16
H index
31
i10 index
1136
Citations
EDC Paris Business School (80% share) | 16 H index 31 i10 index 1136 Citations RESEARCH PRODUCTION: 52 Articles 30 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zied Ftiti. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35. Full description at Econpapers || Download paper | |
| 2025 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
| 2025 | Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641. Full description at Econpapers || Download paper | |
| 2024 | A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983. Full description at Econpapers || Download paper | |
| 2025 | Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin â Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170. Full description at Econpapers || Download paper | |
| 2024 | Pre-Financing Oil Imports with Gold. (2024). Zhekova, Liliya. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:149-166. Full description at Econpapers || Download paper | |
| 2024 | Analyzing Credit Risk Factors: A Western Balkans Case Study. (2024). Hoti, Arber ; Fetai, Besnik ; Gara, Atdhetar. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:78-90. Full description at Econpapers || Download paper | |
| 2024 | The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210. Full description at Econpapers || Download paper | |
| 2024 | Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131. Full description at Econpapers || Download paper | |
| 2025 | Sign and size asymmetries between futures and spot prices in the markets of agricultural commodities. (2025). Panagiotou, Dimitrios. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:3:p:1-15:id:254. Full description at Econpapers || Download paper | |
| 2025 | Bibliometric analysis of portfolio diversification focusing on alternative investments. (2025). Merdzan, Gunter ; Gockov, Gjorgji ; Hristovski, Goran. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:245:p:171-202. Full description at Econpapers || Download paper | |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
| 2024 | Do central banks respond to house price movements? A Bayesian DSGE approach. (2024). Li, Longcan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:99-114. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric spotâfutures prices adjustments in Quebec grain markets. (2024). Sossou, Dislene ; Singbo, Alphonse. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:347-363. Full description at Econpapers || Download paper | |
| 2025 | Exchange Rate Pass-Through to Domestic Prices: Evidence Analysis of a Periphery Country. (2025). Abdelkader, Aguir ; Mounir, Smida ; Nesrine, Dardouri. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:12:n:1001. Full description at Econpapers || Download paper | |
| 2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
| 2025 | Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40. Full description at Econpapers || Download paper | |
| 2024 | The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38. Full description at Econpapers || Download paper | |
| 2024 | Investment Amid Uncertainty: Exchange Rates and Oil Price Dynamics in Saudi Arabia. (2024). Asab, Noura Abu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-63. Full description at Econpapers || Download paper | |
| 2025 | Does high audit quality mitigate a client firms reliance on trade credit financing?. (2025). Zadeh, Mohammad Hendijani. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000069. Full description at Econpapers || Download paper | |
| 2025 | Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150. Full description at Econpapers || Download paper | |
| 2024 | From the pandemic to the RussiaâUkraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper | |
| 2024 | Can agricultural export trade openness improve residents health in China. (2024). Cao, Qingqing ; Sun, Hongjie ; Gu, Tiantian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1608-1620. Full description at Econpapers || Download paper | |
| 2024 | Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x. Full description at Econpapers || Download paper | |
| 2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper | |
| 2024 | Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Chowdhury, Rosen ; Agboola, Emmanuel ; Yang, BO. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x. Full description at Econpapers || Download paper | |
| 2024 | The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Rudiawarni, Felizia Arni ; Sulistiawan, Dedhy ; Sergi, Bruno S. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865. Full description at Econpapers || Download paper | |
| 2024 | Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700. Full description at Econpapers || Download paper | |
| 2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper | |
| 2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
| 2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
| 2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper | |
| 2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
| 2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper | |
| 2024 | Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232. Full description at Econpapers || Download paper | |
| 2024 | Volatility and returns connectedness between cryptocurrency and Chinaâs financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper | |
| 2024 | The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852. Full description at Econpapers || Download paper | |
| 2025 | Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695. Full description at Econpapers || Download paper | |
| 2025 | Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726. Full description at Econpapers || Download paper | |
| 2024 | Commodity prices and domestic credit in Central and Eastern Europe: Are there asymmetric effects?. (2024). Hegerty, Scott. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001097. Full description at Econpapers || Download paper | |
| 2024 | Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks. (2024). Mallick, Sushanta ; Kumar, Abhishek. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006503. Full description at Econpapers || Download paper | |
| 2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper | |
| 2024 | Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737. Full description at Econpapers || Download paper | |
| 2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165. Full description at Econpapers || Download paper | |
| 2024 | Energy transition and non-energy firmsâ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669. Full description at Econpapers || Download paper | |
| 2024 | Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x. Full description at Econpapers || Download paper | |
| 2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
| 2025 | Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223. Full description at Econpapers || Download paper | |
| 2025 | The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806. Full description at Econpapers || Download paper | |
| 2025 | Advanced time series forecasting for commodities: Insights from the FEDformer model. (2025). Ge, Lei ; Huang, Qiwei ; Zhu, Fengshuang ; Chen, Shun. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003378. Full description at Econpapers || Download paper | |
| 2025 | Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189. Full description at Econpapers || Download paper | |
