Details about Marc Joëts

Access statistics for papers by Marc Joëts.

Last updated 2023-05-11. Update your information in the RePEc Author Service.

Short-id: pjo245

Working Papers

2024

1. Reasons Behind Words: OPEC Narratives and the Oil Market
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2021

2. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
   Also in Post-Print, HAL (2016)
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019)
   Post-Print, HAL (2016)
   Post-Print, HAL (2016)
   Post-Print, HAL (2016)
   Post-Print, HAL (2017)
   Post-Print, HAL (2016)
   Post-Print, HAL (2017)
   Post-Print, HAL (2017)
   Post-Print, HAL (2017)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) View citations (10)
   Post-Print, HAL (2017)
   Working papers, Banque de France (2018) View citations (9)
   See also Journal Article Global financial interconnectedness: a non-linear assessment of the uncertainty channel, Applied Economics, Taylor & Francis Journals (2021) View citations (3) (2021)

2018

3. Economic and environmental implications of hydropower concession renewals: A case study in Southern France
   Post-Print, HAL View citations (1)
   See also Journal Article Economic and Environmental Implications of Hydropower Concession Renewals: A Case Study in Southern France, Revue économique, Presses de Sciences-Po (2018) View citations (1) (2018)
4. Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?
   Post-Print, HAL
   See also Chapter Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2018) (2018)

2017

5. Does the volatility of commodity prices reflect macroeconomic uncertainty?
   Post-Print, HAL View citations (71)
   Also in Working papers, Banque de France (2016) View citations (6)
   Post-Print, HAL (2016) View citations (6)
   Post-Print, HAL (2016) View citations (4)
   Post-Print, HAL (2016) View citations (2)
   Working Papers, CEPII research center (2015) View citations (8)
   Post-Print, HAL (2016) View citations (4)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (13)
   See also Journal Article Does the volatility of commodity prices reflect macroeconomic uncertainty?, Energy Economics, Elsevier (2017) View citations (62) (2017)
6. Multiple bubbles in the European Union Emission Trading Scheme
   Post-Print, HAL View citations (13)
   Also in Post-Print, HAL (2014)
   Post-Print, HAL (2017) View citations (15)
   Post-Print, HAL (2014)
   See also Journal Article Multiple bubbles in the European Union Emission Trading Scheme, Energy Policy, Elsevier (2017) View citations (15) (2017)
7. On the link between current account and oil price fluctuations in diversified economies: The case of Canada
   Post-Print, HAL View citations (13)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016)
   Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS (2016)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2016)
   See also Journal Article On the link between current account and oil price fluctuations in diversified economies: The case of Canada, International Economics, Elsevier (2017) View citations (13) (2017)

2015

8. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics
   Post-Print, HAL View citations (11)
   Also in Working Papers, Department of Research, Ipag Business School (2013) View citations (4)
   Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) View citations (26)
   Working Papers, Fondazione Eni Enrico Mattei (2013) View citations (24)
   See also Journal Article Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics, European Journal of Operational Research, Elsevier (2015) View citations (11) (2015)

2014

9. On the link between oil and commodity prices: A panel VAR approach
   Post-Print, HAL View citations (1)
   Also in Working Papers, HAL (2013) View citations (7)
10. Uncertainty transmission in commodity markets
    Post-Print, HAL

2013

11. Energy price transmissions during extreme movements
    Working Papers, Department of Research, Ipag Business School
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (4)
    See also Journal Article Energy price transmissions during extreme movements, Economic Modelling, Elsevier (2014) View citations (6) (2014)
12. On the links between stock and commodity markets’ volatility
    Post-Print, HAL View citations (223)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (1)
    Working Papers, CEPII research center (2012) View citations (1)
    See also Journal Article On the links between stock and commodity markets' volatility, Energy Economics, Elsevier (2013) View citations (320) (2013)

