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Publications

by members of

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

(International Research Unit on Sustainability and Resilience, Paris-Saclay University)

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

2023

  1. 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 2023-12, University of Paris Nanterre, EconomiX.
  2. Saussay, Aurélien & Zugravu-Soilita, Natalia, 2023. "International production chains and the pollution offshoring hypothesis: an empirical investigation," LSE Research Online Documents on Economics 118352, London School of Economics and Political Science, LSE Library.
  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-04068670, HAL.
  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-04122251, HAL.
  5. Boumediene Ramdani & Fateh Belaid & Stéphane Goutte, 2023. "SME internationalisation: Do the types of innovation matter?," Post-Print hal-04191640, HAL.
  6. Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023. "Deep Learning And Technical Analysis In Cryptocurrency Market," Working Papers halshs-03917333, HAL.
  7. Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023. "Esg Investing: A Sentiment Analysis Approach," Working Papers halshs-03917335, HAL.
  8. 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 halshs-03917358, HAL.
  9. Theu Dinh & Stéphane Goutte & Duc Khuong Nguyen & Nikolas Topaloglou, 2023. "Diversification benefits of precious metal markets," Working Papers halshs-04057273, HAL.
  10. Ayedi Ahmed & Marjène Gana & Stéphane Goutte & Khaled Guesmi, 2023. "Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets," Working Papers halshs-04068644, HAL.
  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 halshs-04068651, HAL.
  12. Lisa Depraiter & Stéphane Goutte, 2023. "The role and challenges of Rare Earths in the Energy Transition," Working Papers halshs-04126172, HAL.

2022

  1. 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-03674806, HAL.
  2. Stéphane Goutte & Khaled Guesmi & Christian Urom, 2022. "Financial Market Dynamics after COVID 19," Post-Print hal-03700942, HAL.
  3. Ramzi Benkraiem & Stéphane Goutte & Samir Saadi & Hui Zhu & Steven Zhu, 2022. "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Post-Print hal-03912881, HAL.
  4. Olivier Damette & Stéphane Goutte, 2022. "Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective," Post-Print hal-03982849, HAL.
  5. Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther, 2022. "Economic drivers of volatility and correlation in precious metal markets," Working Papers halshs-03672469, HAL.
  6. Catalin Dragomirescu-Gaina & Dionisis Philippas & Stéphane Goutte, 2022. "How to 'Trump' the energy market: evidence from the WTI-Brent spread," Working Papers halshs-03843257, HAL.
  7. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022. "Expérimentations aléatoires dans le champ du développement : une perspective critique," Post-Print hal-03799370, HAL.
  8. 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-03974861, HAL.
  9. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022. "Les expérimentations aléatoires en microfinance : miracle ou mirage ?," Post-Print hal-03974868, HAL.

2021

  1. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021. "Dummy Players and the Quota in Weighted Voting Games," Post-Print hal-03797495, HAL.
  2. 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-03218441, HAL.
  3. 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-03273647, HAL.
  4. Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021. "Investors’ attention and information losses under market stress," Post-Print hal-03434918, HAL.
  5. Julien Chevallier & Stéphane Goutte & David Guerreiro & Sophie Saglio & Bilel Sanhaji, 2021. "Routledge Advances in Applied Financial Econometrics," Post-Print halshs-04250213, HAL.
  6. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Post-Print halshs-04250269, HAL.
  7. 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 halshs-03169689, HAL.
  8. Ahmed Ayadi & Marjène Gana & Stéphane Goutte & Khaled Guesmi, 2021. "Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS," Working Papers halshs-03169699, HAL.
  9. Stéphane Goutte & Thomas Péran & Thomas Porcher, 2021. "Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption," Working Papers halshs-03169700, HAL.
  10. 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 halshs-03211698, HAL.
  11. John W Goodell & Stéphane Goutte, 2021. "Cryptocurrencies and COVID-19: What have we learned?," Working Papers halshs-03211702, HAL.
  12. 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-03616267, HAL.

