Duc Khuong Nguyen : Citation Profile

Are you Duc Khuong Nguyen?

Institut de Préparation à l'Administration et à la Gestion (IPAG)

30

H index

63

i10 index

3091

Citations

RESEARCH PRODUCTION:

101

Articles

89

Papers

1

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 181
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 811.    Total self citations: 84 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png97
   Updated: 2020-05-23    RAS profile: 2020-04-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hammoudeh, Shawkat (25)

Sousa, Ricardo (13)

Bekiros, Stelios (10)

Mensi, walid (10)

Uddin, Gazi (10)

Lahiani, Amine (10)

Reboredo, Juan (7)

AROURI, Mohamed (7)

Chkili, Walid (6)

Ajmi, Ahdi Noomen (5)

GUPTA, RANGAN (5)

Paltalidis, Nikos (5)

Walther, Thomas (4)

Aloui, Chaker (4)

Balcilar, Mehmet (4)

Yoon, Seong-Min (3)

Sévi, Benoît (3)

El Montasser, Ghassen (3)

BEN AISSA, Mohamed (3)

Sensoy, Ahmet (3)

Guesmi, Khaled (2)

Wohar, Mark (2)

OMRI, Anis (2)

Chevallier, Julien (2)

Demirer, Riza (2)

Aloui, Riadh (2)

Goutte, Stéphane (2)

Teulon, Frédéric (2)

BenSaïda, Ahmed (2)

Lean, Hooi Hooi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen.

Is cited by:

GUPTA, RANGAN (123)

Tiwari, Aviral (76)

Filis, George (67)

GUESMI, Khaled (59)

Shahzad, Syed Jawad Hussain (59)

Shahbaz, Muhammad (54)

Guesmi, Khaled (53)

Degiannakis, Stavros (53)

Bouri, Elie (51)

Yoon, Seong-Min (48)

Ratti, Ronald (43)

Cites to:

Hammoudeh, Shawkat (136)

McAleer, Michael (86)

AROURI, Mohamed (84)

Engle, Robert (66)

Bekaert, Geert (54)

Harvey, Campbell (51)

Bollerslev, Tim (50)

Hamilton, James (49)

Ratti, Ronald (38)

Baur, Dirk (35)

Kilian, Lutz (34)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics12
Economic Modelling9
Journal of International Financial Markets, Institutions and Money9
Applied Economics8
Economics Bulletin6
Energy Policy5
Journal of International Money and Finance4
Journal of Banking & Finance4
Emerging Markets Review3
Applied Financial Economics3
European Journal of Operational Research2
Journal of Forecasting2
Applied Economics Letters2
European Journal of Comparative Economics2
Journal of Economic Dynamics and Control2
Resources Policy2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School34
Post-Print / HAL12
MPRA Paper / University Library of Munich, Germany12
Working Papers / HAL12
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3
Working Papers on Finance / University of St. Gallen, School of Finance2

Recent works citing Duc Khuong Nguyen (2020 and 2019)

YearTitle of citing document
2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:2:p:27-45.

Full description at Econpapers || Download paper

2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:27-45.

Full description at Econpapers || Download paper

2019Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/078.

Full description at Econpapers || Download paper

2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092.

Full description at Econpapers || Download paper

2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

Full description at Econpapers || Download paper

2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

Full description at Econpapers || Download paper

2019Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/078.

Full description at Econpapers || Download paper

2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092.

Full description at Econpapers || Download paper

2020New Insight into the Causal Linkage between Economic Expansion, FDI, Coal consumption, Pollutant emissions and Urbanization in South Africa. (2020). Bekun, Festus V ; Joshua, Udi ; Sarkodie, Samuel A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/011.

Full description at Econpapers || Download paper

2018The role of economic growth and energy consumption on CO2 emissions in E7 countries. (2018). doğan, buhari ; Deer, Osman ; Doan, Buhari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:231-246.