2012

13. Is price dynamics homogeneous across Eurozone countries?
    Post-Print, HAL View citations (2)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (2)
    See also Journal Article Is Price Dynamics Homogeneous Across Eurozone Countries?, Journal of Economic Integration, Center for Economic Integration, Sejong University (2012) View citations (3) (2012)
14. Mood-misattribution effect on energy markets: a biorhythm approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (1)
15. Testing for crude oil markets globalization during extreme price movements
    Post-Print, HAL View citations (4)
    Also in Post-Print, HAL (2012) View citations (4)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (4)

2011

16. On the link between forward energy prices: A nonlinear panel cointegration approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (18)
    See also Journal Article On the link between forward energy prices: A nonlinear panel cointegration approach, Energy Economics, Elsevier (2012) View citations (18) (2012)

2010

17. On the relationship between forward energy prices: a panel data cointegration approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)

Journal Articles

2021

1. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
   Applied Economics, 2021, 53, (25), 2865-2887 View citations (3)
   See also Working Paper Global financial interconnectedness: a non-linear assessment of the uncertainty channel, LIDAM Reprints LFIN (2021) View citations (3) (2021)

2018

2. Economic and Environmental Implications of Hydropower Concession Renewals: A Case Study in Southern France
   Revue économique, 2018, 69, (2), 241-266 View citations (1)
   See also Working Paper Economic and environmental implications of hydropower concession renewals: A case study in Southern France, Post-Print (2018) View citations (1) (2018)

2017

3. Does the volatility of commodity prices reflect macroeconomic uncertainty?
   Energy Economics, 2017, 68, (C), 313-326 View citations (62)
   See also Working Paper Does the volatility of commodity prices reflect macroeconomic uncertainty?, Post-Print (2017) View citations (71) (2017)
4. Multiple bubbles in the European Union Emission Trading Scheme
   Energy Policy, 2017, 107, (C), 119-130 View citations (15)
   See also Working Paper Multiple bubbles in the European Union Emission Trading Scheme, Post-Print (2017) View citations (13) (2017)
5. On the link between current account and oil price fluctuations in diversified economies: The case of Canada
   International Economics, 2017, 152, (C), 63-78 View citations (13)
   Also in International Economics, 2017, (152), 63-78 (2017) View citations (13)
   See also Working Paper On the link between current account and oil price fluctuations in diversified economies: The case of Canada, Post-Print (2017) View citations (13) (2017)

2015

6. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics
   European Journal of Operational Research, 2015, 247, (1), 204-215 View citations (11)
   See also Working Paper Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics, Post-Print (2015) View citations (11) (2015)

2014

7. Energy price transmissions during extreme movements
   Economic Modelling, 2014, 40, (C), 392-399 View citations (6)
   See also Working Paper Energy price transmissions during extreme movements, Working Papers (2013) (2013)

2013

8. On the links between stock and commodity markets' volatility
   Energy Economics, 2013, 37, (C), 16-28 View citations (320)
   See also Working Paper On the links between stock and commodity markets’ volatility, Post-Print (2013) View citations (223) (2013)
9. Testing for Granger causality in distribution tails: An application to oil markets integration
   Economic Modelling, 2013, 31, (C), 276-285 View citations (24)

2012

10. Is Price Dynamics Homogeneous Across Eurozone Countries?
    Journal of Economic Integration, 2012, 27, 609-632 View citations (3)
    See also Working Paper Is price dynamics homogeneous across Eurozone countries?, Post-Print (2012) View citations (2) (2012)
11. On the link between forward energy prices: A nonlinear panel cointegration approach
    Energy Economics, 2012, 34, (4), 1170-1175 View citations (18)
    See also Working Paper On the link between forward energy prices: A nonlinear panel cointegration approach, EconomiX Working Papers (2011) View citations (18) (2011)

2011

12. On the relationship between forward prices of crude oil and domestic fuel: A panel data cointegration approach
    International Economics, 2011, (126-127), 39–49 View citations (1)

Undated

13. Overview of the 2nd International Symposium on Energy and Finance Issues: Part II
    IPAG Economics and Management Letters, 11

Chapters

2018

1. Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
   Springer
   See also Working Paper Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?, HAL (2018) (2018)

2012

2. Mood-Misattribution Effect on Energy Finance: A Biorhythm Approach
   A chapter in Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications, 2012, pp 213-233