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Jessica Fouilloux

Personal Details

First Name:Jessica
Middle Name:
Last Name:Fouilloux
Suffix:
RePEc Short-ID:pfo202

Affiliation

Centre de Recherche en Économie et Management (CREM)

Rennes/Caen, France
https://crem.univ-rennes.fr/
RePEc:edi:crmrefr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Jessica Fouilloux & Jean-Laurent Viviani, 2018. "Fostering green investment decisions: the real option approach," Post-Print halshs-01910286, HAL.
  2. Roselyne Crambert & Jessica Fouilloux & Christine Gonzalez & Caroline Ruiller, 2016. "Les réseaux d’entreprises peuvent-ils aider les PME à développer leur démarche de responsabilité sociale des entreprises ?," Post-Print halshs-01354802, HAL.
  3. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2016. "The impact of screening strategies on the performance of ESG indices," Working Papers hal-01344699, HAL.
  4. Jessica Fouilloux & Franck Moraux & Jean-Laurent Viviani, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Post-Print halshs-01101996, HAL.
  5. Jessica Fouilloux & Jean-Laurent Viviani, 2013. "Finance verte," Post-Print halshs-00924319, HAL.
  6. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2013. "Market efficiency in the European carbon markets," Post-Print halshs-00846679, HAL.
  7. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext," Working Papers hal-00570307, HAL.
  8. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print halshs-00600724, HAL.
  9. Hélène Delacour & Jessica Fouilloux & Sébastien Liarte, 2011. "Toutes les recherches doivent-elles être menées ? Performativité, surpâturage et responsabilité du chercheur en finance," Post-Print halshs-00657446, HAL.
  10. Hubert de La Bruslerie & Jessica Fouilloux, 2010. "Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model," Working Papers halshs-00536924, HAL.
  11. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.
  12. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2009. "The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext," Post-Print hal-00760799, HAL.

Articles

  1. Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, vol. 82(C), pages 310-320.
  2. Hubert de La Bruslerie & Jessica Fouilloux, 2014. "Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model," Finance, Presses universitaires de Grenoble, vol. 35(3), pages 97-145.
  3. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2013. "Market efficiency in the European carbon markets," Energy Policy, Elsevier, vol. 60(C), pages 785-792.
  4. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.

Chapters

  1. Jessica Fouilloux & Jean-Laurent Viviani, 2018. "Fostering green investment decisions: the real option approach," Chapters, in: Sabri Boubaker & Douglas Cumming & Duc K. Nguyen (ed.), Research Handbook of Investing in the Triple Bottom Line, chapter 3, pages 53-74, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2016. "The impact of screening strategies on the performance of ESG indices," Working Papers hal-01344699, HAL.

    Cited by:

    1. Borja Diez-Cañamero & Tania Bishara & Jose Ramon Otegi-Olaso & Rikardo Minguez & José María Fernández, 2020. "Measurement of Corporate Social Responsibility: A Review of Corporate Sustainability Indexes, Rankings and Ratings," Sustainability, MDPI, vol. 12(5), pages 1-36, March.

  2. Jessica Fouilloux & Franck Moraux & Jean-Laurent Viviani, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Post-Print halshs-01101996, HAL.

    Cited by:

    1. Chourou, Lamia & Himick, Darlene & Saadi, Samir, 2023. "Regulatory uncertainty and corporate social responsibility," Finance Research Letters, Elsevier, vol. 55(PB).
    2. Haiyan Shan & Junliang Yang & Guo Wei, 2019. "Industrial Symbiosis Systems: Promoting Carbon Emission Reduction Activities," IJERPH, MDPI, vol. 16(7), pages 1-23, March.

  3. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2013. "Market efficiency in the European carbon markets," Post-Print halshs-00846679, HAL.

