34
H index
69
i10 index
3821
Citations
Institut de Préparation à l'Administration et à la Gestion (IPAG) (85% share) | 34 H index 69 i10 index 3821 Citations RESEARCH PRODUCTION: 112 Articles 104 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2020 | New Insight into the Causal Linkage between Economic Expansion, FDI, Coal consumption, Pollutant emissions and Urbanization in South Africa. (2020). Bekun, Festus ; Sarkodie, Samuel A ; Joshua, Udi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/011. Full description at Econpapers || Download paper | |
2020 | New 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 | |
2020 | Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300. Full description at Econpapers || Download paper | |
2020 | The dependence and dynamic correlation between Islamic and conventional insurances and stock market: A multivariate short memory approach. (2020). el Abed, Riadh ; el Ansari, Rym Charef. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:213-222. Full description at Econpapers || Download paper | |
2020 | Sanction 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 | |
2020 | The 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 | |
2020 | Sector 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 | |
2020 | Copula-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 | |
2020 | Turn-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 | |
2020 | Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536. Full description at Econpapers || Download paper | |
2020 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
2020 | iConVis: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans. (2020). Zhang, Jiawan ; Cheng, Dawei ; Wu, Junqi ; LI, Runlin ; Niu, Zhibin . In: Papers. RePEc:arx:papers:2006.09542. Full description at Econpapers || Download paper | |
2020 | The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838. Full description at Econpapers || Download paper | |
2020 | The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472. Full description at Econpapers || Download paper | |
2020 | Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739. Full description at Econpapers || Download paper | |
2020 | Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227. Full description at Econpapers || Download paper | |
2020 | Stock 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 | |
2020 | The 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 | |
2020 | Corporate Governance and Cash Holdings in Hospitality Firms: Do Board Characteristics Matter?. (2020). Lau, Wee-Yeap ; Kwan, Jing-Hui. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:816-832. Full description at Econpapers || Download paper | |
2020 | Do 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 | |
2020 | Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures. (2020). Guillermo, Benavides . In: Working Papers. RePEc:bdm:wpaper:2020-10. Full description at Econpapers || Download paper | |
2020 | What share for gold? On the interaction of gold and foreign exchange reserve returns. (2020). Zulaica, Omar. In: BIS Working Papers. RePEc:bis:biswps:906. Full description at Econpapers || Download paper | |
2020 | Institutional ownership, crossâ€shareholdings and corporate cash reserves in Japan. (2020). Rahman, Nahid ; Nguyen, Pascal. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1175-1207. Full description at Econpapers || Download paper | |
2020 | Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402. Full description at Econpapers || Download paper | |
2020 | Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets. (2020). de Oliveira, Erick Meira ; Fogliano, Felipe Arias ; Gusmo, Rodrigo Goyannes ; Cyrino, Fernando Luiz ; Klotzle, Marcelo Cabus ; Orsato, Renato J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:682-697. Full description at Econpapers || Download paper | |
2020 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2020). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_022. Full description at Econpapers || Download paper | |
2020 | Correlation Analysis of Stock Market and Fund Market Based on M-Copula-EGARCH-M-GED Model. (2020). Hongjun, Wang ; Ruihua, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:240-252:n:3. Full description at Econpapers || Download paper | |
2020 | On 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 | |
2020 | Über die drohende Entankerung der Inflationserwartungen in der Eurozone und die Handlungsspielräume der EZB. (2020). Wollmershäuser, Timo ; Wollmershauser, Timo ; Mohrle, Sascha. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:10:p:30-32. Full description at Econpapers || Download paper | |
2020 | The impact of total factor productivity on energy consumption and CO2 emissions in G20 countries. (2020). Tzeremes, Panayiotis. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00408. Full description at Econpapers || Download paper | |
2020 | Interaction Between Environmental Kuznet Curve and Urban Environment Transition Hypotheses in Malaysia. (2020). Yasmin, Tahira ; Othman, Nor Salwati ; Bekhet, Hussain Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-51. Full description at Econpapers || Download paper | |
2020 | Crude 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 | |
2020 | Long 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 | |
2020 | An Empirical Analysis of Factors Affecting Renewable Energy Consumption in Association of Southeast Asian Nations-4 Countries. (2020). Kumaran, Vikniswari Vija ; Mohamad, Zam Zuriyati ; Abdullah, Hussin ; Khan, Farman Ullah ; Ridzuan, Abdul Rahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-7. Full description at Econpapers || Download paper | |
2020 | Wavelet Analysis of Renewable, Non-renewable Energy Consumption and Environmental Degradation as a Precursor to Economic Growth: Evidence from Malaysia. (2020). Ahmad, Mohd Shahril ; Soetrisno, Fathan K ; Kamarulzaman, Rashidah ; Ali, Azlan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-22. Full description at Econpapers || Download paper | |
2020 | Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51. Full description at Econpapers || Download paper | |