2020

  1. Fabrice Barthelemy & Mathieu Martin, 2020. "Dummy players and the quota in weighted voting games: Some further results," THEMA Working Papers 2020-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. 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 insu," Post-Print hal-03709168, HAL.
  3. Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020. "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers 02-20, Association Française de Cliométrie (AFC).
  4. 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-03109162, HAL.
  5. Stéphane Goutte & Khaled Guesmi, 2020. "Risk Factors and Contagion in Commodity Markets and Stocks Markets," Post-Print halshs-02314612, HAL.
  6. Olivier Damette & Clement Mathonnat & Stéphane Goutte, 2020. "Is climate a curse or a bless in the Covid-19 virus fighting ?," Working Papers hal-03215659, HAL.
  7. Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020. "Cliometrics of Climate Change," Working Papers hal-03215675, HAL.
  8. John W Goodell & Stéphane Goutte, 2020. "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Working Papers halshs-02613277, HAL.
  9. 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 halshs-02613278, HAL.
  10. 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 halshs-02613280, HAL.
  11. 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 halshs-02613281, HAL.
  12. Olivier Damette & Stéphane Goutte, 2020. "The macroeconomic determinants of COVID-19 mortality rate and the role of post subprime crisis decisions," Working Papers halshs-02620834, HAL.
  13. Olivier Damette & Stéphane Goutte, 2020. "Weather, pollution and Covid-19 spread : a time series and Wavelet reassessment," Working Papers halshs-02629139, HAL.
  14. Olivier Damette & Stéphane Goutte & Qing Pei, 2020. "Climate and nomadic migration in a nonlinear world : evidence of the Historical China," Working Papers halshs-02726466, HAL.
  15. John W Goodell & Stéphane Goutte, 2020. "Diversifying with cryptocurrencies during COVID-19," Working Papers halshs-02876529, HAL.
  16. Olivier Damette & Stephane Goutte, 2020. "Beyond climate and conflict relationships: new evidence from copulas analysis," Working Papers of BETA 2020-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  17. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2020. "Controversies around RCT in Development. Epistemology, Ethics, and Politics," Working Papers DT/2020/15, DIAL (Développement, Institutions et Mondialisation).
  18. F. Bédécarrats & Isabelle Guérin & François Roubaud, 2020. "Controversies around RCT in development : epistemology, ethics, and politics : editors' introduction," Post-Print hal-03409451, HAL.
  19. F. Bédécarrats & Isabelle Guérin & François Roubaud, 2020. "Microfinance RCTs in development : miracle or mirage ?," Post-Print hal-03409457, HAL.
  20. Bédécarrats F (ed & Isabelle (ed.) Guérin & François (ed.) Roubaud, 2020. "Randomized control trials in the field of development : a critical perspective," Post-Print hal-03409465, HAL.

2019

  1. Natalia Zugravu, 2019. "Trade in Environmental Goods and Air Pollution: A Mediation Analysis to Estimate Total, Direct and Indirect Effects," Post-Print hal-02509000, HAL.
  2. Brahim Gaies & Khaled Guesmi & St'ephane Goutte, 2019. "FDI, banking crisis and growth: direct and spill over effects," Papers 1904.04911, arXiv.org.
  3. Stéphane Goutte & Duc Khuong Nguyen, 2019. "Handbook of Energy Finance," Post-Print hal-02171505, HAL.
  4. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019. "Hedging and diversification across commodity assets," Post-Print hal-02509833, HAL.
  5. 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 halshs-01644639, HAL.
  6. Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte, 2019. "Media attention and Bitcoin prices," Post-Print halshs-02148912, HAL.
  7. Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Post-Print halshs-02148921, HAL.
  8. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "What Interactions between Financial Globalization and Instability?-Growth in Developing Countries," Post-Print halshs-02148925, HAL.
  9. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019. "Contagion and bond pricing: The case of the ASEAN region," Post-Print halshs-02148928, HAL.
  10. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "Financial Mathematics, Volatility and Covariance Modelling," Post-Print halshs-02183052, HAL.
  11. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
  12. Stéphane Goutte & Philippe Vassilopoulos, 2019. "The Value of Flexibility in Power Markets," Working Papers hal-01968081, HAL.
  13. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects," Working Papers hal-01968082, HAL.
  14. M’hamed Gaîgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2019. "Optimal risk management problem of natural resources: Application to oil drilling," Working Papers halshs-01968000, HAL.
  15. Julien Chevallier & Stéphane Goutte & Khaled Guesmi, 2019. "Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Working Papers halshs-02106113, HAL.
  16. Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019. "On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps," Working Papers halshs-02120636, HAL.
  17. Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi, 2019. "Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers," Working Papers halshs-02175358, HAL.
  18. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility," Working Papers halshs-02175361, HAL.
  19. Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019. "Study of the dynamic of Bitcoin's price," Working Papers halshs-02175669, HAL.
  20. 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 DT/2019/04, DIAL (Développement, Institutions et Mondialisation).
  21. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019. "Microcredit RCTs in Development: Miracle or Mirage?," Working Papers DT/2019/13, DIAL (Développement, Institutions et Mondialisation).
  22. 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-02502335, HAL.
  23. 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-03852233, HAL.
  24. Isabelle Guérin & François Roubaud & F. Bédécarrats, 2019. "Prix Nobel d'économie 2019 : les limites de la méthode des essais cliniques," Post-Print hal-03948283, HAL.
  25. 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’évaluatio," Post-Print hal-02444463, HAL.

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-01955220, HAL.
  2. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2018. "An index to forecast housing returns," ERES eres2018_42, European Real Estate Society (ERES).
  3. Natalia Zugravu, 2018. "The impact of trade in environmental goods on pollution: what are we learning from the transition economies’ experience?," Post-Print hal-02509936, HAL.
  4. Hainaut, Donatien & Goutte, Stephane, 2018. "A switching microstructure model for stock prices," LIDAM Discussion Papers ISBA 2018014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  5. Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2018. "Optimal strategy between extraction and storage of crude oil," Post-Print hal-01968085, HAL.
  6. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2018. "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Post-Print halshs-02148916, HAL.
  7. Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print halshs-02148924, HAL.
  8. Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print halshs-02148926, HAL.
  9. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018. "The Asymmetric Responses of Stock Markets," Post-Print halshs-02148927, HAL.
  10. 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 DT/2018/09, DIAL (Développement, Institutions et Mondialisation).
  11. F. Bédécarrats & François Roubaud & Isabelle Guérin, 2018. "Le principe des essais cliniques peut-il s'appliquer aux politiques de développement ?," Post-Print hal-04026554, HAL.
  12. 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-02615940, HAL.
  13. 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-02509926, HAL.
  14. V. Geronimi & A. Taranco & S. Blaise & J. Cartier-Bresson, 2018. "Mines, émergence et indépendance : le cas des petites économies insulaires," Post-Print hal-03333392, HAL.

