Khaled Guesmi : Citation Profile


Are you Khaled Guesmi?

Groupe Paris Graduate School of Management

17

H index

27

i10 index

953

Citations

RESEARCH PRODUCTION:

69

Articles

73

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 79
   Journals where Khaled Guesmi has often published
   Relations with other researchers
   Recent citing documents: 297.    Total self citations: 38 (3.83 %)

EXPERT IN:

   International Finance
   Financial Aspects of Economic Integration
   Macroeconomic Impacts
   Asset Pricing; Trading Volume; Bond Interest Rates
   International Financial Markets

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu524
   Updated: 2022-10-01    RAS profile: 2021-03-04    
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Relations with other researchers


Works with:

Goutte, Stéphane (37)

GAIES, Brahim (13)

Chevallier, Julien (9)

Dhaoui, Abderrazak (9)

PORCHER, Thomas (4)

Fateh, BELAID (4)

Kablan, Akassi (4)

Saadi, Samir (3)

BEN YOUSSEF, Adel (3)

Philippas, Dionisis (2)

Ftiti, Zied (2)

HAKIMI, ABDELAZIZ (2)

Rjiba, Hatem (2)

Ben Amar, Amine (2)

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

Is cited by:

GUESMI, Khaled (38)

Bouri, Elie (18)

Tiwari, Aviral (17)

Shahzad, Syed Jawad Hussain (12)

Goutte, Stéphane (11)

GUPTA, RANGAN (11)

Vo, Xuan Vinh (10)

Caporale, Guglielmo Maria (10)

Batten, Jonathan (7)

Ftiti, Zied (7)

MHENNI, Hatem (7)

Cites to:

Harvey, Campbell (87)

Nguyen, Duc Khuong (82)

GUESMI, Khaled (77)

Bekaert, Geert (69)

AROURI, Mohamed (49)

Kilian, Lutz (47)

Ftiti, Zied (43)

Hammoudeh, Shawkat (41)

Goutte, Stéphane (36)

Engle, Robert (33)

Chinn, Menzie (30)

Main data


Where Khaled Guesmi has published?


Journals with more than one article published# docs
Economics Bulletin14
Economic Modelling6
Finance Research Letters5
Research in International Business and Finance5
Energy Policy4
European Journal of Comparative Economics4
Applied Economics4
Energy Economics3
International Review of Financial Analysis3
Journal of Economic Integration3
Bankers, Markets & Investors2
Journal of International Financial Markets, Institutions and Money2
Journal of Quantitative Economics2
IPAG Economics and Management Letters2

Working Papers Series with more than one paper published# docs
Post-Print / HAL28
Working Papers / Department of Research, Ipag Business School21
Working Papers / HAL13
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany3

Recent works citing Khaled Guesmi (2022 and 2021)


YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2021Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets. (2021). Goncu, Ahmet. In: Papers. RePEc:arx:papers:2106.09250.

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2021What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214.

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2021The Impact of Financial Development on Renewable and Non-Renewable Energy Consumption. (2021). Polat, Burcak. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:42-48.

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2021Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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2021Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries?. (2021). Gaies, Brahim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00062.

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2021Financial Development and Energy Consumption Nexus in 32 Belt and Road Economies. (2021). Khachaturov, Anastas ; Odilova, Shoirahon ; Janpolat, Kudaybergenov ; Salahodjaev, Raufhon ; Nodira, Abdusalomova. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-44.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach. (2021). Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-64.

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2022Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht. (2022). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-11.

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2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2022The impact of city commercial banks’ expansion on China’s regional energy efficiency. (2022). Yang, Mingyan ; Pu, Zhengning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:10-28.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:170-180.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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2021Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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2022Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

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2021Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x.

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2021Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity. (2021). Rahman, Mahabubur ; Aziz, Saqib ; Nguyen, Duc K ; Hussain, Dildar. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002408.

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2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694.

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2022Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033.

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2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

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2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches. (2021). Tiwari, Aviral ; Kablan, Akassi ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003157.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315.

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2021Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

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2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

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2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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2022The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?. (2022). Sousa, Ricardo ; Selmi, Refk ; kasmaoui, kamal ; Errami, Youssef ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000937.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

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2021The impact of natural disaster on energy consumption: International evidence. (2021). Lee, Chien-Chiang ; Wu, Ting-Pin ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988320303613.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2021Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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2021Do natural hazards in the Gulf Coast still matter for state-level natural gas prices in the US? Evidence after the shale gas boom. (2021). Etienne, Xiaoli ; Huang, Kuan-Ming. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001729.

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2022How do pollution fees affect environmental quality in China?. (2022). Shahbaz, Muhammad ; Dong, Kangyin ; Zhao, Jun. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005607.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2021Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394.

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2022Detecting the control and dependence relationships within the global embodied energy trade network. (2022). Qi, Yajie ; Ma, Ning ; Shi, Jianglan ; Li, Huajiao ; Ren, BO. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s0360544221019265.

