Abdulnasser Hatemi-J : Citation Profile


Are you Abdulnasser Hatemi-J?

United Arab Emirates University

18

H index

31

i10 index

1231

Citations

RESEARCH PRODUCTION:

93

Articles

34

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 55
   Journals where Abdulnasser Hatemi-J has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 64 (4.94 %)

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   Permalink: http://citec.repec.org/pha24
   Updated: 2021-11-28    RAS profile: 2021-11-21    
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Relations with other researchers


Works with:

GUPTA, RANGAN (8)

El-Khatib, Youssef (7)

Mustafa, Alan (2)

Lee, Chien-Chiang (2)

Roca, Eduardo (2)

Tiwari, Aviral (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Abdulnasser Hatemi-J.

Is cited by:

Shahbaz, Muhammad (48)

Bahmani-Oskooee, Mohsen (40)

Lach, Łukasz (31)

GUPTA, RANGAN (30)

Shahzad, Syed Jawad Hussain (26)

Balcilar, Mehmet (25)

Gurgul, Henryk (24)

Aslan, Alper (24)

Nazlioglu, Saban (19)

Yarovaya, Larisa (14)

Tiwari, Aviral (13)

Cites to:

Hacker, R Scott (46)

Granger, Clive (39)

Pesaran, M (22)

Sims, Christopher (19)

shin, yongcheol (18)

Perron, Pierre (18)

Roca, Eduardo (15)

Dunne, John (14)

Johansen, Soren (14)

Phillips, Peter (12)

El-Khatib, Youssef (12)

Main data


Where Abdulnasser Hatemi-J has published?


Journals with more than one article published# docs
Economia Internazionale / International Economics18
Applied Economics Letters14
Applied Economics12
Economic Modelling6
Journal of Economic Studies6
Applied Financial Economics4
Empirical Economics4
Empirica2
Research in International Business and Finance2
Emerging Markets Finance and Trade2
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
Papers / arXiv.org9
Working Papers / University of Pretoria, Department of Economics6
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics3

Recent works citing Abdulnasser Hatemi-J (2021 and 2020)


YearTitle of citing document
2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/010.

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2020Modelling Asymmetric Relationship between Exports and Growth in a Developing Economy: Evidence from Namibia. (2020). Eita, Joel ; Mosikari, Teboho Jeremiah. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-02-2020.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010.

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2020Exports, imports and economic growth in India: An empirical analysis. (2020). Reddy, Krishna K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:323-330.

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2020Inclusive Growth in Tourism-led Growth Hypothesis: Evidence from Nigeria. (2020). Osinubi, Tolulope. In: African Journal of Economic Review. RePEc:ags:afjecr:304719.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2021Text-based crude oil price forecasting. (2020). Jia, Suling ; Yu, Hao ; Li, Xixi ; Bai, Yun. In: Papers. RePEc:arx:papers:2002.02010.

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2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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2020Venturing the Definition of Green Energy Transition: A systematic literature review. (2020). Zaveri, Amrapali ; Hernandez, Pedro V. In: Papers. RePEc:arx:papers:2004.10562.

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2021Bilinear Input Normalization for Neural Networks in Financial Forecasting. (2021). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Tran, Dat Thanh. In: Papers. RePEc:arx:papers:2109.00983.

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2020Structural Breaks, Hydroelectricity and Economic Growth: New Findings from Malaysia. (2020). Widyastuti, Esti Tri ; Roslan, Farah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1147-1168.

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2020Nexus between Economic Volatility, Trade Openness and FDI: An Application of ARDL, NARDL and Asymmetric Causality. (2020). Karim, Salma ; Qamruzzaman, MD. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:790-807.

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2020AN EXAMINATION OF THE CAUSALITY RELATIONSHIP BETWEEN CURRENT AND FINANCIAL ACCOUNTS IN TURKEY. (2020). Olak, Olcay ; Karahan, ozcan . In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:7-28.

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2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

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2021THE ROLE OF FOREIGN BANKS IN THE TRANSMISSION OF MONETARY POLICY: EMPIRICAL EVIDENCE FROM TUNISIA. (2021). Ben-Ahmed, Kais ; Gassouma, Mohamed Sadok. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:101-122.

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2020The effectiveness of monetary policy and output fluctuations: An asymmetric analysis. (2020). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:161-181.

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2020On the asymmetric effects of the real exchange rate on domestic investment in G7 countries. (2020). Baek, Jungho ; Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:4:p:303-318.

