Risque de fraude interne, comment dissuader efficacement les salariés ? , Gérer & Comprendre, Septembre 2022, n°149, 47-60.
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
This paper analyzes the dependence among clean energy sectors and oil price uncertainty using the NASDAQ OMX Green Economy Index for the Building, Economy, Edge, Financial, Technology and Transport sectors in the United States.
Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks
We examine the dependence between volume and returns for the NFT market and three sub-markets (Cryptokitties, Cryptopunks, and Decentraland) using both quantile cross-spectral coherency and quantile regression techniques.
Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic
This paper examines the connectedness among 12 African equity markets and the global commodity, developed equity markets, paying particular attention to their evolution during the COVID-19 pandemic's peak period.