Mohamed AROURI : Citation Profile


Are you Mohamed AROURI?

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

18

H index

27

i10 index

1288

Citations

RESEARCH PRODUCTION:

63

Articles

126

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 80
   Journals where Mohamed AROURI has often published
   Relations with other researchers
   Recent citing documents: 269.    Total self citations: 29 (2.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par32
   Updated: 2018-06-16    RAS profile: 2018-06-07    
   Missing citations? Add them    Incorrect content? Let us know

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)

Uddin, Gazi (2)

ben ameur, hachmi (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 (56)

Filis, George (48)

GUESMI, Khaled (35)

Degiannakis, Stavros (32)

Ratti, Ronald (28)

Hammoudeh, Shawkat (28)

Shahbaz, Muhammad (27)

Guesmi, Khaled (27)

GUPTA, RANGAN (24)

Ozturk, Ilhan (20)

Chkili, Walid (18)

Cites to:

Hammoudeh, Shawkat (43)

Nguyen, Duc Khuong (39)

McAleer, Michael (34)

Harvey, Campbell (33)

Rault, Christophe (28)

Bekaert, Geert (27)

Pesaran, M (20)

Ratti, Ronald (18)

Mignon, Valérie (18)

Hamilton, James (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
Working Papers / Department of Research, Ipag Business School5
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans5
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam3
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan2
PGDA Working Papers / Program on the Global Demography of Aging2
GREDEG Working Papers / Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis2

Recent works citing Mohamed AROURI (2018 and 2017)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

Full description at Econpapers || Download paper

2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Filis, George ; Cuñado, Juncal ; de Gracia, Fernando Perez ; Gabauer, David ; Cunado, Juncal ; Antonakakis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

Full description at Econpapers || Download paper

2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

Full description at Econpapers || Download paper

2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Badeeb, Ramez Abubakr ; Lean, Hooi Hooi. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

Full description at Econpapers || Download paper

2017A qualitative and quantitative design of low-carbon development in Cambodia: Energy policy. (2017). Hak, Mao ; Gomi, Kei ; Matsuoka, Yuzuru . In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:237-251.

Full description at Econpapers || Download paper

2017Environmental degradation, renewable and non-renewable electricity consumption, and economic growth: Assessing the evidence from Algeria. (2017). Fateh, BELAID ; Youssef, Meriem ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:277-287.

Full description at Econpapers || Download paper

2017How economic growth affects emissions? An investigation of the environmental Kuznets curve in Portuguese and Spanish economic activity sectors. (2017). Moutinho, Victor ; Madaleno, Mara ; Varum, Celeste . In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:326-344.

Full description at Econpapers || Download paper

2017Production function with electricity consumption and policy implications in Portugal. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:588-599.

Full description at Econpapers || Download paper

2018Addressing COP21 using a stock and oil market integration index. (2018). Batten, Jonathan ; Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136.

Full description at Econpapers || Download paper

2017Impact of oil price uncertainty on Middle East and African stock markets. (2017). Dutta, Anupam ; Rothovius, Timo ; Nikkinen, Jussi . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:189-197.

Full description at Econpapers || Download paper

2017Effects of energy production and CO2 emissions on economic growth in Iran: ARDL approach. (2017). Ahmad, Najid ; Du, Liangsheng . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:521-537.

Full description at Econpapers || Download paper

2017Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system. (2017). Moreno, Blanca ; Fonseca, Ana Rosa ; Garcia-Alvarez, Maria Teresa. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:223-233.

Full description at Econpapers || Download paper

2017Analysis of asymmetries in the nexus among energy use, pollution emissions and real output in South Africa. (2017). Ndoricimpa, Arcade. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:543-551.

Full description at Econpapers || Download paper

2017Financial development and energy demand in the United States: New evidence from combined cointegration and asymmetric causality tests. (2017). solarin, sakiru ; FARHANI, Sahbi. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:1029-1037.

Full description at Econpapers || Download paper

2017Analyzing the effects of real income and biomass energy consumption on carbon dioxide (CO2) emissions: Empirical evidence from the panel of biomass-consuming countries. (2017). Inglesi-Lotz, Roula ; Dogan, Eyup. In: Energy. RePEc:eee:energy:v:138:y:2017:i:c:p:721-727.

