springer, volume 353, issue 1, pages 321-351, October, DOI: 10.1007/s10479-025-06736-z.
  9. Edouard Pignède, 2025, "Who carries the burden of climate change? Heterogeneous impact of droughts in sub‐Saharan Africa," American Journal of Agricultural Economics, John Wiley & Sons, volume 107, issue 3, pages 925-957, May, DOI: 10.1111/ajae.12507.

2024

  1. Goutte, Stéphane & Mhadhbi, Mayssa, 2024, "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107614.
  2. Goutte, Stéphane & Klotzner, Klemens & Le, Hoang-Viet & von Mettenheim, Hans-Jörg, 2024, "Forecasting photovoltaic production with neural networks and weather features," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107884.
  3. El Moussawi, Chawki & Goutte, Stéphane & Kouki, Imen & Obeid, Hassan, 2024, "Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102283.

2023

  1. Séverine Blaise & Carine David & Vincent Géronimi & Michaël Goujon, 2023, "Politiques et institutions dans la résilience des petites économies insulaires face aux chocs.. Présentation," Mondes en développement, De Boeck Université, volume 0, issue 4, pages 7-15.
  2. Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Goutte, Stéphane, 2023, "How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread," Energy Policy, Elsevier, volume 179, issue C, DOI: 10.1016/j.enpol.2023.113654.
  3. Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023, "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102858.
  4. Goutte, Stéphane & Le, Hoang-Viet & Liu, Fei & von Mettenheim, Hans-Jörg, 2023, "Deep learning and technical analysis in cryptocurrency market," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103809.
  5. Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane, 2023, "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103853.
  6. Ayadi, Ahmed & Gana, Marjène & Goutte, Stéphane & Guesmi, Khaled, 2023, "Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101863.
  7. Damette, Olivier & Goutte, Stéphane, 2023, "Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective," Journal of Comparative Economics, Elsevier, volume 51, issue 1, pages 295-323, DOI: 10.1016/j.jce.2022.09.005.
  8. El Atiek, Said & Goutte, Stéphane, 2023, "Impacts, sustainability, and resilience on the Egyptian tourism and hospitality industry after the Russian airplane crash in 2015," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101866.
  9. Amine Ben Amar & Stéphane Goutte & Amir Hasnaoui & Amine Marouane & Héla Mzoughi, 2023, "The Ramadan effect on commodity and stock markets integration," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 3, pages 269-293, April, DOI: 10.1108/RAF-01-2023-0001.
  10. Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2023, "Emerging and advanced economies markets behaviour during the COVID‐19 crisis era," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 1563-1581, April, DOI: 10.1002/ijfe.2494.
  11. Saussay, Aurélien & Zugravu-Soilita, Natalia, 2023, "International production chains and the pollution offshoring hypothesis: An empirical investigation," Resource and Energy Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.reseneeco.2023.101357.

2022

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022, "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, volume 313, issue 2, pages 691-712, June, DOI: 10.1007/s10479-020-03858-4.
  2. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022, "Les expérimentations à l’épreuve du temps : consécration et controverse," Mondes en développement, De Boeck Université, volume 0, issue 3, pages 315-325.
  3. Laurent Dalmas & Marc Leandri & Roman Rouzier & Delphine Héquet, 2022, "Les coûts environnementaux liés aux transports dans l’évaluation économique d’un parcours de soins : application à la prise en charge du cancer du sein dans l’ouest francilien," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 4, pages 563-586.
  4. Vincent Géronimi & Claire Mainguy, 2022, "Des produits de base aux ressources : l’évolution de la place des matières premières dans les analyses et stratégies de développement," Mondes en développement, De Boeck Université, volume 0, issue 3, pages 193-213.
  5. Goutte, Maud-Rose, 2022, "Do actions speak louder than words? Evidence from microblogs," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100619.
  6. Amar, Amine Ben & Goutte, Stéphane & Isleimeyyeh, Mohammad & Benkraiem, Ramzi, 2022, "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102190.
  7. El-Khatib, Youssef & Goutte, Stephane & Makumbe, Zororo S. & Vives, Josep, 2022, "Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102072.
  8. Goutte, Stéphane & Péran, Thomas & Porcher, Thomas, 2022, "Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102086.
  9. Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022, "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101690.
  10. Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas, 2022, "Economic drivers of volatility and correlation in precious metal markets," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2021.100242.
  11. Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad, 2022, "Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 386-400, DOI: 10.1016/j.qref.2022.04.009.
  12. Viet Hoang Le & Hans-Jörg von Mettenheim & Stéphane Goutte & Fei Liu, 2022, "News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 1, pages 72-88, November, DOI: 10.1108/JRF-06-2022-0168.

