arfaoui mongi : Citation Profile

Université de Monastir

6

H index

4

i10 index

134

Citations

RESEARCH PRODUCTION:

12

Articles

4

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 10
   Journals where arfaoui mongi has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (1.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1228
   Updated: 2025-12-20    RAS profile: 2023-06-09    
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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 arfaoui mongi.

Is cited by:

Baruník, Jozef (6)

Kočenda, Evžen (6)

Vacha, Lukas (6)

Boubaker, Sabri (4)

Tiwari, Aviral (3)

Salisu, Afees (3)

Billah, Syed (3)

Adekoya, Oluwasegun (3)

Shahzad, Syed Jawad Hussain (3)

Yousaf, Imran (3)

Wong, Wing-Keung (2)

Cites to:

Nguyen, Duc Khuong (26)

Hammoudeh, Shawkat (24)

AROURI, Mohamed (13)

Mensi, walid (11)

Baur, Dirk (11)

Engle, Robert (10)

Chkili, Walid (10)

lucey, brian (10)

Aloui, Chaker (9)

Perron, Pierre (8)

Roubaud, David (7)

Main data

Where arfaoui mongi has published?

Journals with more than one article published# docs
European Journal of Management and Business Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing arfaoui mongi (2025 and 2024)

YearTitle of citing document
2025Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks. (2025). Firouzjaee, Javad T ; Golestani, Amirhossein N ; Khalilian, Pouriya ; Eslamifar, Mohammad. In: Papers. RePEc:arx:papers:2507.09554.

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2024Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India. (2024). Joshith, V P ; Saji, T G ; Binoy, T A ; Sravana, K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-59.

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2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Li, Yang ; Du, Qingfeng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2024Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551.

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2024How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2025Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR. (2025). Lin, Yaoyang ; Sun, Rengui ; Ouyang, Wenpei ; Liu, Baoliu ; Shu, Mingyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:663:y:2025:i:c:s0378437125000950.

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2025Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis. (2025). Umar, Zaghum ; Hadad, Elroi ; Phiri, Andrew ; Teplova, Tamara. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000183.

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2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Rezgui, Hichem ; Tavakkoli, Hamid Raza. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2024A new approach to forecasting Islamic and conventional oil and gas stock prices. (2024). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Oliyide, Johnson Ayobami ; Rajab, Sahel ; Asl, Mahdi Ghaemi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005057.

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2024Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Saâdaoui, Foued ; Belanes, Amel ; Abedin, Mohammad Zoynul ; Saadaoui, Foued. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246.

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2024Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306.

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2024High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001776.

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2025Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets. (2025). Popovi, Saa ; Jovovi, Jelena. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001060.

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2024Hybrid DE-Optimized GPR and NARX/SVR Models for Forecasting Gold Spot Prices: A Case Study of the Global Commodities Market. (2024). Suarez, Sergio Luis ; Fernandez, Pedro Riesgo ; Garcia-Nieto, Paulino Jose ; Valverde, Gregorio Fidalgo ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1039-:d:1367467.

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2025Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis. (2025). Karata, Ali Rauf ; Kazak, Hasan ; Saiti, Buerhan ; Kili, Cneyt ; Akcan, Ahmet Tayfur. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10665-7.

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2024Dynamic Co-movement and Volatility Spillover Effect Between Sukuk and Conventional Bonds: A Comparison Study Between ASEAN and GCC. (2024). Bunyamin, Bunyamin ; Suprihadi, Eddy ; Azizan, Noor Azlinna ; Danila, Nevi. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1655-1673.

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2025Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?. (2025). Jarboui, Anis ; Bouzguenda, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00290-y.

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2025Granger predictability of real oil prices by us money and inflation in Markov-switching regimes. (2025). Gillman, Max ; Çevik, Emrah ; Benk, Szilard ; Dibooglu, Sel ; Cevik, Emrah I. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00305-8.

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2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3.

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2024Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z.

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2025 ESG Meets DeFi: Exploring Time‐Varying Linkages and Portfolio Implications. (2025). Umar, Muhammad ; Naeem, Muhammad Abubakr ; Youssef, Manel ; Ali, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3119-3137.

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Works by arfaoui mongi:

YearTitleTypeCited
2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]		article3
2018On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article7
2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article12
2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold In: Resources Policy.
[Full Text][Citation analysis]		article26
2016Financial market interdependencies: A quantile regression analysis of volatility spillover In: Research in International Business and Finance.
[Full Text][Citation analysis]		article34
2014Financial market interdependencies: a quantile regression analysis of volatility spillover.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2019Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach In: European Journal of Management and Business Economics.
[Full Text][Citation analysis]		article7
2017Oil, gold, US dollar and stock market interdependencies: a global analytical insight In: European Journal of Management and Business Economics.
[Full Text][Citation analysis]		article37
2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2019The global influence of oil futures-prices on Dow Jones Islamic stock indexes In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article1
2020Modeling the volatility of DJIM equity indices: a fundamental analysis using quantile regression In: International Journal of Islamic and Middle Eastern Finance and Management.
[Full Text][Citation analysis]		article0
2015Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice? In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2016Conventional and Islamic stock markets: what about financial performance? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010THE DETERMINANTS OF SYSTEMATIC RISK INTERNATIONAL EVIDENCE FROM THE MACRO FINANCE INTERFACE In: Journal of Advanced Studies in Finance.
[Citation analysis]		article0
2015Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice? In: International Journal of Management and Economics.
[Full Text][Citation analysis]		article3
2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1

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