Amine Lahiani : Citation Profile


Are you Amine Lahiani?

Université d'Orléans

14

H index

15

i10 index

847

Citations

RESEARCH PRODUCTION:

21

Articles

24

Papers

1

Books

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 84
   Journals where Amine Lahiani has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 10 (1.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla575
   Updated: 2021-06-07    RAS profile: 2016-07-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


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:

Shahbaz, Muhammad (26)

GUPTA, RANGAN (24)

Tiwari, Aviral (24)

Salisu, Afees (23)

Nguyen, Duc Khuong (21)

Shahzad, Syed Jawad Hussain (17)

Gil-Alana, Luis (15)

Hammoudeh, Shawkat (15)

Chkili, Walid (14)

Bouri, Elie (14)

Balcilar, Mehmet (12)

Cites to:

Hammoudeh, Shawkat (45)

Nguyen, Duc Khuong (33)

McAleer, Michael (24)

AROURI, Mohamed (20)

Engle, Robert (20)

Granger, Clive (14)

Bollerslev, Tim (14)

Narayan, Paresh (13)

Hamilton, James (9)

lucey, brian (8)

Mignon, Valérie (8)

Main data


Where Amine Lahiani has published?


Journals with more than one article published# docs
Economic Modelling5
Economics Bulletin3
Energy Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School4
Working Papers / HAL4
Post-Print / HAL3
EcoMod2010 / EcoMod2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Amine Lahiani (2021 and 2020)


YearTitle of citing document
2020The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275.

Full description at Econpapers || Download paper

2020Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027.

Full description at Econpapers || Download paper

2021Order flow in the financial markets from the perspective of the Fractional L\{e}vy stable motion. (2021). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2105.02057.

Full description at Econpapers || Download paper

2020What share for gold? On the interaction of gold and foreign exchange reserve returns. (2020). Zulaica, Omar. In: BIS Working Papers. RePEc:bis:biswps:906.

Full description at Econpapers || Download paper

2020Exchange rate volatility and pass?through to inflation in South Africa. (2020). Miyajima, Ken. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:404-418.

Full description at Econpapers || Download paper

2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

Full description at Econpapers || Download paper

2020Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria. (2020). Usman, Nuruddeen ; Shitile, Tersoo Shimonkabir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-37.

Full description at Econpapers || Download paper

2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

Full description at Econpapers || Download paper

2020Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51.

Full description at Econpapers || Download paper

2020The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-41.

Full description at Econpapers || Download paper

2021Asymmetric Effect of Oil Price Change on Inflation: Evidence from Sub Saharan Africa Countries. (2021). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-53.

Full description at Econpapers || Download paper

2021Oil Price and Industrial Growth in Saudi Arabia: Sectoral and Asymmetry Analyses. (2021). Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-2.

Full description at Econpapers || Download paper

2021Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds. (2021). Senjyu, Tomonobu ; Lisin, Anton. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-23.

Full description at Econpapers || Download paper

2020Probabilistic forecasts of time and energy flexibility in battery electric vehicle charging. (2020). Weinhardt, Christof ; Dann, David ; Huber, Julian. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300374.

Full description at Econpapers || Download paper

2021Residual electricity demand: An empirical investigation. (2021). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan ; Catherine, Linh Phuong. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846.

Full description at Econpapers || Download paper

2021Solar energy penetration and volatility transmission to electricity markets—An Australian perspective. (2021). Hasan, Mohammad Z ; Abban, Abdul Rashid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:434-449.

Full description at Econpapers || Download paper

2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

Full description at Econpapers || Download paper

2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

Full description at Econpapers || Download paper

2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

Full description at Econpapers || Download paper

2021Assessing India’s productivity trends and endogenous growth: New evidence from technology, human capital and foreign direct investment. (2021). Ghosh, Taniya ; Parab, Prashant Mehul. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:182-195.

Full description at Econpapers || Download paper

2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

Full description at Econpapers || Download paper

2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

Full description at Econpapers || Download paper

2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

Full description at Econpapers || Download paper

2020Returns, volatility and spillover – A paradigm shift in India?. (2020). Sampath, Aravind ; Dey, Shubhasis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304061.

Full description at Econpapers || Download paper

2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

Full description at Econpapers || Download paper

2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

Full description at Econpapers || Download paper

2020Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach. (2020). Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303275.

Full description at Econpapers || Download paper

2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

Full description at Econpapers || Download paper

2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

Full description at Econpapers || Download paper

2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

Full description at Econpapers || Download paper

2020U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

Full description at Econpapers || Download paper

2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

Full description at Econpapers || Download paper

2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

Full description at Econpapers || Download paper

2020Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatility. (2020). Zarraga, Ainhoa ; Pizarro-Irizar, Cristina ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300888.