    Cited by:

    1. Chen, Yingqi & Ba, Shusong & Yang, Qing & Yuan, Tian & Zhao, Haibo & Zhou, Ming & Bartocci, Pietro & Fantozzi, Francesco, 2021. "Efficiency of China’s carbon market: A case study of Hubei pilot market," Energy, Elsevier, vol. 222(C).
    2. Sibanjan Mishra, 2019. "Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures," Global Business Review, International Management Institute, vol. 20(6), pages 1407-1422, December.
    3. Zhao, Xin-gang & Jiang, Gui-wu & Nie, Dan & Chen, Hao, 2016. "How to improve the market efficiency of carbon trading: A perspective of China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 1229-1245.
    4. Yifei Hua & Feng Dong, 2019. "China’s Carbon Market Development and Carbon Market Connection: A Literature Review," Energies, MDPI, vol. 12(9), pages 1-25, May.
    5. Yuanfeng Hu & Yixiang Tian & Luping Zhang, 2023. "Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities," Sustainability, MDPI, vol. 15(10), pages 1-20, May.
    6. Wang, Wei & Zhang, Yue-Jun, 2022. "Does China's carbon emissions trading scheme affect the market power of high-carbon enterprises?," Energy Economics, Elsevier, vol. 108(C).
    7. Qiyun Cheng & Huiting Qiao & Yimiao Gu & Zhenxi Chen, 2023. "Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets," Energies, MDPI, vol. 16(4), pages 1-12, February.
    8. Anouk Faure & Marc Baudry & Simon Quemin, 2020. "Emissions Trading with Transaction Costs," EconomiX Working Papers 2020-19, University of Paris Nanterre, EconomiX.
    9. Anna Creti & Marc Joëts, 2017. "Multiple bubbles in the European Union Emission Trading Scheme," Post-Print hal-01549809, HAL.
    10. Wang, Xiao-Qing & Su, Chi-Wei & Lobonţ, Oana-Ramona & Li, Hao & Nicoleta-Claudia, Moldovan, 2022. "Is China's carbon trading market efficient? Evidence from emissions trading scheme pilots," Energy, Elsevier, vol. 245(C).
    11. Liangzheng Wu & Yan Huang & Yimiao Gu, 2023. "Fragmented or Unified? The State of China’s Carbon Emission Trading Market," Energies, MDPI, vol. 16(5), pages 1-11, March.
    12. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015. "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers 201515, University of Pretoria, Department of Economics.
    13. Ibikunle, Gbenga & Gregoriou, Andros & Hoepner, Andreas G.F. & Rhodes, Mark, 2016. "Liquidity and market efficiency in the world's largest carbon market," The British Accounting Review, Elsevier, vol. 48(4), pages 431-447.
    14. Fan, Xinghua & Lv, Xiangxiang & Yin, Jiuli & Tian, Lixin & Liang, Jiaochen, 2019. "Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
    15. Feng, Ling & Wang, Jieyu, 2023. "Random sources correlations and carbon futures pricing," International Review of Financial Analysis, Elsevier, vol. 86(C).
    16. Schultz, Emma & Swieringa, John, 2014. "Catalysts for price discovery in the European Union Emissions Trading System," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 112-122.
    17. Chang, Kai & Chen, Rongda & Chevallier, Julien, 2018. "Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots," Energy Economics, Elsevier, vol. 75(C), pages 249-260.
    18. Andreas Karpf & Antoine Mandel & Stefano Battiston, 2018. "Price and network dynamics in the European carbon market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01905985, HAL.
    19. Yan, Kai & Zhang, Wei & Shen, Dehua, 2020. "Stylized facts of the carbon emission market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
    20. Liu, Jian & Jiang, Ting & Ye, Ze, 2021. "Information efficiency research of China's carbon markets," Finance Research Letters, Elsevier, vol. 38(C).
    21. Palao, Fernando & Pardo, Ángel, 2021. "The inconvenience yield of carbon futures," Energy Economics, Elsevier, vol. 101(C).
    22. Elena Villar-Rubio & María-Dolores Huete-Morales & Federico Galán-Valdivieso, 2023. "Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 13(3), pages 500-509, September.
    23. Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min, 2021. "Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices," Energy Economics, Elsevier, vol. 101(C).
    24. Chunyu Pan & Anil Kumar Shrestha & Guangyu Wang & John L. Innes & Kevin Xinwei Wang & Nuyun Li & Jinliang Li & Yeyun He & Chunguang Sheng & John-O. Niles, 2021. "A Linkage Framework for the China National Emission Trading System (CETS): Insight from Key Global Carbon Markets," Sustainability, MDPI, vol. 13(13), pages 1-15, July.
    25. Friedrich, Marina & Mauer, Eva-Maria & Pahle, Michael & Tietjen, Oliver, 2020. "From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS," EconStor Preprints 225210, ZBW - Leibniz Information Centre for Economics.
    26. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Moving Average Market Timing in European Energy Markets: Production Versus Emissions," Energies, MDPI, vol. 11(12), pages 1-24, November.
    27. Tan, Xue-Ping & Wang, Xin-Yu, 2017. "Dependence changes between the carbon price and its fundamentals: A quantile regression approach," Applied Energy, Elsevier, vol. 190(C), pages 306-325.

