Publications

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Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails

This paper describes the extremal and tail dependence between G7 stock market returns (USA, Canada, UK, Japan, Germany, France, Italy) and cryptocurrency returns (Bitcoin, Ethereum, Dash, Monero, Ripple) on the basis of the bivariate extremal dependence model (Padoan and Stupfler, 2022) and the b

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Télétravail à domicile : comment immuniser les salariés face à la cyber épidémie?

With the generalized containment set up to face the covid-19 epidemic, within the framework
of continuity plans, companies have been forced to organize telework at home without any
particular anticipation. The perpetuation of telework introduces into organizations risks

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Volatility contagion and connectedness between WTI and commodity markets

This article analyzes the contagion risk between WTI crude oil prices and several major commodities markets. We study the dynamics of commodity connectedness, and we measure volatility contagion under various market conditions and commodity price cycles between 1982 and 2020.

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When cause familiarity leads to positive attitudes toward brands in a cause–brand alliance: a cross-cultural study during the COVID-19 pandemic

Purpose – Building on construal level theory and applying the hypothetical distance dimension, this cross-
cultural study (individualistic vs collectivistic culture) aims to explore the effects of cause familiarity on

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The role and challenges of rare earths in the energy transition

The energy transition from fossil fuel energy to low-carbon energy is mineral intensive. Among the required minerals rare earth elements (REEs) are core components of clean energy technologies such as wind turbines and electric vehicles.

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Determinants of Deposits Volatility: The Case of the Microfinance Sector in Gabon

Microfinance shows a tendency to seek profitability by increasingly neglecting its social objective.

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Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.

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Color effectiveness. Influence of color and typography of commercial websites on surfurs’ reactions: An experimental study of their interaction effects

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