7
H index
7
i10 index
355
Citations
Université Saint-Joseph | 7 H index 7 i10 index 355 Citations RESEARCH PRODUCTION: 11 Articles 3 Papers RESEARCH ACTIVITY: 6 years (2017 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pja652 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Naji Pierre Jalkh. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Resources Policy | 2 |
International Review of Financial Analysis | 2 |
Year | Title of citing document |
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2023 | Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311. Full description at Econpapers || Download paper |
2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper |
2023 | Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382. Full description at Econpapers || Download paper |
2023 | Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580. Full description at Econpapers || Download paper |
2023 | Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
2023 | How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013. Full description at Econpapers || Download paper |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper |
2023 | A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. Full description at Econpapers || Download paper |
2023 | Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487. Full description at Econpapers || Download paper |
2023 | Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887. Full description at Econpapers || Download paper |
2023 | Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686. Full description at Econpapers || Download paper |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper |
2023 | Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944. Full description at Econpapers || Download paper |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper |
2023 | Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779. Full description at Econpapers || Download paper |
2023 | An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645. Full description at Econpapers || Download paper |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper |
2023 | Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492. Full description at Econpapers || Download paper |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper |
2023 | Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625. Full description at Econpapers || Download paper |
2023 | Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078. Full description at Econpapers || Download paper |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper |
2023 | Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546. Full description at Econpapers || Download paper |
2023 | The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x. Full description at Econpapers || Download paper |
2023 | Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727. Full description at Econpapers || Download paper |
2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper |
2023 | Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001. Full description at Econpapers || Download paper |
2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
2023 | How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367. Full description at Econpapers || Download paper |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper |
2023 | Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
2023 | Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761. Full description at Econpapers || Download paper |
2023 | Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043. Full description at Econpapers || Download paper |
2023 | Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432. Full description at Econpapers || Download paper |
2023 | Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866. Full description at Econpapers || Download paper |
2023 | Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379. Full description at Econpapers || Download paper |
2023 | The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Gholami, Samad ; Sadeghi, Abdorasoul ; Roudari, Soheil. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty, COVID-19 and corporate investment: Evidence from the gold mining industry. (2023). Rustamov, Bezhan ; Gokmenoglu, Korhan K ; Klayme, Tania. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004981. Full description at Econpapers || Download paper |
2023 | COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707. Full description at Econpapers || Download paper |
2023 | Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments. (2023). Du, Xinyu ; Yuan, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123007215. Full description at Econpapers || Download paper |
2023 | The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques. (2023). Mellit, A ; Si, K. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:97-105. Full description at Econpapers || Download paper |
2023 | Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523. Full description at Econpapers || Download paper |
2023 | Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450. Full description at Econpapers || Download paper |
2023 | Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2023 | COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30. Full description at Econpapers || Download paper |
2023 | Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162. Full description at Econpapers || Download paper |
2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
2023 | Measurement and prediction of systemic risk in China’s banking industry. (2023). Zhao, Yue ; Lee, Chien-Chiang ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604. Full description at Econpapers || Download paper |
2023 | Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Benkraiem, Ramzi ; Bedoui, Rihab ; Kedidi, Islem ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523005723. Full description at Econpapers || Download paper |
2023 | Network effects and store-of-value features in the cryptocurrency market. (2023). Adelopo, Ismail ; Luo, Xiaojun ; Bakhtiar, Tiam. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001252. Full description at Econpapers || Download paper |
