Khaled Mokni : Citation Profile


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22

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   5 years (2015 - 2020). See details.
   Cites by year: 4
   Journals where Khaled Mokni has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 3 (12 %)

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   Permalink: http://citec.repec.org/pmo1146
   Updated: 2020-09-14    RAS profile: 2020-08-27    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Khaled Mokni.

Is cited by:

Baum, Christopher (3)

HALKOS, GEORGE (2)

Chen, Liyuan (2)

Zerilli, Paola (2)

Wang, Yudong (1)

Zhang, Yue-Jun (1)

Baruník, Jozef (1)

Mora-Valencia, Andrés (1)

Chevallier, Julien (1)

Charfeddine, Lanouar (1)

He, Ling-Yun (1)

Cites to:

Bollerslev, Tim (14)

AROURI, Mohamed (13)

Fouquau, Julien (8)

Reboredo, Juan (8)

Nguyen, Duc Khuong (6)

Ratti, Ronald (6)

Hammoudeh, Shawkat (6)

Engle, Robert (5)

Narayan, Paresh (4)

Basher, Syed (4)

Rockinger, Michael (4)

Main data


Where Khaled Mokni has published?


Journals with more than one article published# docs
Journal of Multinational Financial Management2

Recent works citing Khaled Mokni (2020 and 2019)


YearTitle of citing document
2019Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. (2019). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952.

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2019Value-at-risk methodologies for effective energy portfolio risk management. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:197-212.

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2019Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2020The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc Hong. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2019Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220.

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2020Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach Abstract: This study investigates both the constant and time-varying conditional dependency between crude oil a. (2020). Hung, Ngo Thai. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:62-86.

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2019Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. (2019). Chevallier, Julien ; Xie, Rui ; Ye, Shunxin ; Zhu, Bangzhu. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2982-0.

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Works by Khaled Mokni:


YearTitleTypeCited
2018On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries In: Journal of Behavioral and Experimental Finance.
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2015Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach In: Energy Economics.
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article19
2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach In: Journal of Multinational Financial Management.
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article1
2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach In: Journal of Multinational Financial Management.
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article1
2019Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach In: The Quarterly Review of Economics and Finance.
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article1
2019Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries? In: Economies.
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article0
2015Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market In: International Journal of Economics and Empirical Research (IJEER).
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article0
2018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS In: Annals of Financial Economics (AFE).
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article0

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