Marc Joëts
Refereed Journal Articles
« On the links between stock and commodity markets’ volatility » (joint with Anna Creti and Valérie Mignon), Energy Economics, vol. 37, pp. 16-28, 2013.
« Testing for Granger-Causality in Distribution Tails: An Application to Oil Markets Integration » (joint with Bertrand Candelon and Sessi Tokpavi), Economic Modelling, vol. 31, pp. 276-285, 2013.
« Is price dynamics homogeneous across Eurozone countries? » (joint with David Guerreiro and Valérie Mignon), Journal of Economic Integration, vol. 27, n°4, pp. 609-632, 2012.
« On the link between forward energy prices: A nonlinear panel cointegration approach » (joint with Valérie Mignon), Energy Economics, vol. 33, pp. 1170-1175, 2011.
Refereed Journal Articles (french)
« On the relationship between forward prices of crude oil and domestic fuel: A panel data cointegration approach », Economie Internationale, n°126-127, 2012.
Book chapters
« Mood-misattribution effect on energy finance: A biorhythm approach », in International Symposia in Economic Theory and Econometrics, edited by William Barnett and Fredj Jawadi, Emerald Publishing, Bingley, UK, 2012.
Conferences
Conferences with proceedings
« Energy Price Transmissions during extreme movements » Proceedings of the 51st Meeting of the EWGCFM; Workshop on: Recent Developments on Energy Modelling and Regulation, London, May 16-18, 2013.
« Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics » Actes de la conférence International Symposium on Energy and Finance Issues, Paris, 1 Mars, 2013.
« Energy price transmissions during extreme movements » Proceedings of the The 31st USAEE/IAEE North American Conference, Austin, Texas, November 4-7, 2012.
« Energy Price Transmissions during Extreme Movements » Actes de la conférence The FAEE Conference, Paris, 10-11 Décembre, 2012.
« Testing for crude oil markets globalization during extreme price movements » (joint with Bertrand Candelon and Sessi Tokpavi) Proceedings of the The 6th Annual Methods in International Finance Network (MIFN) Conference, Sydney, Australia, August 24-25, 2012.
« Testing for crude oil markets globalization during extreme price movements » (joint with Bertrand Candelon and Sessi Tokpavi) Actes de la conférence Le 61ème Congrès de l'AFSE, Paris, 2-4 Juillet, 2012.
« On the link between forward energy prices: a nonlinear panel cointegration approach » (joint with Valérie Mignon) Actes de la conférence 3rd French Student Chapter Workshop FAEE, Paris, 7 Juillet, 2011.
Conferences
« Energy price transmissions during extreme movements », The 35th Annual IAEE International conference, Perth, Australia, June 24-27, 2012.
Working Papers
« Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics » FEEM Working Paper, n°32, 2013.
« Energy Price Transmissions during Extreme Movements » USAEE/IAEE Working Paper, n°12-133, 2012.
« Is price dynamics homogeneous across Eurozone countries? » (joint with David Guerreiro and Valérie Mignon) EconomiX Working Paper, n°2012-4, 2012.
« Mood-misattribution effect on energy markets: a biorhythm approach » EconomiX Working Paper, n°2012-24, 2012.
« On the links between stock and commodity markets' volatility » (joint with Anna Creti and Valérie Mignon) CEPII Working Paper, n°2012-20, 2012.
« Testing for crude oil markets globalization during extreme price movements » (joint with Bertrand Candelon and Sessi Tokpavi) EconomiX Working Paper, n°2012-28, 2012.
« On the link between forward energy prices: A nonlinear panel cointegration approach » (joint with Valérie Mignon) EconomiX Working Paper, n°2011-25, 2011.
« On the relationship between forward energy prices: a panel cointegration approach » EconomiX Working Paper, n°2010-21, 2010.