research & faculty PSB Paris School of Business
Research for Practice
Faculty
Stephane GOUTTE

Stephane GOUTTE

Affiliate Professor
Contact-us
Summary
Stéphane GOUTTE, (PhD in Mathematics and Economy, University Paris 13 and University LUISS of Rome in 2010), is a Full Professor in the Economy and Finance of Paris School of Business. He is a member of the CRECC. He teaches Literature review, Quantitative Analysis and Research Publishig and related topics in the DBA Programs. His main research interests include Energy, Finance, Climate change and Econometry. His researches have been published in journals such as Energy Economics, Energy Policy, Plos one, Journal of Comparative Economics, Journal of Economic Behavior and Organization, Journal of Future Markets, … His researches have also been presented at numerous national and international Energy, Mathematical and Climate change conferences and published as Conference Proceedings.

Profile

Degree

  • HDR, Economics, Economics (graduated in 2017)

Chair department

  • Energy Risk Management

Expertises

Economics
Economics
Finance
Finance, Quantitative Finance

Publications

Scientific Article
Title Authors Source Date
Forecasting photovoltaic production with neural networks and weather features Stephane GOUTTE, Klemens Klotzner, Hoang-Viet Le, Hans-Jörg Von Mettenheim Energy Economics 11/2024
Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments Stephane GOUTTE, Mayssa Mhadhbi Energy Economics 06/2024
Climate risks and the realized higher-order moments of financial markets: Evidence from China Stephane GOUTTE, Wang Yihan , Bouri Elie, Sokhanvar Amin International Review of Economics & Finance 06/2024
Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability Hassan OBEID, Stephane GOUTTE, Chawki El Moussawi, Imen Kouki Research in International Business and Finance 05/2024
Introducing the GVAR-GARCH model: Evidence from financial markets Stephane GOUTTE Journal of International Financial Markets, Institutions & Money 01/2024
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets Khaled GUESMI, Stephane GOUTTE, Ahmed AYADI, Marjène GANA Journal of International Financial Markets, Institutions and Money 12/2023
The role and challenges of rare earths in the energy transition Stephane GOUTTE, Lisa Depraiter Resources Policy 11/2023
Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015. Stephane GOUTTE, Said EL ATIEK Research in International Business and Finance 08/2023
The Ramadan effect on commodity and stock markets integration Stephane GOUTTE, Ben Amar Amine, Hasnaoui Amir , Marouane Amine, Mzoughi Héla Review of Accounting and Finance 06/2023
Emerging and advanced economies markets behaviour during the COVID-19 crisis era Stephane GOUTTE, Khaled GUESMI, Fateh BELAID, Amine BEN AMAR International Journal of Finance & Economics 04/2023
Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective Stephane GOUTTE, Olivier Damette Journal of Comparative Economics 01/2023
Deep learning and technical analysis in cryptocurrency market Stephane GOUTTE, Hoang-Viet Le, Liu Fei , von Mettenheim Hans-Jörg Finance Research Letters 01/2023
Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling Stephane GOUTTE, Konstantinos Konstantakis, Panos Xidonas, Panayotis Michaelides International Review of Financial Analysis 01/2023
How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread Stephane GOUTTE, Dragomirescu-Gaina Catalin , Philippas Dionisis Energy Policy 01/2023
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict Stephane GOUTTE, Amine Ben Amar, Mondher Bouattour, Mokram Ballalah Finance Research Letters 01/2023
SME internationalisation: Do the types of innovation matter? Stephane GOUTTE, Boumediene Ramdani, Fateh Belaid International Review of Financial Analysis 01/2023
Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors? Stephane GOUTTE, Samir SAADI, Ramzi Benkraiem, Hui Zhu, Steven Zhu Journal of International Financial Markets, Institutions and Money 11/2022
Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us? Stephane GOUTTE, Amine Ben Amar, Benkraiem Ramzi, Mohammad Isleimeyyeh International Review of Financial Analysis 02/2022