2021

  1. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021, "Dummy Players and the Quota in Weighted Voting Games," Group Decision and Negotiation, Springer, volume 30, issue 1, pages 43-61, February, DOI: 10.1007/s10726-020-09705-y.
  2. Florent Bédécarrats & Isabelle Guérin & Solène Morvant-Roux & François Roubaud, 2021, "Behind the scenes of science in action: a ‘replication in context’ of a randomised control trial in Morocco," Third World Quarterly, Taylor & Francis Journals, volume 42, issue 11, pages 2669-2689, November, DOI: 10.1080/01436597.2021.1977114.
  3. Natalia Zugravu-Soilita & Vincent Géronimi & Christine Le Gargasson & Jessy Tsang King Sang, 2021, "Promouvoir le patrimoine pour un développement soutenable : le cas du tourisme dans les économies insulaires," Revue économique, Presses de Sciences-Po, volume 72, issue 2, pages 289-331.
  4. Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled, 2021, "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112055.
  5. Goodell, John W. & Goutte, Stephane, 2021, "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101781.
  6. Mhadhbi, Mayssa & Gallali, Mohamed Imen & Goutte, Stephane & Guesmi, Khaled, 2021, "On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101840.
  7. Goodell, John W. & Goutte, Stephane, 2021, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101625.
  8. Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021, "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1112-1127, DOI: 10.1016/j.jebo.2021.09.040.
  9. Ayadi, Ahmed & Gana, Marjène & Goutte, Stéphane & Guesmi, Khaled, 2021, "Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 376-423, DOI: 10.1016/j.iref.2021.06.013.
  10. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021, "Is It Possible to Forecast the Price of Bitcoin?," Forecasting, MDPI, volume 3, issue 2, pages 1-44, May.
  11. Weiliang Lu & Alexis Arrigoni & Anatoliy Swishchuk & Stéphane Goutte, 2021, "Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets," Mathematics, MDPI, volume 9, issue 7, pages 1-24, March.
  12. M’hamed Gaïgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2021, "Optimal risk management problem of natural resources: application to oil drilling," Annals of Operations Research, Springer, volume 297, issue 1, pages 147-166, February, DOI: 10.1007/s10479-019-03303-1.
  13. Zugravu-Soilita, Natalia & Kafrouni, Rajwane & Bouard, Séverine & Apithy, Leïla, 2021, "Do cultural capital and social capital matter for economic performance? An empirical investigation of tribal agriculture in New Caledonia," Ecological Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.ecolecon.2020.106933.