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2020The South Africa‐U.S. Trade and the Real Exchange Rate: Asymmetric Evidence from 25 Industries. (2020). Bahmani-Oskooee, Mohsen ; Gelan, Abera ; Bahmanioskooee, Mohsen. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:186-203.

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2020Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322.

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2020Testing for cointegration with threshold adjustment in the presence of structural breaks. (2020). Karsten, Schweikert. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:1:p:28:n:5.

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2020International remittances, poverty and growth into WAEMU countries: evidence from panel cointegration approach. (2020). Siani, Joseph . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00139.

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2020General Government Balance Shocks and Their Impact on Some Tunisian Macroeconomics Variables: Evidence from a VAR Model. (2020). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-10.

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2021Study the Efficiency Hypothesis in the Egyptian Stock Market. (2021). Abdelzaher, Mai Ahmed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-2.

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2020Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market. (2020). Sarea, Adel M ; Lokesha, Lokesha ; Rajesha, T M ; Hawaldar, Iqbal Thonse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-29.

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2020Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications. (2020). Ogbuabor, Jonathan Emenike ; Penzin, Dinci J ; Ekeocha, Patterson C. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-47.

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2021Analysis of the Relationship Between Renewable Energy and Economic Growth in Selected Developing Countries. (2021). Abubakirova, Aktolkin ; Syzdykova, Aziza ; Zhetibayev, Zhanture ; Saparova, Ainura ; Erdal, Fehmi Bugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-15.

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2021Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17.

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2021Renewable Energy Consumption and Economic Growth in Argentina: A Multivariate Co-integration Analysis. (2021). Khobai, Hlalefang. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-68.

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2021How Costly is Energy Conservation? The Energy-GDP Relationship Re-examined for Turkey. (2021). Canakci, Mehmet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-39.

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2021Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan. (2021). Tazhiyeva, Indira ; Zurbayeva, Aliya ; Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-41.

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2020Global broadcasting of local fractal fluctuations in a bodywide distributed system supports perception via effortful touch. (2020). Kelty-Stephen, Damian G ; Carver, Nicole S ; Mangalam, Madhur. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301429.

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2020Policy uncertainty and the demand for money in the United Kingdom: Are the effects asymmetric?. (2020). Bahmani-Oskooee, Mohsen ; Nayeri, Majid Maki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:76-84.

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2021Does economic integration lead to financial market integration in the Asian region?. (2021). Paramati, Sudharshan Reddy ; Zakari, Abdulrasheed ; Huang, Ruixian ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:366-377.

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2021Does the real exchange rate play any role in the trade between Mexico and Canada? An asymmetric analysis. (2021). Bahmani-Oskooee, Mohsen ; Halicioglu, Ferda ; Harvey, Hanafiah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:1-21.

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2020Welfare and equity impacts of cross-border factor mobility in Bangladesh: A general equilibrium analysis. (2020). Hosoe, Nobuhiro ; Hossain, Sharif M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:172-184.

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2020What do we know about fiscal sustainability across Indian states?. (2020). RATH, BADRI ; Akram, Vaseem. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:307-321.

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2020Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. (2020). Lakhal, Faten ; Zorgati, Imen. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:162-169.

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2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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2020Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach. (2020). Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301499.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021U.S.-German commodity trade and the J-curve: New evidence from asymmetry analysis. (2021). Nouira, Ridha ; Bahmani-Oskooee, Mohsen. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300868.

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2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

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2020Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S.. (2020). Czudaj, Robert ; Hoang, Thihongvan ; Hussain, Syed Jawad ; van Hoang, Thi Hong. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302051.

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2020Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages. (2020). Soytas, Ugur ; Nazlioglu, Saban ; Durusu-Ciftci, Dilek. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300682.

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2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001547.

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2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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2020Renewable energy consumption and economic growth nexus: Evidence from a threshold model. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Chen, Chaoyi. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300537.

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2020A disaggregated-level analysis of the relationship among energy production, energy consumption and economic growth: Evidence from China. (2020). Khan, Anwar ; Ahmad, Manzoor ; Khattak, Shoukat Iqbal ; Ur, Zia. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544219325319.

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2020Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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2020Asymmetric transfer effects among real output, energy consumption, and carbon emissions in China. (2020). Wen, Fenghua ; Wang, Chang ; Liu, Hong. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314523.

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2021Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Ogunnusi, Timilehin P. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001961.

