Chaker Aloui : Citation Profile

Are you Chaker Aloui?

Prince Sultan University

18

H index

24

i10 index

1612

Citations

RESEARCH PRODUCTION:

57

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 89
   Journals where Chaker Aloui has often published
   Relations with other researchers
   Recent citing documents: 534.    Total self citations: 23 (1.41 %)

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   Permalink: http://citec.repec.org/pal451
   Updated: 2023-03-02    RAS profile: 2021-10-29    
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Relations with other researchers

Works with:

Shahzad, Syed Jawad Hussain (5)

Yarovaya, Larisa (4)

Shahbaz, Muhammad (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chaker Aloui.

Is cited by:

Nguyen, Duc Khuong (32)

Filis, George (29)

Masih, Abul (29)

Chkili, Walid (28)

Degiannakis, Stavros (26)

Tiwari, Aviral (23)

Yoon, Seong-Min (22)

GUPTA, RANGAN (18)

Naifar, Nader (17)

Hamori, Shigeyuki (17)

Bouri, Elie (16)

Cites to:

Nguyen, Duc Khuong (33)

Hammoudeh, Shawkat (32)

Rua, António (28)

Bollerslev, Tim (26)

Engle, Robert (25)

Nunes, Luis (22)

Degiannakis, Stavros (20)

Granger, Clive (19)

Laurent, Sébastien (18)

Hamilton, James (18)

Aguiar-Conraria, Luís (16)

Main data

Where Chaker Aloui has published?

Journals with more than one article published# docs
Applied Economics4
Economic Modelling4
Finance Research Letters3
Economics Bulletin3
Pacific-Basin Finance Journal3
Journal of International Financial Markets, Institutions and Money3
Energy Economics3
Physica A: Statistical Mechanics and its Applications3
Energy Policy2
International Journal of Financial Services Management2
International Review of Financial Analysis2
The North American Journal of Economics and Finance2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School3
Working Papers / Economic Research Forum3

Recent works citing Chaker Aloui (2022 and 2021)

YearTitle of citing document
2021Time-varying volatility spillover of foreign exchange rate in three Asian markets: Based on DCC-GARCH approach. (2021). Sahoo, Malayaranjan ; Mishra, Amritkant ; Srivastava, Purwa ; Gupta, Mohini. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:105-120.

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2021Performance and Risks: Islamic Indices and Compared to Conventional Indices. (2021). Agouram, Jamal ; Lakhnati, Ghizlane ; ben Hssain, Lhoucine ; Anoualigh, Jamaa. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2021:p:17-26.

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2021Markov Chains, Eigenvalues and the Stabilityof Economic Growth Processes. (2021). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Working Papers. RePEc:aoz:wpaper:88.

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2021Fears for COVID-19: The crash risk of stock market. (2020). Dai, Peng-Fei ; Duc, Toan Luu ; Liu, Zhifeng. In: Papers. RePEc:arx:papers:2009.08030.

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2021Dynamic Structural Impact of the COVID-19 Outbreak on the Stock Market and the Exchange Rate: A Cross-country Analysis Among BRICS Nations. (2021). Kumar, Atul ; Banerjee, Indrajit ; Rama, Sheo ; Bhattacharyya, Rupam. In: Papers. RePEc:arx:papers:2102.05554.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2022Unique futures in China: studys on volatility spillover effects of ferrous metal futures. (2022). Hao, Lin ; Sun, Cuiping ; Cao, Tingting. In: Papers. RePEc:arx:papers:2206.15039.

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2023Deep Reinforcement Learning for Gas Trading. (2023). Michler, Christian ; Granger, Nikita P ; Cy, Alexander ; Miao, Yinsen ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2301.08359.

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2021The Essential Role of Pandemics - A Fresh Insight Into the Oil Market. (2021). Su, Chi-Wei ; Zhang, Yu-Chen ; Qin, Meng. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:27.

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2021The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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2022When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2021The Effect of the COVID?19 Pandemic on South Koreas Stock Market and Exchange Rate. (2021). Hoshikawa, Takeshi ; Yoshimi, Taiyo. In: The Developing Economies. RePEc:bla:deveco:v:59:y:2021:i:2:p:206-222.

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2021Valuing Real Options in the Volatile Real World. (2021). Wang, Tianyang ; Dyer, James S ; Harikae, Seiji. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:1:p:171-189.

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2021Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis. (2021). Pfeifer, Luka ; Bro, Vaclav. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:1:p:113-139.

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2021The Nonlinear Effects of Oil Rent Dependence on Malaysian Manufacturing: Implications from Structural Change using a Markov-Regime Switching Model. (2021). Badeeb, Ramez ; Philip, Abey P ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:21/11.