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 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  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 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Fabrice Barthélémy & Mathieu Martin & Ashley Piggins, 2017. "Trump’s victory like Harrison, not Hayes and Bush," THEMA Working Papers 2017-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2017. "A changing model for Real Estate Returns: a factorial approach," ERES eres2017_167, European Real Estate Society (ERES).
  5. Marc Leandri & Mabel Tidball, 2017. "Assessing the sustainability of optimal pollution paths in a world with inertia," Working Papers 2017.10, FAERE - French Association of Environmental and Resource Economists.
  6. Zugravu-Soilita, Natalia, 2017. "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 266287, Fondazione Eni Enrico Mattei (FEEM).
  7. Natalia Zugravu-Soilita & Vincent Geronimi & Christine Le Gargasson & Jessy Tsang King Sang, 2017. "Towards a less vulnerable and more sustainable development: heritage tourism in island economies," Working Papers 2017.11, FAERE - French Association of Environmental and Resource Economists.
  8. Stéphane Goutte & Amine Ismail & Huyên Pham, 2017. "Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options," Post-Print hal-01212018, HAL.
  9. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Risk minimisation: the failure of electricity intra-day forward contracts," Post-Print hal-02145820, HAL.
  10. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Jumps and volatility dynamics in agricultural commodity spot prices," Post-Print halshs-01656434, HAL.
  11. Julien Chevallier & Stéphane Goutte, 2017. "Mean-Reverting Lévy Jump Dynamics in the European Power Sector," Post-Print halshs-02157475, HAL.
  12. Florent BEDECARRATS & Isabelle GUERIN & François ROUBAUD, 2017. "All That Glitters Is Not Gold: The Political Economy of Randomised Evaluations in Development," Working Paper 753120cd-506f-4c5f-80ed-7, Agence française de développement.
  13. 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 753120cd-506f-4c5f-80ed-7, Agence française de développement.
  14. Florent Bédécarrats & Jean-Pierre Cling & François Roubaud, 2017. "Révolution des données et enjeux de la statistique en Afrique," Post-Print hal-03852210, HAL.
  15. Florent Bédécarrats & Jean-Pierre Cling & François Roubaud, 2017. "The Data Revolution and Statistical Challenges in Africa: Introduction to the Special Report," Post-Print hal-03852214, HAL.
  16. 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-03852218, HAL.
  17. Florent Bedecarrats & Isabelle Guérin & François Roubaud, 2017. "L'étalon-or des évaluations randomisées : du discours de la méthode à l'économie politique," Working Papers ird-01445209, HAL.
  18. Noëlvia Sedoarisoa & Didier Desponds & Laurent Dalmas & Catherine Lavandier, 2017. "Housing prices and the proximity of the Paris -Charles- de-Gaulle (CDG) airport [Prix de l’immobilier et proximité de la plate-forme aéroportuaire de Paris – Charles-de-Gaulle (CDG)]," Post-Print hal-02526101, HAL.

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 eres2016_158, European Real Estate Society (ERES).
  2. Natalia Zugravu-Soilita, 2016. "Trade in environmental goods and sustainable development: What are we learning from the transition economies’ experience?," Working Papers 2016.16, FAERE - French Association of Environmental and Resource Economists.
  3. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2016. "Asymmetric evidence of gasoline price responses in France: A Markov-switching approach," Post-Print hal-02145806, HAL.
  4. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher, 2016. "EDF : France can avoid an industrial and financial disaste," Post-Print hal-02883227, HAL.
  5. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Péran & Thomas Porcher, 2016. "Fight against pollution : the paramount role of car manufacturers," Post-Print hal-02883230, HAL.
  6. Stéphane Goutte & Thomas Porcher, 2016. "Gaz de schiste en Europe : le mirage des emplois," Post-Print halshs-02615592, HAL.
  7. Charlotte Boisteau & Florent Bédécarrats & Emilie Aberlen, 2016. "Analyser, suivre et évaluer sa contribution au changement social," Post-Print hal-03852199, HAL.
  8. Emilie Aberlen & Florent Bédécarrats & Charlotte Boisteau, 2016. "Analysis, Monitoring, and Evaluation of Contributions to Social Change," Post-Print hal-03852209, HAL.
  9. François Doligez & Johan Bastiaensen & Florent Bédécarrats & Marc Labie, 2016. "L’inclusion financière, nouvel avatar de la libéralisation financière ?," Post-Print hal-03852215, HAL.
  10. 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 publ," Working Papers hal-01372207, HAL.
  11. Cécile Couharde & Vincent Geronimi & Armand Taranco, 2016. "La Nouvelle-Calédonie suit-elle toujours le modèle de l'économie assistée ?," Post-Print hal-01549916, HAL.
  12. 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-03314047, HAL.
  13. 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-03314048, HAL.
  14. 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-03314049, HAL.
  15. Cécile Couharde & Laurent Mathieu, 2016. "Cadrage macroéconomique et faits stylisés," Post-Print hal-01549914, HAL.

