Abdulnasser Hatemi-J : Citation Profile


Are you Abdulnasser Hatemi-J?

United Arab Emirates University

15

H index

23

i10 index

925

Citations

RESEARCH PRODUCTION:

89

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 46
   Journals where Abdulnasser Hatemi-J has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 60 (6.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha24
   Updated: 2020-05-16    RAS profile: 2019-11-10    
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Relations with other researchers


Works with:

GUPTA, RANGAN (11)

El-Khatib, Youssef (10)

Roca, Eduardo (5)

Ajmi, Ahdi Noomen (2)

Tiwari, Aviral (2)

Lee, Chien-Chiang (2)

Mustafa, Alan (2)

Inglesi-Lotz, Roula (2)

Chang, Tsangyao (2)

El Montasser, Ghassen (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 (39)

Lach, Łukasz (31)

Bahmani-Oskooee, Mohsen (27)

GUPTA, RANGAN (25)

Aslan, Alper (24)

Shahzad, Syed Jawad Hussain (24)

Gurgul, Henryk (24)

Balcilar, Mehmet (21)

Tiwari, Aviral (11)

Chang, Tsangyao (10)

TANG, Chor Foon (10)

Cites to:

Hacker, R Scott (42)

Granger, Clive (36)

Pesaran, M (22)

Sims, Christopher (18)

Perron, Pierre (17)

shin, yongcheol (16)

Roca, Eduardo (15)

Dunne, John (14)

Phillips, Peter (12)

El-Khatib, Youssef (11)

Johansen, Soren (11)

Main data


Where Abdulnasser Hatemi-J has published?


Journals with more than one article published# docs
Economia Internazionale / International Economics16
Applied Economics Letters14
Applied Economics12
Economic Modelling6
Journal of Economic Studies5
Empirical Economics4
Applied Financial Economics4
Empirica2
Journal of Applied Statistics2
Research in International Business and Finance2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
Papers / arXiv.org7
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 (2019 and 2018)


YearTitle of citing document
2018Cee-16: A Cluster Analysis Based on Tourism Competitiveness and Correlations With Major Determinants. (2018). Oehler-Şincai, Iulia ; Tanase, Ion Alexandru ; Bulin, Daniel ; Oehler-Sincai, Iulia Monica ; Popescu, Delia. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:20:y:2018:i:s12:p:833.

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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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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2019Empirically testing Keynesian defense burden hypothesis, nonlinear hypothesis, and spillover hypothesis: Evidence from Asian countries. (2019). Mansoor, Abdul ; Ejaz, Shakira ; Zaman, Khalid ; Hussain, Syed Tahir ; Rais, Syed Imran ; Ul, Qurat. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:169-182.

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2018Exports, imports and economic growth in India: Evidence from cointegration and causality analysis. (2018). Guntukula, Raju. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:221-230.

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2019Empirically testing Keynesian defense burden hypothesis, nonlinear hypothesis, and spillover hypothesis: Evidence from Asian countries. (2019). Mansoor, Abdul ; Ejaz, Shakira ; Zaman, Khalid ; Hussain, Syed Tahir ; Rais, Syed Imran ; Ul, Qurat. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:169-182.

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2018On The Calibration of Short-Term Interest Rates Through a CIR Model. (2018). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1806.03683.

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

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2020Text-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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2018Exchange Rate and Trade Balance in Vietnam: A Time Series Analysis. (2018). Xuan, Dang Thi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1158-1174.

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2018Policy Uncertainty and the Demand for Money in Australia: an Asymmetry Analysis. (2018). Bahmani-Oskooee, Mohsen ; Nayeri, Majid Maki ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:456-469.

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2019Macroeconomic impacts of remittances in Bangladesh: The role of reverse flows. (2019). Chowdhury, Murshed ; Das, Anupam. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:3:n:e12139.

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2018Economic Growth and Electricity Consumption in a Multivariate Framework: A Case of Zimbabwe 1980 to 2016. (2018). Chikoko, Laurine ; Kupeta, Kennedy ; Ngundu, Tawedzerwa. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2018:i:5:p:20-33.

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2018Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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2019Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:165-174.

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2019Foreign aid and growth nexus: Empirical evidence from India and Sri Lanka. (2019). Sethi, Narayan ; Sucharita, Sanhita ; Das, Aurolipsa ; Bhujabal, Padmaja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:1-12.

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2018Relating rule of law and budgetary allocation for tourism: Does per capita income growth make a difference for Indian states?. (2018). Kar, Saibal ; Dutta, Nabamita. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:263-271.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513.

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2019Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898.

