16
H index
17
i10 index
1251
Citations
Université d'Orléans | 16 H index 17 i10 index 1251 Citations RESEARCH PRODUCTION: 21 Articles 24 Papers 1 Books RESEARCH ACTIVITY: 10 years (2006 - 2016). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pla575 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Amine Lahiani. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 5 |
Economics Bulletin | 3 |
Energy Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / HAL | 4 |
Working Papers / Department of Research, Ipag Business School | 4 |
Post-Print / HAL | 3 |
EcoMod2010 / EcoMod | 2 |
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans | 2 |
Year | Title of citing document |
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2023 | ??????? ????????? ??? ?? ??????-????????? ????????? (???) ?? ????????: ???? ??????????. // The impact of the increase in prices for fuels and lubricants on inflation: the experience of Kazakhstan.. (2023). Сейдахметов Ансар // Seidakhmetov Ansar, ; Чернявский Денис // Chernyavskiy Denis, . In: Working Papers. RePEc:aob:wpaper:44. Full description at Econpapers || Download paper |
2023 | Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093. Full description at Econpapers || Download paper |
2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper |
2023 | A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3. Full description at Econpapers || Download paper |
2023 | Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58. Full description at Econpapers || Download paper |
2023 | Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54. Full description at Econpapers || Download paper |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. 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 | Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea. (2023). Shin, Woongjae ; Kwon, Janghan. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002598. Full description at Econpapers || Download paper |
2023 | Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers || Download paper |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper |
2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper |
2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper |
2023 | Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054. Full description at Econpapers || Download paper |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper |
2023 | The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China. (2023). Chen, Guangkun ; Liu, Xiaoxing ; Tang, Chun. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s0360544223012811. Full description at Econpapers || Download paper |
2023 | Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x. Full description at Econpapers || Download paper |
2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper |
2023 | Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290. Full description at Econpapers || Download paper |
2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper |
2023 | Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101. Full description at Econpapers || Download paper |
2023 | Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387. Full description at Econpapers || Download paper |
2023 | Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134. Full description at Econpapers || Download paper |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper |
2023 | Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582. Full description at Econpapers || Download paper |
2023 | The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727. Full description at Econpapers || Download paper |
2023 | The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946. Full description at Econpapers || Download paper |
2023 | Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381. Full description at Econpapers || Download paper |
2023 | Dependence structures among geopolitical risks, energy prices, and carbon emissions prices. (2023). Gözgör, Giray ; Gozgor, Giray ; Albasu, Joseph ; Soliman, Alaa M ; Lau, Chi Keung. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003148. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. (2023). Yousaf, Imran ; Ijaz, Muhammad Shahzad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003835. 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 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper |
2023 | In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332. Full description at Econpapers || Download paper |
2023 | Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217. Full description at Econpapers || Download paper |
2023 | Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409. Full description at Econpapers || Download paper |
2023 | What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028. Full description at Econpapers || Download paper |
2023 | Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x. Full description at Econpapers || Download paper |
2023 | The dynamic relationships between carbon prices and policy uncertainties. (2023). Wojewodzki, Michal ; Sharma, Satish ; Cai, Yifei ; Liu, Xiaoqin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162523000100. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Asymmetric Price Transmission between Crude Oil and the US Gasoline Market. (2023). Chidmi, Benaissa ; Kamyabi, Najmeh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:326-:d:1191335. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103. Full description at Econpapers || Download paper |
2023 | Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y. Full description at Econpapers || Download paper |
2023 | Does an asymmetric nexus exist between exports and economic growth in Pakistan? Recent evidence from a nonlinear ARDL approach. (2023). Cheema, Ahmed Raza ; Sial, Maqbool H ; Saleem, Adeel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09426-z. Full description at Econpapers || Download paper |
2023 | The effects of two benchmarks on Russian crude oil prices. (2023). Berument, Hakan M ; Dogan, Nukhet ; Sahin, Goktug. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09441-0. Full description at Econpapers || Download paper |
2023 | Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6. 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 | External Shocks and Their Transmission Channels in Nigeria: A Dynamic Stochastic General Equilibrium Approach. (2023). Yinusa, Dauda Olalekan ; Ojeyinka, Titus Ayobami. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:1:p:132-153. Full description at Econpapers || Download paper |
2023 | Modelling Simultaneous Relationships Between Human Development, Energy, and Environment: Fresh Evidence from Panel Quantile Regression. (2023). Kocoglu, Mustafa ; Banday, Umer Jeelanie. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00921-2. Full description at Econpapers || Download paper |
2023 | Institutional governance and quality of life: evidence from developing countries. (2023). M. M. K. Toufique, ; Kibria, Md Golam. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00458-9. Full description at Econpapers || Download paper |
2023 | Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882. Full description at Econpapers || Download paper |
2023 | Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2607-2619. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Testing for threshold effect in ARFIMA models: Application to US unemployment rate data In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 10 |
2009 | Testing for threshold effect in ARFIMA models: Application to US unemployment rate data.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers. [Full Text][Citation analysis] | paper | 116 |
2012 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
2012 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2010 | Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2006 | Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte.(2006) In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2011 | Empirical Investigation of Systemic Risk in the New EU States In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2012 | Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2011 | Monetary policy rules for a developing country: Evidence from Pakistan In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 7 |
2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling. [Full Text][Citation analysis] | article | 215 |
2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
2013 | Does the South African Reserve Bank follow a nonlinear interest rate reaction function? In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2014 | Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
2015 | World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling. [Full Text][Citation analysis] | article | 160 |
2013 | World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2014 | World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2016 | Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach In: Economic Modelling. [Full Text][Citation analysis] | article | 109 |
2013 | On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics. [Full Text][Citation analysis] | article | 29 |
2013 | On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2015 | An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics. [Full Text][Citation analysis] | article | 49 |
2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy. [Full Text][Citation analysis] | article | 132 |
2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2015 | A 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. [Full Text][Citation analysis] | article | 37 |
2012 | Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 113 |
2013 | Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2016 | Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 24 |
2014 | Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2014 | A threshold vector autoregression model of exchange rate pass-through in Mexico In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 28 |
2014 | A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010. [Full Text][Citation analysis] | paper | 3 |
2010 | A Macro-econometric Model for the Economy of Lesotho In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
2011 | Monetary Policy after the Crisis In: SUERF Studies. [Full Text][Citation analysis] | book | 3 |
2014 | Understanding return and volatility spillovers among major agricultural commodities In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2014 | Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2014 | Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers. [Full Text][Citation analysis] | paper | 34 |
2014 | Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2010 | Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 1 |
2010 | Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Energy prices and CO2 emission allowance prices: A quantile regression approach In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 88 |
2008 | Modèls Garch à la mémoire longue: application aux taux de change tunisiens In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Estimation and evaluation of core inflation measures In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2015 | TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA In: Region et Developpement. [Full Text][Citation analysis] | article | 2 |
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