2015

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
  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 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. 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 82976, London School of Economics and Political Science, LSE Library.
  4. Gabriel Faraud & Stéphane Goutte, 2015. "Bessel bridges decomposition with varying dimension. Applications to finance," Post-Print hal-00694126, HAL.
  5. Olivier Damette & Stéphane Goutte, 2015. "Tobin tax and trading volume tightening: a reassessment," Post-Print hal-01203841, HAL.
  6. 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-02148309, HAL.
  7. 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-02879222, HAL.
  8. Sebastien Choukroun & Stéphane Goutte & Armand Ngoupeyou, 2015. "Mean-variance hedging under multiple defaults risk," Post-Print hal-02879243, HAL.
  9. Julien Chevallier & Stéphane Goutte, 2015. "Statistical Method to Estimate Regime-Switching Levy Model," Post-Print hal-02880598, HAL.
  10. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher, 2015. "Why the liberalization of the energy sector does not benefit consumers," Post-Print hal-02883223, HAL.
  11. Stéphane Goutte & Raphaël Homayoun Boroumand & Thomas Porcher, 2015. "20 idées reçues sur l’énergie," Post-Print hal-02883269, HAL.
  12. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2015. "The gold standard for randomized evaluations: from discussion of method to political economy," Working Papers DT/2015/01, DIAL (Développement, Institutions et Mondialisation).
  13. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2015. "The gold standard for randomised evaluations: from discussion of method to political economics," Working Papers CEB 15-009, ULB -- Universite Libre de Bruxelles.

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 WP1413, ESSEC Research Center, ESSEC Business School.
  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 eres2014_106, European Real Estate Society (ERES).
  3. Fabrice Barthélémy, 2014. "The Optimal Holding Period for a Commercial Real Estate Portfolio: Taking the Lease Structure into Account," THEMA Working Papers 2014-30, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. Fabrice Barthélémy, 2014. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," THEMA Working Papers 2014-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014. "Correlation evidence in the dynamics of agricultural commodity prices," Post-Print hal-02145832, HAL.
  6. Stéphane Goutte & Armand Ngoupeyou, 2014. "Dual Optimization Problem on Defaultable Claims," Post-Print halshs-02175681, HAL.
  7. Julien Chevallier & Stéphane Goutte, 2014. "Detecting jumps and regime-switches in international stock markets returns," Working Papers hal-01090833, HAL.
  8. Stéphane Goutte & Raphaël Homayoun & Thomas Porcher, 2014. "A regime switching model to evaluate bonds in a quadratic term structure of interest rates," Working Papers hal-01090846, HAL.
  9. Julien Chevallier & Stéphane Goutte, 2014. "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers 2014-285, Department of Research, Ipag Business School.
  10. 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-03171463, HAL.

2013

  1. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013. "Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach," ERES eres2013_79, European Real Estate Society (ERES).
  2. Emmanuelle AUGERAUD-VERON & Marc LEANDRI, 2013. "Optimal pollution control with distributed delays," Cahiers du GREThA (2007-2019) 2013-03, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  3. Marc Leandri, 2013. "Capacité de charge," Post-Print hal-00798291, HAL.
  4. Marc Leandri & Jean-Christophe Pereau & Luc Doyen & Patrick Point, 2013. "L'apport des sciences humaines pour l'aide à la décision," Post-Print hal-00798293, HAL.
  5. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2013. "Variance optimal hedging for continuous time additive processes and applications," Papers 1302.1965, arXiv.org.
  6. St'ephane Goutte, 2013. "Markov switching quadratic term structure models," Papers 1305.2693, arXiv.org.
  7. 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-03852149, HAL.
  8. 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-03852150, HAL.
  9. 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-03852151, HAL.
  10. Florent Bédécarrats & Cécile Lapenu, 2013. "Evaluer l’impact de la microfinance : bilan des pratiques et proposition pour une approche mixte," Post-Print hal-03852152, HAL.
  11. Florent Bédécarrats & Cécile Lapenu, 2013. "Assessing Microfinance: Striking the Balance between Social Utility and Financial Performance," Post-Print hal-03852163, HAL.
  12. Florent Bédécarrats, 2013. "La Microfinance : entre utilité sociale et rentabilité financière," Post-Print hal-03852250, HAL.
  13. 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-01753874, HAL.

