RANIA JAMMAZI : Citation Profile


Are you RANIA JAMMAZI?

Institut de Préparation à l'Administration et à la Gestion (IPAG)

6

H index

5

i10 index

278

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 46
   Journals where RANIA JAMMAZI has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 7 (2.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja272
   Updated: 2017-09-16    RAS profile: 2015-08-09    
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Relations with other researchers


Works with:

Aloui, Chaker (4)

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

Is cited by:

Filis, George (18)

Degiannakis, Stavros (17)

McAleer, Michael (12)

Chang, Chia-Lin (12)

Nguyen, Duc Khuong (11)

Masih, Abul (8)

Tansuchat, Roengchai (6)

Reboredo, Juan (6)

Aloui, Chaker (6)

Shahzad, Syed Jawad Hussain (5)

Floros, Christos (4)

Cites to:

Hamilton, James (18)

Ratti, Ronald (14)

Kilian, Lutz (8)

Nguyen, Duc Khuong (7)

Nelson, Charles (7)

Apergis, Nicholas (6)

Rogoff, Kenneth (6)

Miller, Stephen (6)

Apergis, Nicholas (6)

Miller, J. (6)

Engle, Robert (5)

Main data


Where RANIA JAMMAZI has published?


Journals with more than one article published# docs
Energy Economics2
Energy2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School2

Recent works citing RANIA JAMMAZI (2017 and 2016)


YearTitle of citing document
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2016Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices. (2016). Nanda, Santosh Kumar ; Hamdi, Manel ; Aloui, Chaker . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00159.

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2017Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach. (2017). el Abed, Riadh . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00712.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2017Persistency of Price Patterns in the International Oil Industry, 2001-2016. (2017). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Jimenez-Preciado, Ana Lorena ; Venegas-Martinez, Francisco . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-02.

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2016Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach. (2016). Wang, Lijun ; Huang, Xuan ; Liu, Xiaojia . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1608-1618.

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2016Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. (2016). Paraschiv, Florentina ; Keles, Dogan ; Fichtner, Wolf ; Scelle, Jonathan . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:218-230.

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2016Forecasting the term structure of crude oil futures prices with neural networks. (2016). Baruník, Jozef ; Barunik, Jozef ; Malinska, Barbora . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379.

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2017Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2016Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:40-53.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2016Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

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2016Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

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2016Macroeconomic performance of oil price shocks: Outlier evidence from nineteen major oil-related countries/regions. (2016). Su, Bin ; Ju, Keyi ; Liu, Lifan ; Wu, Junmin ; Zhou, Dequn . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:325-332.

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2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model. (2017). Herrera, Rodrigo ; Pino, Gabriel ; Rodriguez, Alejandro . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:129-143.

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2016The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun . In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

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2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania . In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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2016Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach. (2016). Misund, Brd ; Oglend, Atle . In: Energy. RePEc:eee:energy:v:111:y:2016:i:c:p:178-189.

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2016Forecasting the natural gas demand in China using a self-adapting intelligent grey model. (2016). Zeng, BO ; Li, Chuan . In: Energy. RePEc:eee:energy:v:112:y:2016:i:c:p:810-825.

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2017The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution. (2017). Sun, Xiaoqi ; Jiang, Meihui . In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:742-752.

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2017Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system. (2017). Moreno, Blanca ; Fonseca, Ana Rosa ; Garcia-Alvarez, Maria Teresa . In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:223-233.

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2016Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Ftiti, Zied ; Guesmi, Khaled ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220.

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2016Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13.

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2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiao Jing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

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2016Time–frequency featured co-movement between the stock and prices of crude oil and gold. (2016). Gao, Xiangyun ; Huang, Xuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:985-995.

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2016The crude oil price bubbling and universal scaling dynamics of price volatility. (2016). Garcia-Carranco, Sergio M ; Balankin, Alexander S ; Bory-Reyes, Juan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:452:y:2016:i:c:p:60-68.