Full description at Econpapers || Download paper

2019Exchange rate regimes and its impact on growth: An empirical analysis of BRICS countries. (2019). Rao, Babu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:157-172.

Full description at Econpapers || Download paper

2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

Full description at Econpapers || Download paper

2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

Full description at Econpapers || Download paper

2018Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609.

Full description at Econpapers || Download paper

2018Time-Varying Copula Modelling Between Malaysia and Major Stock Markets. (2018). Ismail, Noriszura ; Ab, Ruzanna ; Aminuddin, Nurul Hanis. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:646-652.

Full description at Econpapers || Download paper

2017Biased Risk Parity with Fractal Model of Risk. (2017). Drozdov, Ilia ; Kamenshchikov, Sergey . In: Papers. RePEc:arx:papers:1703.09667.

Full description at Econpapers || Download paper

2018Investor Reaction to Financial Disclosures Across Topics: An Application of Latent Dirichlet Allocation. (2018). Prollochs, Nicolas ; Feuerriegel, Stefan. In: Papers. RePEc:arx:papers:1805.03308.

Full description at Econpapers || Download paper

2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

Full description at Econpapers || Download paper

2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

Full description at Econpapers || Download paper

2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

Full description at Econpapers || Download paper

2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

Full description at Econpapers || Download paper

2018The transmission of liquidity shocks via Chinas segmented money market: evidence from recent market events. (2018). Lu, Ruoxi ; Leatham, David ; Bessler, David. In: Papers. RePEc:arx:papers:1811.08949.

Full description at Econpapers || Download paper

2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

Full description at Econpapers || Download paper

2019Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952.

Full description at Econpapers || Download paper

2019Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04015.

Full description at Econpapers || Download paper

2019Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328.

Full description at Econpapers || Download paper

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

2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

Full description at Econpapers || Download paper

2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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

2020Mapping Coupled Time-series Onto Complex Network. (2020). Ardalankia, Jamshid ; Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar. In: Papers. RePEc:arx:papers:2004.13536.

Full description at Econpapers || Download paper

2020Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Curran, Michael ; Zalla, Ryan. In: Papers. RePEc:arx:papers:2005.03204.

Full description at Econpapers || Download paper

2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

Full description at Econpapers || Download paper

2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

Full description at Econpapers || Download paper

2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

Full description at Econpapers || Download paper

2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

Full description at Econpapers || Download paper

2020Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23.

Full description at Econpapers || Download paper

2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

Full description at Econpapers || Download paper

2019The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6.

Full description at Econpapers || Download paper

2017Earnings Quality: A Missing Link between Corporate Governance and Firm Value. (2017). Bhatti, Arshad ; Raheman, Abdul ; Latif, Khalid . In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:2:p:255-280.

Full description at Econpapers || Download paper

2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

Full description at Econpapers || Download paper

2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

Full description at Econpapers || Download paper

2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

Full description at Econpapers || Download paper

2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

Full description at Econpapers || Download paper

2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

Full description at Econpapers || Download paper

2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

Full description at Econpapers || Download paper

2018What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?. (2018). Andres, Giron ; Victor, Giron ; Eduardo, Giron Luis ; Paola, Sierra Lya. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:4:p:9:n:4.

Full description at Econpapers || Download paper

2018Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach. (2018). Di Lascio, F. Marta L. ; Righetti, Maurizio ; Menapace, Andrea ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps53.

Full description at Econpapers || Download paper

2017THE EFFECTS OF THE ECONOMIC CRISIS ON EUROPEAN FINANCIAL INTEGRATION AND ECONOMIC GROWTH. (2017). Otilia-Roxana, Oprea. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:4:p:256-264.

Full description at Econpapers || Download paper

2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

Full description at Econpapers || Download paper

2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

Full description at Econpapers || Download paper

2019CO2 Emissions and GDP: Evidence from China. (2019). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Claudio-Quiroga, Gloria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7881.

Full description at Econpapers || Download paper

2019Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7925.