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2021Asymmetric impact of fossil fuel and renewable energy consumption on economic growth: A nonlinear technique. (2021). Fang, Chuandi ; Ali, Hashmat ; Abbas, Khizar ; Xu, Deyi ; Cheng, Jinhua ; Baz, Khan. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s036054422100606x.

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2021The effects of the oil price and oil price volatility on inflation in Turkey. (2021). Unal, Emre ; Kose, Nezir. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006411.

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2021Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009154.

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2021Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries. (2021). Balcilar, Mehmet ; Balli, Esra ; Atik, Abdurrahman Nazif ; Abu, Mohammed I. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009580.

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2021Does economic growth respond to electricity consumption asymmetrically in Bangladesh? The implication for environmental sustainability. (2021). Mahalik, Mantu Kumar ; Villanthenkodath, Muhammed Ashiq. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221013906.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2021Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673.

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2020Financial integration in the United Arab Emirates Stock Markets. (2020). Ghalayini, Rim ; Olmo, Jose ; Kapar, Burcu. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300492.

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2020Causality dynamics from equities to economic growth. (2020). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612317305445.

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2021Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors. (2021). Procasky, William J. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300501.

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2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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2021Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2020Government spending and economic growth in ECOWAS: An asymmetric analysis. (2020). Eluwole, Oluwatosin O ; Olaoye, Olumide O ; Afolabi, Olugbenga O ; Ayesha, Aziz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s170349492030027x.

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2020Testing of leader-follower interaction between fed and emerging countries’ central banks. (2020). Tetik, Metin . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300281.

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2021Asymmetric price responses of the US pork retail prices to farm and wholesale price shocks: A nonlinear ARDL approach. (2021). Panagiotou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300323.

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2020Recurrent explosive public debts and the long-run fiscal sustainability. (2020). Bystrov, Victor ; Mackiewicz, Micha. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:437-450.

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2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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2020Dynamic interaction between financial development and natural resources: Evaluating the ‘Resource curse’ hypothesis. (2020). Khan, Khan Burhan ; Asif, Muhammad ; Zaman, Khalid ; Qazi, Muhammad Moinuddin ; Nassani, Abdelmohsen A ; Anser, Muhammad Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s030142071930621x.

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2020Natural resource abundance, technological innovation, and human capital nexus with financial development: A case study of China. (2020). Shahbaz, Muhammad ; Khan, Zeeshan ; Jiao, Zhilun ; Yang, Siqun ; Hussain, Muzzammil. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719309171.

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2020Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse” exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033.

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2020Moving towards a sustainable environment: The dynamic linkage between natural resources, human capital, urbanization, economic growth, and ecological footprint in China. (2020). Nawaz, Kishwar ; Malik, Muhammad Nasir ; Asghar, Muhammad Mansoor ; Ahmed, Zahoor. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720300830.

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2020Natural resource abundance and financial development: A case study of emerging seven (E−7) economies. (2020). Xiong, Deping ; Serener, Berna ; Ak, Aysegul ; Sun, Yanpeng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301598.

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2020N-11 countries: Are the new victims of resource-curse?. (2020). Chu, Chien-Chi ; Caglar, Ersin ; Naqvi, Bushra ; Li, Yumei. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720302099.

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2020Asymmetric causality in quantiles analysis of the oil-food ? ?nexus since the 1960s. (2020). Ben Salha, Ousama ; Ben-Salha, Ousama ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309053.

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2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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2021The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test. (2021). yilanci, Veli ; Kilci, Esra N. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000568.

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2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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2021Interacting force of foreign direct invest (FDI), natural resource and economic growth in determining environmental performance: A nonlinear autoregressive distributed lag (NARDL) approach. (2021). Yalinta, Selin ; Udemba, Edmund Ntom. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001823.

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2020Are ethanol markets globalized or regionalized?. (2020). Kang, Sang Hoon ; Ahmed, Ali ; Dutta, Anupam ; Uddin, Gazi Salah ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437119322617.

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2021Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations. (2021). Shahbaz, Muhammad ; Khraief, Naceur ; Bhattacharya, Mita ; Mahalik, Mantu Kumar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s037843712030755x.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021On the link between current account and fiscal imbalances in the presence of structural breaks: Empirical evidence from Egypt. (2021). Dissou, Yazid ; Nafie, Yousra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:15-27.

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2021Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets. (2021). Tomtosov, Aleksandr ; Teplova, Tamara. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:210-223.

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2021Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366.

