Stephane Goutte

University Paris-Saclay, UMI Source, UVSQ

47 Boulevard Vauban

Guyancourt, 78280

France

http://https://sites.google.com/site/mathgoutte/

SCHOLARLY PAPERS

27

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SSRN CITATIONS
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SSRN RANKINGS

Top 21,077

in Total Papers Citations

58

CROSSREF CITATIONS

2

Ideas:
“  Full University Professor at UMI SOURCE, University Paris-Saclay  ”

Scholarly Papers (27)

ESG Investing: A Sentiment Analysis Approach

Number of pages: 21 Posted: 05 Jan 2023
University Paris-Saclay, UMI Source, UVSQ, IPAG Business School, University of Paris-Saclay - UVSQ and IPAG Business School
Downloads 360 (152,173)

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ESG, Stock Market Prediction, Sentiment Analysis, Machine Learning, Big Data, GDELT.

ESG Investing: A Sentiment Analysis Approach

Number of pages: 21 Posted: 02 Jan 2023
University Paris-Saclay, UMI Source, UVSQ, Business Administration, Industrial University of Ho Chi Minh City, 12 Nguyen Van Bao Street, Ward 4, Go Vap Distric, Viet Nam, IPAG Business School and Institut für Wirtschaftsinformatik
Downloads 161 (335,423)

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ESG, Stock Market Prediction, Sentiment Analysis, Machine Learning, Big Data, GDELT.

2.

Diversifying Equity with Cryptocurrencies during COVID-19

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 30 Jun 2020 Last Revised: 29 Apr 2021
John W. Goodell and Stephane Goutte
University of Akron - Department of Finance, College of Business Administration and University Paris-Saclay, UMI Source, UVSQ
Downloads 329 (169,070)
Citation 2

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Co-movement; COVID-19; Bitcoin; Wavelet; Safe haven

3.

Economic Drivers of Volatility and Correlation in Precious Metal Markets

Journal of Commodity Markets, forthcoming. DOI: 10.1016/j.jcomm.2021.100242
Number of pages: 36 Posted: 02 Aug 2021 Last Revised: 22 Jan 2022
University of Paris-Saclay, University Paris-Saclay, UMI Source, UVSQ, IPAG Business School and Utrecht University - School of Economics
Downloads 258 (217,342)
Citation 8

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Precious metals, long-term volatility \sep long-term correlation, macroeconomic drivers, financial drivers, economic policy uncertainty, mixed data sampling

4.

Co-Movement of COVID-19 and Bitcoin: Evidence from Wavelet Coherence Analysis

Number of pages: 12 Posted: 11 May 2020 Last Revised: 20 May 2020
John W. Goodell and Stephane Goutte
University of Akron - Department of Finance, College of Business Administration and University Paris-Saclay, UMI Source, UVSQ
Downloads 249 (225,133)
Citation 42

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Co-movement; COVID-19; Bitcoin; Wavelet; Safe haven

5.

Social Inequalities and Vulnerability of Population Facing the COVID-19: The Case of Seine-Saint-Denis in Ile-De-France.

Number of pages: 22 Posted: 20 May 2020 Last Revised: 09 Jun 2020
Stephane Goutte, Thomas Porcher and Thomas Péran
University Paris-Saclay, UMI Source, UVSQ, PSB Paris School of Business - Department of Applied Economics and Lusail University
Downloads 247 (226,904)
Citation 2

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Pandemic, COVID-19, Social distancing, Health system, Territorial vulnerabilities, Poverty, Housing

6.

Impacts, Sustanability and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.

Number of pages: 21 Posted: 27 Oct 2021
Stephane Goutte and Said EL ATIEK
University Paris-Saclay, UMI Source, UVSQ and PSB Paris School of Business
Downloads 158 (340,685)

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Egypt, Russian air plane, Sharm El-Sheikh, Tourism crisis, Economic impact, Political impact, social impact

7.

Characterizing the Hedging Policies of Commodity Price-Sensitive Corporations

Number of pages: 31 Posted: 15 Jul 2017 Last Revised: 01 Aug 2018
Raphaël Boroumand, Stephane Goutte and Ehud I. Ronn
PSB Paris School of Business, University Paris-Saclay, UMI Source, UVSQ and University of Texas at Austin - Department of Finance
Downloads 136 (384,279)
Citation 1

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Optimal Hedge Ratios

8.

