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Mohamed AROURI : Citation Profile


Are you Mohamed AROURI?

Université de Nice-Sophia Antipolis (80% share)
Economic Research Forum (ERF) (20% share)

20

H index

41

i10 index

1525

Citations

RESEARCH PRODUCTION:

67

Articles

142

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 101
   Journals where Mohamed AROURI has often published
   Relations with other researchers
   Recent citing documents: 428.    Total self citations: 6 (0.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par32
   Updated: 2018-01-13    RAS profile: 2018-01-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Nguyen, Duc Khuong (21)

Nguyen, Cuong (16)

BEN YOUSSEF, Adel (13)

Teulon, Frédéric (12)

JAWADI, Fredj (12)

Lahiani, Amine (10)

MHENNI, Hatem (9)

Shahbaz, Muhammad (8)

M'HENNI, Hatem (7)

Rault, Christophe (6)

Hammoudeh, Shawkat (5)

Tiwari, Aviral (4)

EL KHAMLICHI, ABDELBARI (3)

JEBABLI, Ikram (2)

Sova, Anamaria (2)

ben ameur, hachmi (2)

K.G., Suresh (2)

Roubaud, David (2)

Caporale, Guglielmo Maria (2)

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

Is cited by:

Nguyen, Duc Khuong (91)

Shahbaz, Muhammad (52)

Filis, George (45)

GUESMI, Khaled (45)

Hammoudeh, Shawkat (41)

Lahiani, Amine (35)

Ratti, Ronald (35)

Guesmi, Khaled (33)

Degiannakis, Stavros (32)

Tiwari, Aviral (26)

Ozturk, Ilhan (24)

Cites to:

Nguyen, Duc Khuong (72)

Hammoudeh, Shawkat (71)

Shahbaz, Muhammad (52)

McAleer, Michael (34)

Rault, Christophe (34)

Harvey, Campbell (32)

Ratti, Ronald (28)

Bekaert, Geert (27)

Pesaran, M (26)

GUESMI, Khaled (25)

Tiwari, Aviral (25)

Main data


Where Mohamed AROURI has published?


Journals with more than one article published# docs
Economics Bulletin13
Economic Modelling11
Energy Policy5
Energy Economics4
Applied Economics Letters3
The IUP Journal of Applied Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL58
Working Papers / HAL22
Working Papers / Department of Research, Ipag Business School20
Working Papers / Economic Research Forum6
Papers / arXiv.org6
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans5
CESifo Working Paper Series / CESifo Group Munich5
MPRA Paper / University Library of Munich, Germany4
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam3
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan2
GREDEG Working Papers / Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis2
PGDA Working Papers / Program on the Global Demography of Aging2

Recent works citing Mohamed AROURI (2017 and 2016)


YearTitle of citing document
2016The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage. (2016). Nick, Sebastian. In: The Energy Journal. RePEc:aen:journl:ej37-2-nick.

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2016Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock.

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2016Testing Environmental Kuznets Curve in the Selected Transition Economies with Panel Smooth Transition Regression Analysis. (2016). Zortuk, Mahmut ; Eken, Sinan . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:43:y:2016:i:18:p:537.

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2016Let it Rain: Weather Extremes and Household Welfare in Rural Kenya. (2016). Wineman, Ayala ; Kirimi, Lilian ; Mason, Nicole M ; Ochieng, Justus . In: Working Papers. RePEc:ags:egtewp:233678.

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2016Let it Rain: Weather Extremes and Household Welfare in Rural Kenya. (2016). Wineman, Ayala ; Kirimi, Lilian ; Ochieng, Justus ; Mason, Nicole M. In: Food Security Collaborative Working Papers. RePEc:ags:midcwp:245109.

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2017Energy Consumption and Environmental Pollution: Evidence from the Spatial Panel Simultaneous-Equations Model of Developing Countries. (2017). Hezareh, Reza ; Schieffer, Jack ; Darbandi, Elham ; Mehr, Samira Shayan ; Shayanmehr, Samira . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252818.