  4. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print halshs-00600724, HAL.

    Cited by:

    1. Sattarhoff, Cristina & Gronwald, Marc, 2022. "Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence," International Review of Financial Analysis, Elsevier, vol. 84(C).
    2. Ladislav Kristoufek & Miloslav Vosvrda, 2012. "Measuring capital market efficiency: Global and local correlations structure," Papers 1208.1298, arXiv.org.
    3. Yun-Jung Lee & Neung-Woo Kim & Ki-Hong Choi & Seong-Min Yoon, 2020. "Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach," Energies, MDPI, vol. 13(9), pages 1-14, May.
    4. Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021. "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 403-431, September.
    5. Zdeněk Hlávka & Marie Hušková & Claudia Kirch & Simos G. Meintanis, 2017. "Fourier--type tests involving martingale difference processes," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 468-492, April.
    6. Cristina Sattarhoff & Marc Gronwald, 2018. "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series 7102, CESifo.
    7. Eunyoung Kim & Youngcheul Ahn & Doojin Ryu, 2014. "Application of the Carbon Emission Pricing Model in the Korean Market," Energy & Environment, , vol. 25(1), pages 63-78, February.
    8. Zhang, Wei & Li, Jing & Li, Guoxiang & Guo, Shucen, 2020. "Emission reduction effect and carbon market efficiency of carbon emissions trading policy in China," Energy, Elsevier, vol. 196(C).
    9. Todea, Alexandru & Pleşoianu, Anita, 2013. "The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets," Economic Modelling, Elsevier, vol. 33(C), pages 34-41.
    10. Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun, 2015. "Arbitrage opportunities and feedback trading in emissions and energy markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 130-147.
    11. Afees A. Salisu & Taofeek O. Ayinde, 2016. "Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa," Journal of African Business, Taylor & Francis Journals, vol. 17(3), pages 342-359, September.

  5. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.

    Cited by:

    1. Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea, 2012. "Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 443-448, December.
    2. Xiting Gong & Sean X. Zhou, 2013. "Optimal Production Planning with Emissions Trading," Operations Research, INFORMS, vol. 61(4), pages 908-924, August.

Articles

  1. Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, vol. 82(C), pages 310-320.
    See citations under working paper version above.
  2. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2013. "Market efficiency in the European carbon markets," Energy Policy, Elsevier, vol. 60(C), pages 785-792.
    See citations under working paper version above.
  3. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

    Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2010-11-27
  2. NEP-ENE: Energy Economics (1) 2010-04-24
  3. NEP-ENV: Environmental Economics (1) 2010-04-24
  4. NEP-EUR: Microeconomic European Issues (1) 2010-04-24

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