| 2025 | Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645. Full description at Econpapers || Download paper | |
| 2024 | How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004. Full description at Econpapers || Download paper | |
| 2024 | Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856. Full description at Econpapers || Download paper | |
| 2025 | The impact of energy-related uncertainty on Chinaâs overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965. Full description at Econpapers || Download paper | |
| 2025 | A flight-to-safety from Bitcoin to stock markets: Evidence from cyber attacks. (2025). Jiang, Chunxia ; Chen, Cathy Yi-Hsuan ; Fang, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001802. Full description at Econpapers || Download paper | |
| 2025 | What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119. Full description at Econpapers || Download paper | |
| 2025 | Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113. Full description at Econpapers || Download paper | |
| 2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x. Full description at Econpapers || Download paper | |
| 2024 | A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency price forecasting â A comparative analysis of ensemble learning and deep learning methods. (2024). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yuan, Kunpeng ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper | |
| 2024 | Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin replication using machine learning. (2024). Rambaccussing, Dooruj ; MAZIBAĆ, MURAT ; Mazibas, Murat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400139x. Full description at Econpapers || Download paper | |
| 2024 | Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431. Full description at Econpapers || Download paper | |
| 2024 | Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789. Full description at Econpapers || Download paper | |
| 2024 | Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Ftiti, Zied ; Louhichi, Wael ; Yousfi, Mohamed ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710. Full description at Econpapers || Download paper | |
| 2024 | Do bitcoin shocks truly Cointegrate with financial and commodity markets?. (2024). Frömmel, Michael ; Ozer, Mustafa ; Frommel, Michael ; Kamili, Melik ; Vukovi, Darko B. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002862. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. (2024). Baumohl, Eduard ; Lyocsa, Tefan ; Vaaniova, Petra. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952. Full description at Econpapers || Download paper | |
| 2024 | Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wu, Ming-Che ; Wang, Chien-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096. Full description at Econpapers || Download paper | |
| 2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper | |
| 2025 | Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period. (2025). Sala, Carlo ; Parrondo, Luz. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001618. Full description at Econpapers || Download paper | |
| 2025 | Is a picture really worth a thousand words? Investigating the impact of investor sentiment on sustainable stocks. (2025). Mokni, Khaled ; Nammouri, Hela ; Dhaoui, Chedia ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007792. Full description at Econpapers || Download paper | |
| 2024 | Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706. Full description at Econpapers || Download paper | |
| 2025 | The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India. (2025). Yadav, Inder Sekhar. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000361. Full description at Econpapers || Download paper | |
| 2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper | |
| 2025 | Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067. Full description at Econpapers || Download paper | |
| 2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper | |
| 2024 | Diversification in sight? A macroeconomic assessment of Saudi Arabiaâs vision 2030. (2024). Moreau, Flavien ; Aligishiev, Zamid. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000611. Full description at Econpapers || Download paper | |
| 2024 | The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Geldner, Teo ; Wustenfeld, Jan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295. Full description at Econpapers || Download paper | |
| 2025 | Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies. (2025). Schich, Sebastian ; de Genaro, Alan ; Palazzi, Rafael Baptista. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001744. Full description at Econpapers || Download paper | |
| 2025 | Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data. (2025). Leong, Minhao ; Kwok, Simon ; Alexeev, Vitali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000137. Full description at Econpapers || Download paper | |
| 2025 | Is bitcoin an inflation hedge?. (2025). Colombo, Jéfferson ; Rodriguez, Harold. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000602. Full description at Econpapers || Download paper | |
| 2024 | Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x. Full description at Econpapers || Download paper | |
| 2025 | The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Ozturk, Ezgi ; Sheng, Xuguang Simon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600. Full description at Econpapers || Download paper | |
| 2024 | Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Chen, Huayi ; Shi, Huai-Long. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x. Full description at Econpapers || Download paper | |
| 2025 | Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315. Full description at Econpapers || Download paper | |
| 2024 | The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. (2024). Bilgili, Faik ; Kassouri, Yacouba ; Kukaya, Sevda ; Majok, Aweng Peter. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011601. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | On the Oil Price Uncertainty In: The Energy Journal. [Full Text][Citation analysis] | article | 5 |
| 2019 | Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal. [Full Text][Citation analysis] | article | 12 |
| 2019 | The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Causal relationships between inflation and inflation uncertainty In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2018 | The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Causal Relationships Between Inflation and Inflation Uncertainty.(2020) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Causal Relationships between Inflation and Inflation Uncertainty.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2011 | The relevance of the inflation targeting policy: a new analysis approach of the evolutionary spectral analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2018 | An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 20 |
| 2010 | The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process) In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 2012 | Real estate markets and the macroeconomy: A dynamic coherence framework In: Economic Modelling. [Full Text][Citation analysis] | article | 44 |
