Adnen Ben Nasr : Citation Profile

Are you Adnen Ben Nasr?

Université de Tunis (95% share)
Université de Carthage (5% share)

6

H index

4

i10 index

148

Citations

RESEARCH PRODUCTION:

11

Articles

12

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 10
   Journals where Adnen Ben Nasr has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 10 (6.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe407
   Updated: 2023-05-27    RAS profile: 2020-10-07    
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Relations with other researchers

Works with:

GUPTA, RANGAN (8)

Balcilar, Mehmet (4)

Demirer, Riza (4)

Akadiri, Seyi (4)

Bonato, Matteo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Adnen Ben Nasr.

Is cited by:

GUPTA, RANGAN (61)

Gil-Alana, Luis (24)

Demirer, Riza (18)

Wohar, Mark (11)

JAWADI, Fredj (6)

Ftiti, Zied (6)

Miller, Stephen (5)

Barnett, William (5)

Balcilar, Mehmet (5)

Caporale, Guglielmo Maria (5)

Cuñado, Juncal (4)

Cites to:

Teräsvirta, Timo (22)

Bollerslev, Tim (18)

Engle, Robert (13)

Gonzalo, Jesus (10)

Baillie, Richard (10)

Franses, Philip Hans (10)

Huang, Ho-Chuan (9)

Balcilar, Mehmet (9)

MORANA, CLAUDIO (9)

Galor, Oded (9)

Lux, Thomas (8)

Main data

Where Adnen Ben Nasr has published?

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8

Recent works citing Adnen Ben Nasr (2022 and 2021)

YearTitle of citing document
2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2021Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554.

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2021Unemployment Persistence in Europe: Evidence from the 27 EU Countries. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trejo, Pablo Vicente. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9392.

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2021Structural Transformation versus Environmental Quality: The Experience of the Low-income Countries in Sub Saharan Africa. (2021). Awad, Atif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-55.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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2023Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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2022Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

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2021A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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2022Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152.

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2021Validating and Forecasting Carbon Emissions in the Framework of the Environmental Kuznets Curve: The Case of Vietnam. (2021). Thien, Phuc Thanh ; Lu, Shih-Hao ; Nguyen, Anh-Tu. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3144-:d:563874.

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2023Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries. (2023). Paul, Biswajit ; Bagchi, Bhaskar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:64-:d:1045044.

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2022.

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2021Has financial globalization since 1990 reduced income inequality: the role of rating announcements on the volatility and the returns of the Brazilian Financial Market.. (2021). Albouz, Nivine ; Baulant, Camille. In: Working Papers. RePEc:hal:wpaper:hal-03258994.

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2021Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea. (2021). Tiwari, Aviral ; Hille, Erik ; Lambernd, Bernhard. In: Environmental & Resource Economics. RePEc:kap:enreec:v:80:y:2021:i:4:d:10.1007_s10640-021-00607-4.

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2021Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). Demirer, Riza ; Gupta, Rangan ; You, YU ; Li, HE. In: Working Papers. RePEc:pre:wpaper:202112.

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2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202118.

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2021Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic. (2021). Salisu, Afees ; GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202157.

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2021Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Solarin, Sakiru Adebola. In: Working Papers. RePEc:pre:wpaper:202170.

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2021Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202178.

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2022Climate Risks and State-Level Stock-Market Realized Volatility. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202246.

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2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment. (2022). Pierdzioch, Christian ; Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202247.

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2022Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa. (2022). van der Westhuizen, Chevaughn ; van Eyden, Renee ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202254.

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2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305.

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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

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2021One district one factory policy of Ghana, a transition to a low-carbon habitable economy?. (2021). Salman, Muhammad ; Boamah, Kofi Baah ; Dauda, Lamini ; Mensah, Claudia Nyarko. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:1:d:10.1007_s10668-020-00604-5.

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2022Zero-pollution effect and economic development: standard and nested environmental Kuznets curve analyses for West Africa. (2022). Nkwatoh, Louis Sevitnenyi. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:10:d:10.1007_s10668-021-01921-z.

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2022Effects of tourism on carbon dioxide emissions, a panel causality analysis with new data sets. (2022). Ghosh, Sudeshna. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:3:d:10.1007_s10668-021-01592-w.

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2023Is the environmental Kuznets curve hypothesis valid? A global analysis for carbon dioxide emissions. (2023). Kuukefe, Bige ; Kanli, Nilufer Kaya. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02138-4.

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2022Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach. (2022). Botha, Ilse ; Wet, Milan Christian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:1:d:10.1007_s41549-022-00064-y.

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2021Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach. (2021). de Wet, Milan Christian. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:14:y:2021:i:1:p:69-79.

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2022Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?. (2022). Demirer, Riza ; Gupta, Rangan ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2146-2152.

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Works by Adnen Ben Nasr:

YearTitleTypeCited
2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
[Full Text][Citation analysis]		article18
2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2015Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data In: Energy Economics.
[Full Text][Citation analysis]		article21
2014Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 21		paper
2016Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article39
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers.
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2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers.
[Citation analysis]
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2014Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching.(2014) In: Economics Working Papers.
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2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: FinMaP-Working Papers.
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2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks.
[Full Text][Citation analysis]		article2
2008Seasonal Nonlinear Long Memory Model for the US Inflation Rates In: Computational Economics.
[Full Text][Citation analysis]		article6
2006Seasonal and Periodic Long Memory Models in the In?ation Rates In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model In: Working Papers.
[Citation analysis]		paper4
2017Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers.
[Citation analysis]		paper1
2017Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers.
[Citation analysis]		paper7
2019Kuznets Curve for the US: A Reconsideration Using Cosummability.(2019) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
[Citation analysis]		paper5
2019Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies.
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2018Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers.
[Citation analysis]		paper1
2020Asymmetric effects of inequality on real output levels of the United States In: Eurasian Economic Review.
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2010Fractionally integrated time varying GARCH model In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article4
2014Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model In: Applied Financial Economics.
[Full Text][Citation analysis]		article36
2016A Nonlinear Approach for Modeling and Forecasting US Business Cycles In: International Economic Journal.
[Full Text][Citation analysis]		article2

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