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Thomas Porcher

Personal Details

First Name:Thomas
Middle Name:
Last Name:Porcher
Suffix:
RePEc Short-ID:ppo617
http://www.faculty-psbedu.paris/fr/professeurs/thomas-porcher
Twitter: @porcherthomas

Affiliation

Paris School of Business (PSB)
Groupe Paris Graduate School of Management

Paris, France
http://www.psbedu.paris/

01.53.36.44.00
01.43.55.73.74
25, rue Saint-Ambroise - 75011 Paris
RePEc:edi:esgpgfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Simon Porcher & Thomas Porcher, 2018. "Fuel taxes and consumer behaviour: a Markov-switching approach," Post-Print hal-02145827, HAL.
  6. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2017. "Jumps and volatility dynamics in agricultural commodity spot prices," Post-Print halshs-01656434, HAL.
  7. 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.
  8. Stéphane Goutte & Thomas Porcher, 2016. "Gaz de schiste en Europe : le mirage des emplois," Post-Print halshs-02615592, HAL.
  9. 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.
  10. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Péran & Thomas Porcher, 2016. "Fight against pollution : the paramount role of car manufacturers," Post-Print hal-02883230, HAL.
  11. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher, 2016. "EDF : France can avoid an industrial and financial disaste," Post-Print hal-02883227, HAL.
  12. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.
  13. Stéphane Goutte & Raphaël Homayoun Boroumand & Thomas Porcher, 2015. "20 idées reçues sur l’énergie," Post-Print hal-02883269, HAL.
  14. Stéphane Goutte & Raphaël-Homayoun Boroumand & Thomas Porcher, 2015. "Why the liberalization of the energy sector does not benefit consumers," Post-Print hal-02883223, HAL.
  15. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014. "Correlation evidence in the dynamics of agricultural commodity prices," Post-Print hal-02145832, HAL.
  16. 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.
  17. Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014. "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers hal-01090837, HAL.
  18. Simon Porcher & Thomas Porcher, 2014. "The determinants of margins in French retail gasoline markets," Post-Print hal-02145829, HAL.
  19. Olivier Lamotte & Thomas Porcher & Christophe Schalck & Stephan Silvestre, 2013. "Asymmetric gasoline price responses in France," Post-Print hal-02907097, HAL.
  20. Simon Porcher & Thomas Porcher, 2012. "RSE, parties prenantes et événements rares : le cas de deux marées noires," Post-Print halshs-01882505, HAL.

Articles

  1. Bedoui, Rihab & Guesmi, Khaled & Kalai, Saoussen & Porcher, Thomas, 2020. "Diamonds versus precious metals: What gleams most against USD exchange rates?," Finance Research Letters, Elsevier, vol. 34(C).
  2. Brahim Gaies, Khaled Guesmi, Thomas Porcher, Raphael Boroumand, 2020. "Financial instability and oil price fluctuations: evidence from oil exporting developing countries," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 17(1), pages 55-71, June.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Simon Porcher & Thomas Porcher, 2014. "The determinants of margins in French retail gasoline markets," Applied Economics Letters, Taylor & Francis Journals, vol. 21(15), pages 1050-1053, October.
  11. Raphaël Homayoun Boroumand & St�phane Goutte & Thomas Porcher, 2014. "A regime-switching model to evaluate bonds in a quadratic term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 24(21), pages 1361-1366, November.
  12. Olivier Lamotte & Thomas Porcher & Christophe Schalck & Stephan Silvestre, 2013. "Asymmetric gasoline price responses in France," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 457-461, March.

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. 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.

    Cited by:

    1. 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.
    2. Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2019. "Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?," MPRA Paper 95407, University Library of Munich, Germany.
    3. Kang, Wensheng & de Gracia, Fernando Perez & Ratti, Ronald A., 2019. "The asymmetric response of gasoline prices to oil price shocks and policy uncertainty," Energy Economics, Elsevier, vol. 77(C), pages 66-79.
    4. Hamid Baghestani & Jorg Bley, 2020. "Do directional predictions of US gasoline prices reveal asymmetries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 348-360, April.
    5. Pal, Debdatta & Mitra, Subrata K., 2016. "Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model," Economic Modelling, Elsevier, vol. 59(C), pages 314-328.
    6. José María Martín-Moreno & Rafaela Pérez & Jesús Ruiz, 2019. "Evidence about asymmetric price transmission in the main European fuel markets: from TAR-ECM to Markov-switching approach," Empirical Economics, Springer, vol. 56(4), pages 1383-1412, April.