| 2012 | Real estate markets and the macroeconomy : A dynamic coherence framework.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2012 | Real estate markets and the macroeconomy: A dynamic coherence framework.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2014 | The price stability under inflation targeting regime: An analysis with a new intermediate approach In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
| 2014 | The price stability under inflation targeting regime: An analysis with a new intermediate approach.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2014 | The Price Stability Under Inflation Targeting Regime : An Analysis With a New Intermediate Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2017 | Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2017 | Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independenceâinflation relationship? In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2017 | Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independenceâinflation relationship?.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2021 | Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market In: Economic Modelling. [Full Text][Citation analysis] | article | 34 |
| 2019 | Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter? In: Economic Systems. [Full Text][Citation analysis] | article | 4 |
| 2017 | Commodity price cycles and financial pressures in African commodities exporters In: Emerging Markets Review. [Full Text][Citation analysis] | article | 12 |
| 2016 | What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 2019 | Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
| 2014 | Oil price and financial markets: Multivariate dynamic frequency analysis In: Energy Policy. [Full Text][Citation analysis] | article | 71 |
| 2016 | Oil price and stock market co-movement: What can we learn from time-scale approaches? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 41 |
| 2019 | Portfolio diversification with virtual currency: Evidence from bitcoin In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 292 |
| 2016 | Neoclassical finance, behavioral finance and noise traders: Assessment of goldâoil markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
| 2019 | Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
| 2021 | Intraday spillover between commodity markets In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
| 2015 | What can we learn about Islamic banks efficiency under the subprime crisis? Evidence from GCC Region In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 37 |
| 2019 | Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 58 |
| 2019 | Are MENA banksâ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2014 | Effects of monetary policy on the REIT returns: Evidence from the United Kingdom In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2015 | Credit risk determinants: Evidence from a cross-country study In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 106 |
| 2016 | Liquidity, liquidity risk, and information flow: Lessons from an emerging market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Bank-to-bank lending channel and the transmission of bank liquidity shocks: Evidence from France In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2017 | Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
| 2021 | ICT diffusion and economic growth: Evidence from the sectorial analysis of a periphery country In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 27 |
| 2021 | Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 11 |
| 2008 | The transition period before the inflation targeting policy In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | The transition period before the inflation targeting policy.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2008 | The inflation Targeting effect on the inflation series: ANew Analysis Approach of evolutionary spectral analysis.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2009 | The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2010 | The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2010 | Stabilité-croissance et performance économique : Quelle relation selon une revue de la littérature ? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Stabilité-croissance et performance économique : quelle relation selon une revue de la littérature ?.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Spillover effects of Stock markets volatility, and Financial Contagion: Evidence From European Sovereign Debit Crisis In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | Structure du conseil dâadministration et performance de lâentreprise In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Macroeconomic Performance of the InïŹation Targeting Policy : An Approach Based on the Evolutionary Co-spectral Analysis In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Inflation targeting effect on the inflation series In: Post-Print. [Citation analysis] | paper | 1 |
| 2009 | Inflation targeting effect on the inflation series.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | The Effect of the Inflation Targeting Policy: an Approach Based on the Evolutionary Spectral Analysis In: Post-Print. [Citation analysis] | paper | 1 |
| 2010 | The macroeconomic performance of inflation targeting countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Le ciblage dinïŹation : un essai de comparaison internationale In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Le ciblage dinïŹation : un essai de comparaison internationale.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | Ciblage dinflation : efficacité et performance In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Ciblage dinflation : efficacité et performance.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis In: Computational Economics. [Full Text][Citation analysis] | article | 17 |
| 2019 | Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
| 2018 | Ciblage dinflation et performance macroéconomique : Nouvelle approche, nouvelle réponse In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2021 | Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2022 | Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2022 | Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 12 |
| 2022 | On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2022 | Measuring extreme risk dependence between the oil and gas markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2022 | Spatial contagion between financial markets: new evidence of asymmetric measures In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2018 | What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country? In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Uncertainty and the United Statesâ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 2017 | Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2018 | Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 2019 | On the relationship between energy returns and trading volume: a multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Are oil and gas futures markets efficient? A multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 2020 | Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 2018 | Does audit quality affect firmsâ investment efficiency? In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 10 |
| 2022 | Financial performance under board gender diversity: The mediating effect of corporate social practices In: Corporate Social Responsibility and Environmental Management. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team