Full description at Econpapers || Download paper

2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

Full description at Econpapers || Download paper

2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

Full description at Econpapers || Download paper

2019Wholesale fuel price adjustment in Poland: examination of competi-tive performance. (2019). Bejger, Sylwester. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:4:p:385-412.

Full description at Econpapers || Download paper

2018Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?. (2018). Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0046.

Full description at Econpapers || Download paper

2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

Full description at Econpapers || Download paper

2018United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2018). Salisu, Afees. In: Working Papers. RePEc:cui:wpaper:0049.

Full description at Econpapers || Download paper

2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

Full description at Econpapers || Download paper

2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061.

Full description at Econpapers || Download paper

2019Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-19.

Full description at Econpapers || Download paper

2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

Full description at Econpapers || Download paper

2018Asymmetric responses of CO2 emissions to oil price shocks in China: a non-linear ARDL approach. (2018). Zaghdoudi, Taha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00274.

Full description at Econpapers || Download paper

2018Time-Frequency varying beta estimation -a continuous wavelets approach-. (2018). Mestre, Roman ; Terraza, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00401.

Full description at Econpapers || Download paper

2019Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?. (2019). Alqahtani, Abdullah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00909.

Full description at Econpapers || Download paper

2019Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2019). Ferreiro, Javier Ojea. In: Working Paper Series. RePEc:ecb:ecbwps:20192296.

Full description at Econpapers || Download paper

2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

Full description at Econpapers || Download paper

2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

Full description at Econpapers || Download paper

2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

Full description at Econpapers || Download paper

2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

Full description at Econpapers || Download paper

2018The Impact of Oil Revenue Shocks on the Volatility of Iran’s Stock Market Return. (2018). Fallahi, Firouz ; Asgharpour, Hossein ; Fazlzadeh, Alireza ; Davoudi, Sina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-13.

Full description at Econpapers || Download paper

2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

Full description at Econpapers || Download paper

2018Dynamics of Canadian Oil Price and its Impact on Exchange Rate and Stock Market.. (2018). Alzyoud, Hussein ; Basso, Michael Glenn ; Wang, Eric Zengxiang . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-16.

Full description at Econpapers || Download paper

2018Forecasting Natural Gas: A Literature Survey. (2018). Tamba, Jean Gaston ; Njomo, Donatien ; Soldo, Bozidar ; Nsouandele, Jean Luc ; Koffi, Francis Djanna ; Sapnken, Emmanuel Flavian ; Essiane, Salome Ndjakomo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-28.

Full description at Econpapers || Download paper

2018The Relationship between Foreign Direct Investment, Electricity Consumption and Economic Growth in Vietnam. (2018). Long, Pham Dinh ; Ha, Duong Tien ; Ngoc, Bui Hoang. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-31.

Full description at Econpapers || Download paper

2018Oil Prices and Stock Market Returns in Oil Exporting Countries: Evidence from Saudi Arabia. (2018). Khamis, Reem ; Hamdan, Allam ; Anasweh, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-36.

Full description at Econpapers || Download paper

2018Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-39.

Full description at Econpapers || Download paper

2018Relationship between Crude Oil Prices and Stock Market: Evidence from India. (2018). Sharma, Ankit ; Shetty, Vishwaroop ; Surange, Sujeet ; Vardhan, Harsh ; Giri, Sasmita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-41.

Full description at Econpapers || Download paper

2018Investigating Volatility in Saudi Arabia Crude Oil Prices and its impact on oil Stock Market. (2018). Tong, Shu ; Zaid, Hussain ; Majdy, Mohammed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-42.

Full description at Econpapers || Download paper

2019Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?. (2019). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-23.

Full description at Econpapers || Download paper

2019Testing the Environmental Kuznets Curve in Egypt: Role of Foreign Investment and Trade. (2019). Fawaz, Mahmoud Mohamad ; Yousef, Tarek Tawfik ; Furqan, Maham ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-25.