Full description at Econpapers || Download paper

2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying . In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

Full description at Econpapers || Download paper

2017Redefining the energy-growth nexus with an index for sustainable economic welfare in Europe. (2017). Fuinhas, José ; Marques, Antonio Cardoso ; Menegaki, Angeliki N. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:1254-1268.

Full description at Econpapers || Download paper

2018Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). qiang, lin ; Gong, XU ; Lin, Boqiang. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

Full description at Econpapers || Download paper

2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. (2017). Bouri, Elie ; Pavlova, Ivelina ; de Boyrie, Maria E. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:155-165.

Full description at Econpapers || Download paper

2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

Full description at Econpapers || Download paper

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

Mohamed AROURI has edited the books:


YearTitleTypeCited

Works by Mohamed AROURI:


YearTitleTypeCited
2007Lintégration boursière internationale : Tests et effets sur la diversification In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article0
2007Lintégration boursière internationale : tests et effets sur la diversification.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses In: Papers.
[Full Text][Citation analysis]
paper24
2009On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses.(2009) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2009On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2009On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
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.
[Full Text][Citation analysis]
paper0
2009Structural Breaks in the Mexicos Integration into the World Stock Market In: Papers.
[Full Text][Citation analysis]
paper0
2009Structural Breaks in the Mexicos Integration into the World Stock Market.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
[Full Text][Citation analysis]
paper4
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects In: Papers.
[Full Text][Citation analysis]
paper4
2006Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects.(2005) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects.(2005) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2006Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects..(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009La prime de risque dans un cadre international : le risque de change est-il appr\eci\e ? In: Papers.
[Full Text][Citation analysis]
paper1
2006La prime de risque dans un cadre international : le risque de change est-il apprécié ?.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2006La prime de risque dans un cadre international: le risque de change est-il apprécié?.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006La prime de risque dans un cadre international : le risque de change est-il apprécié?.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009La prime de risque dans un cadre international : le risque de change est-il apprécié ?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS In: Manchester School.
[Full Text][Citation analysis]
article7
2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh In: The World Economy.
[Full Text][Citation analysis]
article1
2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Informal economy in Africa: Building human capital to set the Gazelles free In: Working Papers.
[Full Text][Citation analysis]
paper1
2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
[Full Text][Citation analysis]
article1
2010Lentrelacement des pratiques culturelles et de lusage des TIC : une analyse économique In: Economie & Prévision.
[Full Text][Citation analysis]
article0
2010L’entrelacement des pratiques culturelles et de l’usage des TIC : une analyse économique.(2010) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2010Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe In: Revue économique.
[Full Text][Citation analysis]
article1
2010Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe..(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Oil Prices and Stock Markets in Europe: A Sector Perspective In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article5
2011Oil Prices and Stock Markets in Europe: A Sector Perspective.(2011) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2009On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper10
2010On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2009On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries.(2009) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper11
2010Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries.(2010) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2011Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2009Oil prices and stock markets: what drives what in the Gulf Corporation Council countries?.(2009) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper163
2012Energy consumption, economic growth and CO2 emissions in Middle East and North African countries.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
paper
2012Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
paper
2012Energy consumption, economic growth and CO2 emissions in Middle East and North African countries.(2012) In: Energy Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
article
2012Environmental Regulation and Competitiveness: Evidence from Romania In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2012Environmental Regulation and Competitiveness: Evidence from Romania.(2012) In: Ecological Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper18
2014Energy use and economic growth in Africa: a panel Granger-causality investigation.(2014) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2014Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
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.
[Full Text][Citation analysis]
paper13
2008The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries.(2007) In: Post-Print.
[Citation analysis]
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.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]
paper66