Full description at Econpapers || Download paper

2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

Full description at Econpapers || Download paper

2020On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

Full description at Econpapers || Download paper

2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

Full description at Econpapers || Download paper

2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

Full description at Econpapers || Download paper

2020Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900.

Full description at Econpapers || Download paper

2020Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413.

Full description at Econpapers || Download paper

2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

Full description at Econpapers || Download paper

2020Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303170.

Full description at Econpapers || Download paper

2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

Full description at Econpapers || Download paper

2021Volatility 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

2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

Full description at Econpapers || Download paper

2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360.

Full description at Econpapers || Download paper

2020Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

Full description at Econpapers || Download paper

2020Maritime piracy in the Strait of Hormuz and implications of energy export security. (2020). Pratson, Lincoln F ; Shepard, Jun U. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s030142152030135x.

Full description at Econpapers || Download paper

2020Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms. (2020). Zhang, Dayong ; Ji, Qiang ; Li, Jun. In: Energy Policy. RePEc:eee:enepol:v:145:y:2020:i:c:s0301421520304377.

Full description at Econpapers || Download paper

2020Is flexible and dispatchable generation capacity rewarded in electricity futures markets? A multinational impact analysis. (2020). Spodniak, Petr ; Bertsch, Valentin. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220301572.

Full description at Econpapers || Download paper

2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

Full description at Econpapers || Download paper

2021Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979.

Full description at Econpapers || Download paper

2021Analysing 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

2020Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

Full description at Econpapers || Download paper

2020Does Bitcoin still own the dominant power? An intraday analysis. (2020). Ngene, Geoffrey M ; Wang, Jinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301952.

Full description at Econpapers || Download paper

2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

Full description at Econpapers || Download paper

2020Do precious metals act as hedges or safe havens for Chinas financial markets?. (2020). Peng, Xiaofan . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318309462.

Full description at Econpapers || Download paper

2021Economic 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

2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

Full description at Econpapers || Download paper

2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

Full description at Econpapers || Download paper

2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

Full description at Econpapers || Download paper

2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

Full description at Econpapers || Download paper

2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

Full description at Econpapers || Download paper

2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis. (2020). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719302697.

Full description at Econpapers || Download paper

2020Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). Belkacem, Lotfi ; de Peretti, Christian ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215.

Full description at Econpapers || Download paper

2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

Full description at Econpapers || Download paper

2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

Full description at Econpapers || Download paper

2020Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669.

Full description at Econpapers || Download paper

2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

Full description at Econpapers || Download paper

2020Are too many natural resources to blame for the shape of the Environmental Kuznets Curve in resource-based economies?. (2020). Shahbaz, Muhammad ; Lean, Hooi Hooi ; Badeeb, Ramez. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309213.

Full description at Econpapers || Download paper

2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

Full description at Econpapers || Download paper

2020Dynamics and correlation of platinum-group metals spot prices. (2020). Bao, Dun. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301975.

Full description at Econpapers || Download paper

2020A new insight into oil price-inflation nexus. (2020). Raheem, Ibrahim ; Agboola, Yusuf H ; Bello, Ajide Kazeem. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303597.

Full description at Econpapers || Download paper

2020Persistence in silver prices and the influence of solar energy. (2020). Gil-Alana, Luis ; Apergis, Nicholas ; Carmona-Gonzalez, Nieves. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308886.

Full description at Econpapers || Download paper

2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

Full description at Econpapers || Download paper

2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

Full description at Econpapers || Download paper

2021Pass-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

2021Exploring shock and volatility transmission between oil and Chinese industrial raw materials. (2021). Safarzadeh, Omid ; Kirkulak-Uludag, Berna. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310023.

Full description at Econpapers || Download paper

2020Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

Full description at Econpapers || Download paper

2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

Full description at Econpapers || Download paper

2020Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

Full description at Econpapers || Download paper

2020Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Lin, Ling ; Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

Full description at Econpapers || Download paper

2020Modeling the relationship between military spending and stock market development (a) symmetrically in China: An empirical analysis via the NARDL approach. (2020). Zheng, Jiajia ; Kamal, Muhammad Abdul ; Zhao, Xinshun ; Ullah, Assad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437119322678.

Full description at Econpapers || Download paper

2021Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations. (2021). Shahbaz, Muhammad ; Khraief, Naceur ; Bhattacharya, Mita ; Mahalik, Mantu Kumar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s037843712030755x.