The Role and Challenges of Rare Earths in the Energy Transition

Number of pages: 35 Posted: 23 Jun 2023
Lisa Depraiter and Stephane Goutte
University Paris-Saclay and University Paris-Saclay, UMI Source, UVSQ
Downloads 131 (395,726)

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Rare Earths; Energy Transition; Supply; Renewable; Wind turbine; Electric Vehicle; China; Environment

9.

The Macroeconomic Determinants of COVID19 Mortality Rate and the Role of Post Subprime Crisis Decisions

Number of pages: 16 Posted: 27 May 2020
Stephane Goutte and Olivier Damette
University Paris-Saclay, UMI Source, UVSQ and BETA-CNRS, Université de Lorraine
Downloads 102 (476,388)

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COVID-19 pandemic, fatalities, macroeconomic drivers, health infrastructure, health spending, COVID-19 control strategies, pollution, immunity, austerity policies

10.

Energy-Switching Using Lévy Processes - An Application to Canadian and North American Data

Number of pages: 12 Posted: 26 Jun 2019
University of Calgary, University of Calgary, University of Calgary and University Paris-Saclay, UMI Source, UVSQ
Downloads 90 (516,890)

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Energy Economics, Stochastic Processes, Carbon Pricing, Renewable Energies, Fossil Fuels, Fuel-Switching

11.

On the Asymmetric Relationship Between Stock Market Development, Energy Efficiency and Environmental Quality: A Nonlinear Analysis

Number of pages: 17 Posted: 22 Mar 2021
University Paris-Saclay, UMI Source, UVSQ, PSB Paris School of Business - Center of Research for Energy and Climate Change, Université Paris-Saclay and affiliation not provided to SSRN
Downloads 86 (531,713)

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Stock market development; Carbon emissions; Energy efficiency; Asymmetric relationship; NARDL model;

12.

Diversification Benefits of Precious Metal Markets: A Stochastic Spanning Approach

Number of pages: 33 Posted: 18 Apr 2023
University of Paris-Saclay, University Paris-Saclay, UMI Source, UVSQ, IPAG Business School and Athens University of Economics and Business
Downloads 76 (571,961)

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Precious metals; Stochastic spanning; Optimal portfolio; Diversification benefits; Stochastic dominance

13.

Worker Mobility and the Purchase of Low Co2 Emission Vehicles in France: A Datamining Approach

Number of pages: 36 Posted: 11 Sep 2017 Last Revised: 09 Jun 2020
University Paris-Saclay, UMI Source, UVSQ, PSB Paris School of Business, Lusail University and PSB Paris School of Business - Department of Applied Economics
Downloads 72 (589,395)
Citation 1

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CO2 emissions, Datamining, Cluster, Worker mobility, Passenger cars, France

14.

Optimal Management of an Oil Exploitation

Number of pages: 21 Posted: 14 Sep 2017
Stephane Goutte, Idris Kharroubi and Thomas Lim
University Paris-Saclay, UMI Source, UVSQ, LPMA and ENSIIE
Downloads 70 (598,631)

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Optimal Strategy, Oil Extraction, Oil Storage, Extraction Choice

15.

Earlier Preschool Education for Better Development? Evidence from Vietnam

Number of pages: 37 Posted: 02 Jun 2022
Thi Hoai An Nguyen and Stephane Goutte
University Paris-Saclay and University Paris-Saclay, UMI Source, UVSQ
Downloads 61 (642,696)

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Early Childhood Education, Preschool Education, Double Machine Learning

16.

A Non-Linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets.

Number of pages: 13 Posted: 18 Jun 2020 Last Revised: 09 Dec 2021
Stephane Goutte and Benjamin Keddad
University Paris-Saclay, UMI Source, UVSQ and PSB Paris School of Business
Downloads 59 (653,277)

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Bitcoin, Commodities, Markov-Switching VAR, Regime-dependent IRF

17.

Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS

Number of pages: 45 Posted: 19 Mar 2021
University Paris-Saclay, UMI Source, UVSQ, PSB Paris School of Business - Center of Research for Energy and Climate Change, Ecole Polytechnique de Tunisie- Carthage University and University of Paris 8 Vincennes-Saint DenisLEFA – IHEC Carthage
Downloads 52 (692,630)

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Equity-commodity contagion, Three-factor CAPM, Financial crises

18.

Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.