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2018Asymmetric effects of exchange rate changes on the Malaysia-China commodity trade. (2018). Bahmani-Oskooee, Mohsen ; Aftab, Muhammad. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:470-486.

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2019The impact of oil prices and the financial market on cost efficiency in the insurance and Takaful sectors: Evidence from a stochastic frontier analysis. (2019). SAITI, BURHAN ; Alhabshi, Syed Musa ; Alshammari, Ahmad Alrazni. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518301985.

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2018Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:64-76.

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2018Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). Gözgör, Giray ; Demir, Ender ; Sari, Emre. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mahalik, Mantu ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:282-301.

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2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019Estimating the economic impacts of power supply interruptions. (2019). Botelho, Vinicius. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:983-994.

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2019Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices. (2019). Chiappini, Raphaël ; Raymond, Paul ; Jegourel, Yves. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:545-565.

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2019Role of renewable energy on industrial output in Canada. (2019). Wittberg, Emanuel ; Wadstrom, Christoffer ; Jayasekera, Ranadeva ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:626-638.

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2019The asymmetric linkage between energy use and economic growth in selected African countries: Evidence from a nonlinear panel autoregressive distributed lag model. (2019). Kouton, Jeffrey. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:475-490.

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2019Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

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2018Renewable energy in Turkey: Great potential, low but increasing utilization, and an empirical analysis on renewable energy-growth nexus. (2018). Bulut, Umit ; Muratoglu, Gonul. In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:240-250.

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2019The asymmetric role of shadow economy in the energy-growth nexus in Bolivia. (2019). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:405-417.

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2018Re-evaluating the energy consumption-economic growth nexus for the United States: An asymmetric threshold cointegration analysis. (2018). Tzeremes, Nickolaos ; Kourtzidis, Stavros. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:537-545.

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2018Total, renewable and non-renewable energy consumption and economic growth: Revisiting the issue with an asymmetric point of view. (2018). Tugcu, Can ; Topcu, Mert. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:64-74.

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2019Energy consumption and economic growth nexus: New evidence from Pakistan using asymmetric analysis. (2019). Cheng, Jinhua ; Khan, Imran ; Ali, Imad ; Kwaku, Gideon Minua ; Xu, Deyi ; Baz, Khan. In: Energy. RePEc:eee:energy:v:189:y:2019:i:c:s0360544219319498.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018Causality in the EMU sovereign bond markets. (2018). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:281-290.

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2019Portfolio diversification across cryptocurrencies. (2019). Liu, Weiyi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:200-205.

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2019Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis. (2019). Li, Xiafei ; Qin, Songkun ; Wei, YU ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:23-29.

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2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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2018Japan-U.S. trade balance at commodity level and asymmetric effects of Yen-Dollar rate. (2018). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin. In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:1-10.

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2018Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon. (2018). Anwar, Sajid ; Ali, Syed Zahid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:1-19.

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2019The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics. (2019). Serletis, Apostolos ; Xu, Libo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:3.

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2018Monetary policy with asymmetries in the asset markets participation, counter-cyclical fiscal policy and «non-atomistic» wage setters. (2018). Arize, Augustine C ; Magazzino, Cosimo ; Vidra, Aristea ; Ghosh, Dilip K ; Brady, Gordon L ; Sidiropoulos, Moise ; Christofidou, Georgia ; Kumar, Abhishek ; Papadamou, Stephanos ; Madlener, Reinhard ; Goyal, Ashima ; Kostakis, Hara ; Dergiades, Theologos ; Stavrakoudis, Athanassios ; Pavlatos, Odysseas ; Tabak, Benjamin M ; Panagiotou, Dimitrios ; Karadam, Duygu Yolcu ; Pragidis, Ioannis ; Chrysanthopoulou, Xakousti ; Ghodsi, Seyed Hesam ; Xanthopoulos, Michail ; Gogas, Periklis ; Gupta, Rangan ; Bahmani-Oskooee, Mohsen ; Chortareas, Georgios ; Karfaki, Eftychia ; Demirer, Riza ; Tsounis, Nicholas ; Asimakopoulos, Grigorios ; Karfakis, Costas ; Balcilar
2019On the relation between exchange rates and tourism demand: A nonlinear and asymmetric analysis. (2019). Irandoust, Manuchehr. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300131.

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2019Thailand-China commodity trade and exchange rate uncertainty: Asymmetric evidence from 45 industries. (2019). Bahmani-Oskooee, Mohsen ; Kanitpong, Tatchawan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300696.

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2019Macroeconomic impact of public debt and foreign aid in Sri Lanka. (2019). Maitra, Biswajit. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:372-394.

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2018Is natural resource abundance a stimulus for financial development in the USA?. (2018). Shahbaz, Muhammad ; Ahad, Muhammad ; Tahir, Iqbal ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:223-232.

