Riadh Aloui : Citation Profile


Are you Riadh Aloui?

Université de Tunis El Manar

6

H index

6

i10 index

352

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 58
   Journals where Riadh Aloui has often published
   Relations with other researchers
   Recent citing documents: 136.    Total self citations: 5 (1.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal557
   Updated: 2019-06-16    RAS profile: 2016-08-04    
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Relations with other researchers


Works with:

Nguyen, Duc Khuong (4)

Miller, Stephen (3)

BEN AISSA, Mohamed (3)

GUPTA, RANGAN (3)

Hammoudeh, Shawkat (2)

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

Is cited by:

Nguyen, Duc Khuong (29)

Mensi, walid (10)

Ratti, Ronald (9)

Yang, Lu (7)

Hamori, Shigeyuki (7)

Hammoudeh, Shawkat (7)

Uddin, Gazi (7)

Reboredo, Juan (6)

Bekiros, Stelios (6)

Shahzad, Syed Jawad Hussain (6)

Vespignani, Joaquin (5)

Cites to:

Nguyen, Duc Khuong (15)

Bollerslev, Tim (9)

Ratti, Ronald (7)

BEN AISSA, Mohamed (7)

AROURI, Mohamed (7)

Kilian, Lutz (5)

Filis, George (5)

Chan-Lau, Jorge (4)

Malevergne, Yannick (4)

Ning, Cathy (3)

Rockinger, Michael (3)

Main data


Where Riadh Aloui has published?


Journals with more than one article published# docs
Energy Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam2

Recent works citing Riadh Aloui (2018 and 2017)


YearTitle of citing document
2017Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim. In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2017Biased Risk Parity with Fractal Model of Risk. (2017). Kamenshchikov, Sergey ; Drozdov, Ilia . In: Papers. RePEc:arx:papers:1703.09667.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2018Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach. (2018). Marta, F ; Righetti, Maurizio ; Menapace, Andrea. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps53.

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2017THE EFFECTS OF THE ECONOMIC CRISIS ON EUROPEAN FINANCIAL INTEGRATION AND ECONOMIC GROWTH. (2017). Otilia-Roxana, Oprea. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:4:p:256-264.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

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2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

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2017The effect of the US subprime crisis on Canadian banks. (2017). Bandyopadhyay, Satiprasad ; Kennedy, Duane ; Jha, Ranjini. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:58-74.

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2018Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46.

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2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

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2017Dealing with small sample bias in post-crisis samples. (2017). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:1-8.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:70-88.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

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2018Market integration and financial linkages among stock markets in Pacific Basin countries. (2018). Uddin, Gazi ; Nguyen, Duc Khuong ; Chevallier, Julien ; Siverskog, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:77-92.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227.

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2017Hedging downside risk of oil refineries: A vine copula approach. (2017). Sukcharoen, Kunlapath ; Leatham, David. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:493-507.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2017Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model. (2017). Ji, Qiang ; Liu, Bing-Yue ; Fan, Ying. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:53-65.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2019Crude oil price uncertainty and corporate investment: New global evidence. (2019). Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:54-65.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

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2019A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price. (2019). Lee, Jasmine Siu ; Bai, Xiwen. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:412-427.

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2019The multilateral relationship between oil and G10 currencies. (2019). MacDonald, Ronald ; Kunkler, Michael. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:444-453.

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2017Another look on the relationships between oil prices and energy prices. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:318-331.

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2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting. (2018). Ding, Yishan . In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:328-336.

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2018Assessing oil supply security of South Asia. (2018). Zhou, Peng ; Shah, S. A. A., ; Iqbal, N ; Mohsin, M. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:438-447.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries. (2018). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:19-34.

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2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

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2017Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

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2018Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212.

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2018Spatial analysis of sovereign risks: The case of emerging markets. (2018). Kila, Gul Huyuguzel ; Onder, Ozlem A. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching. (2018). Roubaud, David ; Arouri, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:28-33.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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2018Volatility of stock market returns and the naira exchange rate. (2018). Uzonwanne, Godfrey ; Dogo, Mela ; Tule, Moses. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:97-105.

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2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2017Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:258-279.

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2018Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2017Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68.

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2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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2017Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System. (2017). Trabelsi, Nader. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:26-41.

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2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

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2017Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach. (2017). Bashir, Usman ; Zebende, Gilney Figueira ; Donghong, Ding ; Hussain, Muntazir. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:338-346.

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2017The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets. (2017). Zhang, Xingwei ; Zheng, Xiaolong ; Zeng, Daniel Dajun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:32-42.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2017Jump spillover between oil prices and exchange rates. (2017). Li, Xiao-Ping ; Wu, Chong-Feng ; Zhou, Chun-Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:656-667.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2018Measuring contagion effects between crude oil and Chinese stock market sectors. (2018). Fang, Sheng ; Egan, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:31-38.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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2017Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

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

Works by Riadh Aloui:


YearTitleTypeCited
2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
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paper13
2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
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paper175
2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 175
article
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
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article57
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
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article15
2016Uncertainty and crude oil returns In: Energy Economics.
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article18
2015Uncertainty and Crude Oil Returns.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2015Uncertainty and crude oil returns.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article74

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