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2021The asymmetric nexus of renewable energy consumption and economic growth: New evidence from Rwanda. (2021). Zhou, NA ; Xiao, Haijun ; Wu, Qiaosheng ; Namahoro, Jean Pierre. In: Renewable Energy. RePEc:eee:renene:v:174:y:2021:i:c:p:336-346.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

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2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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2020Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes. (2020). Gunay, Samet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306282.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2020Insurance and economic policy uncertainty. (2020). Olasehinde-Williams, Godwin ; GUPTA, RANGAN ; Balcilar, Mehmet ; Lee, Chien-Chiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306312.

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2021Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x.

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2021Information spillover features in global financial markets: A systematic analysis. (2021). Guo, Ying ; Long, Wen ; Wang, Ying. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000167.

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

Works by Abdulnasser Hatemi-J:


YearTitleTypeCited
2013On the pricing and hedging of options for highly volatile periods In: Papers.
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2013On the pricing and hedging of options for highly volatile periods.(2013) In: MPRA Paper.
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2013On option pricing in illiquid markets with jumps In: Papers.
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2018Computation of second order price sensitivities in depressed markets In: Papers.
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2018Valuation of Currency Options in Markets with a Crunch In: Papers.
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2018The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers.
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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing In: Papers.
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2019Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return In: Papers.
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2020Bear Markets and Recessions versus Bull Markets and Expansions In: Papers.
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2021Dynamic Asymmetric Causality Tests with an Application In: Papers.
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2002On the Causality between Exchange Rates and Stock Prices: A Note. In: Bulletin of Economic Research.
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article20
2004The effect of exchange rate changes on trade balances in the short and long run In: The Economics of Transition.
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article18
2019Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance.
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article6
2018Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests.(2018) In: Working Papers.
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paper
2005Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 In: International Journal of Applied Econometrics and Quantitative Studies.
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article23
2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
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2002Fiscal policy in Sweden: effects of EMU criteria convergence In: Economic Modelling.
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article30
1999Fiscal Policy in Sweden: Effects of EMU Criteria Convergence.(1999) In: Working Papers.
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2004Multivariate tests for autocorrelation in the stable and unstable VAR models In: Economic Modelling.
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article11
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
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article4
2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
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article12
2014Asymmetric generalized impulse responses with an application in finance In: Economic Modelling.
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article12
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
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article10
2015Portfolio selection: An alternative approach In: Economics Letters.
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article2
2012Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems.
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article24
2010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation In: International Review of Financial Analysis.
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article44
2004Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money.
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2002Export performance and economic growth nexus in Japan: a bootstrap approach In: Japan and the World Economy.
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article23
2020Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model In: International Review of Economics & Finance.
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article1
2011The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations In: Research in International Business and Finance.
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2012Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing In: Research in International Business and Finance.
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2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis In: Structural Change and Economic Dynamics.
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article6
2018Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis.(2018) In: Working Papers.
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2001Productivity Performance and Export Performance: A Time-Series Perspective In: Eastern Economic Journal.
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2017Option valuation and hedging in markets with a crunch In: Journal of Economic Studies.
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2020The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies.
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2009An empirical analysis of the informational efficiency of Australian equity markets In: Journal of Economic Studies.
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2012A bootstrap test for causality with endogenous lag length choice: theory and application in finance In: Journal of Economic Studies.
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2010A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance.(2010) In: Working Paper Series in Economics and Institutions of Innovation.
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2012Asymmetric interaction between government spending and terms of trade volatility: New evidence from hidden cointegration technique In: Journal of Economic Studies.
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2016Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies.
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2014BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests In: Discussion Papers in Accounting.
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paper3
2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
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2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
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2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
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2010The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing In: Working Paper Series in Economics and Institutions of Innovation.
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paper5
2004Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology In: Working Papers.
[Citation analysis]
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2005Pricing strategy, mark-up adjustment and foreign competition in the car industry In: International Journal of Automotive Technology and Management.
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article0
2005FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION In: Journal of Economic Development.
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2000Export performance and economic growth causality: An empirical analysis In: Atlantic Economic Journal.
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2004Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis In: Empirica.
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2018Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica.
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2003Is the J-Curve Effect Observable for Small North European Economies? In: Open Economies Review.
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2005Stock Price and Volume Relation in Emerging Markets In: Emerging Markets Finance and Trade.
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2010Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions In: Emerging Markets Finance and Trade.
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article13
2010Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper.
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2012Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters.
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2011On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper.
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paper1
2011Hidden panel cointegration In: MPRA Paper.
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paper1
2011Asymmetric generalized impulse responses and variance decompositions with an application In: MPRA Paper.
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paper2
2013A New Asymmetric GARCH Model: Testing, Estimation and Application In: MPRA Paper.