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
article
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 66
paper
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2010Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article3
2008The international price of idiosyncratic risk In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008Stock craze: an empirical analysis of PER in Chinese equity market In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2008Stock Craze: an Empirical Analysis of PER in Chinese Equity Market.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Stock Craze: an Empirical Analysis of PER in Chinese Equity Market.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Analysis of structural breaks in the stock market integration of mexico into world In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
[Full Text][Citation analysis]
article3
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin.
[Full Text][Citation analysis]
article4
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2014Economic policy uncertainty, oil price shocks and GCC stock markets In: Economics Bulletin.
[Full Text][Citation analysis]
article10
2011Does crude oil move stock markets in Europe? A sector investigation In: Economic Modelling.
[Full Text][Citation analysis]
article69
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]
article60
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]
article23
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 23
paper
2013Investor attention and stock market activity: Evidence from France In: Economic Modelling.
[Full Text][Citation analysis]
article16
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]
article50
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2016Economic growth and insurance development: The role of institutional environments In: Economic Modelling.
[Full Text][Citation analysis]
article5
2017Does urbanization reduce rural poverty? Evidence from Vietnam In: Economic Modelling.
[Full Text][Citation analysis]
article0
2016Does Urbanization Reduce Rural Poverty? Evidence from Vietnam.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Information demand and stock market liquidity: International evidence In: Economic Modelling.
[Full Text][Citation analysis]
article0
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]
article79
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]
article11
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
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.
[Full Text][Citation analysis]
article39
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
[Full Text][Citation analysis]
article25
2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy.
[Full Text][Citation analysis]
article118
2010Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118
paper
2013Re-investigating the electricity consumption and economic growth nexus in Portugal In: Energy Policy.
[Full Text][Citation analysis]
article19
2016Economic policy uncertainty and stock markets: Long-run evidence from the US In: Finance Research Letters.
[Full Text][Citation analysis]
article9
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article9
2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article29
2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article118
2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article3
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article64
2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2015Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam In: World Development.
[Full Text][Citation analysis]
article18
2015Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam.(2015) In: GREDEG Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2015Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2002Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2009Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets In: Managerial Finance.
[Full Text][Citation analysis]
article7
2016Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Do Pensions Reduce the Incentive to Work? Evidence From Egypt In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Income Level and Environmental Quality in The MENA Countries: Discussing the Environmental Kuznets Curve Hypothesis In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam In: PGDA Working Papers.
[Full Text][Citation analysis]
paper2
2014Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Effects of urbanization on economic growth and human capital formation in Africa In: PGDA Working Papers.
[Full Text][Citation analysis]
paper1
2014Effects of urbanization on economic growth and human capital formation in Africa.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Ethnic and Racial Disparities in Childrens Education: Comparative Evidence from Ethiopia, India, Peru and Vietnam In: GREDEG Working Papers.
[Full Text][Citation analysis]
paper0
2016Ethnic and racial disparities in childrens education Comparative evidence from Ethiopia, India, Peru, and Viet Nam.(2016) In: WIDER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Oil price and stock markets in Europe: a sector by sector perspective In: Post-Print.
[Citation analysis]
paper2
2011How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach In: Post-Print.
[Citation analysis]
paper0
2013Sources d’inefficience et ajustement asymétrique des cours boursiers In: Post-Print.
[Citation analysis]
paper0
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Post-Print.
[Citation analysis]
paper22
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2012Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print.
[Citation analysis]
paper0
2017CSR Performance and the Value of Cash Holdings: International Evidence In: Post-Print.
[Citation analysis]
paper0
2017CSR Performance and the Value of Cash Holdings: International Evidence.(2017) In: Journal of Business Ethics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017Are Dividends Detrimental to Corporate Social Performance? In: Post-Print.
[Citation analysis]
paper0
2017Are Dividends Detrimental to Corporate Social Performance?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006A la Recherche des Facteurs Déterminants de lIntégration Financière Internationale: une Analyse sur Données de Panel In: Post-Print.
[Citation analysis]
paper0