2020

  1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2020, "Un nouveau paradigme de la dynamique des rendements immobiliers parisiens," Revue économique, Presses de Sciences-Po, volume 71, issue 4, pages 751-765.
  2. Vincent Géronimi & Claire Mainguy, 2020, "Exploitation minière et développement : des effets toujours controversés. Introduction," Mondes en développement, De Boeck Université, volume 0, issue 1, pages 7-29.
  3. Imen Kouki & Ilyes Abid & Khaled Guesmi & Stephane Goutte, 2020, "Does Financial inclusion affect the African banking stability?," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 863-879.
  4. Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2020, "Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101113.
  5. Goutte, Stéphane & Péran, Thomas & Porcher, Thomas, 2020, "The role of economic structural factors in determining pandemic mortality rates: Evidence from the COVID-19 outbreak in France," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101281.
  6. Stéphane Goutte, 2020, "Special issue: Impact of the liberalization and capitalization of energy market: a way for emerging countries," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 17, issue 1, pages 3-4, June.
  7. Olivier Damette & Stephane Goutte & Qing Pei, 2020, "Climate and nomadic migration in a nonlinear world: evidence of the historical China," Climatic Change, Springer, volume 163, issue 4, pages 2055-2071, December, DOI: 10.1007/s10584-020-02901-4.
  8. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2020, "Hedging and diversification across commodity assets," Applied Economics, Taylor & Francis Journals, volume 52, issue 23, pages 2472-2492, May, DOI: 10.1080/00036846.2019.1693016.
  9. Raphaël H. Boroumand & Stéphane Goutte & Ehud I. Ronn, 2020, "Characterizing the hedging policies of commodity price‐sensitive corporations," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1264-1281, August, DOI: 10.1002/fut.22072.
  10. Fouad El Ouardighi & Eugene Khmelnitsky & Marc Leandri, 2020, "Production-based pollution versus deforestation: optimal policy with state-independent and-dependent environmental absorption efficiency restoration process," Annals of Operations Research, Springer, volume 292, issue 1, pages 1-26, September, DOI: 10.1007/s10479-020-03638-0.

2019

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019, "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, volume 281, issue 1, pages 423-453, October, DOI: 10.1007/s10479-018-2792-4.
  2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019, "Mixed-asset portfolio allocation under mean-reverting asset returns," Annals of Operations Research, Springer, volume 281, issue 1, pages 65-98, October, DOI: 10.1007/s10479-018-2761-y.
  3. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019, "All that Glitters is not Gold. The Political Economy of Randomized Evaluations in Development," Development and Change, International Institute of Social Studies, volume 50, issue 3, pages 735-762, May, DOI: 10.1111/dech.12378.
  4. Bédécarrats, Florent & Guérin, Isabelle & Morvant-Roux, Solène & Roubaud, François, 2019, "Estimating microcredit impact with low take-up, contamination and inconsistent data. A replication study of Crépon, Devoto, Duflo, and Parienté (American Economic Journal: Applied Economics, 2015)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-22, DOI: 10.18718/81781.12.
  5. Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019, "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, volume 80, issue C, pages 267-276, DOI: 10.1016/j.eneco.2018.12.027.
  6. Goutte, Stéphane & Vassilopoulos, Philippe, 2019, "The value of flexibility in power markets," Energy Policy, Elsevier, volume 125, issue C, pages 347-357, DOI: 10.1016/j.enpol.2018.10.024.
  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, volume 132, issue C, pages 1120-1129, DOI: 10.1016/j.enpol.2019.06.046.
  8. Abid, Ilyes & Goutte, Stéphane & Guesmi, Khaled & Jamali, Ibrahim, 2019, "Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets," Energy Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.enpol.2019.110953.
  9. Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019, "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 37-43, DOI: 10.1016/j.frl.2019.03.031.
  10. Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2019, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.014.
  11. 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, volume 47, issue C, pages 371-385, DOI: 10.1016/j.ribaf.2018.08.010.
  12. Raphaël Homayoun Boroumand & Stéphane Goutte & Thomas Péran & Thomas Porcher, 2019, "Worker mobility and the purchase of low CO2 emission vehicles in France: a datamining approach," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 16, issue 2, pages 171-205, December.
  13. Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2019, "Optimal strategy between extraction and storage of crude oil," Annals of Operations Research, Springer, volume 281, issue 1, pages 3-26, October, DOI: 10.1007/s10479-018-2844-9.
  14. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "FDI, banking crises and growth: direct and spill over effects," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 20, pages 1655-1658, November, DOI: 10.1080/13504851.2019.1591587.
  15. 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., volume 31, issue 1, pages 39-79, January, DOI: 10.1002/jid.3391.
  16. Natalia Zugravu-Soilita, 2019, "Trade in Environmental Goods and Air Pollution: A Mediation Analysis to Estimate Total, Direct and Indirect Effects," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 74, issue 3, pages 1125-1162, November, DOI: 10.1007/s10640-019-00363-6.

