Abdelkader Derbali : Citation Profile


Are you Abdelkader Derbali?

Université de Sousse (47% share)
Université de Kairouan (47% share)

4

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

27

Articles

19

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 9
   Journals where Abdelkader Derbali has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 4 (6.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde951
   Updated: 2020-10-24    RAS profile: 2020-10-13    
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Relations with other researchers


Works with:

Jamel, Lamia (10)

Jouini, Fathi (2)

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

Is cited by:

Bekun, Festus (4)

Asongu, Simplice (4)

Mutascu, Mihai Ioan (3)

Kimura, Herbert (2)

Bouri, Elie (2)

Bakari, Sayef (2)

GUPTA, RANGAN (2)

Habibullah, Muzafar Shah (1)

MAKTOUF, Samir (1)

Stengos, Thanasis (1)

Sánchez Serrano, Antonio (1)

Cites to:

Acharya, Viral (9)

Bouri, Elie (9)

Shleifer, Andrei (7)

lucey, brian (6)

La Porta, Rafael (5)

Stulz, René (5)

Roubaud, David (5)

Lopez-de-Silanes, Florencio (5)

Karolyi, G. (5)

Vishny, Robert (4)

GUPTA, RANGAN (4)

Main data


Where Abdelkader Derbali has published?


Journals with more than one article published# docs
International Journal of Critical Accounting3
International Journal of Financial Engineering (IJFE)3
African Journal of Accounting, Auditing and Finance3
Cogent Business & Management2
Journal of Asset Management2
Chinese Economy2
Acta Universitatis Danubius. OEconomica2

Working Papers Series with more than one paper published# docs
Post-Print / HAL15
Working Papers / HAL4

Recent works citing Abdelkader Derbali (2020 and 2019)


YearTitle of citing document
2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Asongu, Simplice ; Bekun, Festus Victor ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/093.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Bekun, Festus ; Asongu, Simplice ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/093.

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2019The Impact of Trade, Technology and Growth on Environmental Deterioration of China and India. (2019). Fan, Hongzhong ; Yahia, Yassin Elshain ; Islam, Mollah Aminul ; Hossain, Md Ismail. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1-29.

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2020Calendar Anomalies in the Banking and it Index: The Indian Experience. (2020). Das, Chandrabhanu ; Singh, Shikta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:439-448.

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2020Calendar Effect and Returns of Listed Companies on the Ghana Stock Exchange: A DOLS and GARCH Modelling. (2020). Asare-Adu, Anthony ; Atuah, Theophilus Sakyiamah ; Agyapong, Daniel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:920-935.

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2019Factors Affecting Financial Performance of Life Insurance Sector in Pakistan. (2019). Siddiqui, Danish ; Ishtiaq, Nazish. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:178-199.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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2019Investor behavior, information disclosure strategy and counterparty credit risk contagion. (2019). Chen, Tingqiang ; Li, Shouwei ; Wang, Lei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:119:y:2019:i:c:p:37-49.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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2019The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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2020What drives Bitcoin’s price crash risk?. (2020). Urquhart, Andrew ; Sakkas, Athanasios ; Papakyriakou, Panayiotis ; Kalyvas, Antonios. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908.

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2020Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014.

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2020Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. (2020). Lin, Ling ; Zeng, Ximei ; Jiang, Yong ; Fu, Zhangyan ; Zhou, Zhongbao. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304982.

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2020The relationship between the economic policy uncertainty and the cryptocurrency market. (2020). Yen, Kuang-Chieh ; Cheng, Hui-Pei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309596.

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2020Is factionalism a push for gold price?. (2020). Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x.

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2019Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment. (2019). He, Yuanping ; Liu, Haifei ; Wang, Jiepeng ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:458-480.

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2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

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2020Systemic importance of financial institutions: A complex network perspective. (2020). Wen, Shigang ; Yang, Xin ; Huang, Chuangxia ; Zhao, Xian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319223.

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2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets. (2020). Dowling, Michael ; Jalan, Akanksha ; Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:150-155.

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2020Decomposing financial (in)stability in emerging economies. (2020). Sánchez Serrano, Antonio ; Lepers, Etienne. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918309462.

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2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Bekun, Festus ; Asongu, Simplice ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Working Papers. RePEc:exs:wpaper:19/093.

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2019Does Energy-Growth and Environment Quality Matter for Agriculture Sector in Pakistan or not? An Application of Cointegration Approach. (2019). Mirani, Amir Ali ; Rauf, Abdul ; Jiang, Yuansheng ; Chandio, Abbas Ali ; Shehzad, Khurram ; Ahmad, Fayyaz ; Shar, Rashid Usman. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:10:p:1879-:d:231922.

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2019Energy, Trade, Urbanization and Environmental Degradation Nexus in Sri Lanka: Bounds Testing Approach. (2019). Shafiq, Muhammad ; Kumara, Prasanna Sisira ; Shihadeh, Fadi ; Naradda, Sisira Kumara ; Ul, Ihtisham ; Gasimli, Oruj. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:9:p:1655-:d:227343.

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2020Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757.

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2020Cryptocurrency Returns before and after the Introduction of Bitcoin Futures. (2020). Stengos, Thanasis ; Deniz, Pinar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:116-:d:367403.

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2019On Identifying the Systemically Important Tunisian Banks: An Empirical Approach Based on the △CoVaR Measures. (2019). ben Sassi, Salim ; Khiari, Wided. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:122-:d:297153.

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2020The Spatio-Temporal Heterogeneity of Financial Agglomeration on Green Development in China Cities Using GTWR Model. (2020). Liu, Haimeng ; Lee, Jay ; Feng, Yidai ; Yuan, Huaxi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6660-:d:400347.

