Mohamed AROURI : Citation Profile


Are you Mohamed AROURI?

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

18

H index

28

i10 index

1423

Citations

RESEARCH PRODUCTION:

63

Articles

126

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 88
   Journals where Mohamed AROURI has often published
   Relations with other researchers
   Recent citing documents: 344.    Total self citations: 29 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par32
   Updated: 2018-09-22    RAS profile: 2018-09-05    
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Relations with other researchers


Works with:

BEN YOUSSEF, Adel (18)

Nguyen, Cuong (17)

Nguyen, Duc Khuong (11)

JAWADI, Fredj (7)

Lahiani, Amine (6)

Teulon, Frédéric (5)

Hammoudeh, Shawkat (4)

MHENNI, Hatem (3)

M'HENNI, Hatem (3)

JEBABLI, Ikram (2)

ben ameur, hachmi (2)

Uddin, Gazi (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 (57)

Filis, George (49)

GUESMI, Khaled (35)

Degiannakis, Stavros (33)

Guesmi, Khaled (31)

GUPTA, RANGAN (30)

Ratti, Ronald (29)

Hammoudeh, Shawkat (29)

Shahbaz, Muhammad (29)

Ozturk, Ilhan (21)

Balcilar, Mehmet (18)

Cites to:

Hammoudeh, Shawkat (43)

Nguyen, Duc Khuong (39)

McAleer, Michael (34)

Harvey, Campbell (34)

Rault, Christophe (29)

Bekaert, Geert (28)

Pesaran, M (20)

Mignon, Valérie (18)

Ratti, Ronald (18)

Kilian, Lutz (14)

Narayan, Paresh (14)

Main data


Where Mohamed AROURI has published?


Journals with more than one article published# docs
Economics Bulletin13
Economic Modelling8
Energy Policy4
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 / HAL24
Papers / arXiv.org6
Working Papers / Economic Research Forum6
CESifo Working Paper Series / CESifo Group Munich5
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans5
Working Papers / Department of Research, Ipag Business School5
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam3
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
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan2

Recent works citing Mohamed AROURI (2018 and 2017)


YearTitle of citing document
2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Majdoub, Jihed ; Arrak, Islem ; Mansour, Walid. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:27-45.

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2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2017The Impact of Liberalization and Environmental Policy on the Financial Returns of European Energy Utilities. (2017). Daniel, Ivan Diaz-Rainey ; Premachandra, I M. In: The Energy Journal. RePEc:aen:journl:ej38-2-tulloch.

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2017The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Gulfen ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108.

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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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2018Climate and Off-farm Labor Supply of Agricultural Households: Evidence from Rural Vietnam. (2018). Chen, Xuan ; Vuong, Nguyen. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274187.

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2018Climate resilience in rural Zambia: Evaluating farmers’ response to El Niño-induced drought. (2018). Arslan, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275905.

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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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2017Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets. (2017). Gontis, V ; Kononovicius, A. In: Papers. RePEc:arx:papers:1701.01255.

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2018The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study. (2018). Henchiri, Jamel ; Kefi, Mohamed ; Chniguir, Mounira. In: Papers. RePEc:arx:papers:1804.05103.

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2018Investor Reaction to Financial Disclosures Across Topics: An Application of Latent Dirichlet Allocation. (2018). Feuerriegel, Stefan ; Prollochs, Nicolas. In: Papers. RePEc:arx:papers:1805.03308.

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2018Total, 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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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Drepper, Bettina ; Boldea, Otilia. In: Papers. RePEc:arx:papers:1808.03109.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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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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2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Ferrando, Laura. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:2:p:212-242.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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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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2017US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0037.

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2017L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?. (2017). Desbrières, Philippe ; 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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2017The Linkage between Emerging and Developed Markets: Implication for International Portfolio Diversification. (2017). Fapetu, Oladapo ; Aluko, Olufemi. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:6:p:313-322.

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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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2018The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00990.

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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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2017The Effect of Baltic Dry Index, Gold, Oil and USA Trade Balance on Dow Jones Sustainability Index World. (2017). Giannarakis, Grigoris ; Georganakis, Christos ; Sormas, Asterios ; Lemonakis, Christos. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-18.