On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis Khaled GUESMI, Stephane GOUTTE, Mayssa Mhadhbi, Mohamed Imen Gallali International Review of Financial Analysis 10/2021
Diversifying equity with cryptocurrencies during COVID-19 Stephane GOUTTE, John GOODELL International Review of Financial Analysis 07/2021
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis Stephane GOUTTE, John GOODELL Finance Research Letters 01/2021
Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS Khaled GUESMI, Stephane GOUTTE, Ahmed Ayadi, Marjene Gana International Review of Economics and Finance 01/2021
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints Khaled GUESMI, Stephane GOUTTE, Julien CHEVALLIER, Qiang JI Energy Policy 01/2021
Investors’ attention and information losses under market stress Stephane GOUTTE, Duc Nguyen, Dionisis Philippas, Catalin Dragomirescu-Gaina Journal of Economic Behavior and Organization 01/2021
Meteorological factors against COVID-19 and the role of human mobility Stephane GOUTTE, Olivier Damette, Clément Mathonnat PLOS one 01/2021
Optimal risk management problem of natural resources: application to oil drilling Stephane GOUTTE, Thomas Lim, M'Hamed Gaigi, Idris Kharrroubi Annals of Operations Research 01/2021
Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates Khaled GUESMI, Stephane GOUTTE, BRAHIM GAIES Research in International Business and Finance 04/2020
Does Financial inclusion affect the African banking stability? Khaled GUESMI, Stephane GOUTTE, I ABID, I KOUKI Economics Bulletin 03/2020
Contagion effects from U.S. to MENA Equity Markets: The Role of Oil and Gas Khaled GUESMI, Stephane GOUTTE, ILYES ABID, IBRAHIM JAMALI Energy Policy 12/2019
FDI, banking crises and growth: direct and spill over effects Stephane GOUTTE Applied Economics Letters 10/2019
Are We Sentenced to Financial Globalization? Stephane GOUTTE 06/2019
Commodities risk premia and regional integration in gas-exporting countrie Khaled GUESMI, Christian UROM, Stephane GOUTTE, Julien CHEVALLIER, Ilyes ABID Energy Economics 06/2019
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? Stephane GOUTTE Finance Research Letters 04/2019
What Interactions between Financial Globalization and Instability? - Growth in Developing Countries Stephane GOUTTE Journal of International Development 04/2019
Media attention and Bitcoin prices Stephane GOUTTE Finance Research Letters 03/2019
Life insurance demand dynamics impact of economic and human-sustainability : Fresh evidence from African countries Stephane GOUTTE 02/2019
Commodities risk premier and regional integration in gas-exporting countries Christian UROM, Khaled GUESMI, Stephane GOUTTE, Ilyes ABID, Julien CHEVALLIER, Julien CHEVALLIER Energy Economics 01/2019
Contagion and Bond Pricing : The Case of the ASEAN Region Stephane GOUTTE Research in Business and Finance 01/2019
Hedging and Diversification across Commodity assets Khaled GUESMI, Stephane GOUTTE, A DHAOUI, I ABID Applied Economics 01/2019
Media attention and Bitcoin prices Hatem RJIBA, Khaled GUESMI, Stephane GOUTTE, D. PHILIPPAS Finance Research Letters 01/2019
The Value of Flexibility in Power Markets Stephane GOUTTE, Philippe VASSILOPOULOS Energy Policy 01/2019
The Asymmetric Responses of Stock Markets Stephane GOUTTE, Khaled GUESMI, Abderrazak DHAOUI Journal of Economic Integration 03/2018
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting Khaled GUESMI, Stephane GOUTTE, A DHAOUI, I ABID Journal of International Financial Markets, Institutions & Money 01/2018
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting Stephane GOUTTE, Khaled GUESMI, Ilyes ABID, Abderrazak DHAOUI Journal of International Financial Markets, Institutions & Money 01/2018
On the study of conditional dependence structure between oil, gold and USD exchange rates Stephane GOUTTE, Khaled GUESMI International Review of Financial Analysis 01/2018
Optimal management of an oil exploitation Stephane GOUTTE, Thomas LIM, Idris KHARROUBI International Journal of Global Energy Issues 01/2018
Optimal strategy between extraction and storage of crude oil Khaled GUESMI, Stephane GOUTTE, Ilyes ABID, Farid MKAOUER Annals of Operations Research 01/2018
Intra-day hedging with financial options: the case of electricity Raphaël Homayoun BOROUMAND, Stephane GOUTTE Applied Economics Letters 02/2017