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

    Cited by:

    1. Dagoumas, Athanasios S. & Polemis, Michael L., 2017. "An integrated model for assessing electricity retailer’s profitability with demand response," Applied Energy, Elsevier, vol. 198(C), pages 49-64.
    2. Nojavan, Sayyad & Zare, Kazem & Mohammadi-Ivatloo, Behnam, 2017. "Optimal stochastic energy management of retailer based on selling price determination under smart grid environment in the presence of demand response program," Applied Energy, Elsevier, vol. 187(C), pages 449-464.
    3. Tegnér, Martin & Ernstsen, Rune Ramsdal & Skajaa, Anders & Poulsen, Rolf, 2017. "Risk-minimisation in electricity markets: Fixed price, unknown consumption," Energy Economics, Elsevier, vol. 68(C), pages 423-439.
    4. Daniel Poh & Stephen Roberts & Martin Tegn'er, 2019. "A Machine Learning approach to Risk Minimisation in Electricity Markets with Coregionalized Sparse Gaussian Processes," Papers 1903.09536, arXiv.org, revised Apr 2019.
    5. Souhir, Ben Amor & Heni, Boubaker & Lotfi, Belkacem, 2019. "Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes," Energy Economics, Elsevier, vol. 80(C), pages 635-655.
    6. Koltsaklis, Nikolaos E. & Nazos, Konstantinos, 2017. "A stochastic MILP energy planning model incorporating power market dynamics," Applied Energy, Elsevier, vol. 205(C), pages 1364-1383.
    7. Qi Zhang & Shaohua Zhang & Xian Wang & Xue Li & Lei Wu, 2020. "Conditional-Robust-Profit-Based Optimization Model for Electricity Retailers with Shiftable Demand," Energies, MDPI, Open Access Journal, vol. 13(6), pages 1-19, March.
    8. Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo CIEF 018186, Universidad EAFIT.
    9. Shin, Hunyoung & Baldick, Ross, 2018. "Mitigating market risk for wind power providers via financial risk exchange," Energy Economics, Elsevier, vol. 71(C), pages 344-358.
    10. 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.
    11. Dagoumas, Athanasios S. & Koltsaklis, Nikolasos E. & Panapakidis, Ioannis P., 2017. "An integrated model for risk management in electricity trade," Energy, Elsevier, vol. 124(C), pages 350-363.
    12. Sarah Parlane & L. (Lisa B.) Ryan, 2019. "Optimal Contracts for Renewable Electricity," Working Papers 201920, School of Economics, University College Dublin.
    13. Falbo, Paolo & Ruiz, Carlos, 2019. "Optimal sales-mix and generation plan in a two-stage electricity market," Energy Economics, Elsevier, vol. 78(C), pages 598-614.
    14. Russo, Marianna & Bertsch, Valentin, 2018. "A looming revolution: Implications of self-generation for the risk exposure of retailers," Papers WP597, Economic and Social Research Institute (ESRI).
    15. George E. Halkos & Apostolos S. Tsirivis, 2019. "Energy Commodities: A Review of Optimal Hedging Strategies," Energies, MDPI, Open Access Journal, vol. 12(20), pages 1-19, October.
    16. Peña, Juan Ignacio & Rodriguez, Rosa, 2018. "Default supply auctions in electricity markets: Challenges and proposals," Energy Policy, Elsevier, vol. 122(C), pages 142-151.
    17. Chai, Shanglei & Zhou, P., 2018. "The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems," Energy Economics, Elsevier, vol. 76(C), pages 64-75.

  3. 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.

    Cited by:

    1. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019. "Contagion and bond pricing: The case of the ASEAN region," Post-Print halshs-02148928, HAL.
    2. Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018. "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 140-155.

  4. Simon Porcher & Thomas Porcher, 2014. "The determinants of margins in French retail gasoline markets," Post-Print hal-02145829, HAL.

    Cited by:

    1. 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.
    2. 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.

