IDEAS home Printed from https://ideas.repec.org/f/pra1093.html
   My authors  Follow this author

Yves Rannou

Personal Details

First Name:Yves
Middle Name:
Last Name:Rannou
Suffix:
RePEc Short-ID:pra1093
[This author has chosen not to make the email address public]
https://www.esc-clermont.fr/professeurs/yves-rannou-professeur-de-finance/

Affiliation

(50%) École Supérieure de Commerce de Clermont

Clermont-Ferrant, France
http://www.esc-clermont.fr/
RePEc:edi:escclfr (more details at EDIRC)

(50%) Clermont Recherche Management (CleRMa)

Clermont-Ferrand, France
https://clerma.uca.fr/
RePEc:edi:clermfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pascal Barneto & Stéphane Ouvrard & Yves Rannou, 2022. "Structure financière et recours aux titres hybrides : le cas des sociétés du SBF 120," Post-Print hal-03582746, HAL.
  2. Mohamed Amine Boutabba & Yves Rannou, 2022. "Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects," Post-Print hal-03586301, HAL.
  3. Yves Rannou & Anne Albert-Cromarias, 2021. "Sustainable Network Coopetition on financial Markets: Insights from the European Green Bond Markets," Post-Print hal-03363482, HAL.
  4. Yves Rannou & Mohamed Amine Boutabba & Pascal Barneto, 2021. "Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms," Post-Print hal-03435879, HAL.
  5. Yves Rannou & Pascal Barneto, 2021. "Corporate Risk Management and Hedge Accounting under the scope of IFRS 9," Post-Print hal-02457864, HAL.
  6. Yves Rannou & Pascal Barneto & Mohamed Amine Boutabba, 2020. "Green Bond market vs. Carbon market in Europe : Two different trajectories but some complementarities," Working Papers hal-02981422, HAL.
  7. Mohamed Amine Boutabba & Yves Rannou, 2020. "Investor strategies and Liquidity Premia in the European Green Bond market," Post-Print hal-02544451, HAL.
  8. Yves Rannou, 2019. "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print hal-02311467, HAL.
  9. Pascal Barneto & Stéphane Ouvrard & Yves Rannou, 2019. "Les titres hybrides : de leur émission à leur classement comptable. Un enjeu de contrôle ?," Post-Print hal-02311469, HAL.
  10. Hebattallah Aboulmaaty & Pascal Barneto & Joël Keiser & Stéphane Ouvrard & Yves Rannou, 2018. "Titres hybrides et référentiels comptables : une comparaison internationale," Post-Print hal-01907960, HAL.
  11. Yves Rannou, 2017. "Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets," Post-Print hal-01650533, HAL.
  12. Pascal Barneto & Yves Rannou & Nadine Ricci-Xella, 2017. "Comptabilisation de couverture sous IFRS 9 : apports et application au cas des dérivés carbone," Post-Print hal-01650740, HAL.
  13. Yves Rannou, 2017. "Pre-adoption of IFRS 9 to account for carbon derivatives:methodology and impact assessment," Post-Print hal-01655877, HAL.
  14. Yves Rannou & Pascal Barneto, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print hal-02313797, HAL.

Articles

  1. Rannou, Yves & Boutabba, Mohamed Amine & Barneto, Pascal, 2021. "Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms," Energy Economics, Elsevier, vol. 104(C).
  2. Rannou, Yves, 2019. "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Economic Modelling, Elsevier, vol. 81(C), pages 387-410.
  3. Rannou, Yves, 2017. "Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 779-808.
  4. Rannou, Yves & Barneto, Pascal, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Energy Economics, Elsevier, vol. 53(C), pages 159-174.
  5. Yves Rannou, 2011. "Promoting a greater financial stability after the 1997 and subprime crisis: exploring the opportunity of a regional monetary unit in East Asia," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 2(3), pages 210-229.

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. Mohamed Amine Boutabba & Yves Rannou, 2022. "Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects," Post-Print hal-03586301, HAL.

    Cited by:

    1. Taghizadeh-Hesary, Farhad & Phoumin, Han & Rasoulinezhad, Ehsan, 2023. "Assessment of role of green bond in renewable energy resource development in Japan," Resources Policy, Elsevier, vol. 80(C).
    2. Vilija Aleknevičien&# & Asta Bendoraityt&#, 2023. "Role of Green Finance in Greening the Economy: Conceptual Approach," Central European Business Review, Prague University of Economics and Business, vol. 2023(2), pages 105-130.
    3. Cicchiello, Antonella Francesca & Cotugno, Matteo & Monferrà, Stefano & Perdichizzi, Salvatore, 2022. "Which are the factors influencing green bonds issuance? Evidence from the European bonds market," Finance Research Letters, Elsevier, vol. 50(C).
    4. Martijn Boermans, 2023. "Preferred habitat investors in the green bond market," Working Papers 773, DNB.
    5. Aloui, Donia & Benkraiem, Ramzi & Guesmi, Khaled & Vigne, Samuel, 2023. "The European Central Bank and green finance: How would the green quantitative easing affect the investors' behavior during times of crisis?," International Review of Financial Analysis, Elsevier, vol. 85(C).

