4
H index
1
i10 index
44
Citations
Jules Clement Mba : Citation Profile
University of Johannesburg | RESEARCH PRODUCTION: 18 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2018 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Clement Mba. | Is cited by:
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Main data
Where Jules Clement Mba has published?
| Journals with more than one article published | # docs |
|---|---|
| Financial Markets and Portfolio Management | 3 |
| Chaos, Solitons & Fractals | 2 |
| JRFM | 2 |
Recent works citing Jules Clement Mba (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | A comparative analysis of the absolute risk-adjusted performance of South Africa€™s SRI funds before and during the COVID-19 pandemic. (2025). Matenda, Frank Ranganai ; Sibanda, Mabutho ; Winfred, Preston Kyle. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:276-296. Full description at Econpapers || Download paper |
| 2024 | Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches. (2024). Behme, Anita. In: Papers. RePEc:arx:papers:2407.05866. Full description at Econpapers || Download paper |
| 2024 | Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479. Full description at Econpapers || Download paper |
| 2024 | Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223. Full description at Econpapers || Download paper |
| 2025 | Are cryptocurrencies priced in the cross-section? A portfolio approach. (2025). Ekponon, Adelphe ; Assamoi, Vincent K ; Guo, Zihan. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014661. Full description at Econpapers || Download paper |
| 2025 | An innovative fractional grey system model and its application. (2025). Xu, Jie ; Wu, Wen-Ze ; Zhang, Tao ; Xie, Wanli. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:68-79. Full description at Econpapers || Download paper |
| 2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
| 2024 | Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236. Full description at Econpapers || Download paper |
| 2024 | Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory. (2024). Srivastava, Sweksha ; Bansal, Pooja ; Aggarwal, Abha. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10334-7. Full description at Econpapers || Download paper |
| 2025 | Modeling Bitcoin Price Dynamics: Overcoming Kurtosis and Skewness Challenges for Enhanced Predictive Accuracy. (2025). Tamandi, Mostafa. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10652-y. Full description at Econpapers || Download paper |
| 2025 | Stablecoins and credit risk: when do they stop being stable?. (2025). Fantazzini, Dean ; Korobova, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0515. Full description at Econpapers || Download paper |
| 2024 | Is active bitcoin supply decreasing? An empirical analysis. (2024). Ambrosia, Matthew ; Stockwell, Thomas ; Dorrell, John. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09691-w. Full description at Econpapers || Download paper |
Works by Jules Clement Mba:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Asymmetric Connectedness within Cryptocurrency Ecosystem: An asymmetric Power ARCH (APARCH) Approach In: The African Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2023 | Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Grey Lotka–Volterra models with application to cryptocurrencies adoption In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
| 2019 | Modeling cryptocurrencies transaction counts using variable-order Fractional Grey Lotka-Volterra dynamical system In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
| 2022 | Cryptocurrencies and Tokens Lifetime Analysis from 2009 to 2021 In: Economies. [Full Text][Citation analysis] | article | 4 |
| 2022 | A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process In: Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2022 | Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2022 | A Particle Swarm Optimization Copula-Based Approach with Application to Cryptocurrency Portfolio Optimisation In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2023 | Threshold of Depression Measure in the Framework of Sentiment Analysis of Tweets: Managing Risk during a Crisis Period Like the COVID-19 Pandemic In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2022 | On QTAG -Modules Having All N -High Submodules h -Pure In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Behavioral portfolio selection and optimization: an application to international stocks In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 2 |
| 2018 | A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 6 |
| 2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 8 |
| 2022 | Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2020 | Does uncertainty predict cryptocurrency returns? A copula-based approach In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 10 |
| 2020 | Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Risk, Uncertainty and Exchange Rate Behavior in South Africa In: Journal of African Business. [Full Text][Citation analysis] | article | 1 |
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