Publications

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The Asymmetric Responses of Stock Markets

This paper investigates how oil price shocks interact with oil-importing and oil-exporting stock markets within a nonlinear autoregressive distributed lag framework.

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On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting

On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting

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Optimal management of an oil exploitation

The aim of this paper is to deal with the optimal choice between extraction and storage of crude oil during time under a large panel of constraints for a fixed maturity T. We consider a manager that owns an oil field from which he can extract oil and decide to sell or to store it.

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Tax measures and household financial behaviour: Evidence from France

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French energy policy: A gradual transition

Over the past decade, France has gradually adapted its energy policy to bring it into line with its international environmental commitments. Historically based on independence and sobriety criteria, French energy policy now prioritises the environmental and climate impact of its energy mix.

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Innovation, Profits and Economic Performance

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Managing Techno-Supply Push and User-Demand Pull Innovation

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Shale gas production and U.S. natural gas market dynamics: a TVP-VAR approach

The boom in the United States production of shale gas has significantly impacted domestic natural gas market from 2005, through increased trade flows, lower prices and increased consumption. In this paper, we investigated the role of the shale revolution in U.S. gas market dynamics.

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