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 WP1115, ESSEC Research Center, ESSEC Business School.
  2. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012. "Value-at-risk: A specific real estate model," ERES eres2012_045, European Real Estate Society (ERES).
  3. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012. "Cornish-Fisher expansion for real estate value at risk," ERES eres2012_044, European Real Estate Society (ERES).
  4. 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-03709122, HAL.
  5. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2012. "Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets," Papers 1205.4089, arXiv.org.
  6. Stephane Goutte & Armand Ngoupeyou, 2012. "Optimization problem and mean variance hedging on defaultable claims," Papers 1209.5953, arXiv.org.
  7. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
  8. Stéphane Goutte, 2012. "Conditional Markov regime switching model applied to economic modelling," Working Papers hal-00747479, HAL.
  9. 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-01722449, HAL.
  10. Florent Bédécarrats, 2012. "L'impact de la microfinance : un enjeu politique au prisme de ses controverses scientifiques," Post-Print hal-03852137, HAL.
  11. Florent Bédécarrats & Silvia Baur & Cécile Lapenu, 2012. "Combining social and financial performance: A paradox?," Post-Print hal-03852145, HAL.
  12. 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," Post-Print hal-00860296, HAL.
  13. Laurent Dalmas & Vincent Geronimi & Jean-François Noël & Jessy Tsang King Sang, 2012. "Les défis de l'évaluation économique du patrimoine urbain des pays en développement / Methods for the economic valuation of urban heritage: a sustainability-based approach," Working Papers hal-00830049, HAL.
  14. Cécile Couharde & Vincent Geronimi & Armand Taranco, 2012. "Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés?," Post-Print hal-01385858, HAL.

2011

  1. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Fabrice Barthelemy & Mathieu Martin & Bertrand Tchantcho, 2011. "Some conjectures on the two main power indices," THEMA Working Papers 2011-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin, 2011. "On the Likelihood of Dummy players in Weighted Majority Games," THEMA Working Papers 2011-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. Fabrice Barthelemy & Gabriele Esposito & Mathieu Martin & Vincent Merlin, 2011. "Fair Apportionment in the Italian Senate : Which Reform Should Be Implemented?," THEMA Working Papers 2011-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Fabrice Barthelemy & Mathieu Martin & Ashley Piggins, 2011. "U.S Presidential Elections and the Referendum Paradox," THEMA Working Papers 2011-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  6. Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series 11-16, Department of Economics at the University of Luxembourg.
  7. 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-03852136, HAL.
  8. 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-02508932, HAL.
  9. Cécile Couharde & Vincent Geronimi & Elodie Maître d'Hôtel & Armand Taranco, 2011. "Genuine saving trajectory and vulnerability: the example of New-Caledonia," Working Papers hal-00845200, HAL.

2010

  1. Florent Bédécarrats, 2010. "Évaluer la microfinance, entre utilité sociale et performances financières," Post-Print hal-03852135, HAL.
  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-03399394, HAL.

2009

  1. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009. "A repeat sales index Robust to small datasets," ESSEC Working Papers DR 09003, ESSEC Research Center, ESSEC Business School.
  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 2009-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2009. "Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes," ERES eres2009_236, European Real Estate Society (ERES).
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2009. "Forecasting Real Estate Prices From a PCA Repeat Sales Index," ERES eres2009_193, European Real Estate Society (ERES).
  5. Marc Leandri, 2009. "The shadow price of assimilative capacity in optimal flow pollution control," Post-Print hal-00394092, HAL.
  6. Natalia Zugravu & Katrin Millock & Gérard Duchene, 2009. "Les facteurs de la dépollution dans les pays en transition," Discussion Papers (REL - Recherches Economiques de Louvain) 2009043, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  7. St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2009. "Variance Optimal Hedging for continuous time processes with independent increments and applications," Papers 0912.0372, arXiv.org.
  8. 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-03852120, HAL.
  9. Florent Bédécarrats & Rémy William Angora & Cécile Lapenu, 2009. "Is social performance profitable? The relationship between social and financial performance in microfinance," Post-Print hal-03852132, HAL.
  10. 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-03399393, HAL.
  11. 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 halshs-00403717, HAL.

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 2008-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Fabrice Barthélémy & Jean-Luc Prigent, 2008. "Optimal Time to Sell in Real Estate Portfolio Management," THEMA Working Papers 2008-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Fabrice BARTHELEMY & Gabriele ESPOSITO & Mathieu MARTIN, 2008. "Italian Senate apportionment: is the 2007 proposal fair?," THEMA Working Papers 2008-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "A Repeat Sales Index Robust To Small Transactions Volume," ERES eres2008_105, European Real Estate Society (ERES).
  5. 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 44223, Fondazione Eni Enrico Mattei (FEEM).
  6. Katrin Millock & Natalia Zugravu & Gérard Duchene, 2008. "The Factors Behind CO2 Emission Reduction in Transition Economies," Working Papers 2008.58, Fondazione Eni Enrico Mattei.
  7. Vincent Géronimi & Irène Bellier & Jean-Jacques Gabas & Michel Vernières & Yves Viltard, 2008. "Savoirs et politiques de développement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00268926, HAL.
  8. 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 halshs-00390141, HAL.

