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A regime-switching model to ev...
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Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
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2
Electricity markets and oligopolistic behaviors : the impact of a multimarket structure
Boroumand, Raphaël Homayoun
- In:
Research in international business and finance
33
(
2015
),
pp. 319-333
Persistent link: https://www.econbiz.de/10011325855
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3
Conditional Markov regime switching model applied to economic modelling
Goutte, Stéphane
- In:
Economic modelling
38
(
2014
),
pp. 258-269
Persistent link: https://www.econbiz.de/10010419115
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4
Diamonds versus precious metals : what gleams most against USD exchange rates?
Bedoui, Rihab
;
Guesmi, Khaled
;
Kalai, Saoussen
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436915
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5
Variance - optimal hedging for discrete-time processes with independent increments : application to electricity markets
Goutte, Stéphane
;
Oudjane, Madia
;
Russo, Francesco
- In:
The journal of computational finance
17
(
2013
)
2
,
pp. 71-111
Persistent link: https://www.econbiz.de/10010239107
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6
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier
;
Goutte, Stéphane
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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7
International financial markets
Chevallier, Julien
(
ed.
);
Goutte, Stéphane
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012002812
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8
Financial mathematics, volatility and covariance modelling
Chevallier, Julien
(
ed.
);
Goutte, Stéphane
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012002815
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9
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
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10
Optimal strategy between extraction and storage of crude oil
Abid, Ilyes
;
Goutte, Stéphane
;
Mkaouar, Farid
;
Guesmi, …
- In:
Decision making and risk/return optimization in …
,
(pp. 3-26)
.
2019
Persistent link: https://www.econbiz.de/10012127918
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