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2018Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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2019Causality between metal prices: Is joint consumption a more important determinant than joint production of main and by-product metals?. (2019). Rathgeber, Andreas ; Shammugam, Shivenes ; Schlegl, Thomas . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:49-66.

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2019The asymmetric causal relationship between renewable and NON-RENEWABLE energy consumption and economic growth in the ASEAN-5 countries. (2019). Tuna, Vedat Ender. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:114-124.

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2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

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2019Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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2019Examining the World Bank Group lending and natural resource abundance induced financial development in KART countries. (2019). Rustamov, Bezhan ; Gokmenoglu, Korhan K. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:55.

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2019Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach. (2019). Mitra, Subrata Kumar ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719302314.

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2019Does an asymmetric nexus exist between financial deepening and natural resources for emerging economy? Evidence from multiple break cointegration test. (2019). Türsoy, Turgut ; Tursoy, Turgut ; Sulaiman, Yasir ; Faisal, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719302958.

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2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis. (2019). lucey, brian ; Hernandez, Jose Areola ; Boako, Gideon ; Hussain, Syed Jawad ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x.

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2019The impact of globalization, natural resources abundance, and human capital on financial development: Evidence from thirty-one OECD countries. (2019). Iftikhar, Yaser ; Hou, Fujun ; Zafar, Muhammad Wasif ; Gedikli, Ayfer ; Wei, Zixiang ; Haider, Syed Anees. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304611.

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2019A note on time-varying causality between natural gas consumption and economic growth in Turkey. (2019). Kirca, Mustafa ; Gedikli, Ayfer ; Erdoan, Seyfettin. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306385.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2018Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis. (2018). Loganathan, Nanthakumar ; Jammazi, Rania ; Sharif, Arshian ; Afshan, Sahar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:225-244.

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2018Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Mensi, Walid ; Yoon, Seong-Min ; Hamdi, Atef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2019On the link between real effective value of Tunisia’s Dinar and its sectoral trade with the rest of the world: New evidence from asymmetry analysis. (2019). Bahmani-Oskooee, Mohsen ; Niroomand, Farhang ; Nayeri, Majid Maki ; Amor, Thouraya Hadj. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:111-118.

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2019Market risk disclosures and corporate governance structure: Evidence from GCC financial firms. (2019). Taylor, Grantley ; Hussain, Syed Mujahid ; Al-Yahyaee, Khamis Hamed ; Al-Hadi, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:136-150.

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2019Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:159-171.

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2019Renewable energy consumption-economic growth nexus in emerging countries: A bootstrap panel causality test. (2019). Ozturk, Ilhan ; Ozcan, Burcu. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:104:y:2019:i:c:p:30-37.

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2018The validation of Granger causality through formulation and use of finance-growth-energy indexes. (2018). Khan, Abid ; Saeed, Muhammad Daniel ; Hayat, Farah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:1859-1867.

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2019Examining volatility dynamics, spillovers and government water recovery in Murray-Darling Basin water markets. (2019). Wheeler, Sarah Ann ; Qiu, Feng ; Zuo, Alec. In: Resource and Energy Economics. RePEc:eee:resene:v:58:y:2019:i:c:s0928765518304585.

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2019The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2019Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries. (2019). Shahzad, Syed Jawad Hussain ; Khraief, Naceur ; Cooray, Arusha ; Hussain, Syed Jawad ; Haouas, Ilham. In: Working Papers. RePEc:erg:wpaper:1294.

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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). Uzuner, Gizem ; Ali, Hamisu S ; Nathaniel, Solomon P ; Sarkodie, Samuel A ; Bekun, Festus V. In: Working Papers. RePEc:exs:wpaper:20/010.

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2018Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey. (2018). Gozde, Zafer Adali. In: Fiscaoeconomia. RePEc:fis:journl:180105.

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2018The Relationship between Export and Growth: Panel Data Evidence from Turkish Sectors. (2018). Aslan, Alper ; Topcu, Ebru . In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:22-:d:139116.

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2019Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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2018Foreign Direct Investment Inflows and Financial Development in Central and Eastern European Union Countries: A Panel Cointegration and Causality. (2018). Bayar, Yilmaz ; Gavriletea, Marius Dan. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:55-:d:149599.

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2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Cunado, Juncal ; ben Nasr, Adnen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940.

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2018Disaster Impact, National Aid, and Economic Growth: Evidence from the 2008 Wenchuan Earthquake. (2018). Zhao, Renjie ; He, Aiping ; Zhong, Shihu. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4409-:d:185482.