Full description at Econpapers || Download paper

2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

Full description at Econpapers || Download paper

2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence. (2020). Salisu, Afees ; Roca, Eduardo ; Liu, Benjamin ; Pham, Quynh Chau . In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:46-68.

Full description at Econpapers || Download paper

2021Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak. (2021). Kumari, Vineeta ; Pandey, Dharen Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:467-483.

Full description at Econpapers || Download paper

2020High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348.

Full description at Econpapers || Download paper

2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

Full description at Econpapers || Download paper

2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

Full description at Econpapers || Download paper

2020Modelling the asymmetric linkages between spot gold prices and African stocks. (2020). Owusu Junior, Peterson ; Tweneboah, George ; Kumah, Seyram Pearl . In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311882.

Full description at Econpapers || Download paper

2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

Full description at Econpapers || Download paper

2021Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609.

Full description at Econpapers || Download paper

2020Can Crude Oil Serve as a Hedging Asset for Underlying Securities?—Research on the Heterogenous Correlation between Crude Oil and Stock Index. (2020). Zhang, Hai ; Du, Ziqing ; Xu, SA. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3139-:d:372639.

Full description at Econpapers || Download paper

2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

Full description at Econpapers || Download paper

2020Dynamic Spillover and Hedging among Carbon, Biofuel and Oil. (2020). Yoon, Seong-Min ; Lee, Yeonjeong . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4382-:d:403869.

Full description at Econpapers || Download paper

2020Energy Prices and COVID-Immunity: The Case of Crude Oil and Natural Gas Prices in the US and Japan. (2020). Aruga, Kentaka ; Nyga-Ukaszewska, Honorata. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6300-:d:453267.

Full description at Econpapers || Download paper

2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management. (2020). Yang, Lu ; Hamori, Shigeyuki ; Tian, Shuairu ; Cai, Xiaojing. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122.

Full description at Econpapers || Download paper

2021Central and Eastern European CO 2 Market—Challenges of Emissions Trading for Energy Companies. (2021). Skrzek-Lubasiska, Magorzata ; Klimczak, Dawid ; Ciesielska-Macigowska, Dorota. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1051-:d:500911.

Full description at Econpapers || Download paper

2020An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:226-:d:419895.

Full description at Econpapers || Download paper

2020Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices. (2020). Chevallier, Julien ; Alqahtani, Abdullah. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:69-:d:344482.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Amine Lahiani:


YearTitleTypeCited
2008Testing for threshold effect in ARFIMA models: Application to US unemployment rate data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper4
2009Testing 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 another version. Agregated cites: 4
article
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]
paper103
2012Forecasting 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 another version. Agregated cites: 103
article
2012Forecasting 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 another version. Agregated cites: 103
paper
2010Forecasting 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 another version. Agregated cites: 103
paper
2010Forecasting 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 another version. Agregated cites: 103
paper
2006Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper0
2006Estimation 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 another version. Agregated cites: 0
article
2011Empirical Investigation of Systemic Risk in the New EU States In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2012More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2011Monetary policy rules for a developing country: Evidence from Pakistan In: Journal of Asian Economics.
[Full Text][Citation analysis]
article5
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]
article150
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 150
paper
2013Does the South African Reserve Bank follow a nonlinear interest rate reaction function? In: Economic Modelling.
[Full Text][Citation analysis]
article3
2014Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries In: Economic Modelling.
[Full Text][Citation analysis]
article13
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]
article102
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach In: Economic Modelling.
[Full Text][Citation analysis]
article68
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]
article20
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]
article20
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]
article75
2014Asymmetric 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 another version. Agregated cites: 75
paper
2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article27
2012Long 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]
article99
2013Long 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 another version. Agregated cites: 99
paper
2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article15
2014Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15
paper
2014A threshold vector autoregression model of exchange rate pass-through in Mexico In: Research in International Business and Finance.
[Full Text][Citation analysis]
article23
2014A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2010Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2010A Macro-econometric Model for the Economy of Lesotho In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2011Monetary Policy after the Crisis In: SUERF Studies.
[Full Text][Citation analysis]
book3
2014Understanding return and volatility spillovers among major agricultural commodities In: Working Papers.
[Full Text][Citation analysis]
paper21
2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Working Papers.
[Full Text][Citation analysis]
paper7
2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
[Full Text][Citation analysis]
paper24
2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2010Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
paper1
2010Money 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 another version. Agregated cites: 1
paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: NIPE Working Papers.
[Full Text][Citation analysis]
paper60
2008Modèls Garch à la mémoire longue: application aux taux de change tunisiens In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Estimation and evaluation of core inflation measures In: Applied Economics.
[Full Text][Citation analysis]
article2
2015TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA In: Region et Developpement.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team