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2016Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Ameer, Saba ; Ali, Sajid . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33.

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2017Co-movement measure of information transmission on international equity markets. (2017). Bhatti, Ishaq M ; al Rahahleh, Naseem . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:119-131.

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2017Cointegration and causal linkages in fertilizer markets across different regimes. (2017). Lahmiri, Salim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:181-189.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Nguyen, Cuong ; Bhatti, Ishaq M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2016Interest rate changes and stock returns: A European multi-country study with wavelets. (2016). Ferrer, Roman ; Benitez, Rafael ; Bolos, Vicente J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:1-12.

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2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Bouri, Elie ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Chen, Qian . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2016An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253.

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2017A forecasting approach for truckload spot market pricing. (2017). Budak, Aysenur ; Guloglu, Bulent ; Ustundag, Alp . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:97:y:2017:i:c:p:55-68.

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2016Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93117.

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2016The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Genb, Smail H. In: Working Papers. RePEc:emu:wpaper:15-30.pdf.

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2016Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price. (2016). Wu, Jun ; He, Kaijian ; Lai, Kin Keung ; Zha, Rui . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:4:p:387-:d:68672.

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2016Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price. (2016). He, Kaijian ; Lai, Kin Keung ; Wu, Jun ; Zha, Rui . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:4:p:387:d:68672.

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2016The Multiscale Fluctuations of the Correlation between Oil Price and Wind Energy Stock. (2016). Gao, Xiangyun ; Jiang, Meihui ; Huang, Shupei . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:6:p:534-:d:71470.

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2016Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:69105.

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2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

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2016Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid . In: MPRA Paper. RePEc:pra:mprapa:77868.

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2016How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?. (2016). Babaei Balderlou, Saharnaz ; Torki, Mahyar Ebrahimi ; Heidari, Hassan . In: MPRA Paper. RePEc:pra:mprapa:80273.

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2017Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2017). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:80435.

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2016The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Gen, Smail H. In: Working Papers. RePEc:pre:wpaper:201644.

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2016Modeling Energy Prices with a Markov-Switching dynamic regression model: 2005-2015. (2016). Sariannidis, Nikolaos . In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:3:y:2016:i:1:p:11-28.

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2016Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging. (2016). Wang, Yudong ; Liu, LI. In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0983-2.

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2017Coal price fluctuation mechanism in China based on system dynamics model. (2017). Liu, Manzhi ; Wang, Guangqiang ; He, Lingyun ; Feng, Caicai ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:85:y:2017:i:2:d:10.1007_s11069-016-2626-0.

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2016Oil prices and stock returns: nonlinear links across sectors. (2016). Pinho, Carlos ; Madaleno, Mara . In: Portuguese Economic Journal. RePEc:spr:portec:v:15:y:2016:i:2:d:10.1007_s10258-016-0117-6.

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2016Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160053.

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2016Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1609.

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2017Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization. (2017). Adams, Zeno ; Kartsakli, Maria . In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:10.

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2016Diversification in Crude Oil and Other Commodities: A Comparative Analysis. (2016). Masih, Abul ; Abdullah, Ahmad Monir ; Mohammed, Abul Mansur . In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01201_101-128.

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2016Prediction-Based Multi-Objective Optimization for Oil Purchasing and Distribution with the NSGA-II Algorithm. (2016). Tang, Ling ; Yu, Lean ; Yang, Zebin . In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:15:y:2016:i:02:p:423-451.

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Works by RANIA JAMMAZI:


YearTitleTypeCited
2009The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach In: Energy Economics.
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article86
2012Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling In: Energy Economics.
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article34
2010Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns In: Energy Policy.
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article52
2012Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach In: Energy.
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article54
2014Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 54
paper
2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis In: Energy.
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article37
2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
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article6
2015Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach In: Physica A: Statistical Mechanics and its Applications.
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article1
2015Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach In: Physica A: Statistical Mechanics and its Applications.
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article5
2014Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case In: Working Papers.
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paper3

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