Similar Search Results

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

Goutte, Stephane - 2020

[enter Abstract Body]In this paper we explore the relationship across cryptocurrencies and a set of commodities by using a Markov-Switching-VAR model. The parametric form of the model allows us to compute the regime-dependent impulse response functions during high and low volatility episodes and...

Persistent link: https://www.econbiz.de/10012833174

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

Handbook of energy finance : theories, practices and simulations

Goutte, Stéphane (ed.); Nguyen, Duc Khuong (ed.) - 2019

Persistent link: https://www.econbiz.de/10012011920

New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance

Benkraiem, Ramzi (ed.); Goutte, Stéphane (ed.); … - 2025

Persistent link: https://www.econbiz.de/10015396938

Gold and CoVid-19 : uncovering the safe haven hypothesis with dynamic MSR modeling

Konstantakis, Konstantinos N.; Xidonas, Panos; … - In: International review of financial analysis 89 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014464838

Optimizing portfolios for the BREXIT : an equity-commodity analysis of US, European and BRICS markets

Ayadi, Ahmed; Gana, Marjène; Goutte, Stéphane; … - In: Journal of international financial markets, … 89 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014490194

Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability

El Moussawi, Chawki; Goutte, Stéphane; Kouki, Imen; … - In: Research in international business and finance 70 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10015053322

Diversifying equity with cryptocurrencies during COVID-19

Goodell, John W.; Goutte, Stéphane - In: International review of financial analysis 76 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012805071

Does financial globalization still spur growth in emerging and developing countries? : considering exchange rates

Gaies, Brahim; Goutte, Stéphane; Guesmi, Khaled - In: Research in international business and finance 52 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012548561

Cryptofinance and Mechanisms of Exchange : The Making of Virtual Currency

Goutte, Stéphane (ed.); Guesmi, Khaled (ed.); … - 2019 - 1st ed. 2019.

Chapter 1 Cryptocurrencies as an Asset Class -- Chapter 2 Are virtual currencies virtuous? Ethical and Environmental Issues -- Chapter 3 Cryptocurrency Mining -- Chapter 4 Regulating Bitcoin: A Tax Case Study -- Chapter 5 Are Cryptocurrencies Truly Trustless? -- Chapter 6 Blockchain &...

Persistent link: https://www.econbiz.de/10012399181