8
H index
6
i10 index
475
Citations
Université Paris-Nanterre (Paris X) | 8 H index 6 i10 index 475 Citations RESEARCH PRODUCTION: 12 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marc Joëts. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 3 |
Economic Modelling | 2 |
International Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 29 |
EconomiX Working Papers / University of Paris Nanterre, EconomiX | 10 |
Working Papers / Department of Research, Ipag Business School | 2 |
Working Papers / CEPII research center | 2 |
Year | Title of citing document | |
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2021 | The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: AMSE Working Papers. RePEc:aim:wpaimx:2130. Full description at Econpapers || Download paper | |
2022 | Not all oil shocks on the trade balance are alike: Empirical evidence from South Korea. (2022). Baek, Jungho. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:291-303. Full description at Econpapers || Download paper | |
2021 | Prices for a second?generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities. (2021). Luckert, Martin ; Hauer, Grant ; Qiu, Feng ; McKnight, Curtis. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:3:p:337-351. Full description at Econpapers || Download paper | |
2021 | The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
2021 | Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach. (2021). Canepa, Alessandra ; Al-Saraireh, Ahmad ; Alqaralleh, Huthaifa Sameeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-17. Full description at Econpapers || Download paper | |
2021 | The main drivers of arabica coffee prices in Latin America. (2021). Mulder, Nanno ; Mora-Garcia, Claudio ; Lordemann, Javier Aliaga. In: Documentos de Proyectos. RePEc:ecr:col022:46729. Full description at Econpapers || Download paper | |
2021 | The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423. Full description at Econpapers || Download paper | |
2021 | Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054. Full description at Econpapers || Download paper | |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
2021 | The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802. Full description at Econpapers || Download paper | |
2022 | The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204. Full description at Econpapers || Download paper | |
2022 | The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?. (2022). Sousa, Ricardo ; Selmi, Refk ; kasmaoui, kamal ; Errami, Youssef ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000937. Full description at Econpapers || Download paper | |
2022 | Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670. Full description at Econpapers || Download paper | |
2022 | Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979. Full description at Econpapers || Download paper | |
2022 | Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237. Full description at Econpapers || Download paper | |
2022 | How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279. Full description at Econpapers || Download paper | |
2022 | Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462. Full description at Econpapers || Download paper | |
2021 | Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803. Full description at Econpapers || Download paper | |
2021 | Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium. (2021). Shen, Yifan ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304217. Full description at Econpapers || Download paper | |
2021 | Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418. Full description at Econpapers || Download paper | |
2021 | Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?. (2021). Mignon, Valérie ; HACHE, Emmanuel ; Paris, Anthony ; Escoffier, Margaux. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988320303649. Full description at Econpapers || Download paper | |
2021 | The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255. Full description at Econpapers || Download paper | |
2021 | Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841. Full description at Econpapers || Download paper | |
2021 | Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA. (2021). Tiwari, Aviral ; Solarin, Sakiru Adebola ; Mishra, Bibhuti Ranjan. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328395. Full description at Econpapers || Download paper | |
2021 | Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market. (2021). Yang, MO ; Hu, Yingyi ; Wei, YU ; Lyu, Yongjian. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001730. Full description at Econpapers || Download paper | |
2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
2022 | Terrorist attacks and oil prices: A time-varying causal relationship analysis. (2022). Yang, YI ; Hou, NA ; Chen, BO ; Song, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002432. Full description at Econpapers || Download paper | |
2022 | Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106. Full description at Econpapers || Download paper | |
2021 | The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855. Full description at Econpapers || Download paper | |
2021 | Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137. Full description at Econpapers || Download paper | |
2022 | Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?. (2022). Zhao, Wanru ; Zhu, Huiming ; Tan, Anqi ; Ren, Yinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000552. Full description at Econpapers || Download paper | |
2022 | Systemic risk of commodity markets: A dynamic factor copula approach. (2022). Ouyang, Ruolan ; Zhao, Yang ; Fang, YI ; Chen, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200165x. Full description at Econpapers || Download paper | |
2022 | Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423. Full description at Econpapers || Download paper | |