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2017The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study. (2017). Henchiri, Jamel ; Kefi, Mohamed Karim ; Chniguir, Mounira. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-23.

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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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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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2017The Influence of Oil Price Shocks on Stock Market Returns: Fresh Evidence from Malaysia. (2017). solarin, sakiru ; Al-Mulali, Usama ; Al-Hajj, Ekhlas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-26.

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2017Crude Oil Price Volatility and its Impact on Nigerian Stock Market Performance (1985-2014). (2017). Ojikutu, Olamide T ; Isehunwa, Sunday O ; Onolemhemhen, Rita U. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-34.

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2017Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries. (2017). Marashdeh, Hazem ; Afandi, Akhsyim . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-35.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018The Impact of Oil Revenue Shocks on the Volatility of Iran’s Stock Market Return. (2018). Fallahi, Firouz ; Asgharpour, Hossein ; Fazlzadeh, Alireza ; Davoudi, Sina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-13.

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2018Dynamics of Canadian Oil Price and its Impact on Exchange Rate and Stock Market.. (2018). Alzyoud, Hussein ; Basso, Michael Glenn ; Wang, Eric Zengxiang . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-16.

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2018Investigating the Environmental Kuznets Curve Hypothesis in Egypt: The Role of Renewable Energy and Trade in Mitigating GHGs. (2018). El-Aasar, Khadiga Mohamed ; Hanafy, Shaimaa A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-24.

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2018Oil Prices and Stock Market Returns in Oil Exporting Countries: Evidence from Saudi Arabia. (2018). Khamis, Reem ; Hamdan, Allam ; Anasweh, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-36.

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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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2018The role of renewable energy consumption and commercial services trade in carbon dioxide reduction: Evidence from 25 developing countries. (2018). Hu, Hui ; Zhang, Xiaoling ; Fang, Debin ; Xie, Nan. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:1229-1244.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130.

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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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2017A day late and a dollar short: The effect of policy uncertainty on fed forecast errors. (2017). Jones, Adam T ; Ogden, Richard E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:112-122.

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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 ; Kutan, Ali ; Balcilar, Mehmet. 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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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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2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis. (2017). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:300-306.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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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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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018A theoretic analysis of key person insurance. (2018). NIE, Pu-yan ; Chen, You-Hua ; Wang, Chan. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:272-278.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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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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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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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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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017The econometric consequences of an energy consumption variable in a model of CO2 emissions. (2017). Jaforullah, Mohammad ; King, Alan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:84-91.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2017Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:494-510.

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2017Does speculation in the oil market drive investor herding in emerging stock markets?. (2017). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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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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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 ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2017The relationship between energy demand and real GDP growth rate: The role of price asymmetries and spatial externalities within 34 countries across the globe. (2017). Karkalakos, Sotiris ; Fotis, Panagiotis ; Asteriou, Dimitrios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:69-84.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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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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2017Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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

Mohamed AROURI has edited the books:


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Works by Mohamed AROURI:


YearTitleTypeCited
2007Lintégration boursière internationale : Tests et effets sur la diversification In: Annals of Economics and Statistics.
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article3
2007Lintégration boursière internationale : tests et effets sur la diversification.(2007) In: Post-Print.
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paper
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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paper25
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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paper
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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paper
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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paper0
2009Structural Breaks in the Mexicos Integration into the World Stock Market In: Papers.
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paper0
2009Structural Breaks in the Mexicos Integration into the World Stock Market.(2009) In: Working Papers.
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paper
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
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paper4
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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article
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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paper
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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paper
2005Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects.(2005) In: Post-Print.
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paper
2005Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects.(2005) In: Post-Print.
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paper
2006Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects..(2006) In: Working Papers.
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paper
2009La prime de risque dans un cadre international : le risque de change est-il appr\eci\e ? In: Papers.
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paper1
2006La prime de risque dans un cadre international : le risque de change est-il apprécié ?.(2006) In: Finance.
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article
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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paper
2009La prime de risque dans un cadre international : le risque de change est-il apprécié ?.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
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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article2
2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh.(2017) In: Post-Print.
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paper
2014Informal economy in Africa: Building human capital to set the Gazelles free In: Working Papers.
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paper1
2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
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article1
2010Lentrelacement des pratiques culturelles et de lusage des TIC : une analyse économique In: Economie & Prévision.
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article0
2010L’entrelacement des pratiques culturelles et de l’usage des TIC : une analyse économique.(2010) In: Économie et Prévision.
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article
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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paper
2011Oil Prices and Stock Markets in Europe: A Sector Perspective In: Recherches économiques de Louvain.
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article5
2011Oil Prices and Stock Markets in Europe: A Sector Perspective.(2011) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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paper
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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paper11
2010On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries.(2010) In: Working Papers.
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paper
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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paper
2010Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries? In: CESifo Working Paper Series.
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paper16
2010Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries.(2010) In: International Economics.
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article
2011Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?.(2011) In: Working Papers.
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paper
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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paper177
2012Energy consumption, economic growth and CO2 emissions in Middle East and North African countries.(2012) In: Energy Policy.
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article
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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paper
2012Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series.
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paper2
2012Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics.
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article
2014Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation In: CESifo Working Paper Series.
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paper18
2014Energy use and economic growth in Africa: a panel Granger-causality investigation.(2014) In: Economics Bulletin.
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article
2014Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation.(2014) In: Post-Print.
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paper
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article1
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
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paper13
2008The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2008) In: Post-Print.
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paper
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 13
paper
2008The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2008) In: Post-Print.
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paper
2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2008The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries.(2008) In: LEO Working Papers / DR LEO.
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paper
2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
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article
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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article
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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paper1
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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2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
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article2
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers.
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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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article12
2011Does crude oil move stock markets in Europe? A sector investigation In: Economic Modelling.
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article73
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
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article66
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
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article23
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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paper
2013Investor attention and stock market activity: Evidence from France In: Economic Modelling.
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article16
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
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article55
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
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2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
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2016Economic growth and insurance development: The role of institutional environments In: Economic Modelling.
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2017Does urbanization reduce rural poverty? Evidence from Vietnam In: Economic Modelling.
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2016Does Urbanization Reduce Rural Poverty? Evidence from Vietnam.(2016) In: Post-Print.
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2018Information demand and stock market liquidity: International evidence In: Economic Modelling.
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2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
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2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
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2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
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2014On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility In: Energy Economics.
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2014On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility.(2014) In: Working Papers.
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2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
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2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
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2013Re-investigating the electricity consumption and economic growth nexus in Portugal In: Energy Policy.
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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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2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
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2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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2015Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam In: World Development.
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2015Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam.(2015) In: GREDEG Working Papers.
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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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2009Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets In: Managerial Finance.
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2016Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt In: Working Papers.
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2016Do Pensions Reduce the Incentive to Work? Evidence From Egypt In: Working Papers.
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2017Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt In: Working Papers.
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2011Income Level and Environmental Quality in The MENA Countries: Discussing the Environmental Kuznets Curve Hypothesis In: Working Papers.
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2016Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam In: PGDA Working Papers.
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2014Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam.(2014) In: Working Papers.
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2016Effects of urbanization on economic growth and human capital formation in Africa In: PGDA Working Papers.
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2014Effects of urbanization on economic growth and human capital formation in Africa.(2014) In: Working Papers.
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2016Ethnic and Racial Disparities in Childrens Education: Comparative Evidence from Ethiopia, India, Peru and Vietnam In: GREDEG Working Papers.
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2016Ethnic and racial disparities in childrens education Comparative evidence from Ethiopia, India, Peru, and Viet Nam.(2016) In: WIDER Working Paper Series.
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2011Oil price and stock markets in Europe: a sector by sector perspective In: Post-Print.
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2011How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach In: Post-Print.
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2013Sources d’inefficience et ajustement asymétrique des cours boursiers In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print.
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2017CSR Performance and the Value of Cash Holdings: International Evidence In: Post-Print.
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2017CSR Performance and the Value of Cash Holdings: International Evidence.(2017) In: Journal of Business Ethics.
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2017Are Dividends Detrimental to Corporate Social Performance?.(2017) In: Post-Print.
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2006A la Recherche des Facteurs Déterminants de lIntégration Financière Internationale: une Analyse sur Données de Panel In: Post-Print.
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