2018

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2018, "Ex-ante real estate Value at Risk calculation method," Annals of Operations Research, Springer, volume 262, issue 2, pages 257-285, March, DOI: 10.1007/s10479-015-2046-7.
  2. 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, volume 0, issue 4, pages 137-164.
  3. 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, volume 59, issue C, pages 329-339, DOI: 10.1016/j.resourpol.2018.08.005.
  4. 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, volume 59, issue C, pages 134-146, DOI: 10.1016/j.irfa.2018.07.001.
  5. 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, volume 56, issue C, pages 233-254, DOI: 10.1016/j.intfin.2018.01.005.
  6. Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2018, "Optimal management of an oil exploitation," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 41, issue 1/2/3/4, pages 69-85.
  7. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018, "The Asymmetric Responses of Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 1, pages 1096-1140.
  8. Natalia Zugravu-Soilita, 2018, "The impact of trade in environmental goods on pollution: what are we learning from the transition economies’ experience?," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 20, issue 4, pages 785-827, October, DOI: 10.1007/s10018-018-0215-z.

2017

  1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & François Des Rosiers, 2017, "Market heterogeneity, investment risk and portfolio allocation," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 10, issue 5, pages 641-661, October, DOI: 10.1108/IJHMA-04-2017-0040.
  2. Chevallier Julien & Goutte Stéphane, 2017, "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 3-29, February, DOI: 10.1515/snde-2016-0048.
  3. 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, volume 40, issue 5, pages 335-343.
  4. 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, volume 255, issue 1, pages 169-197, August, DOI: 10.1007/s10479-015-1967-5.
  5. Raphaël Homayoun Boroumand & Stéphane Goutte, 2017, "Intraday hedging with financial options: the case of electricity," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 20, pages 1448-1454, November, DOI: 10.1080/13504851.2017.1284977.
  6. Stéphane Goutte & Amine Ismail & Huyên Pham, 2017, "Regime-switching stochastic volatility model: estimation and calibration to VIX options," Applied Mathematical Finance, Taylor & Francis Journals, volume 24, issue 1, pages 38-75, January, DOI: 10.1080/1350486X.2017.1333015.
  7. Julien Chevallier & Stéphane Goutte, 2017, "Cross-country performance of Lévy regime-switching models for stock markets," Applied Economics, Taylor & Francis Journals, volume 49, issue 2, pages 111-137, January, DOI: 10.1080/00036846.2016.1192275.
  8. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017, "Jumps and volatility dynamics in agricultural commodity spot prices," Applied Economics, Taylor & Francis Journals, volume 49, issue 40, pages 4035-4054, August, DOI: 10.1080/00036846.2016.1273507.
  9. Natalia Zugravu-Soilita, 2017, "How does Foreign Direct Investment Affect Pollution? Toward a Better Understanding of the Direct and Conditional Effects," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 66, issue 2, pages 293-338, February, DOI: 10.1007/s10640-015-9950-9.

2016

  1. Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016, "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, volume 58, issue C, pages 543-555, DOI: 10.1016/j.econmod.2015.10.033.
  2. François Doligez & Johan Bastiaensen & Florent Bédécarrats & Marc Labie, 2016, "L’inclusion financière, nouvel avatar de la libéralisation financière ?. Introduction," Revue Tiers-Monde, Armand Colin, volume 0, issue 1, pages 9-20.
  3. 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, volume 52, issue PB, pages 467-476, DOI: 10.1016/j.econmod.2015.09.027.