  2. Yves Rannou & Mohamed Amine Boutabba & Pascal Barneto, 2021. "Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms," Post-Print hal-03435879, HAL.

    Cited by:

    1. Boqiang Lin & Tong Su, 2023. "Uncertainties and green bond markets: Evidence from tail dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4458-4475, October.
    2. Boutabba, Mohamed Amine & Rannou, Yves, 2022. "Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects," International Review of Financial Analysis, Elsevier, vol. 81(C).
    3. Yuan, Xi & Qin, Meng & Zhong, Yifan & Nicoleta-Claudia, Moldovan, 2023. "Financial roles in green investment based on the quantile connectedness," Energy Economics, Elsevier, vol. 117(C).
    4. Tang, Chun & Liu, Xiaoxing & Chen, Guangkun, 2023. "The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China," Energy, Elsevier, vol. 278(PA).
    5. Ding Wu & Zhenqing Luo & Tidong Zhang & Lu Tang & Mahmood Ahmad & Xiaoyun Fang, 2023. "The Linkage between Carbon Market and Green Bond Market: Evidence from Quantile Regression Based on Wavelet Analysis," Sustainability, MDPI, vol. 15(13), pages 1-17, July.
    6. Theodoros Syriopoulos & Efthymios Roumpis & Michael Tsatsaronis, 2023. "Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets," Energies, MDPI, vol. 16(17), pages 1-27, September.
    7. Hussain, Jafar & Lee, Chien-Chiang & Chen, Yongxiu, 2022. "Optimal green technology investment and emission reduction in emissions generating companies under the support of green bond and subsidy," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
    8. Jafar Hussain & Chien‐Chiang Lee, 2022. "A green path towards sustainable development: Optimal behavior of the duopoly game model with carbon neutrality instruments," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1523-1541, December.
    9. Li, Houjian & Li, Qingman & Huang, Xinya & Guo, Lili, 2023. "Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework," International Review of Financial Analysis, Elsevier, vol. 86(C).
    10. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    11. Cicchiello, Antonella Francesca & Cotugno, Matteo & Monferrà, Stefano & Perdichizzi, Salvatore, 2022. "Which are the factors influencing green bonds issuance? Evidence from the European bonds market," Finance Research Letters, Elsevier, vol. 50(C).

  3. Yves Rannou & Pascal Barneto & Mohamed Amine Boutabba, 2020. "Green Bond market vs. Carbon market in Europe : Two different trajectories but some complementarities," Working Papers hal-02981422, HAL.

    Cited by:

    1. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).

  4. Yves Rannou, 2019. "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print hal-02311467, HAL.

    Cited by:

    1. Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022. "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, vol. 254(PB).
    2. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    3. Yves Rannou & Pascal Barneto & Mohamed Amine Boutabba, 2020. "Green Bond market vs. Carbon market in Europe : Two different trajectories but some complementarities," Working Papers hal-02981422, HAL.

  5. Hebattallah Aboulmaaty & Pascal Barneto & Joël Keiser & Stéphane Ouvrard & Yves Rannou, 2018. "Titres hybrides et référentiels comptables : une comparaison internationale," Post-Print hal-01907960, HAL.

    Cited by:

    1. Pascal Barneto & Stéphane Ouvrard & Yves Rannou, 2019. "Les titres hybrides : de leur émission à leur classement comptable. Un enjeu de contrôle ?," Post-Print hal-02311469, HAL.