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2021The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9163.

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2021The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe. (2021). Ilhan, Ali ; Akdeniz, Coskun ; Helmi, Mohamad Husam ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9316.

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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach. (2021). Canepa, Alessandra ; Al-Saraireh, Ahmad ; Alqaralleh, Huthaifa Sameeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-17.

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2021Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data. (2021). Dum, Deebom Zorle ; Gil, Mathew Thomas ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-56.

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2022The Impact of Oil Prices on the Stock Market and Real Exchange Rate: The Case of Kazakhstan. (2022). Baimaganbetov, Sabit ; Bolganbayev, Artur ; Myrzabekkyzy, Kundyz ; Kelesbayev, Dinmukhamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-20.

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2022The Indirect Effects of Oil Price on Consumption through Assets. (2022). Dowlatabadi, Ehsan Mohaghegh ; Javad, Seyed Mohammad ; Torki, Leila ; Razmi, Seyedeh Fatemeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-29.

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2022Crude Oil Prices and Currency Exchange Rates’ Impact on the Indonesian Energy Stock Market during the Covid-19 Pandemic. (2022). Sumadinata, Widya Setiabudi ; Sari, Putri Irmala ; Alexandri, Mohammad Benny. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-6.

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2022Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2021Advanced price forecasting in agent-based electricity market simulation. (2021). Fichtner, Wolf ; Keles, Dogan ; Kraft, Emil ; Fraunholz, Christoph. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002142.

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2021The effects and reacts of COVID-19 pandemic and international oil price on energy, economy, and environment in China. (2021). Lin, Boqiang ; Wen, Shiyan ; Jia, Zhijie. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921009818.

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2021A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2021Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic. (2021). Nguyen, Dat ; Dao, Anh ; Huynh, Nhan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000800.

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2022The spatiotemporal evolution of COVID-19 in China and its impact on urban economic resilience. (2022). Fan, Fei ; Zhang, Xuerong ; Wang, Lei. In: China Economic Review. RePEc:eee:chieco:v:74:y:2022:i:c:s1043951x22000645.

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2021Dynamic graph in a symbolic data framework: An account of the causal relation using COVID-19 reports and some reflections on the financial world. (2021). Costa, Lilia ; Pimentel, Bruno A ; Nascimento, Diego C ; Louzada, Francisco ; Gonalves, Sandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p2:s0960077921007943.

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2022U.S. Politics from a multifractal perspective. (2022). Schadner, Wolfgang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010316.

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2022Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004.

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2022Empirical study and model simulation of global stock market dynamics during COVID-19. (2022). Li, Jiangcheng ; Jiang, Xiongfei ; Xiong, Long ; Zhang, Jiu ; Ma, Jiahao ; Zheng, BO ; Jin, Lifu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003484.

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2022Economy-environment nexus in developed European countries: Evidence from multifractal and wavelet analysis. (2022). Miti, Petar ; Schluter, Stephan ; Koji, Milena ; Hani, Aida. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s096007792200399x.

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2022The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. (2022). Lahmiri, Salim ; Foroutan, Parisa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006531.

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2021What is the exchange rate volatility response to COVID-19 and government interventions?. (2021). Chang, Chun-Ping ; Gong, Qiang ; Yang, Hao-Chang ; Feng, Gen-Fu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:705-719.

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2021Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022Does COVID-19 make the firms’ performance worse? Evidence from the Chinese listed companies. (2022). Zheng, Wenping ; Zhang, Dongyang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:560-570.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows?. (2022). Sala, Hector ; Pham, Binh Thai ; Thuy, Trang Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:728-746.

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2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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2022Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562.

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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2021Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534.

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2021Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2022The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches. (2022). Wang, Yujou ; Gao, Zhimin ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002759.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021Skew index: Descriptive analysis, predictive power, and short-term forecast. (2021). Mora-Valencia, Andrés ; Vanegas, Esteban ; Rodriguez-Raga, Santiago . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302370.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Bhuiyan, Abul Bashar ; Hassan, Kabir M ; Mahi, Masnun ; Hasan, Md Bokhtiar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001236.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2022Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness. (2022). Danila, Nevi ; Hkiri, Besma ; Al-Kayed, Lama ; Asadov, Alam ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001881.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2022Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach. (2022). Gao, Wang ; Wang, Xinyi ; Yang, Cai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200095x.

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2022Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management. (2022). , Amanda ; Thomas, . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:151-167.

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2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

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2021When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures. (2021). , Quan ; Do, Hung Xuan ; Smyth, Russell ; Nepal, Rabindra. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002310.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions. (2021). Patra, Saswat. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003406.

