Olivier Darné

Institution: Université de Nantes

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://sites.google.com/site/odarne/research

First Publication: 2004

Most Recent: 2022

RePEc ID: pda93 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	1.51	1.51	-
Last 10 Years	4.04	0.67	3.95	8.66	-
All Time	6.05	6.73	9.84	22.62	-

Publication Statistics

Raw Publications 32

Coauthorship-Adjusted Count 29.45

Publications (32)

Year	Article	Journal	Tier	Authors
2022	Backcasting world trade growth using data reduction methods	The World Economy	C	2
2021	Econometric history of the growth–volatility relationship in the USA: 1919–2017	Cliometrica	C	2
2019	How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015	Applied Economics	C	3
2019	On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach	Energy Economics	A	2
2018	Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries	Applied Economics	C	2
2018	Does the Great Recession Imply the End of the Great Moderation? International Evidence	Economic Inquiry	C	3
2018	Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator	Applied Economics	C	3
2017	The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey	Economic Modeling	C	3
2017	Forecasting crude-oil market volatility: Further evidence with jumps	Energy Economics	A	2
2016	Stock exchange mergers and market efficiency	Applied Economics	C	4
2016	Commodity returns co-movements: Fundamentals or “style” effect?	Journal of International Money and Finance	B	3
2016	A World Trade Leading Index (WTLI)	Economics Letters	C	3
2015	Are Unit Root Tests Useful in the Debate over the (non)stationarity of Hours Worked?	Macroeconomic Dynamics	C	3
2014	Volatility persistence in crude oil markets	Energy Policy	B	2
2014	Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013	Journal of Banking & Finance	B	2
2013	Market efficiency in the European carbon markets	Energy Policy	B	3
2013	Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose	Oxford Bulletin of Economics and Statistics	B	3
2012	Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates	Journal of International Money and Finance	B	3
2012	Nowcasting the French index of industrial production: A comparison from bridge and factor models	Economic Modeling	C	2
2012	Trends and random walks in macroeconomic time series: A reappraisal	Journal of Macroeconomics	C	2
2011	Testing the martingale difference hypothesis in CO2 emission allowances	Economic Modeling	C	3
2011	Small sample properties of alternative tests for martingale difference hypothesis	Economics Letters	C	3
2011	Testing the martingale difference hypothesis in CO2 emission allowances	Economic Modeling	C	3
2011	Identification of Slowdowns and Accelerations for the Euro Area Economy	Oxford Bulletin of Economics and Statistics	B	2
2009	The efficiency of the crude oil markets: Evidence from variance ratio tests	Energy Policy	B	2
2009	Variance‐ratio Tests of Random Walk: an Overview	Journal of Economic Surveys	C	2
2009	The uncertain unit root in real GNP: A re-examination	Journal of Macroeconomics	C	1
2006	Large shocks and the September 11th terrorist attacks on international stock markets	Economic Modeling	C	2
2005	Outliers and GARCH models in financial data	Economics Letters	C	2
2004	Seasonal cointegration for monthly data	Economics Letters	C	1
2004	Unit roots and infrequent large shocks: new international evidence on output	Journal of Monetary Economics	A	2
-	Econometric history of the growth–volatility relationship in the USA: 1919–2017	Cliometrica	C	2