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2022Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach. (2022). Zhu, Mengnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pe:s0360544221026797.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Huang, Chuangxia ; Yang, Xin ; Cao, Jinde. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125.

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2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis. (2021). Jareño, Francisco ; De, Maria ; Skinner, Frank S ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001149.

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2021Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis. (2021). Guesmi, Khaled ; ben Khelifa, Soumaya ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001186.

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2021On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gallali, Mohamed Imen ; Mhadhbi, Mayssa. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001733.

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2021How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Wang, Shouyang ; Zhang, Dingxuan ; Li, Xuerong ; Yue, Yao . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976.

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2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2022Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

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2022The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

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2021Tail-risk spillovers in cryptocurrency markets. (2021). Zhang, Yixuan ; Xu, Qiuhua. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930755x.

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2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence. (2021). Mikutowski, Mateusz ; Zaremba, Adam ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308402.

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2021Price dynamics of individual stocks: Jumps and information. (2021). Zhao, Jing ; Xiao, Yuewen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309390.

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2021Is China a source of financial contagion?. (2021). Abdel-Qader, Waleed ; Akhtaruzzaman, MD ; Shams, Syed ; Hammami, Helmi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310402.

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2021Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets. (2021). Dingec, Kemal Dincer ; Silahli, Baykar ; Aydin, Nezir ; Cifter, Atilla. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312024.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2021Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x.

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2021Higher co-moments and adjusted Sharpe ratios for cryptocurrencies. (2021). Benedek, Botond ; Nagy, Balint Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319313807.

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2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

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2021Investor attention and cryptocurrency performance. (2021). Lin, Zih-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306590.

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2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

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2021The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies. (2021). Klotzle, Marcelo Cabus ; de Souza, Gerson ; Palazzi, Rafael Baptista. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317074.

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2021Performance of gold-backed cryptocurrencies during the COVID-19 crisis. (2021). Wardah, Hajah Siti ; Wasiuzzaman, Shaista. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000398.

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2021Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis. (2021). Mishra, Tapas ; Duan, Kun ; Huang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000970.

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

Khaled Guesmi has edited the books:


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YearTitleTypeCited
2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
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paper
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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2014The determinants of regional stock market integration in middle east: A conditional ICAPM approach In: International Economics.
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article6
2014The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach.(2014) In: Working Papers.
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2009Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI In: EconomiX Working Papers.
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paper0
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
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paper32
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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article
2012Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? In: EconomiX Working Papers.
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2013Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?.(2013) In: Economic Modelling.
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2013Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2013) In: Post-Print.
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paper
2012Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2012) In: Post-Print.
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paper
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries In: EconomiX Working Papers.
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paper6
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Post-Print.
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2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Working Papers.
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2014Robust Portfolio Protection: A Scenarios-Based Approach In: EconomiX Working Papers.
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paper5
2015Robust Portfolio Protection: A Scenarios-based Approach.(2015) In: Bankers, Markets & Investors.
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article
2011Are domestic Asian markets integrated with the regional one? An empirical assessment In: Economics Bulletin.
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article0
2011Time varying regional integration in emerging stock market In: Economics Bulletin.
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article0
2011What drive the regional integration of emerging stock markets? In: Economics Bulletin.
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article2
2011What Drives the Regional Integration of Emerging Stock Markets?.(2011) In: Economics Bulletin.
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article
2011Measuring stock market volatility in oecd economy In: Economics Bulletin.
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article0
2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? In: Economics Bulletin.
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article14
2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents?.(2013) In: Post-Print.
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2014On the determinants of equity international risk premium : Are emerging zones different ?.(2014) In: Working Papers.
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2014The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach In: Economics Bulletin.
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article1
2016Financial Integration and Japanese Stock market Performance In: Economics Bulletin.
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article1
2016On the Influence of Oil Prices on Financial Variables In: Economics Bulletin.
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article0
2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence In: Economics Bulletin.
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article1
2018The regional pricing of risk: An empirical investigation of the MENA Region In: Economics Bulletin.
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2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
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article0
2020The Non-Linear Relationship Between Economic Growth and Public Debt In: Economics Bulletin.
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article0
2020Hedging strategy for financial variables and commodities In: Economics Bulletin.
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article2
2014Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia In: Economic Modelling.
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2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia.(2014) In: Post-Print.
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2014Return and volatility transmission between oil prices and oil-exporting and oil-importing countries In: Economic Modelling.
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2014Regional stock market integration in Singapore: A multivariate analysis In: Economic Modelling.
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article19
2014Regional Stock Market Integration of Singapore: A Multivariate Analysis.(2014) In: Post-Print.
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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling.
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article18
2021Public Attention to Environmental Issues and Stock Market Returns In: Ecological Economics.
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article11
2019Public attention to environmental issues and stock market returns.(2019) In: MAGKS Papers on Economics.
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2017Commodity price cycles and financial pressures in African commodities exporters In: Emerging Markets Review.
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article5
2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries In: Energy Economics.
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article7
2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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article2
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
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2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
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2019Financial development and energy consumption: Is the MENA region different? In: Energy Policy.
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article18
2014Oil price and financial markets: Multivariate dynamic frequency analysis In: Energy Policy.
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article58
2014Oil price and financial markets: Multivariate dynamic frequency analysis.(2014) In: Post-Print.
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2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Working Papers.
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2014The evolution of risk premium as a measure for intra-regional equity market integration In: International Review of Financial Analysis.
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article21
2014The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration.(2014) In: Working Papers.
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2016Oil price and stock market co-movement: What can we learn from time-scale approaches? In: International Review of Financial Analysis.
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article32
2019Portfolio diversification with virtual currency: Evidence from bitcoin In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article136
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]
article37
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
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paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
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2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
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2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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paper
2020Diamonds versus precious metals: What gleams most against USD exchange rates? In: Finance Research Letters.
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article3
2021Survival of reorganized firms in France In: Finance Research Letters.
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article2
2021The unprecedented reaction of equity and commodity markets to COVID-19 In: Finance Research Letters.
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article11
2014Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk In: Journal of International Financial Markets, Institutions and Money.
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article24
2014Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk.(2014) In: Working Papers.
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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
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2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy.
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article5
2017The role of banks in the governance of non-financial firms: Evidence from Europe In: Research in International Business and Finance.
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article1
2017The role of banks in the governance of nonfinancial firms: Evidence from Europe.(2017) In: Research in International Business and Finance.
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2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
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2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
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2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance.
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article10
2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries In: Research in International Business and Finance.
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article12
2020Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels In: Structural Change and Economic Dynamics.
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article17
2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle In: Journal of Risk Finance.
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article0
2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle.(2017) In: Post-Print.
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paper
2014Oil price and financial markets in the main OPEC countries In: Post-Print.
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paper7
2012Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach In: Post-Print.
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paper0
2015International CAPM and Oil Price: Evidence from Selected OPEC Countries In: Post-Print.
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paper0
2015International CAPM and Oil Price: Evidence from Selected OPEC Countries.(2015) In: Bankers, Markets & Investors.
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2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Post-Print.
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2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2014) In: Working Papers.
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2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2015) In: Applied Economics.
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2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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2018Oil Price Risk and Financial Contagion In: Post-Print.
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2019Hedging and diversification across commodity assets In: Post-Print.
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paper5
2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
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2020The Impacts of COVID-19 on Chinas. Domestic Natural Gas Market In: Post-Print.
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2020The impacts of covid-19 on china’s domestic natural gas market.(2020) In: Post-Print.
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2020The Unprecedented Equity and Commodity Markets Reaction to COVID-19 In: Post-Print.
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paper6
2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
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paper6
2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
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2017The regional pricing of risk: An empirical investigation of the MENA equity determinants In: Working Papers.
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2015The regional pricing of risk: An empirical investigation of the MENA equity determinants.(2015) In: MPRA Paper.
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2017Financial integration and Japanese stock market In: Working Papers.
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2015Financial integration and Japanese stock market.(2015) In: MPRA Paper.
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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS In: Working Papers.
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2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
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2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers.
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2019Study of the dynamic of Bitcoins price In: Working Papers.
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2020COVID 19s impact on crude oil and natural gas S&P GS Indexes In: Working Papers.
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2013Regional integration of stock markets in Southeast Europe In: Working Papers.
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2013Sudden Changes in Volatility in European Stock Markets In: Working Papers.
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2013Regional Equity Risk Premium Convergence: The case of Japan In: Working Papers.
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2014Are hedge funds uncorrelated with financial markets? An empirical assessment In: Working Papers.
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2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
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2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
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2015Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach.(2015) In: Applied Economics.
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2014The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region In: Working Papers.
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paper8
2014Commodity Price Correlation and Time varying Hedge Ratios In: Working Papers.
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2014The crisis of the sovereign debts in the Eurozone: an overview In: Working Papers.
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2014Australia’s integration into the ASEAN- 5 Region In: Working Papers.
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2014Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation In: Working Papers.
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2014L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée In: Working Papers.
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2014Oil price impact on financial markets: In: Working Papers.
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2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis In: Working Papers.
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2014Is there a difference between domestic and foreign risk premium? The case of China Stock Market In: Working Papers.
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2014Measuring contagion effects between crude oil and OECD stock markets In: Working Papers.
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2015Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis In: Computational Economics.
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2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
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2016On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach In: European Journal of Comparative Economics.
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2020Financial instability and oil price fluctuations: evidence from oil exporting developing countries In: European Journal of Comparative Economics.
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2020Oil price shocks, equity markets, and contagion effect in OECD countries In: European Journal of Comparative Economics.
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2013Greece’s Stock Market Integration with Southeast Europe In: Journal of Economic Integration.
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2016From Oil to Stock Markets In: Journal of Economic Integration.
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2017ASEAN Plus Three Stock Markets Integration In: Journal of Quantitative Economics.
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2019On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks In: Journal of Quantitative Economics.
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2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
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2011Contagion effect of financial crisis on OECD stock markets In: Economics Discussion Papers.
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