Articles

  1. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2016. "Asymmetric evidence of gasoline price responses in France: A Markov-switching approach," Economic Modelling, Elsevier, vol. 52(PB), pages 467-476.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.
  3. Simon Porcher & Thomas Porcher, 2014. "The determinants of margins in French retail gasoline markets," Applied Economics Letters, Taylor & Francis Journals, vol. 21(15), pages 1050-1053, October.
    See citations under working paper version above.
  4. Raphaël Homayoun Boroumand & St�phane Goutte & Thomas Porcher, 2014. "A regime-switching model to evaluate bonds in a quadratic term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 24(21), pages 1361-1366, November.
    See citations under working paper version above.
  5. Olivier Lamotte & Thomas Porcher & Christophe Schalck & Stephan Silvestre, 2013. "Asymmetric gasoline price responses in France," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 457-461, March.

    Cited by:

    1. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2018. "U.S. Diesel Fuel Price Responses To The Global Crude Oil Supply And Demand," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-25, December.
    2. Utku Özmen, Mustafa & Akçelik, Fatih, 2017. "Asymmetric exchange rate and oil price pass-through in motor fuel market: A microeconometric approach," The Journal of Economic Asymmetries, Elsevier, vol. 15(C), pages 64-75.
    3. J. F. Li & Z. X. Lin, 2016. "Social benefit expenditures and stagflation: evidence from the United States," Applied Economics, Taylor & Francis Journals, vol. 48(55), pages 5340-5347, November.
    4. Umar Bala & Lee Chin, 2018. "Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member Countries," Energies, MDPI, Open Access Journal, vol. 11(11), pages 1-21, November.
    5. Alberto Bagnai & Christian Alexander Mongeau Ospina, 2016. "Price asymmetries in the European gasoline market," a/ Working Papers Series 1602, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    6. Pal, Debdatta & Mitra, Subrata Kumar, 2015. "Asymmetric impact of crude price on oil product pricing in the United States: An application of multiple threshold nonlinear autoregressive distributed lag model," Economic Modelling, Elsevier, vol. 51(C), pages 436-443.
    7. Erwan Gautier & Ronan Le Saout, 2017. "L’ajustement microéconomique des prix des carburants en France," Economie & Prévision, La Documentation Française, vol. 0(1), pages 1-24.
    8. Stavros Malkidis & Stilianos Fountas, 2020. "Liquid fuel price adjustment in Greece:a two-stage, threshold cointegration approach," Discussion Paper Series 2020_04, Department of Economics, University of Macedonia, revised May 2020.
    9. Michael L Polemis & Panagiotis N Fotis, 2015. "Rent seeking oligopolistic behaviour in European gasoline markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 827-833.
    10. Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018. "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, vol. 71(C), pages 128-139.
    11. Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2018. "On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis," MPRA Paper 89671, University Library of Munich, Germany.
    12. Chattopadhyay, Manojit & Kumar Mitra, Subrata, 2015. "Exploring asymmetric behavior pattern from Indian oil products prices using NARDL and GHSOM approaches," Energy Policy, Elsevier, vol. 86(C), pages 262-272.
    13. Pal, Debdatta & Mitra, Subrata K., 2016. "Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model," Economic Modelling, Elsevier, vol. 59(C), pages 314-328.
    14. José María Martín-Moreno & Rafaela Pérez & Jesús Ruiz, 2019. "Evidence about asymmetric price transmission in the main European fuel markets: from TAR-ECM to Markov-switching approach," Empirical Economics, Springer, vol. 56(4), pages 1383-1412, April.
    15. J. F. Li & Z. X. Lin, 2015. "The impact of sales tax on economic growth in the United States: an ARDL bounds testing approach," Applied Economics Letters, Taylor & Francis Journals, vol. 22(15), pages 1262-1266, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 7 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-ENE: Energy Economics (6) 2015-08-19 2016-04-04 2019-07-29 2020-04-06 2020-04-13 2020-06-15. Author is listed
  2. NEP-ENV: Environmental Economics (4) 2019-07-29 2020-04-06 2020-04-13 2020-06-15. Author is listed
  3. NEP-ORE: Operations Research (2) 2015-08-19 2015-08-25. Author is listed
  4. NEP-REG: Regulation (2) 2016-04-04 2019-07-29. Author is listed
  5. NEP-RMG: Risk Management (2) 2016-04-04 2019-07-29. Author is listed
  6. NEP-COM: Industrial Competition (1) 2015-08-19
  7. NEP-EUR: Microeconomic European Issues (1) 2019-07-29
  8. NEP-URE: Urban & Real Estate Economics (1) 2020-04-06

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