Cross-country performance of Lévy regime-switching models for stock markets Stephane GOUTTE, Julien CHEVALLIER Applied Economics 01/2017
Estimation of Lévy-driven Ornstein-Ulhenbeck processes: Application to modeling of CO2 and fuel-switching Stephane GOUTTE, Julien CHEVALLIER Annals of Operations Research 01/2017
On the estimation of regime-switching Lévy models Stephane GOUTTE, Julien CHEVALLIER Studies in Nonlinear Dynamics and Econometrics 01/2017
Regime-switching stochastic volatility model: Estimation and Calibration to VIX options Stephane GOUTTE, Huyên PHAM, Amine ISMAEL Applied Mathematical Finance 01/2017
Risk minimisation: the failure of electricity intra-day forward contracts Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE, Simon PORCHER International Journal of Global Energy Issues 01/2017
Asymmetric evidence of gasoline price responses in France: a Markov-switching approach Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE, simon PORCHER Economic Modelling 01/2016
Estimation of Lévy-driven Ornstein-Ulhenbeck processes: Application to modeling of CO2 and fuel-switching Stephane GOUTTE, Julien CHEVALLIER Annals of Operations Research 07/2015
A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE, Simon PORCHER EnergyStudiesReview 01/2015
Asymmetric evidence of gasoline price responses in France: a Markov-switching approach Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE, Simon PORCHER Economic Modelling 01/2015
Detecting jumps and regime-switches in international stock markets returns Stephane GOUTTE, Julien CHEVALLIER Applied Economics Letters 01/2015
Hedging strategies in energy markets: the case of electricity retailers Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE, Simon PORCHER Energy Economics 01/2015
Mean variance hedging under multiple defaults risk Stephane GOUTTE, Sebastien CHOUKROUN, Armand NGOUPEYOU Stochastic Analysis and Applications 01/2015
Statistical method to estimate regime-switching Lévy model Stephane GOUTTE, Julien CHEVALLIER Springer Proceedings in Mathematics & Statistics 01/2015
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims Stephane GOUTTE, Armand NGOUPEYOU Stochastic Processes and their Applications 01/2015
Tobin tax and trading volume tightening: a reassessment Stephane GOUTTE, Olivier DAMETTE Applied Economics 01/2015
A regime switching model to evaluate bonds in a quadratic term structure of interest rates Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE Applied Financial Economics 01/2014
Bessel bridges decomposition with varying dimension. Applications to finance Stephane GOUTTE, Gabriel FARAUD Journal of Theoretical Probability 01/2014
Conditional Markov regime switching model applied to economic modelling Stephane GOUTTE Economic Modelling 01/2014
Correlation evidence in the dynamics of agricultural commodity prices Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE, Simon PORCHER Applied Economics Letters 01/2014
Dual optimization problem on defaultable claims Stephane GOUTTE, Armand NGOUPEYOU Mathematical Economics Letters 01/2014
Variance optimal hedging for exponential of additive processes and applications Stephane GOUTTE, Francesco RUSSO, NAdia OUDJANE Stochastics An International Journal of Probability and Stochastic Processes 01/2014
Book
Title Authors Source Date
Cryptofinance A New Currency for a New Economy Khaled GUESMI, Stephane GOUTTE, Samir Saadi World Scientific 01/2021
Cryptofinance and Mechanisms of Exchange Khaled GUESMI, Stephane GOUTTE, Samir SAADI Elsevier 01/2020
Risk Factors and Contagion in Commodity Markets and Stocks Markets Khaled GUESMI, Stephane GOUTTE World Scientific 01/2020
20 idées reçues sur l'énergie Raphaël Homayoun BOROUMAND, Thomas PORCHER, Stephane GOUTTE De Boeck 01/2015
Chapter
Title Authors Source Date
Mean-reverting Lévy jump dynamics in the European power sector Stephane GOUTTE, Julien CHEVALLIER World Scientific 01/2017
"Gaz de schiste: le mirage des emplois en Europe" dans Gaz: la nouvelle donne? Thomas PORCHER, Stephane GOUTTE PUF 02/2016
Operation Management of the Power Company in Presence of Carbon Costs Stephane GOUTTE, Julien CHEVALLIER Commodity Markets; Emerald Group Publishing 01/2016