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2019Assessment of Tourism Impact on the Socio-Economic Spheres of the Issyk-Kul Region (Kyrgyzstan). (2019). Aliyeva, Selvina ; Samarkhanov, Kanat ; Issanova, Gulnura ; Yang, Degang ; Chen, XI ; Kozhokulov, Sadyrbek. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3886-:d:249134.

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2020Revisiting the Dynamics of Tourism, Economic Growth, and Environmental Pollutants in the Emerging Economies—Sustainable Tourism Policy Implications. (2020). Bibi, Sughra ; Khan, Asif ; Arif, Anas Mahmud ; Hayat, Hizar ; Lyu, Jiaying ; Ardito, Lorenzo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2533-:d:336188.

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2019The smart destination strategy, a key factor for changes in vulnerable tourist destinations?. (2019). Jean-Pierre, Philippe ; Perrain, David. In: Post-Print. RePEc:hal:journl:hal-02144769.

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2018Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets. (2018). bouoiyour, jamal ; Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-02409120.

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2018Forward Unbiasedness in the Short End of the Interest Rate Market. (2018). Azar, Samih Antoine. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:2:p:70-78.

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2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

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2018The Relationship between Fiscal and Current Account Imbalances in OECD Economies. (2018). Opoku, Philemon ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0612018.

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2019Türkiye’nin Turizm Geliri Serisinin Durağanlığı: Fourier KPSS Durağanlık Test. (2019). Gokce, Esra Canpolat ; Fendoglu, Eda. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:31:y:2019:i:0:p:17-28.

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2019The Monetary Policy Reaction Function in Turkey: Evidence from Fourier-Based Time Series Methods. (2019). Bulut, Umit. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:69:y:2019:i:2:p:159-173.

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2018Does Taiwans Defense Spending Crowd out Education and Social Welfare Expenditures?. (2018). Huang, Chiung-Ju ; Ho, Yuan-Hong. In: Journal of Economics and Management. RePEc:jec:journl:v:14:y:2018:i:1:p:67-82.

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2018The U.S. Trade Balance with Partners from Developing World: An Asymmetry Analysis of the J-Curve Effect. (2018). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah. In: Journal of Economic Development. RePEc:jed:journl:v:43:y:2018:i:2:p:29-44.

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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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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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2002On the Causality between Exchange Rates and Stock Prices: A Note. In: Bulletin of Economic Research.
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2004The effect of exchange rate changes on trade balances in the short and long run In: The Economics of Transition.
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2019Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance.
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2018Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests.(2018) In: Working Papers.
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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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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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article27
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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2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
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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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2014Asymmetric generalized impulse responses with an application in finance In: Economic Modelling.
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2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
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2015Portfolio selection: An alternative approach In: Economics Letters.
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2012Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems.
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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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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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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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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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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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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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2004Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology In: Working Papers.
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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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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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2010Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper.
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2011On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper.
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2011Hidden panel cointegration In: MPRA Paper.
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2011Asymmetric generalized impulse responses and variance decompositions with an application In: MPRA Paper.
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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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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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2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
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paper2
2014Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers.
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paper3
2015Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers.
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2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
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2008Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics.
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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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2004Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis In: Economia Internazionale / International Economics.
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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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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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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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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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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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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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2019Testing for Financial Market Integration of the UAE Market with the Global Market 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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2003How productivity and domestic output are related to exports and foreign output in the case of Sweden In: Empirical Economics.
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article1
2006A bootstrap-corrected causality test: another look at the money–income relationship In: Empirical Economics.
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2008Tests for cointegration with two unknown regime shifts with an application to financial market integration In: Empirical Economics.
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2012Asymmetric causality tests with an application In: Empirical Economics.
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article79
2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
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article4
2003A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
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article38
2005A test for multivariate ARCH effects In: Applied Economics Letters.
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2005Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters.
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article96
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
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2007Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters.
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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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article1
2012Stochastic optimal hedge ratio: theory and evidence In: Applied Economics Letters.
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article0
2014On the interaction between government spending and economic performance in Sweden: an asymmetric approach In: Applied Economics Letters.
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article0
2016The causal interaction between financial development and human development in Bangladesh In: Applied Economics Letters.
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article9
2016On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments In: Applied Economics Letters.
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article3
1999The causal nexus of government spending and revenue in Finland: a bootstrap approach In: Applied Economics Letters.
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article8
2002Is the Governments intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter In: Applied Economics Letters.
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article5
2005An alternative method to test for contagion with an application to the Asian financial crisis In: Applied Financial Economics Letters.
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article7
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
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article14
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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article4
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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article3
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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2016Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing 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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2002Multivariate-based causality tests of twin deficits in the US In: Journal of Applied Statistics.
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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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