Publications

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Climate Change and Global Stock Market Returns

Whelsy BOUNGOU, Alhonita Yatié

To the question of whether global stock market indices are sensitive to climate change, the answer is “Yes”.

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Does green technology innovation matter to the cost of equity capital?

Hatem RJIBA, Khaled Elmawazini, Imed Chkir, Fatma Mrad

Using a panel of U.S. public firms, we present the first evidence highlighting the relation between green technology innovation and cost of equity capital. Consistent with our prediction, we find that greater green technology innovation is associated with lower cost of equity capital.

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Gouvernance et mixité femmes-hommes dans les entreprises : peut mieux faire !

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La quête de reconnaissance: un levier d’engagement pour l’apprentissage collaboratif.

Olivier MAMAVI, R. Zerbib
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Reliving a traumatic experience through emotional creativity: the bright side of cancer during the COVID-19 pandemic

Judith PARTOUCHE-SEBBAN, Saeedeh REZAEE VESSAL, Francesco SCHIAVONE

Purpose – The COVID-19 outbreak has undoubtedly affected overall mental health. Thus, researching
resilience is important, as it has been previously discussed as a means to protect people from mental health

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Time-frequency causality and connectedness between oil price shocks and the world food prices

Khaled GUESMI, Fateh BELAID, Syed Ali RAZA, Nida SHAH

The goal of this study is to examine the food and oil price nexus from January 1993 to September 2020. To have a broader aspect, we decompose oil prices into demand and supply shocks and food price index into sub-indices such as Meat, Dairy, Cereal, and sugar price indices.

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Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting

Khaled GUESMI, Yosra GHABRI, Fatma HACHICHA, Ramzi BENKRAIEM

Identifying the factors driving the volatility
of asset classes and examine
their effect on financial markets is particularly
essential for investors, portfolio
managers, and regulators who
are concerned with the asset pricing

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