2007

  1. Fabrice Barthélémy & Mathieu Martin, 2007. "Configurations study for the Banzhaf and the Shapley-Shubik indices of power," THEMA Working Papers 2007-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.
  3. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  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 2007-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  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 2007-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  6. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007. "May we Build Derivatives on the Paris Residential Market?," ERES eres2007_321, European Real Estate Society (ERES).
  7. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007. "Paris Repeat Sales Commercial Property Indices," ERES eres2007_376, European Real Estate Society (ERES).
  8. Fabrice Barthélémy & Alessandra Michelange Trannoy, 2007. "The Carrez Law: a Law to Fight Against the Round Numbers?," ERES eres2007_405, European Real Estate Society (ERES).
  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) halshs-00143448, HAL.

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 2006-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.
  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 2006-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2006. "Optimal holding period In Real Estate Portfolio," THEMA Working Papers 2006-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

2005

  1. F. Barthélémy & M. Martin, 2005. "Répartition des sièges au sein des structures intercommunales du Val d’Oise," THEMA Working Papers 2005-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  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 DR 05002, ESSEC Research Center, ESSEC Business School.

2004

  1. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.
  2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers DR 04007, ESSEC Research Center, ESSEC Business School.
  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 2004-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. F. Barthelemy & T. C.G. Fisher & J. Martel, 2004. "Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions," THEMA Working Papers 2004-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2004. "Do building and street matter?," ERES eres2004_517, European Real Estate Society (ERES).
  6. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2004. "A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris," ERES eres2004_104, European Real Estate Society (ERES).
  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 halshs-00390151, HAL.

2003

  1. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.
  2. Fabrice Barthélémy & Michelangeli Alessandra & Trannoy Alain, 2003. "A Hybrid Housing Price Index for Paris," ERES eres2003_113, European Real Estate Society (ERES).
  3. Michel Baroni & Barthelemy Fabrice & Mokrane Mahdi, 2003. "Which Capital Growth for the Paris Residential Market?," ERES eres2003_111, European Real Estate Society (ERES).
  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 0309003, University Library of Munich, Germany.

2002

  1. F. Barthélémy, 2002. "Sequential Multiple Unit Root Test : New Evidence," THEMA Working Papers 2002-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2002. "A Repeat Sales Index for Paris," ERES eres2002_129, European Real Estate Society (ERES).

2001

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

2000

  1. F. Barthelemy & M. Mokrane & J-L Prigent, 2000. "Strategies optimales d'allocation de portefeuilles internationaux avec contraintes," THEMA Working Papers 2000-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

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) 1998022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1997

  1. F. Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," THEMA Working Papers 97-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

1996

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

Journal articles

2023

  1. Saussay, Aurélien & Zugravu-Soilita, Natalia, 2023. "International production chains and the pollution offshoring hypothesis: An empirical investigation," Resource and Energy Economics, Elsevier, vol. 73(C).
  2. Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Goutte, Stéphane, 2023. "How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread," Energy Policy, Elsevier, vol. 179(C).
  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, vol. 89(C).
  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, vol. 54(C).
  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, vol. 55(PA).
  6. 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, vol. 51(1), pages 295-323.
  7. 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, vol. 64(C).
  8. 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, vol. 22(3), pages 269-293, April.
  9. 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., vol. 28(2), pages 1563-1581, April.

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, vol. 313(2), pages 691-712, June.
  2. 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, vol. 0(4), pages 563-586.
  3. Goutte, Maud-Rose, 2022. "Do actions speak louder than words? Evidence from microblogs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
  4. 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, vol. 82(C).
  5. 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, vol. 44(C).
  6. 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, vol. 44(C).
  7. 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, vol. 81(C).
  8. 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, vol. 28(C).
  9. 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, vol. 85(C), pages 386-400.
  10. 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, vol. 24(1), pages 72-88, November.
  11. Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2022. "Les expérimentations à l’épreuve du temps : consécration et controverse," Mondes en développement, De Boeck Université, vol. 0(3), pages 315-325.
  12. 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, vol. 0(3), pages 193-213.

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, vol. 30(1), pages 43-61, February.
  2. 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, vol. 72(2), pages 289-331.
  3. 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, vol. 182(C).
  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, vol. 149(C).
  5. Goodell, John W. & Goutte, Stephane, 2021. "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, vol. 76(C).
  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, vol. 77(C).
  7. Goodell, John W. & Goutte, Stephane, 2021. "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 38(C).
  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, vol. 191(C), pages 1112-1127.
  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, vol. 76(C), pages 376-423.
  10. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Forecasting, MDPI, vol. 3(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, vol. 9(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, vol. 297(1), pages 147-166, February.
  13. 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, vol. 42(11), pages 2669-2689, November.

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, vol. 71(4), pages 751-765.
  2. 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, vol. 292(1), pages 1-26, September.
  3. Imen Kouki & Ilyes Abid & Khaled Guesmi & Stephane Goutte, 2020. "Does Financial inclusion affect the African banking stability?," Economics Bulletin, AccessEcon, vol. 40(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, vol. 52(C).
  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, vol. 54(C).
  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), vol. 17(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, vol. 163(4), pages 2055-2071, December.
  8. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2020. "Hedging and diversification across commodity assets," Applied Economics, Taylor & Francis Journals, vol. 52(23), pages 2472-2492, May.
  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., vol. 40(8), pages 1264-1281, August.
  10. Vincent Géronimi & Claire Mainguy, 2020. "Exploitation minière et développement : des effets toujours controversés. Introduction," Mondes en développement, De Boeck Université, vol. 0(1), pages 7-29.