2023 | Volatility and Spillover Effects between Central–Eastern European Stock Markets and Energy Markets: An Emphasis on Crisis Periods. (2023). Milo, Laura Raisa ; Booc, Claudiu ; Turgeman, Avraham ; Jude, Octavian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6159-:d:1224247. Full description at Econpapers || Download paper |
2023 | Risk Spillovers and Network Connectedness between Clean Energy Stocks, Green Bonds, and Other Financial Assets: Evidence from China. (2023). Zhang, Yun ; Chen, Qibo ; Fang, Shiyi. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7077-:d:1259039. Full description at Econpapers || Download paper |
2023 | Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?. (2023). Heliodoro, Paula ; Alexandre, Paulo ; Teixeira, Nuno ; Chambino, Mariana ; Dias, Rui Manuel. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7197-:d:1264726. Full description at Econpapers || Download paper |
2023 | Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108. Full description at Econpapers || Download paper |
2023 | Oil Price—A Sensor for the Performance of Romanian Oil Manufacturing Companies. (2023). Ivan, Mihail Vincentiu ; Manta, Otilia ; Voica, Marian Catalin ; Muresan, Jianu Daniel ; Neacsa, Adrian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2336-:d:1083622. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Swings in Crude Oil Valuations: Analyzing Their Bearing on China’s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Coronel, Anibal ; He, Yugang ; Wu, Renhong ; Teng, Zhuoqi. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6695727. Full description at Econpapers || Download paper |
2023 | Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Dong, Zibing ; Xiao, Yao ; Gherghina, Stefan Cristian ; Zhuang, Xintian ; Wang, Jian ; Li, Yanshuang. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:7200306. Full description at Econpapers || Download paper |
2023 | Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis. (2023). Niu, Hongli ; Fu, Zeyi ; Wang, Weiqing. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10301-2. Full description at Econpapers || Download paper |
2023 | The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets. (2023). Wu, Shan ; Zhou, Yuqin ; Rognone, Lavinia ; Liu, Zhenhua. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42925-9. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2023 | Assessing the contribution of South African Insurance Firms to Systemic Risk. (2023). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Zulu, Thulani. In: MPRA Paper. RePEc:pra:mprapa:116815. Full description at Econpapers || Download paper |
2023 | Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301. Full description at Econpapers || Download paper |
2023 | Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337. Full description at Econpapers || Download paper |
2023 | Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period. (2023). Kumar, Dilip ; Narayan, Shivani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:57-84. Full description at Econpapers || Download paper |
2023 | Sterling insights into natural resources intensification, ageing population and globalization on environmental status in Mediterranean countries. (2023). Agboola, Mary Oluwatoyin ; Bekun, Festus Victor ; Adebayo, Tomiwa Sunday ; Gyamfi, Bright Akwasi. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1471-1491. Full description at Econpapers || Download paper |
2023 | A stochastic dominance analysis of conventional and clean energy stocks during different oil market conditions. (2023). Usman, Muhammad. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02359-0. Full description at Econpapers || Download paper |
2023 | Are life insurance futures a safe haven during COVID-19?. (2023). Lee, Yuan-Ming ; Wang, Kuan-Min. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00411-z. Full description at Econpapers || Download paper |
2023 | Higher moment connectedness of cryptocurrencies: a time-frequency approach. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09627-w. Full description at Econpapers || Download paper |
2023 | COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6. Full description at Econpapers || Download paper |
2023 | A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2023). Zurika, Robinson. In: Working Papers. RePEc:uza:wpaper:30192. Full description at Econpapers || Download paper |
2023 | The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence. (2023). Abdelkerim, Debbar ; Hanane, Beggat ; Rahima, Bousbia Salah. In: Economics and Business. RePEc:vrs:ecobus:v:37:y:2023:i:1:p:104-118:n:2. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
2023 | Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Rojas, Omar ; Nazlioglu, Saban ; Gupta, Rangan ; Coronado, Semei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247. Full description at Econpapers || Download paper |
2023 | Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics. [Full Text][Citation analysis] | article | 10 |
2019 | Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2021 | Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 44 |
2019 | Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy. [Full Text][Citation analysis] | article | 87 |
2022 | Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2023 | Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2019 | Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy. [Full Text][Citation analysis] | article | 19 |
2021 | Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy. [Full Text][Citation analysis] | article | 49 |
2019 | Assessing the risk of the European Union carbon allowance market In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 10 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print. [Citation analysis] | paper | 131 |
2017 | Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | article | |
2021 | Hedging the risk of travel and leisure stocks: The role of crude oil In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
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