Olivier Darné - Publications, H-index & Citations

Olivier Darné

nantes universite

26H指数

172论文数

2.5K被引数

收录论文 21

发表时间

The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach

ECONOMIC MODELLING

IF4.7

2024-07-01

PREAI

Darne, Olivier; Levy-Rueff, Guy; Pop, Adrian

Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire 国家或地区调查对临近地区求职者有用吗？法国卢瓦尔河地区案例

JOURNAL OF FORECASTING

IF2.7

2024-04-11

OAAI

Cariou, Clement; Charles, Amelie; Darne, Olivier

On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach

ENERGY ECONOMICS

IF14.2

2019-09-01

PREAI

Zerbo, Eleazar; Darne, Olivier

International stock return predictability: Evidence from new statistical tests

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2017-11-01

OAAI

Charles, Amelie; Darne, Olivier; Kim, Jae H.

Forecasting crude-oil market volatility: Further evidence with jumps 预测原油市场波动: 跳跃的进一步证据

ENERGY ECONOMICS

IF14.2

2017-09-01

OAAI

Charles, Amelie; Darne, Olivier

The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey 新的MIBA模型: 使用法国银行的月度商业调查实时预测法国GDP

ECONOMIC MODELLING

IF4.7

2017-08-01

OAAI

Mogliani, Matteo; Darne, Olivier; Pluyaud, Bertrand

Will precious metals shine? A market efficiency perspective

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2015-10-01

OAAI

Charles, Amelie; Darne, Olivier; Kim, Jae H.

A new monthly chronology of the US industrial cycles in the prewar economy

JOURNAL OF FINANCIAL STABILITY

IF4.2

2015-04-01

OAAI

Charles, Amelie; Darne, Olivier; Diebolt, Claude; Ferrara, Laurent

Large shocks in the volatility of the Dow Jones Industrial Average index: 1928-2013

JOURNAL OF BANKING & FINANCE

IF3.8

2014-06-01

OAAI

Charles, Amelie; Darne, Olivier

Volatility persistence in crude oil markets

ENERGY POLICY

IF9.2

2014-02-01

OAAI

Charles, Amelie; Darne, Olivier

Market efficiency in the European carbon markets

ENERGY POLICY

IF9.2

2013-09-01

OAAI

Charles, Amelie; Darne, Olivier; Fouilloux, Jessica

Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose

OXFORD BULLETIN OF ECONOMICS AND STATISTICS

IF1.4

2012-12-21

PREAI

Barhoumi, Karim; Darne, Olivier; Ferrara, Laurent

Nowcasting German GDP: A comparison of bridge and factor models 临近预报德国GDP: 桥梁模型和因子模型的比较

JOURNAL OF POLICY MODELING

IF3.1

2012-11-01

OAAI

Antipa, Pamfili; Barhoumi, Karim; Brunhes-Lesage, Veronique; Darne, Olivier

Nowcasting the French index of industrial production: A comparison from bridge and factor models

ECONOMIC MODELLING

IF4.7

2012-11-01

PREAI

Brunhes-Lesage, Veronique; Darne, Olivier

Testing the martingale difference hypothesis in CO2 emission allowances

ECONOMIC MODELLING

IF4.7

2011-01-01

PREAI

Charles, Amelie; Darne, Olivier; Fouilloux, Jessica

Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP?

JOURNAL OF FORECASTING

IF2.7

2009-12-01

OAAI

Barhoumi, Karim; Darne, Olivier; Ferrara, Laurent

The efficiency of the crude oil markets: Evidence from variance ratio tests 原油市场效率: 来自方差比检验的证据

ENERGY POLICY

IF9.2

2009-11-01

OAAI

Charles, Amelie; Darne, Olivier

VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW

JOURNAL OF ECONOMIC SURVEYS

IF5

2009-06-10

OAAI

Charles, Amelie; Darne, Olivier

Large shocks and the September 11th terrorist attacks on international stock markets 大冲击与国际股市9月11日恐怖袭击

ECONOMIC MODELLING

IF4.7

2006-07-01

PREAI

Charles, Amelie; Darne, Olivier

Unit roots and infrequent large shocks:: new international evidence on output

JOURNAL OF MONETARY ECONOMICS

IF4.1

2004-10-01

PREAI

Darné, O; Diebolt, C

研究方向