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, vol. 281(1), pages 423-453, October.
  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, vol. 281(1), pages 65-98, October.
  3. 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, vol. 74(3), pages 1125-1162, November.
  4. Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, vol. 80(C), pages 267-276.
  5. Goutte, Stéphane & Vassilopoulos, Philippe, 2019. "The value of flexibility in power markets," Energy Policy, Elsevier, vol. 125(C), pages 347-357.
  6. Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019. "Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers," Energy Policy, Elsevier, vol. 132(C), pages 1120-1129.
  7. 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, vol. 134(C).
  8. Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019. "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, vol. 30(C), pages 37-43.
  9. 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, vol. 31(C).
  10. Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2019. "Contagion and bond pricing: The case of the ASEAN region," Research in International Business and Finance, Elsevier, vol. 47(C), pages 371-385.
  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," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 16(2), pages 171-205, December.
  12. Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2019. "Optimal strategy between extraction and storage of crude oil," Annals of Operations Research, Springer, vol. 281(1), pages 3-26, October.
  13. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "FDI, banking crises and growth: direct and spill over effects," Applied Economics Letters, Taylor & Francis Journals, vol. 26(20), pages 1655-1658, November.
  14. Brahim Gaies & Stephane Goutte & Khaled Guesmi, 2019. "What Interactions between Financial Globalization and Instability?—Growth in Developing Countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 31(1), pages 39-79, January.
  15. 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, vol. 50(3), pages 735-762, May.
  16. 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, vol. 3(2019-3), pages 1-22.

2018

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2018. "Ex-ante real estate Value at Risk calculation method," Annals of Operations Research, Springer, vol. 262(2), pages 257-285, March.
  2. 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, vol. 20(4), pages 785-827, October.
  3. Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 134-146.
  4. Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 233-254.
  5. Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2018. "Optimal management of an oil exploitation," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 41(1/2/3/4), pages 69-85.
  6. Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2018. "The Asymmetric Responses of Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(1), pages 1096-1140.
  7. Johny Egg & Jean-Jacques Gabas & Vincent Géronimi & Michel Vernières, 2018. "Essai sur l’économie politique du développement : en hommage à Philippe Hugon," Mondes en développement, De Boeck Université, vol. 0(4), pages 137-164.
  8. Geronimi, Vincent & Taranco, Armand, 2018. "Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach," Resources Policy, Elsevier, vol. 59(C), pages 329-339.

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, vol. 10(5), pages 641-661, October.
  2. 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, vol. 66(2), pages 293-338, February.
  3. Chevallier Julien & Goutte Stéphane, 2017. "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 3-29, February.
  4. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Risk minimisation: the failure of electricity intra-day forward contracts," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 40(5), pages 335-343.
  5. Julien Chevallier & Stéphane Goutte, 2017. "Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching," Annals of Operations Research, Springer, vol. 255(1), pages 169-197, August.
  6. Raphaël Homayoun Boroumand & Stéphane Goutte, 2017. "Intraday hedging with financial options: the case of electricity," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1448-1454, November.
  7. Stéphane Goutte & Amine Ismail & Huyên Pham, 2017. "Regime-switching stochastic volatility model: estimation and calibration to VIX options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 24(1), pages 38-75, January.
  8. Julien Chevallier & Stéphane Goutte, 2017. "Cross-country performance of Lévy regime-switching models for stock markets," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 111-137, January.
  9. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Jumps and volatility dynamics in agricultural commodity spot prices," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 4035-4054, August.

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, vol. 58(C), pages 543-555.
  2. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2016. "Asymmetric evidence of gasoline price responses in France: A Markov-switching approach," Economic Modelling, Elsevier, vol. 52(PB), pages 467-476.
  3. François Doligez & Johan Bastiaensen & Florent Bédécarrats & Marc Labie, 2016. "L’inclusion financière, nouvel avatar de la libéralisation financière ?. Introduction," Revue Tiers-Monde, Armand Colin, vol. 0(1), pages 9-20.

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, vol. 33(2), pages 121-139, March.
  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, vol. 50(4), pages 439-464, May.
  3. Vincent GERONIMI & Natalia ZUGRAVU-SOILITA & Christine LE GARGASSON & Jessy TSANG KING SANG, 2015. "Le Tourisme Comme Facteur De Vulnérabilités ? Le Rôle Des Patrimoines Insulaires," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 189-214.
  4. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Energy Economics, Elsevier, vol. 51(C), pages 503-509.
  5. Goutte, Stéphane & Ngoupeyou, Armand, 2015. "The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1323-1351.
  6. Julien Chevallier & St�phane Goutte, 2015. "Detecting jumps and regime switches in international stock markets returns," Applied Economics Letters, Taylor & Francis Journals, vol. 22(13), pages 1011-1019, September.
  7. Olivier Damette & St鰨ane Goutte, 2015. "Tobin tax and trading volume tightening: a reassessment," Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3124-3141, June.
  8. Vincent Géronimi & Audrey Aknin, 2015. "Soutenabilité et migrations dans les économies insulaires : quels enjeux pour la Nouvelle-Calédonie ?," Mondes en développement, De Boeck Université, vol. 0(4), pages 67-86.