2022 | Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634. Full description at Econpapers || Download paper | |
2022 | Structural breaks, macroeconomic fundamentals and cross hedge ratio. (2022). Liu, LI ; Dong, Qingma ; Xiao, Dongli ; Pan, Zhiyuan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005699. Full description at Econpapers || Download paper | |
2022 | How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563. Full description at Econpapers || Download paper | |
2021 | Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508. Full description at Econpapers || Download paper | |
2021 | Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66. Full description at Econpapers || Download paper | |
2021 | Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach. (2021). Ehouman, Yao Axel. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:76-97. Full description at Econpapers || Download paper | |
2021 | Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159. Full description at Econpapers || Download paper | |
2021 | On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111. Full description at Econpapers || Download paper | |
2022 | Uncertainty-dependent and sign-dependent effects of oil market shocks. (2022). Okimoto, Tatsuyoshi ; Tran, Trung Duc ; Nguyen, Bao H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000404. Full description at Econpapers || Download paper | |
2021 | Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility?New evidence. (2021). Yang, MO ; Wei, YU ; Tuo, Siwei ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739. Full description at Econpapers || Download paper | |
2021 | Pass-through of commodity price to Mongolian stock price: Symmetric or asymmetric?. (2021). Kakinaka, Makoto ; Islam, Moinul ; Badamvaanchig, Mungunzul. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309843. Full description at Econpapers || Download paper | |
2021 | Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). Yang, MO ; Hu, Yingyi ; Yi, Heling ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072. Full description at Econpapers || Download paper | |
2021 | Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155. Full description at Econpapers || Download paper | |
2021 | Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents. (2021). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000738. Full description at Econpapers || Download paper | |
2021 | Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799. Full description at Econpapers || Download paper | |
2021 | Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830. Full description at Econpapers || Download paper | |
2021 | The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945. Full description at Econpapers || Download paper | |
2021 | Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Kayani, Ghulam Mujtaba ; Farid, Saqib ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x. Full description at Econpapers || Download paper | |
2021 | Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. (2021). Singhal, Shelly ; Choudhary, Sangita ; Kumar, Suresh. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002087. Full description at Econpapers || Download paper | |
2021 | (A)symmetric time-varying effects of uncertainty fluctuations on oil price volatility: A nonlinear ARDL investigation. (2021). Kisswani, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002233. Full description at Econpapers || Download paper | |
2021 | Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100249x. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers and network structure among commodity, currency, and stock markets. (2021). Ugolini, Andrea ; Reboredo, Juan ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002774. Full description at Econpapers || Download paper | |
2021 | Intraday spillover between commodity markets. (2021). Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002890. Full description at Econpapers || Download paper | |
2021 | Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003275. Full description at Econpapers || Download paper | |
2021 | Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003834. Full description at Econpapers || Download paper | |
2021 | Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846. Full description at Econpapers || Download paper | |
2021 | Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165. Full description at Econpapers || Download paper | |
2022 | Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?. (2022). Ren, Xiaohang ; Dong, Kangyin ; Li, Yiying ; Dou, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004633. Full description at Econpapers || Download paper | |
2022 | The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390. Full description at Econpapers || Download paper | |
2022 | Quantile Granger causality between US stock market indices and precious metal prices. (2022). Mighri, Zouheir ; Wang, Yihan ; Sarwar, Suleman ; Ragoubi, Hanen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000460. Full description at Econpapers || Download paper | |
2022 | Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany. (2022). Aslan, Alper ; Kocoglu, Mustafa ; Tunc, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001076. Full description at Econpapers || Download paper | |
2022 | Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264. Full description at Econpapers || Download paper | |
2022 | The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002501. Full description at Econpapers || Download paper | |
2022 | Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075. Full description at Econpapers || Download paper | |
2021 | How does trade policy uncertainty affect agriculture commodity prices?. (2021). Umar, Muhammad ; Mirza, Nawazish ; Su, Chi-Wei ; Sun, Ting-Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000214. Full description at Econpapers || Download paper | |