2015

  1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015, "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 121-139, March, DOI: 10.1108/JPIF-02-2014-0010.
  2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan, 2015, "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 4, pages 439-464, May, DOI: 10.1007/s11146-014-9476-x.
  3. Vincent Géronimi & Audrey Aknin, 2015, "Soutenabilité et migrations dans les économies insulaires : quels enjeux pour la Nouvelle-Calédonie ?," Mondes en développement, De Boeck Université, volume 0, issue 4, pages 67-86.
  4. 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, volume 42, pages 189-214.
  5. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015, "Hedging strategies in energy markets: The case of electricity retailers," Energy Economics, Elsevier, volume 51, issue C, pages 503-509, DOI: 10.1016/j.eneco.2015.06.021.
  6. 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, volume 125, issue 4, pages 1323-1351, DOI: 10.1016/j.spa.2014.10.017.
  7. Julien Chevallier & St�phane Goutte, 2015, "Detecting jumps and regime switches in international stock markets returns," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 13, pages 1011-1019, September, DOI: 10.1080/13504851.2014.995356.
  8. Olivier Damette & St鰨ane Goutte, 2015, "Tobin tax and trading volume tightening: a reassessment," Applied Economics, Taylor & Francis Journals, volume 47, issue 29, pages 3124-3141, June, DOI: 10.1080/00036846.2015.1011325.

2014

  1. 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, volume 0, issue 5, pages 843-863.
  2. Goutte Stéphane & Ngoupeyou Armand, 2014, "Dual Optimization Problem on Defaultable Claims," Mathematical Economics Letters, De Gruyter, volume 1, issue 2-4, pages 47-54, July, DOI: 10.1515/mel-2013-0002.
  3. Goutte, Stéphane, 2014, "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, volume 38, issue C, pages 258-269, DOI: 10.1016/j.econmod.2013.12.007.
  4. Gabriel Faraud & Stéphane Goutte, 2014, "Bessel Bridges Decomposition with Varying Dimension: Applications to Finance," Journal of Theoretical Probability, Springer, volume 27, issue 4, pages 1375-1403, December, DOI: 10.1007/s10959-013-0496-x.
  5. 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, volume 21, issue 17, pages 1238-1242, November, DOI: 10.1080/13504851.2014.922742.
  6. Raphaël Homayoun Boroumand & St�phane 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, volume 24, issue 21, pages 1361-1366, November, DOI: 10.1080/09603107.2014.925062.
  7. Augeraud-Véron, Emmanuelle & Leandri, Marc, 2014, "Optimal pollution control with distributed delays," Journal of Mathematical Economics, Elsevier, volume 55, issue C, pages 24-32, DOI: 10.1016/j.jmateco.2014.09.010.

2013

  1. Fabrice Barthélémy & Dominique Lepelley & Mathieu Martin, 2013, "On the likelihood of dummy players in weighted majority games," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 41, issue 2, pages 263-279, July, DOI: 10.1007/s00355-012-0683-1.
  2. Charles‐Olivier Amédée‐Manesme & Fabrice Barthélémy & Michel Baroni & Etienne Dupuy, 2013, "Combining Monte Carlo simulations and options to manage the risk of real estate portfolios," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 360-389, July, DOI: 10.1108/JPIF-09-2012-0042.
  3. François Doligez & Florent Bédécarrats & Johan Bastiaensen & Peter Marchetti, 2013, "Microfinance et nouvelles gauches en Amérique latine : un agenda pour la recherche-action," Mondes en développement, De Boeck Université, volume 0, issue 3, pages 9-20.
  4. François Doligez & Florent Bédécarrats & Emmanuelle Bouquet & Cécile Lapenu & Betty Wampfler, 2013, "Évaluer et mesurer l'impact de la microfinance : sortir de la « double impasse »," Revue Tiers-Monde, Armand Colin, volume 0, issue 1, pages 161-178.
  5. 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, volume 0, issue 4, pages 13-33.