2014

  1. Augeraud-Véron, Emmanuelle & Leandri, Marc, 2014. "Optimal pollution control with distributed delays," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 24-32.
  2. Goutte Stéphane & Ngoupeyou Armand, 2014. "Dual Optimization Problem on Defaultable Claims," Mathematical Economics Letters, De Gruyter, vol. 1(2-4), pages 1-8, July.
  3. Goutte, Stéphane, 2014. "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, vol. 38(C), pages 258-269.
  4. Gabriel Faraud & Stéphane Goutte, 2014. "Bessel Bridges Decomposition with Varying Dimension: Applications to Finance," Journal of Theoretical Probability, Springer, vol. 27(4), pages 1375-1403, December.
  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, vol. 21(17), pages 1238-1242, November.
  6. Laurent Dalmas & Vincent Géronimi & Jean-François Noël & Jessy Tsang King Sang, 2014. "L’évaluation économique du patrimoine urbain et ses enjeux : une approche par la soutenabilité," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 843-863.

2013

  1. 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, vol. 41(2), pages 263-279, July.
  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, vol. 31(4), pages 360-389, July.
  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, vol. 0(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, vol. 0(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, vol. 0(4), pages 13-33.

2012

  1. 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, vol. 77(C), pages 48-61.
  2. Florent Bédécarrats, 2012. "L'impact de la microfinance : un enjeu politique au prisme de ses controverses scientifiques," Mondes en développement, De Boeck Université, vol. 0(2), pages 127-142.
  3. 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, vol. 33(1), pages 143-160.
  4. Vincent Géronimi & Élodie Maître d’Hôtel, 2012. "Introduction – Les évolutions récentes des cours des matières premières agricoles. Enjeux de développement et de sécurité alimentaire," Revue Tiers-Monde, Armand Colin, vol. 0(3), pages 7-11.
  5. Cécile Couharde & Vincent Géronimi & Armand Taranco, 2012. "Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés ?," Revue Tiers-Monde, Armand Colin, vol. 0(3), pages 13-34.

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, vol. 29(1), pages 35-48, February.
  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, vol. 0(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), vol. 23(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, vol. 0(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), vol. 22(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, vol. 29(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, vol. 60(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, vol. 38(1), pages 59-87, January.
  4. Leandri, Marc, 2009. "The shadow price of assimilative capacity in optimal flow pollution control," Ecological Economics, Elsevier, vol. 68(4), pages 1020-1031, February.
  5. Natalia Zugravu & Katrin Millock & Gérard Duchene, 2009. "Les facteurs de la dépollution dans les pays en transition," Recherches économiques de Louvain, De Boeck Université, vol. 75(4), pages 461-501.
  6. 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, vol. 0(1), pages 71-90.

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, vol. 37(3), pages 233-264, October.
  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, vol. 59(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, vol. 118(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, vol. 18(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, vol. 29(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, vol. 58(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, vol. 180(4), pages 107-126.
  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, vol. 25(6), pages 603-625, October.
  5. Laurent Dalmas, 2007. "Book Review: The Economics of Pollution Havens, Edited by Don Fullerton," International Journal of Sustainable Development, Inderscience Enterprises Ltd, vol. 10(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, vol. 38(2), pages 203-229.

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, vol. 55(3), pages 449-458.

1997

  1. Fabrice Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," Revue Économique, Programme National Persée, vol. 48(3), pages 673-683.

1996

  1. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(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, vol. 5(2-3), pages 1-16, June.
  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, vol. 9(3), pages 53-111.

Books

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.

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.
  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.

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, in: Mostapha Diss & Vincent Merlin (ed.), Evaluating Voting Systems with Probability Models, pages 299-315, Springer.
  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, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 303-314, Springer.
  3. Olivier Damette & Stéphane Goutte, 2021. "Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment," Springer Books, in: Fateh Belaïd & Anna Cretì (ed.), Energy Transition, Climate Change, and COVID-19, pages 95-106, Springer.
  4. John W. Goodell & Stéphane Goutte, 2021. "Bitcoin and the First Wave of COVID-19," World Scientific Book Chapters, in: Khaled Guesmi (ed.), COVID-19 Pandemic and Energy Markets Commodity Markets, Cryptocurrencies and Electricity Consumption under the COVID-19, chapter 3, pages 33-41, World Scientific Publishing Co. Pte. Ltd..

2017

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

2013

  1. Florent Bédécarrats & Cécile Lapenu, 2013. "Assessing Microfinance: Striking the Balance Between Social Utility and Financial Performance," Palgrave Macmillan Books, in: Jean-Pierre Gueyie & Ronny Manos & Jacob Yaron (ed.), Microfinance in Developing Countries, chapter 4, pages 62-82, Palgrave Macmillan.

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