  6. Yves Rannou, 2017. "Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets," Post-Print hal-01650533, HAL.

    Cited by:

    1. Zhou, Xinxing & Gao, Yan & Wang, Ping & Zhu, Bangzhu & Wu, Zhanchi, 2022. "Does herding behavior exist in China's carbon markets?," Applied Energy, Elsevier, vol. 308(C).
    2. Chai, Shanglei & Yang, Xiaoli & Zhang, Zhen & Abedin, Mohammad Zoynul & Lucey, Brian, 2022. "Regional imbalances of market efficiency in China’s pilot emission trading schemes (ETS): A multifractal perspective," Research in International Business and Finance, Elsevier, vol. 63(C).
    3. Massimiliano Caporin & Fulvio Fontini & Samuele Segato, 2021. "Has the EU-ETS Financed the Energy Transition of the Italian Power System?," IJFS, MDPI, vol. 9(4), pages 1-15, December.
    4. Wang, Kai-Hua & Liu, Lu & Zhong, Yifan & Lobonţ, Oana-Ramona, 2022. "Economic policy uncertainty and carbon emission trading market: A China's perspective," Energy Economics, Elsevier, vol. 115(C).
    5. Będowska-Sójka, Barbara, 2020. "Do aggressive orders affect liquidity? An evidence from an emerging market," Research in International Business and Finance, Elsevier, vol. 54(C).
    6. Ben Omrane, Walid & Tao, Yusi & Welch, Robert, 2017. "Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis," Research in International Business and Finance, Elsevier, vol. 42(C), pages 9-30.

  7. Yves Rannou & Pascal Barneto, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print hal-02313797, 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. Federico Galán-Valdivieso & Elena Villar-Rubio & María-Dolores Huete-Morales, 2018. "The erratic behaviour of the EU ETS on the path towards consolidation and price stability," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 18(5), pages 689-706, October.
    3. Al Aali-Bujari & Francisco Venegas-Mart nez & Roberto J. Santill n-Salgado, 2018. "On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 148-154.
    4. Yang, Lu & Hamori, Shigeyuki, 2021. "The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?," International Review of Financial Analysis, Elsevier, vol. 77(C).
    5. Yves Rannou & Mohamed Amine Boutabba & Pascal Barneto, 2021. "Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms," Post-Print hal-03435879, HAL.
    6. 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.
    7. Alizadeh, Amir H. & Tamvakis, Michael, 2016. "Market conditions, trader types and price–volume relation in energy futures markets," Energy Economics, Elsevier, vol. 56(C), pages 134-149.
    8. Wang, Ge & Zhang, Qi & Su, Bin & Shen, Bo & Li, Yan & Li, Zhengjun, 2021. "Coordination of tradable carbon emission permits market and renewable electricity certificates market in China," Energy Economics, Elsevier, vol. 93(C).
    9. Fang, Guochang & Tian, Lixin & Liu, Menghe & Fu, Min & Sun, Mei, 2018. "How to optimize the development of carbon trading in China—Enlightenment from evolution rules of the EU carbon price," Applied Energy, Elsevier, vol. 211(C), pages 1039-1049.
    10. Xingang Zhao & Yuzhuo Zhang & Ji Liang & Yanbin Li & Rongda Jia & Ling Wang, 2018. "The Sustainable Development of the Economic-Energy-Environment (3E) System under the Carbon Trading (CT) Mechanism: A Chinese Case," Sustainability, MDPI, vol. 10(1), pages 1-21, January.
    11. Zhou, Liyun & Zhang, Rixin & Huang, Jialiang, 2019. "Investor trading behavior on agricultural future prices," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 365-379.
    12. Yves Rannou & Pascal Barneto & Mohamed Amine Boutabba, 2020. "Green Bond market vs. Carbon market in Europe : Two different trajectories but some complementarities," Working Papers hal-02981422, HAL.
    13. Phan, Hoàng-Long & Zurbruegg, Ralf & Brockman, Paul & Yu, Chia-Feng (Jeffrey), 2022. "Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information," Journal of Commodity Markets, Elsevier, vol. 26(C).
    14. 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.

Articles

  1. Rannou, Yves & Boutabba, Mohamed Amine & Barneto, Pascal, 2021. "Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms," Energy Economics, Elsevier, vol. 104(C).
    See citations under working paper version above.
  2. Rannou, Yves, 2019. "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Economic Modelling, Elsevier, vol. 81(C), pages 387-410. See citations under working paper version above.
  3. Rannou, Yves, 2017. "Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 779-808. See citations under working paper version above.
  4. Rannou, Yves & Barneto, Pascal, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Energy Economics, Elsevier, vol. 53(C), pages 159-174. See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-ENV: Environmental Economics (4) 2019-10-21 2020-12-21 2021-12-20 2022-05-09
  2. NEP-ENE: Energy Economics (3) 2020-12-21 2021-12-20 2022-05-09
  3. NEP-ACC: Accounting and Auditing (1) 2018-11-26
  4. NEP-HME: Heterodox Microeconomics (1) 2021-12-20
  5. NEP-MST: Market Microstructure (1) 2019-10-21

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yves Rannou should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.