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2013On option pricing in illiquid markets with random jumps In: MPRA Paper.
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2011Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia In: MPRA Paper.
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2020Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.(2020) In: Economia Internazionale / International Economics.
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article
2016Testing for Financial Market Integration of the Chinese Market with the US Market In: MPRA Paper.
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2016A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts. In: MPRA Paper.
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paper1
2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
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paper14
2016Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.(2016) In: Applied Economics.
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article
2014Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers.
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paper8
2015Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers.
[Citation analysis]
paper1
2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
[Citation analysis]
paper0
2008Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics.
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article0
2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
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2005US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics.
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2005Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter In: Economia Internazionale / International Economics.
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article0
2004Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis In: Economia Internazionale / International Economics.
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article1
2004The Risk-Adjusted Interest Rate Parity: Panel Data Evidence In: Economia Internazionale / International Economics.
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2002Investigating Causal Relations between Fixed Investment and Economic Growth In: Economia Internazionale / International Economics.
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article1
2001Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? In: Economia Internazionale / International Economics.
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article0
2010Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione In: Economia Internazionale / International Economics.
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article0
2013An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano In: Economia Internazionale / International Economics.
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article0
2013An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato az In: Economia Internazionale / International Economics.
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2014The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti In: Economia Internazionale / International Economics.
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article0
2015Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di co In: Economia Internazionale / International Economics.
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2016The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods In: Economia Internazionale / International Economics.
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article0
2019The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach In: Economia Internazionale / International Economics.
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article5
2019Testing for Financial Market Integration of the UAE Market with the Global Market In: Economia Internazionale / International Economics.
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article0
2021Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks In: Economia Internazionale / International Economics.
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2002Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology In: Journal of Economic Integration.
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article2
2003How productivity and domestic output are related to exports and foreign output in the case of Sweden In: Empirical Economics.
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article2
2006A bootstrap-corrected causality test: another look at the money–income relationship In: Empirical Economics.
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article4
2008Tests for cointegration with two unknown regime shifts with an application to financial market integration In: Empirical Economics.
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article105
2012Asymmetric causality tests with an application In: Empirical Economics.
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article127
2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
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article8
2003A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
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article51
2005A test for multivariate ARCH effects In: Applied Economics Letters.
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article20
2005Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters.
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article114
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
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article8
2007Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters.
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article3
2007Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
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2008The Fisher effect: a Kalman filter approach to detecting structural change In: Applied Economics Letters.
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2011A re-examination of the Fisher effect using an alternative approach In: Applied Economics Letters.
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2014On the interaction between government spending and economic performance in Sweden: an asymmetric approach In: Applied Economics Letters.
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2016The causal interaction between financial development and human development in Bangladesh In: Applied Economics Letters.
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2016On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments In: Applied Economics Letters.
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1999The causal nexus of government spending and revenue in Finland: a bootstrap approach In: Applied Economics Letters.
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2002Is the Governments intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter In: Applied Economics Letters.
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2005An alternative method to test for contagion with an application to the Asian financial crisis In: Applied Financial Economics Letters.
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2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
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2007Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics.
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2007Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility In: Applied Financial Economics.
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2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
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2012A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics.
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2013Testing for the governments intertemporal budget restriction in Brazil during 1823--1889 In: Applied Economics.
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2005The effect of regime shifts on the long-run relationships for Swedish money demand In: Applied Economics.
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2006Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application In: Applied Economics.
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2006The response of industry employment to exchange rate shocks: evidence from panel cointegration In: Applied Economics.
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2009Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? In: Applied Economics.
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2014On the causal nexus of remittances and poverty reduction in Bangladesh In: Applied Economics.
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2014Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics.
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2016An extension of the asymmetric causality tests for dealing with deterministic trend components In: Applied Economics.
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2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
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2017The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics.
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2004An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method In: The European Journal of Finance.
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article2
2002Multivariate-based causality tests of twin deficits in the US In: Journal of Applied Statistics.
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article23
2008Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH In: Journal of Applied Statistics.
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2001Time-series evidence for Balassas export-led growth hypothesis In: The Journal of International Trade & Economic Development.
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2020Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? In: World Scientific Book Chapters.
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