Full description at Econpapers || Download paper

2019Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis. (2019). Khan, Aftab Parvez ; Azmi, Wajahat ; Ali, Mohsin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-28.

Full description at Econpapers || Download paper

2019Global Emissions: A New Contribution from the Shadow Economy. (2019). Canh, Nguyen ; Thanh, Lai Trung ; Bensemann, JO ; Schinckus, Christophe ; Dinhthanh, SU. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-36.

Full description at Econpapers || Download paper

2019The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27.

Full description at Econpapers || Download paper

2019The Causality Relationship between Economic Growth and Energy Consumption in The World’s top Energy Consumers. (2019). Almozaini, Majed S. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-6.

Full description at Econpapers || Download paper

2019The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries. (2019). Ahmad, Shabbir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-06-54.

Full description at Econpapers || Download paper

2020Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-58.

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

2017The effect of the US subprime crisis on Canadian banks. (2017). Bandyopadhyay, Satiprasad ; Kennedy, Duane ; Jha, Ranjini. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:58-74.

Full description at Econpapers || Download paper

2017Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:201-212.

Full description at Econpapers || Download paper

2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

Full description at Econpapers || Download paper

2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

Full description at Econpapers || Download paper

2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

Full description at Econpapers || Download paper

2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

Full description at Econpapers || Download paper

2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

Full description at Econpapers || Download paper

2019Examining the spatial variations of determinants of energy-related CO2 emissions in China at the city level using Geographically Weighted Regression Model. (2019). Feng, Kuishuang ; Fang, Chuanglin ; Shi, Chenyi ; Wang, Shaojian. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:95-105.

Full description at Econpapers || Download paper

2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

Full description at Econpapers || Download paper

2019A novel GDP prediction technique based on transfer learning using CO2 emission dataset. (2019). Muhuri, Pranab K ; Kumar, Sandeep. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:65.

Full description at Econpapers || Download paper

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

Duc Khuong Nguyen has edited the books:

YearTitleTypeCited

Works by Duc Khuong Nguyen:

YearTitleTypeCited
2016Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics.
[Full Text][Citation analysis]		article15
2016Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting In: The World Economy.
[Full Text][Citation analysis]		article2
2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article16
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2007Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2008DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
[Full Text][Citation analysis]		paper13
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
[Full Text][Citation analysis]		paper5
2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]		paper82
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: 82		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: 82		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: 82		paper
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
[Full Text][Citation analysis]		paper177
2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		article
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper38
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		article
2008More on corporate diversification, firm size and value creation In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2008An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2009Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2011Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2017Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2019Cojumps and asset allocation in international equity markets.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]		article111
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: 111		paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article15
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article60
2013Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling.
[Full Text][Citation analysis]		article34
2014Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling.
[Full Text][Citation analysis]		article81
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article78
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: 78		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: 78		paper
2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling.
[Full Text][Citation analysis]		article10
2017Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling.
[Full Text][Citation analysis]		article4
2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
[Full Text][Citation analysis]		article0
2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems.
[Full Text][Citation analysis]		article29
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article20
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article7
2016Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article112
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article21
2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article27
2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]		article150
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
[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]		article18
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: 18		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
[Full Text][Citation analysis]		article125
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125		paper
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
[Full Text][Citation analysis]		article17
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article89
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
[Full Text][Citation analysis]		article41
2014What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article12
2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
[Full Text][Citation analysis]		article44
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article25
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
[Full Text][Citation analysis]		article0
2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
[Full Text][Citation analysis]		article25
2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy.
[Full Text][Citation analysis]		article165
2010Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165		paper
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]		article64
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: 64		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
[Full Text][Citation analysis]		article43
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2015Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy.
[Full Text][Citation analysis]		article44
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article35
2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article28
2014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article48
2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article20
2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24		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]		article20
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article17
2017On the robustness of week-day effect to error distributional assumption: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2018Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article193
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article87
2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
[Full Text][Citation analysis]		article24
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article12
2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article45
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]		article80
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: 80		paper
2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article26
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance.
[Full Text][Citation analysis]		article48
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2002Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2009Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets In: Managerial Finance.
[Full Text][Citation analysis]		article12
2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article2
2016Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis In: Post-Print.
[Citation analysis]		paper6
2014Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2015Energy markets׳ financialization, risk spillovers, and pricing models In: Post-Print.
[Citation analysis]		paper4
2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Post-Print.
[Full Text][Citation analysis]		paper0
2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach.(2016) In: Bankers, Markets & Investors.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2019Handbook of Energy Finance In: Post-Print.
[Citation analysis]		paper0
2019Handbook of Energy Finance.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Energy and environment: Transition models and new policy challenges in the post Paris Agreement In: Post-Print.
[Citation analysis]		paper0
2018Energy Challenges in an Uncertain World In: Post-Print.
[Citation analysis]		paper0
2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers.
[Full Text][Citation analysis]		paper7
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2013On the relationship between world oil prices and GCC stock markets In: Working Papers.
[Full Text][Citation analysis]		paper9
2012On the Relationship between World Oil Prices and GCC Stock Markets.(2012) In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2018Dynamic connectedness of global currencies: a conditional Granger-causality approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2008The global and regional factors in the volatility of emerging sovereign bond markets In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]		article0
2010Stock returns and oil price fluctuations: short and long-run analysis in the GCC context In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]		article2
2013Regional integration of stock markets in Southeast Europe In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
[Full Text][Citation analysis]		paper4
2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach In: Working Papers.
[Full Text][Citation analysis]		paper5
2014Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Corporate performance of privatized firms in Vietnam In: Working Papers.
[Full Text][Citation analysis]		paper3
2014The short- and long-term performance of privatization initial public offerings in Europe In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Time-scale comovement between the Indian and world stock markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Understanding return and volatility spillovers among major agricultural commodities In: Working Papers.
[Full Text][Citation analysis]		paper21
2014Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets In: Working Papers.
[Full Text][Citation analysis]		paper6
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper44
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		article
2014Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries In: Working Papers.
[Full Text][Citation analysis]		paper35
2014China’s Monetary Policy and Commodity Prices In: Working Papers.
[Full Text][Citation analysis]		paper13
2014US Monetary Policy and Commodity Sector Prices In: Working Papers.
[Full Text][Citation analysis]		paper18
2014Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period In: Working Papers.
[Full Text][Citation analysis]		paper16
2014Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2014What explains the short In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
[Full Text][Citation analysis]		paper21
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: 21		paper
2018Governance issues in business and finance in the wake of the global financial crisis In: Journal of Management & Governance.
[Full Text][Citation analysis]		article0
2016Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article5
2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article3
2016Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article0
2017Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article0
2016Assessing the effects of unconventional monetary policy on pension funds risk incentives In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2018Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2020Modeling and forecasting commodity market volatility with long‐term economic and financial variables.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
[Citation analysis]		paper3
2019Dynamic integration and network structure of the EMU sovereign bond markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2019Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2010The comovements in international stock markets: new evidence from Latin American emerging countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article15
2010Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2013Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
[Full Text][Citation analysis]		article9
2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period In: Applied Economics.
[Full Text][Citation analysis]		article53
2014On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach In: Applied Economics.
[Full Text][Citation analysis]		article5
2015Responses of international stock markets to oil price surges: a regime-switching perspective In: Applied Economics.
[Full Text][Citation analysis]		article8
2017Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: Applied Economics.
[Full Text][Citation analysis]		article3
2017The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India In: Applied Economics.
[Full Text][Citation analysis]		article3
2018Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach In: Applied Economics.
[Full Text][Citation analysis]		article2
2018Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach In: Applied Economics.
[Full Text][Citation analysis]		article3
2018The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2018Value‐at‐risk under market shifts through highly flexible models In: Journal of Forecasting.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team