Number of pages: 26 Posted: 03 Jan 2023
Said EL ATIEK and Stephane Goutte
PSB Paris School of Business and University Paris-Saclay, UMI Source, UVSQ
Downloads 50 (704,891)

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Egypt, Russian air plane, Sharm El-Sheikh, Tourism crisis, Economic impact, Political impact, social impact

19.

Investor Heterogeneity and Negative Skewness in Stock Returns: Evidence from Institutional Investors

Number of pages: 47 Posted: 13 Jan 2023
Audencia Business School, University Paris-Saclay, UMI Source, UVSQ, University of Ottawa - Telfer School of Management, Chinese Academy of Sciences (CAS) - Key Laboratory of Wetland Ecology and Environment and Brown University - Division of Applied Mathematics
Downloads 45 (736,819)

Abstract:

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20.

Climate and Nomadic Migration in a Nonlinear World: Evidence of the Historical China

Number of pages: 21 Posted: 25 Jun 2020
Stephane Goutte, Olivier Damette and Qing Pei
University Paris-Saclay, UMI Source, UVSQ, BETA-CNRS, Université de Lorraine and City University of Hong Kong (CityU)
Downloads 45 (736,819)

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Climate change, Nomadic migration, Conflicts, Historical China, Threshold Regression, Non linearity, Copula, Cau

21.

Corruption and Governance in Central Africa: An Analysis of Public and Regional Drivers of Corruption

Number of pages: 9 Posted: 22 Mar 2021
Stephane Goutte, Thomas Porcher and Thomas Péran
University Paris-Saclay, UMI Source, UVSQ, PSB Paris School of Business - Department of Applied Economics and Lusail University
Downloads 42 (757,328)

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Corruption, Datamining, Cluster, Political program, Central Africa

22.

Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS

Number of pages: 53 Posted: 26 Apr 2023
University of Paris 8 Vincennes-Saint DenisLEFA – IHEC Carthage, Ecole Polytechnique de Tunisie- Carthage University, University Paris-Saclay, UMI Source, UVSQ and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 37 (793,485)

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Equity markets, commodity markets, predictability, BREXIT

23.

Optimizing Portfolios for the Brexit: An Equity-Commodity Analysis of Us, European and BRICS Markets

Number of pages: 44 Posted: 22 Apr 2023
University of Paris 8 Vincennes-Saint DenisLEFA – IHEC Carthage, Ecole Polytechnique de Tunisie- Carthage University, University Paris-Saclay, UMI Source, UVSQ and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 33 (824,699)

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Equity markets, commodity markets, BREXIT, portfolio optimization

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WTI-Brent spread; Twitter; speculation.

25.

Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict

Number of pages: 26 Posted: 22 Apr 2023
International University of Rabat - Rabat Business School, Excelia Business School - Department of Finance, Université Picardie Jules Verne and University Paris-Saclay, UMI Source, UVSQ
Downloads 24 (902,452)

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Shift contagion Diversification Minimum-causal intensity portfolio Clean energy Financial market Cryptocurrencies Socially responsible investment

26.

COVID 19’s Impact on Crude Oil and Natural Gas S&P GS Indexes

Posted: 28 Apr 2020 Last Revised: 09 Oct 2020
Donia Aloui, Stephane Goutte, Khaled Guesmi and Rafla Hchaichi
Carthage Business School, University Paris-Saclay, UMI Source, UVSQ, PSB Paris School of Business - Center of Research for Energy and Climate Change and University of Tunis Carthage-Carthage Business School

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COVID-19, oil price war, health crisis, drop oil price, S&P GS commodities Indexes, TVP-SVAR model, crude oil, natural gas

27.

Risk Hedging and Retail Competition: The Case of Electricity Markets

Posted: 25 Sep 2017
Stephane Goutte and Raphaël Boroumand
University Paris-Saclay, UMI Source, UVSQ and PSB Paris School of Business

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Hedging, Electricity

Other Papers (1)

Total Downloads: 527
1.

Deep Learning and Technical Analysis in Cryptocurrency Market

Number of pages: 13 Posted: 02 Jan 2023 Last Revised: 05 Jan 2023
University Paris-Saclay, UMI Source, UVSQ, IPAG Business School, University of Paris-Saclay - UVSQ and IPAG Business School
Downloads 527 (797,284)

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Bitcoin, Technical Analysis, Machine Learning, Deep Learning, Convolutional Neural Networks, Recurrent Neural Network