2022 | Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592. Full description at Econpapers || Download paper | |
2021 | When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343. Full description at Econpapers || Download paper | |
2021 | Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach. (2021). Maitra, Debasish ; Dash, Saumya Ranjan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:397-420. Full description at Econpapers || Download paper | |
2021 | Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers. (2021). Mahadeo, Scott ; Legrenzi, Gabriella D ; Heinlein, Reinhold. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:223-229. Full description at Econpapers || Download paper | |
2022 | Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Kits, Ilya ; Borg, Elin. In: Renewable Energy. RePEc:eee:renene:v:190:y:2022:i:c:p:879-892. Full description at Econpapers || Download paper | |
2021 | Explosive behaviors in Chinese carbon markets: are there price bubbles in eight pilots?. (2021). Salem, Sultan ; Xu, Yingying. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:145:y:2021:i:c:s1364032121003774. Full description at Econpapers || Download paper | |
2021 | The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151. Full description at Econpapers || Download paper | |
2021 | Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356. Full description at Econpapers || Download paper | |
2021 | Fair-weather Friends? Sector-specific volatility connectedness and transmission. (2021). Power, Gabriel ; Vedenov, Dmitry ; Liu, Pan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736. Full description at Econpapers || Download paper | |
2022 | Time-varying geopolitical risk and oil prices. (2022). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:206-221. Full description at Econpapers || Download paper | |
2022 | Investor sentiment spillover effect and market quality in crude oil futures. (2022). Chang, Ya-Kai ; Mo, Wan-Shin ; Chen, Yu-Lun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:177-193. Full description at Econpapers || Download paper | |
2022 | Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770. Full description at Econpapers || Download paper | |
2022 | Time-frequency causality and connectedness between oil price shocks and the world food prices. (2022). Shah, Nida ; Belaid, Fateh ; Guesmi, Khaled ; Raza, Syed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001180. Full description at Econpapers || Download paper | |
2021 | How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212. Full description at Econpapers || Download paper | |
2022 | The Microcosmic Mechanism and Empirical Test of Uncertainty on the Non-Linear Fluctuation of Chinese Grain Prices-Based on the Perspective of Global Economic Policy Uncertainty. (2022). He, Zejun ; Li, Hui ; Hua, Junguo ; Jin, Futong ; Ding, Jing. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:10:p:1526-:d:922474. Full description at Econpapers || Download paper | |
2022 | Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147. Full description at Econpapers || Download paper | |
2021 | The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121. Full description at Econpapers || Download paper | |
2021 | Coal Pricing in China: Is It a Bit Too Crude?. (2021). Li, Raymond ; Broadstock, David. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:3752-:d:580137. Full description at Econpapers || Download paper | |
2021 | A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541. Full description at Econpapers || Download paper | |
2021 | Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6410-:d:651252. Full description at Econpapers || Download paper | |
2022 | The Impact of the Ukrainian War on Stock and Energy Markets: A Wavelet Coherence Analysis. (2022). Basdekis, Charalampos ; Christopoulos, Apostolos ; Katsampoxakis, Ioannis ; Nastas, Vasileios. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:21:p:8174-:d:960865. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Dynamic Co-Movements among Oil Prices and Financial Assets: A Scientometric Analysis. (2022). Marin-Rodriguez, Nini Johana ; Gonzalez-Ruiz, Juan David ; Botero, Sergio Botero. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12796-:d:935756. Full description at Econpapers || Download paper | |
2022 | A Socio-Ecological Approach to Conserve and Manage Riverscapes in Designated Areas: Cases of the Loire River Valley and Dordogne Basin, France. (2022). Riquet, Olivier ; Delaunay, Guillaume ; Guerri, Olivier ; Marmiroli, Bruno ; Cao, Yixin ; Yousry, Lina ; Wantzen, Karl Matthias. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16677-:d:1001787. Full description at Econpapers || Download paper | |
2021 | The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: Working Papers. RePEc:hal:wpaper:halshs-03225070. Full description at Econpapers || Download paper | |
2022 | Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Khuong ; Goutte, Stephane ; Dinh, Theu. In: Working Papers. RePEc:hal:wpaper:halshs-03672469. Full description at Econpapers || Download paper | |
2021 | Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.05. Full description at Econpapers || Download paper | |
2022 | Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine.. (2022). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Dodd, Olga. In: IREA Working Papers. RePEc:ira:wpaper:202204. Full description at Econpapers || Download paper | |
2021 | Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3. Full description at Econpapers || Download paper | |
2021 | Energy prices forecasting using nonlinear univariate models. (2021). Karolak, Zuzanna. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:52:y:2021:i:6:p:577-598. Full description at Econpapers || Download paper | |