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2021Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis. (2021). Ma, YU ; Wu, Haifeng ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003819.

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2021Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

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2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2022Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165.

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2022Connectedness of energy markets around the world during the COVID-19 pandemic. (2022). Uddin, Gazi Salah ; Molnar, Peter ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000810.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001347.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2022Implications of clean energy, oil and emissions pricing for the GCC energy sector stock. (2022). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200278x.

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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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2022Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. (2022). Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003474.

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2022Green bonds and conventional financial markets in China: A tale of three transmission modes. (2022). Lin, Boqiang ; Zhang, Zuopeng ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003504.

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More than 100 citations found, this list is not complete...

Works by Chaker Aloui:

YearTitleTypeCited
2012Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries In: Global Economy Journal.
[Full Text][Citation analysis]		article4
2012Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries.(2012) In: Global Economy Journal (GEJ).
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This paper has another version. Agregated cites: 4		article
2005Regime de change et croissance economique : une investigation empirique In: Economie Internationale.
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2016The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets In: International Economics.
[Full Text][Citation analysis]		article64
2016The interactive relationship between the US economic policy uncertainty and BRIC stock markets.(2016) In: International Economics.
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This paper has another version. Agregated cites: 64		article
2011Hursts exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2015Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey In: Economics Bulletin.
[Full Text][Citation analysis]		article7
2016Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article97
2014Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis In: Economic Modelling.
[Full Text][Citation analysis]		article92
2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling.
[Full Text][Citation analysis]		article11
2016On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets In: Economic Modelling.
[Full Text][Citation analysis]		article9
2014Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article29
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article97
2009The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach In: Energy Economics.
[Full Text][Citation analysis]		article150
2012Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling In: Energy Economics.
[Full Text][Citation analysis]		article90
2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach In: Energy Economics.
[Full Text][Citation analysis]		article11
2010Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns In: Energy Policy.
[Full Text][Citation analysis]		article98
2010Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models In: Energy Policy.
[Full Text][Citation analysis]		article100
2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article312
2021How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2020On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2021Are Islamic gold-backed cryptocurrencies different? In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article42
2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article37
2015Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article38
2015Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article39
2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2015Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2015Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2018Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2015On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article24
2018The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article18
2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2018Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2017Volatility forecasting, value- at- risk and expected shortfall estimations under the Basel II Accord in GCC shariah stocks In: Chapters.
[Full Text][Citation analysis]		chapter0
2003Phénomène De Dépendance De Court Et De Long Terme De La Volatilité Des Cours De Change: Cas Du Marché Interbancaire Tunisien (Mars 1994- Mars 2004) In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Interdépendance Et Co-Mouvements Des Marchés De Capitaux Des Pays Arabes De La Région Du Moyen Orient Et D’afrique Du Nord: Un Essai D’investigation Empirique In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Long-Range Dependence in Daily Volatility on Tunisian Stock Market In: Working Papers.
[Full Text][Citation analysis]		paper3
2015Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article4
2011Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market In: International Journal of Academic Research in Business and Social Sciences.
[Full Text][Citation analysis]		article5
2015Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework In: Afro-Asian Journal of Finance and Accounting.
[Full Text][Citation analysis]		article0
2010The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach In: International Journal of Business Continuity and Risk Management.
[Full Text][Citation analysis]		article1
2009Equity home bias: investors sentiments and views In: International Journal of Behavioural Accounting and Finance.
[Full Text][Citation analysis]		article0
2010One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article6
2011Information flow between stock return and trading volume: the Tunisian stock market In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article2
2014On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach In: Working Papers.
[Full Text][Citation analysis]		paper5
2014On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach.(2014) In: Applied Economics.
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This paper has another version. Agregated cites: 5		article
2014Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case In: Working Papers.
[Full Text][Citation analysis]		paper3
2014Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective In: Working Papers.
[Full Text][Citation analysis]		paper7
2018Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View In: Computational Economics.
[Full Text][Citation analysis]		article4
2018A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article32
2015Measuring Risk of Portfolio : GARCH-Copula Model In: Journal of Economic Integration.
[Citation analysis]		article2
2021Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia In: Tourism Economics.
[Full Text][Citation analysis]		article0
2015On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article2
2016Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons In: Applied Economics.
[Full Text][Citation analysis]		article5
2019Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework In: Applied Economics.
[Full Text][Citation analysis]		article6
2020Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics.
[Full Text][Citation analysis]		article3
2021Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons? In: Defence and Peace Economics.
[Full Text][Citation analysis]		article5
2011Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article8
2007Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period In: Quantitative Finance.
[Full Text][Citation analysis]		article34

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