2006A la Recherche des Facteurs Déterminants de lIntégration Financière Internationale : une analyse sur Données de Panel.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006A la Recherche des Facteurs Déterminants de lIntégration Financière Internationale : une Analyse sur Données de Panel.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Testing World Equity Market Integration: New Evidence from the ICAPM In: Post-Print.
[Citation analysis]
paper0
2007Testing World Equity Market Integration: New Evidence from the ICAPM.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004International Asset Pricing and World Market Integration: Evidence from a Partially Integrated ICAPM In: Post-Print.
[Citation analysis]
paper0
2005Bais Local: Concepts, Mesure et Explications In: Post-Print.
[Citation analysis]
paper0
2007Bais Local: Concepts, Mesure et Explication.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004Intégration Financière et Diversification Internationale de Portefeuilles : une Analyse Multivariée In: Post-Print.
[Citation analysis]
paper1
2004Integration Financière et Diversification Internationale de Portefeuilles : une Analyse Multivariée.(2004) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Integration Financière et Diversification Internationale de Portefeuilles : une Analyse Multivariée.(2004) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2003LIntégration Financière Internationale In: Post-Print.
[Citation analysis]
paper0
2007Les TIC : vecteurs de diversification des pratiques culturelles? In: Post-Print.
[Citation analysis]
paper0
2007Les TIC : vecteurs de diversification des pratiques culturelles?.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach In: Post-Print.
[Citation analysis]
paper0
2006Have Expected Gains from World Market Diversification Decreased in Last Years? Evidence from the ICAPM In: Post-Print.
[Citation analysis]
paper0
2008Effets incitatifs des stocks-options : le cas des dirigeants français In: Post-Print.
[Citation analysis]
paper0
2008Coût du capital, LBO et évaluation des entreprises non côtées In: Post-Print.
[Citation analysis]
paper0
2008Le Biais Domestique : Concept, Mesure et Explications In: Post-Print.
[Citation analysis]
paper0
2008Le Biais Domestique : Concept, Mesure et Explications.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008Are American and French Stok Markets Integrated? In: Post-Print.
[Citation analysis]
paper3
2008ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2008Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print.
[Citation analysis]
paper0
2008Evolution et effets incitatifs des stocks options : le cas des dirigeants du CAC 40 In: Post-Print.
[Citation analysis]
paper1
2008EVOLUTION ET EFFETS INCITATIFS DES STOCK-OPTIONS : LE CAS DES DIRIGEANTS DU CAC40.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Stock Market Integration in the Emerging Countries In: Post-Print.
[Citation analysis]
paper1
2008Les technologies de linformation et de la communication : vecteurs de diversification des pratiques culturelles ? In: Post-Print.
[Citation analysis]
paper2
2008Les technologies de linformation et de la communication :Vecteurs de diversification des pratiques culturelles ?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2008Les technologies de linformation et de la communication : vecteurs de diversification des pratiques culturelles ?.(2008) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
[Citation analysis]
paper0
2013Herding in French stock markets: Empirical evidence from equity mutual funds In: Post-Print.
[Full Text][Citation analysis]
paper2
2010ROE and value creation under IAS-IFRS: evidence of discordance from French firms. In: Post-Print.
[Citation analysis]
paper0
2010ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms.(2010) In: European Financial and Accounting Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016The More Children You Have the More Likely You Are to Smoke? Evidence from Vietnam In: Post-Print.
[Full Text][Citation analysis]
paper0
2009A la Recherche des Facteurs Déterminants de lIntégration Internationale des Marchés Boursiers : une Analyse sur Données de Panel In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers.
[Full Text][Citation analysis]
paper6
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2010Herding by institutional investors: empirical evidence from French mutual funds In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Herding by instutional investors: empirical evidence from french mutual funds.(2009) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013On the relationship between world oil prices and GCC stock markets In: Working Papers.
[Full Text][Citation analysis]
paper5
2012On the Relationship between World Oil Prices and GCC Stock Markets.(2012) In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2005The International Price of Exchange Rate Risk: Evidence from the ICAPM In: The IUP Journal of Applied Economics.
[Citation analysis]
article0
2006HAVE EXPECTED BENEFITS FROM WORLD MARKET DIVERSIFICATION DECREASED IN RECENT YEARS? EVIDENCE FROM A CONDITIONAL ICAPM WITH ASYMMETRIC EFFECTS In: The IUP Journal of Applied Economics.
[Citation analysis]
article1
2010Stock returns and oil price fluctuations: short and long-run analysis in the GCC context In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]
article2
2014Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index In: Working Papers.
[Full Text][Citation analysis]
paper12
2014Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets In: Working Papers.
[Full Text][Citation analysis]
paper5
2014Equity Risk Premium and Regional Integration In: Working Papers.
[Full Text][Citation analysis]
paper18
2014Access to improved water, human capital and economic activity in Africa In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2011The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2017Does having more children increase the likelihood of parental smoking? Evidence from Vietnam In: Oxford Development Studies.
[Full Text][Citation analysis]
article0
2012OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS In: International Journal of Finance & Economics.
[Citation analysis]
article70
2003Financial Integration and International Portfolio In: International Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team