2012

  1. Florent Bédécarrats, 2012, "L'impact de la microfinance : un enjeu politique au prisme de ses controverses scientifiques," Mondes en développement, De Boeck Université, volume 0, issue 2, pages 127-142.
  2. Florent Bédécarrats & Johan Bastiaensen & François Doligez, 2012, "Co-optation, Cooperation or Competition? Microfinance and the new left in Bolivia, Ecuador and Nicaragua," Third World Quarterly, Taylor & Francis Journals, volume 33, issue 1, pages 143-160, DOI: 10.1080/01436597.2012.627245.
  3. 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, volume 0, issue 3, pages 7-11.
  4. 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, volume 0, issue 3, pages 13-34.
  5. Ben Kheder, Sonia & Zugravu, Natalia, 2012, "Environmental regulation and French firms location abroad: An economic geography model in an international comparative study," Ecological Economics, Elsevier, volume 77, issue C, pages 48-61, DOI: 10.1016/j.ecolecon.2011.10.005.

2011

  1. Fabrice Barthelemy & Mathieu Martin, 2011, "A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the US Presidential Elections," Annals of Economics and Statistics, GENES, issue 101-102, pages 87-106.
  2. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2011, "A repeat sales index robust to small datasets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 29, issue 1, pages 35-48, February, DOI: 10.1108/14635781111100182.
  3. Cécile Couharde & Vincent Géronimi & Élodie Maître d’Hôtel & Armand Taranco, 2011, "Vulnérabilité et développement soutenable en Nouvelle-Calédonie," Mondes en développement, De Boeck Université, volume 0, issue 2, pages 65-85.
  4. 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), volume 23, issue 1, pages 151-173, February.

2010

  1. Florent Bédécarrats, 2010, "Évaluer la microfinance, entre utilité sociale et performances financières," Revue française de socio-Economie, La découverte, volume 0, issue 2, pages 87-107.
  2. 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), volume 22, issue 3, pages 447-449, July.

2009

  1. Barthlmy, Fabrice & Fisher, Timothy C.G. & Martel, Jocelyn, 2009, "What discount rate should bankruptcy judges use? Estimates from Canadian reorganization data," International Review of Law and Economics, Elsevier, volume 29, issue 1, pages 67-72, March.
  2. Fabrice Barthélémy & Alain Béraud & Mathieu Martin, 2009, "La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?," Revue économique, Presses de Sciences-Po, volume 60, issue 6, pages 1469-1481.
  3. Fabrice Barthélémy & Jean-Luc Prigent, 2009, "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 1, pages 59-87, January, DOI: 10.1007/s11146-008-9122-6.
  4. Florent Bédécarrats & Reynaldo Marconi, 2009, "L'Influence De La Régulation Sur La Contribution De La Microfinance Au Développement : Le Cas De La Bolivie," Revue Tiers-Monde, Armand Colin, volume 0, issue 1, pages 71-90.
  5. Leandri, Marc, 2009, "The shadow price of assimilative capacity in optimal flow pollution control," Ecological Economics, Elsevier, volume 68, issue 4, pages 1020-1031, February.
  6. Natalia Zugravu & Katrin Millock & Gérard Duchene, 2009, "Les facteurs de la dépollution dans les pays en transition," Recherches économiques de Louvain, De Boeck Université, volume 75, issue 4, pages 461-501.

2008

  1. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008, "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 3, pages 233-264, October, DOI: 10.1007/s11146-008-9114-6.
  2. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008, "Un nouvel indice de risque immobilier pour le marché résidentiel parisien," Revue économique, Presses de Sciences-Po, volume 59, issue 1, pages 99-118.
  3. Fabrice Barthélémy & Alain Béraud & Mathieu Martin, 2008, "Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d'administration : une analyse en termes de pouvoir," Revue d'économie politique, Dalloz, volume 118, issue 3, pages 299-315.
  4. Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne, 2008, "Explaining the European exchange rates deviations: Long memory or non-linear adjustment?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 3, pages 207-215, July.