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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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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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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: BIS Working Papers. RePEc:bis:biswps:560.

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2016How Do Natural Disasters Affect Saving Behavior?. (2016). Stephane, Victor. In: Working Papers. RePEc:cdi:wpaper:1834.

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2016Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market. (2016). Wodarczyk, Aneta ; Otola, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:87-116.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?. (2017). Desbrieres, Philippe . In: Working Papers CREGO. RePEc:dij:wpfarg:1171001.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2016Financial Development and Inclusive Growth in Nigeria: A Threshold Analysis. (2016). Ayinde, Taofeek Olusola ; Yinusa, Olumuyiwa Ganiyu . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:4:p:326-346.

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2016Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

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2016The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00211.

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2017Does the causal relationship between renewable energy consumption, CO2 emissions, and economic growth exist in Thailand? An ARDL approach. (2017). Paweenawat, Sasiwimon ; Plyngam, Sutida . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00687.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Threshold effect in the relationship between environmental taxes and CO2 emissions: A PSTR specification. (2017). Zaghdoudi, Taha ; Maktouf, Samir . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00684.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2016Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect. (2016). Khan, Faisal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-27.

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2016Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia. (2016). Haque, Mohammad Imdadul ; Afsal, E M. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-27.

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2016Revisiting the Financial Development and Poverty Reduction Nexus for Sub-Saharan African Countries: Evidence from Causality Tests in the Time and Frequency Domains. (2016). KEHO, Yaya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-81.

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2017An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. (2017). Pitoska, Electra ; Tsilikas, Charalampos ; Giannarakis, Grigoris ; KATARACHIA, Androniki . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-16.

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2017Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-51.

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2016The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market. (2016). Partalidou, Xanthi ; Sariannidis, Nikolaos ; Giannarakis, Grigoris ; Kiohos, Apostolos . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-01-11.

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2016Electricity Consumption and Economic Development in Nigeria. (2016). Ogundipe, Adeyemi A ; Akinyemi, Opeyemi . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-01-19.

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2016Indexing Oil from a Financial Point of View: A Comparison between Brent and West Texas Intermediate. (2016). Berk, Cem . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-2.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016How Globalization and Economic Growth Affect Energy Consumption: Panel Data Analysis in the Sample of Brazil, Russia, India, China Countries. (2016). doğan, buhari ; Deger, Osman ; Dogan, Buhari. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-04-18.

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2017Evaluation of the Role of Renewables Consumption on Economic Growth of the U.S. Regions. (2017). Bekareva, Svetlana V ; Abo, J G ; Meltenisova, Ekaterina N. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-22.

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2017The Relationship between Energy Consumption, Economic Growth and Carbon Dioxide Emission: The Case of South Africa. (2017). Khobai, hlalefang ; le Roux, Pierre . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-13.

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2017The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21.

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2017Carbon Dioxide Emission, Energy Consumption, Economic Growth, Population, Poverty and Forest Area: Evidence from Panel Data Analysis. (2017). Islam, Rabiul ; Mahyudin, Emil ; Abdul, Ahmad Bashawir . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-13.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2016Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D. In: Applied Energy. RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

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2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei . In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:201-212.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2017The devil is in the details: The successes and limitations of bureaucratic reform in India. (2017). Dhaliwal, Iqbal ; Hanna, Rema . In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:1-21.

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2017The legacy of natural disasters: The intergenerational impact of 100 years of disasters in Latin America. (2017). Caruso, German Daniel . In: Journal of Development Economics. RePEc:eee:deveco:v:127:y:2017:i:c:p:209-233.

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2016Central bank independence in a historical perspective. Myth, lessons and a new model. (2016). Blancheton, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:101-107.

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2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach. (2016). Maliki, Samir Baha-Eddine ; JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Hemche, Omar . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:292-299.

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2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

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2016Economic growth and carbon emissions. (2016). Narayan, Paresh ; Soleymani, Abdorreza ; Saboori, Behnaz . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:388-397.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Revisiting the accelerator principle in a world of uncertainty: Some empirical evidence. (2016). Arestis, Philip ; Gonzalez-Martinez, Ana Rosa . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:35-42.