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2020Financial Development and CO 2 Emissions in Post-Transition European Union Countries. (2020). Maxim, Andrei ; Diaconu, Laura ; Bayar, Yilmaz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2640-:d:337486.

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2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2020). Goutte, Stéphane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02613277.

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2020Non-structural and structural models in productivity analysis: study of the British Isles during the 2007–2009 financial crisis. (2020). Sickles, Robin C ; Gong, Binlei. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:2:d:10.1007_s11123-019-00571-8.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Bekun, Festus ; Asongu, Simplice ; Alola, Andrew ; Agboola, Mary. In: MPRA Paper. RePEc:pra:mprapa:102056.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015.

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Works by Abdelkader Derbali:


YearTitleTypeCited
2018The Credit Portfolio Management by the Econometric Models: A Theoretical Analysis In: Acta Universitatis Danubius. OEconomica.
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2018The credit portfolio management by the econometric models: A theoretical analysis.(2018) In: Working Papers.
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2018The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis In: Acta Universitatis Danubius. OEconomica.
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article1
2019Does gold or Bitcoin hedge economic policy uncertainty? In: Finance Research Letters.
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2016Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall In: Research in International Business and Finance.
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article4
2017Shariah-compliant capital asset pricing model: New mathematical modeling In: Post-Print.
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2017Shariah-compliant Capital Asset Pricing Model: new mathematical modeling.(2017) In: Journal of Asset Management.
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2014Determinants of performance of Tunisia insurance companies: Case of life insurance In: Post-Print.
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2018Determinants of performance of Tunisia insurance companies: case of life insurance.(2018) In: International Journal of Productivity and Quality Management.
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2018Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks In: Post-Print.
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2019Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks.(2019) In: Journal of the Knowledge Economy.
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2017Do ownership structure and quality of financial information affect the cost of debt of Tunisian listing firms? In: Post-Print.
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2017Do ownership structure and quality of financial information affect the cost of debt of Tunisian listing firms?.(2017) In: Post-Print.
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2017Do ownership structure and quality of financial information affect the cost of debt of Tunisian listing firms?.(2017) In: International Journal of Critical Accounting.
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2016Systemic risk of European institutions: estimation and ranking by Marginal Expected Shortfall In: Post-Print.
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2016Day of the week effect on the Tunisian stock market return and volatility In: Post-Print.
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2016Day-of-the-week effect on the Tunisian stock market return and volatility.(2016) In: Cogent Business & Management.
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This paper has another version. Agregated cites: 3
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2016Do energy consumption and economic growth lead to environmental degradation? Evidence from Asian economies In: Post-Print.
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2016Do energy consumption and economic growth lead to environmental degradation? Evidence from Asian economies.(2016) In: Cogent Economics & Finance.
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This paper has another version. Agregated cites: 13
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2015Systemic risk of the Greek financial institutions: application of the SRISK model In: Post-Print.
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2015Systemic risk of the Greek financial institutions: application of the SRISK model.(2015) In: African Journal of Accounting, Auditing and Finance.
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This paper has another version. Agregated cites: 1
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2016Measuring systemic risk of Greek banks: New approach by using the epidemic model “SEIR” In: Post-Print.
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2016Measuring systemic risk of Greek banks: New approach by using the epidemic model “SEIR”.(2016) In: Cogent Business & Management.
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This paper has another version. Agregated cites: 4
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2015The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting In: Post-Print.
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2015The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting.(2015) In: International Journal of Trade and Global Markets.
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2016Economic growth, financial development, trade openness, and CO2 emissions in European countries In: Post-Print.
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2016Economic growth, financial development, trade openness, and CO 2 emissions in European countries.(2016) In: African Journal of Accounting, Auditing and Finance.
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2015The day of the week effects in the Stock Exchange of Casablanca: analysis by intraday and interday returns In: Post-Print.
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2015The day of the week effects in the Stock Exchange of Casablanca: analysis by intraday and interday returns.(2015) In: International Journal of Critical Accounting.
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2016Athens game of chicken or the conditional dependence between the Greek banks In: Post-Print.
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2016Athens game of chicken or the conditional dependence between the Greek banks.(2016) In: International Journal of Economics and Accounting.
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2016The volatility of exchange rate between the US dollar and African emerging currencies: analysing by GAS-GARCH-Student-t model In: Post-Print.
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2016The volatility of exchange rate between the US dollar and African emerging currencies: analysing by GAS-GARCH-Student-t model.(2016) In: International Journal of Critical Accounting.
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2018Dynamic Equicorrelation between S&P500 Index and S&P GSCI In: Working Papers.
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2018The credit portfolio management by structural models: A theoretical analysis In: Working Papers.
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2018How the default probability is defined by the CreditRisk+ model? In: Working Papers.
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2014Tunisia In: African Journal of Accounting, Auditing and Finance.
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2017Systemic risk ranking of US financial institutions In: International Journal of Management and Network Economics.
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2020The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: The systemic importance of a financial institution is generally assessed by the effect on the In: Eastern Journal of European Studies.
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2017Systemic Risk in the Chinese Financial System: Measuring and Ranking In: Chinese Economy.
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2019Analyzing the Dynamic Equicorrelation Between Shanghai Composite (SSEC) and Austral African Stock Market Indices In: Chinese Economy.
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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model In: Journal of Asset Management.
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2020RETRACTED ARTICLE: Measuring the systemic importance of Chinese banks based on risk interactions In: Empirical Economics.
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2019Market efficiency in the emerging and frontier markets of the MENA countries In: International Journal of Financial Engineering (IJFE).
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2019Installing Islamic banking windows in conventional bank: Effects on performance In: International Journal of Financial Engineering (IJFE).
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2020Installing Islamic banking windows in conventional bank: Effects on performance In: International Journal of Financial Engineering (IJFE).
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