2007

  1. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007, "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, volume 29, issue 2, pages 137-158.
  2. Fabrice Barthélémy & Mathieu Martin, 2007, "Critères pour une meilleure répartition des sièges au sein des structures intercommunales. Une application au cas du Val-d'Oise," Revue économique, Presses de Sciences-Po, volume 58, issue 2, pages 399-425.
  3. Alain Trannoy & Alessandra Michelangeli & Fabrice Barthélémy, 2007, "La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier," Économie et Prévision, Programme National Persée, volume 180, issue 4, pages 107-126, DOI: 10.3406/ecop.2007.7674.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007, "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 25, issue 6, pages 603-625, October, DOI: 10.1108/14635780710829306.
  5. Laurent Dalmas, 2007, "Book Review: The Economics of Pollution Havens, Edited by Don Fullerton," International Journal of Sustainable Development, Inderscience Enterprises Ltd, volume 10, issue 3, pages 287-289.

2006

  1. Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006, "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor & Francis Journals, volume 38, issue 2, pages 203-229, DOI: 10.1080/00036840500390262.

2004

  1. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2004, "Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 449-458.

1997

  1. Fabrice Barthélémy, 1997, "Tests de racines unitaires multiples et saisonnalité," Revue Économique, Programme National Persée, volume 48, issue 3, pages 673-683, DOI: 10.3406/reco.1997.409906.

1996

  1. Barthelemy, Fabrice & Lubrano, Michel, 1996, "Unit roots tests and SARIMA models," Economics Letters, Elsevier, volume 50, issue 2, pages 147-154, February.

1994

  1. Dufrenot Gilles & Mathieu Laurent, 1994, "Methods In Economics: Testing For Linearity," Journal des Economistes et des Etudes Humaines, De Gruyter, volume 5, issue 2-3, pages 393-408, June, DOI: 10.1515/jeeh-1994-2-308.
  2. Jérôme Drunat & Gilles Dufrenot & Laurent Mathieu, 1994, "Les théories explicatives du taux de change : de Cassel au début des années quatre-vingt," Revue Française d'Économie, Programme National Persée, volume 9, issue 3, pages 53-111, DOI: 10.3406/rfeco.1994.959.

Books

2026

  1. Stéphane Goutte & Said El-Atiek, 2026, "Crisis Management of Tourism and Hospitality Industry:Current and Future Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14648, ISBN: ARRAY(0x78689d10).

2021

  1. Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), 2021, "Cryptofinance:A New Currency for a New Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12353, ISBN: ARRAY(0x784f3268).

2020

  1. Stéphane Goutte & Duc Khuong Nguyen (ed.), 2020, "Handbook of Energy Finance:Theories, Practices and Simulations," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11213, ISBN: ARRAY(0x78487dd8).
  2. Stéphane Goutte & Khaled Guesmi (ed.), 2020, "Risk Factors and Contagion in Commodity Markets and Stocks Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11549, ISBN: ARRAY(0x792bf8a0).

Chapters

2021

  1. Fabrice Barthélémy & Mathieu Martin, 2021, "Dummy Players and the Quota in Weighted Voting Games: Some Further Results," Studies in Choice and Welfare, Springer, in: Mostapha Diss & Vincent Merlin, "Evaluating Voting Systems with Probability Models", DOI: 10.1007/978-3-030-48598-6_13.
  2. Stéphane Goutte & Benjamin Keddad, 2021, "A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_12.
  3. Olivier Damette & Stéphane Goutte, 2021, "Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment," Springer Books, Springer, in: Fateh Belaïd & Anna Cretì, "Energy Transition, Climate Change, and COVID-19", DOI: 10.1007/978-3-030-79713-3_5.
  4. John W. Goodell & Stéphane Goutte, 2021, "Bitcoin and the First Wave of COVID-19," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Khaled Guesmi, "COVID-19 Pandemic and Energy Markets Commodity Markets, Cryptocurrencies and Electricity Consumption under the COVID-19".

2017

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

2013

  1. Florent Bédécarrats & Cécile Lapenu, 2013, "Assessing Microfinance: Striking the Balance Between Social Utility and Financial Performance," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Jean-Pierre Gueyie & Ronny Manos & Jacob Yaron, "Microfinance in Developing Countries", DOI: 10.1057/9781137301925_4.

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