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2016Market reaction to internet news: Information diffusion and price pressure. (2016). Shen, Dehua ; ZHANG, YONG JIE ; Song, Weixin . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:43-49.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2016The interactive impact of press freedom and media reach on corruption. (2016). Dutta, Nabamita ; Roy, Sanjukta . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:227-236.

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2016The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Kaabia, Olfa ; Abid, Ilyes . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Balcilar, Mehmet ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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2017The macro impact of microfinance in Bangladesh: A CGE analysis. (2017). Raihan, Selim ; Baqui, M A ; Osmani, S R. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:1-15.

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Power, Gabriel J ; Vedenov, Dmitry ; Turvey, Calum ; Eaves, James . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2017Macroeconomic and financial effects of oil price shocks: Evidence for the euro area. (2017). MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:82-96.

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2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016Evidence of information transmission across currency futures markets using frequency domain tests. (2016). Kumar, Satish . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

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2016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

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2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171.

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2016Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jin E. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:125-130.

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2016The labor market return to academic fraud. (2016). Meinecke, Juergen ; Mavisakalyan, Astghik. In: European Economic Review. RePEc:eee:eecrev:v:82:y:2016:i:c:p:212-230.

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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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2016Does financial development reduce income inequality and poverty? Evidence from emerging countries. (2016). Seven, Ünal ; coskun, yener. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:34-63.

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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach. (2016). JAWADI, Fredj ; Selmi, Nadhem ; Hachicha, Nejib ; Fakhfekh, Mohamed ; Cheffou, Abdoulkarim Idi . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:84-99.

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2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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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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2016Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

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2016Recent hikes in oil-equity market correlations: Transitory or permanent?. (2016). Li, Xiao-Ming ; Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:305-315.

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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk. (2016). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:159-172.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

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2016Environmental Kuznets curves: New evidence on both panel and country-level CO2 emissions. (2016). Apergis, Nicholas. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:263-271.

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2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

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2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

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2016Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ignatieva, Katja ; Ziveyi, Jonathan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228.

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2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463.

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2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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2016An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

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2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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2016Dynamic structure of the spot price of crude oil: does time aggregation matter?. (2016). Barnett, William ; Aghababa, Hajar . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:227-237.

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2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413.

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2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

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2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. (2016). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper N. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:168-175.

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2016Simultaneity modeling analysis of the environmental Kuznets curve hypothesis. (2016). OMRI, Anis ; Hammoudeh, Shawkat ; ben Youssef, Adel . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:266-274.

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

Mohamed AROURI has edited the books:


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YearTitleTypeCited
2007Lintégration boursière internationale : Tests et effets sur la diversification In: Annals of Economics and Statistics.
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article0
2007Lintégration boursière internationale : tests et effets sur la diversification.(2007) In: Post-Print.
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2009On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses In: Papers.
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2009On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses.(2009) In: Economics Bulletin.
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article
2009On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses.(2009) In: Post-Print.
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2009On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses.(2009) In: Working Papers.
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2009A la Recherche des Facteurs D\eterminants de lInt\egration Internationale des March\es Boursiers : une Analyse sur Donn\ees de Panel In: Papers.
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2009Structural Breaks in the Mexicos Integration into the World Stock Market In: Papers.
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2009Structural Breaks in the Mexicos Integration into the World Stock Market.(2009) In: Working Papers.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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2009Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects In: Papers.
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paper4
2006Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.(2006) In: Post-Print.
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2005Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects.(2005) In: Post-Print.
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2005Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects.(2005) In: Post-Print.
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2006Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects..(2006) In: Working Papers.
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2009La prime de risque dans un cadre international : le risque de change est-il appr\eci\e ? In: Papers.
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2006La prime de risque dans un cadre international : le risque de change est-il apprécié ?.(2006) In: Finance.
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2006La prime de risque dans un cadre international: le risque de change est-il apprécié?.(2006) In: Post-Print.
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2006La prime de risque dans un cadre international : le risque de change est-il apprécié?.(2006) In: Post-Print.
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2009La prime de risque dans un cadre international : le risque de change est-il apprécié ?.(2009) In: Working Papers.
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2012STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS In: Manchester School.
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2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh In: The World Economy.
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2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh.(2017) In: Post-Print.
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2014Informal economy in Africa: Building human capital to set the Gazelles free In: Working Papers.
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2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
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2010Lentrelacement des pratiques culturelles et de lusage des TIC : une analyse économique In: Economie & Prévision.
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2010L’entrelacement des pratiques culturelles et de l’usage des TIC : une analyse économique.(2010) In: Économie et Prévision.
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2010Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe In: Revue économique.
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2010Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe..(2010) In: Working Papers.
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2011Oil Prices and Stock Markets in Europe: A Sector Perspective.(2011) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries In: CESifo Working Paper Series.
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2010On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries.(2010) In: Working Papers.
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2009On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries.(2009) In: LEO Working Papers / DR LEO.
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paper
2009On the influence of oil prices on stock markets: Evidence from panel analysis in GCC countries..(2009) In: William Davidson Institute Working Papers Series.
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2010Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries? In: CESifo Working Paper Series.
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2010Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries.(2010) In: International Economics.
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2011Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?.(2011) In: Working Papers.
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2009Oil prices and stock markets: what drives what in the Gulf Corporation Council countries?.(2009) In: William Davidson Institute Working Papers Series.
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2012Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries In: CESifo Working Paper Series.
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2012Energy consumption, economic growth and CO2 emissions in Middle East and North African countries.(2012) In: Energy Policy.
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2012Energy consumption, economic growth and CO2 emissions in Middle East and North African countries.(2012) In: Post-Print.
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2012Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries.(2012) In: IZA Discussion Papers.
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2012Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series.
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2012Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics.
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2014Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation In: CESifo Working Paper Series.
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2014Energy use and economic growth in Africa: a panel Granger-causality investigation.(2014) In: Economics Bulletin.
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2014Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation.(2014) In: Post-Print.
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2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
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2008The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2008) In: Post-Print.
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2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2007) In: Post-Print.
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2008The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2008) In: Post-Print.
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2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
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2008The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries.(2008) In: LEO Working Papers / DR LEO.
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2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
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2010Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO.
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2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
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2004The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. In: Economics Bulletin.
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2008The international price of idiosyncratic risk In: Economics Bulletin.
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2008Stock craze: an empirical analysis of PER in Chinese equity market In: Economics Bulletin.
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2008Stock Craze: an Empirical Analysis of PER in Chinese Equity Market.(2008) In: Post-Print.
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2008Stock Craze: an Empirical Analysis of PER in Chinese Equity Market.(2008) In: Post-Print.
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2009Analysis of structural breaks in the stock market integration of mexico into world In: Economics Bulletin.
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2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
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2011Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin.
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2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
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2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
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2014Economic policy uncertainty, oil price shocks and GCC stock markets In: Economics Bulletin.
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2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India In: Economics Bulletin.
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2011Does crude oil move stock markets in Europe? A sector investigation In: Economic Modelling.
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2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
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2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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2013On the relationship between oil price and exchange rates: A wavelet analysis In: Economic Modelling.
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2013Does corruption impede economic growth in Pakistan? In: Economic Modelling.
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2013Investor attention and stock market activity: Evidence from France In: Economic Modelling.
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2014Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh In: Economic Modelling.
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2013Financial Development and Poverty Reduction Nexus:A Cointegration and Causality Analysis in Bangladesh.(2013) In: MPRA Paper.
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2014Causality between consumer price and producer price: Evidence from Mexico In: Economic Modelling.
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2014Causality between consumer price and producer price: Evidence from Mexico.(2014) In: Working Papers.
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2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
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2016Economic policy uncertainty and stock markets: Long-run evidence from the US In: Finance Research Letters.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
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2002Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
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