Stephane Goutte

University Paris-Saclay, UMI SOURCE, UVSQ.

47 Boulevard Vauban

Guyancourt, 78280

France

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

  • University Paris-Saclay, UMI SOURCE, UVSQ.

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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15

CROSSREF CITATIONS

2

Scholarly Papers (17)

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1.

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 280 (149,684)
Citation 2

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

2.

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 212 (196,116)
Citation 2

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

3.

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 212 (196,116)
Citation 19

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

4.

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
Theu Dinh, Stephane Goutte, Duc Khuong Nguyen and Thomas Walther
University of Paris-Saclay, University Paris-Saclay, UMI SOURCE, UVSQ., IPAG Business School and Utrecht University - School of Economics
Downloads 210 (197,883)
Citation 1

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

5.

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 153 (260,184)

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

6.

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 104 (345,970)

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Optimal Hedge Ratios

7.

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

Number of pages: 17 Posted: 22 Mar 2021
Stephane Goutte, Khaled Guesmi, Mayssa Mhadhbi and Mohamed Gallali
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 51 (509,651)

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

8.

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
Stephane Goutte, Raphaël Boroumand, Thomas Péran and Thomas Porcher
University Paris-Saclay, UMI SOURCE, UVSQ., PSB Paris School of Business, Lusail University and PSB Paris School of Business - Department of Applied Economics
Downloads 46 (531,914)
Citation 1

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

9.

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

Number of pages: 12 Posted: 26 Jun 2019
Alexis Arrigoni, Weiliang Lu, Anatoliy V. Swishchuk and Stephane Goutte
University of Calgary, University of Calgary, University of Calgary and University Paris-Saclay, UMI SOURCE, UVSQ.
Downloads 45 (536,539)

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

10.

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 32 (604,409)

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

11.

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

Number of pages: 45 Posted: 19 Mar 2021
Stephane Goutte, Khaled Guesmi, M. Rabah Gana, Ahmed AYADI and Ahmed AYADI
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 31 (610,373)

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

12.

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 24 (656,495)

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Optimal Strategy, Oil Extraction, Oil Storage, Extraction Choice

13.

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 21 (678,355)

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

14.

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 19 (693,437)

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Corruption, Datamining, Cluster, Political program, Central Africa

15.

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

16.

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

17.

Earlier Preschool Education for Better Development? Evidence from Vietnam

Number of pages: 37
Stephane Goutte and Thi Hoai An NGUYEN
University Paris-Saclay, UMI SOURCE, UVSQ. and affiliation not provided to SSRN
Downloads 0

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Early childhood education, Preschool education, Double Machine Learning