2021 | Does the Twin-Deficits doctrine apply to the Gulf Cooperation Council? A dynamic panel VAR-X model approach. (2021). AL-JAHWARI, SALIM ; Said, Salim Ahmed. In: MPRA Paper. RePEc:pra:mprapa:111232. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2013 | Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 35 |
2015 | Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics.(2015) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2013 | Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2013 | Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2016 | Does the volatility of commodity prices reflect macroeconomic uncertainty ? In: Working papers. [Full Text][Citation analysis] | paper | 70 |
2015 | Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2015 | Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2015) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2017 | Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2016 | Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2016 | Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2016 | Does the volatility of commodity prices reflects macroeconomic uncertainty?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2016 | Does the volatility of commodity prices reflects macroeconomic uncertainty?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2017 | Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2018 | Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | Economic and Environmental Implications of Hydropower Concession Renewals: A Case Study in Southern France In: Revue économique. [Full Text][Citation analysis] | article | 1 |
2018 | Economic and environmental implications of hydropower concession renewals: A case study in Southern France.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | On the links between stock and commodity markets volatility In: Working Papers. [Full Text][Citation analysis] | paper | 279 |
2012 | On the links between stock and commodity markets volatility.(2012) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 279 | paper | |
2013 | On the links between stock and commodity markets volatility.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 279 | article | |
2013 | On the links between stock and commodity markets’ volatility.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 279 | paper | |
2011 | On the relationship between forward prices of crude oil and domestic fuel: A panel data cointegration approach In: International Economics. [Full Text][Citation analysis] | article | 1 |
2017 | On the link between current account and oil price fluctuations in diversified economies: The case of Canada In: International Economics. [Full Text][Citation analysis] | article | 8 |
2016 | On the link between current account and oil price fluctuations in diversified economies: The case of Canada.(2016) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | On the link between current account and oil price fluctuations in diversified economies: The case of Canada.(2017) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2017 | On the link between current account and oil price fluctuations in diversified economies : The case of Canada.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2016 | On the link between current account and oil price fluctuation in diversified economies: The case of Canada.(2016) In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2016 | On the link between current account and oil price fluctuation in diversified economies: The case of Canada..(2016) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | On the relationship between forward energy prices: a panel data cointegration approach In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | On the link between forward energy prices: A nonlinear panel cointegration approach In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 21 |
2012 | On the link between forward energy prices: A nonlinear panel cointegration approach.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2012 | Mood-misattribution effect on energy markets: a biorhythm approach In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Energy price transmissions during extreme movements In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | Energy price transmissions during extreme movements.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2013 | Energy price transmissions during extreme movements.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2012 | Is price dynamics homogeneous across Eurozone countries? In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Is price dynamics homogeneous across Eurozone countries?.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Is Price Dynamics Homogeneous Across Eurozone Countries?.(2012) In: Journal of Economic Integration. [Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2013 | Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling. [Full Text][Citation analysis] | article | 21 |
2017 | Multiple bubbles in the European Union Emission Trading Scheme In: Energy Policy. [Full Text][Citation analysis] | article | 9 |
2014 | Multiple bubbles in European Union Emission Trading Scheme.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2014 | Multiple bubbles in European Union Emission Trading Scheme.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2017 | Multiple bubbles in the European Union Emission Trading Scheme.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2017 | Multiple bubbles in the European Union Emission Trading Scheme.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2014 | Uncertainty transmission in commodity markets In: Post-Print. [Citation analysis] | paper | 0 |
2014 | On the link between oil and commodity prices: A panel VAR approach In: Post-Print. [Citation analysis] | paper | 7 |
2013 | On the link between oil and commodity prices: a panel VAR approach.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices? In: Post-Print. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team