2020 | Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21. Full description at Econpapers || Download paper | |
2020 | Long Run Association of Oil Prices and Stock Prices: A Case of Indonesia. (2020). Alqahtani, Hassan Ali ; Srinivasa, Venkata Sai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-70. Full description at Econpapers || Download paper | |
2020 | Estimating the Impact of Energy Consumption on Carbon Emissions Using Environmental Kuznets Curve. (2020). Polyakova, Aleksandra G ; Dmitriy, Zavyalov ; Dalish, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-72. Full description at Econpapers || Download paper | |
2020 | The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-41. Full description at Econpapers || Download paper | |
2020 | Investments in Energy Conservation: Policy Implications for Pakistan. (2020). Hina, Hafsa ; Anwar, Saba ; Aquino, Perfecto G ; Abbas, Muzaffar ; Khan, Muhammad Ibrahim ; Sultan, Fahad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-85. Full description at Econpapers || Download paper | |
2021 | Asymmetric Effect of Oil Price Change on Inflation: Evidence from Sub Saharan Africa Countries. (2021). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-53. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
2021 | Rethinking the Reasons of Greenhouse Gases Emission in ASEAN Countries: Finding Reasons in Urbanization, Industrialization and Population Growth. (2021). Mekhum, Witthaya ; Tarasawatpipat, Chaisri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-63. Full description at Econpapers || Download paper | |
2021 | Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7. Full description at Econpapers || Download paper | |
2020 | Probabilistic forecasts of time and energy flexibility in battery electric vehicle charging. (2020). Weinhardt, Christof ; Dann, David ; Huber, Julian. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300374. Full description at Econpapers || Download paper | |
2020 | Complexities and contradictions in the global energy transition: A re-evaluation of country-level factors and dependencies. (2020). Worden, S ; Harris, J ; Owen, J R ; Svobodova, K. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302907. Full description at Econpapers || Download paper | |
2020 | The heterogeneous effects of socioeconomic determinants on PM2.5 concentrations using a two-step panel quantile regression. (2020). Liao, Zangyi ; Ye, Bin ; Kong, Ying ; Ren, Xiaohang ; Yan, Dan. In: Applied Energy. RePEc:eee:appene:v:272:y:2020:i:c:s0306261920307583. Full description at Econpapers || Download paper | |
2020 | Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach. (2020). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300440. Full description at Econpapers || Download paper | |
2020 | The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300. Full description at Econpapers || Download paper | |
2020 | Driving factors of CO2 emission inequality in China: The role of government expenditure. (2020). Li, Ding ; Wang, Feiran ; Fan, Wei. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301425. Full description at Econpapers || Download paper | |
2020 | Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541. Full description at Econpapers || Download paper | |
2020 | Multiple learning mechanisms promote cooperation in public goods games with project selection. (2020). Xu, Wen-Juan ; Zhong, Li-Xin ; Shi, Yong-Dong ; Ren, Fei ; Qiu, Tian ; He, Yun-Xin ; Chen, Rong-Da. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030028x. Full description at Econpapers || Download paper | |
2020 | Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x. Full description at Econpapers || Download paper | |
2020 | Large-scale minimum variance portfolio allocation using double regularization. (2020). Liao, Yin ; Bian, Zhicun ; Zhang, Xueyong ; Shi, Jing ; Oneill, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x. Full description at Econpapers || Download paper | |
2020 | An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116. Full description at Econpapers || Download paper | |
2020 | Determinants of CO2 emissions in European Union countries: Does environmental regulation reduce environmental pollution?. (2020). Marques, António ; Neves, Sonia Almeida ; Patricio, Margarida. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:114-125. Full description at Econpapers || Download paper | |
2020 | Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper | |
2020 | Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118. Full description at Econpapers || Download paper | |
2020 | Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389. Full description at Econpapers || Download paper | |
2020 | Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147. Full description at Econpapers || Download paper | |
2020 | Can monetary policy stabilise food inflation? Evidence from advanced and emerging economies. (2020). Jain, Richa ; Bhattacharya, Rudrani. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:122-141. Full description at Econpapers || Download paper | |
2020 | Banking integration in ASEAN-6: An empirical investigation. (2020). Vo, Dinh-Tri ; Le, Phuong ; Gillet, Philippe ; Ha, Dao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:705-719. Full description at Econpapers || Download paper | |
2020 | Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194. Full description at Econpapers || Download paper | |
2020 | Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215. Full description at Econpapers || Download paper | |
2021 | Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788. Full description at Econpapers || Download paper | |
2021 | Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994. Full description at Econpapers || Download paper | |
2020 | The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822. Full description at Econpapers || Download paper | |
2020 | Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x. Full description at Econpapers || Download paper | |
2020 | Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255. Full description at Econpapers || Download paper | |
2020 | U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485. Full description at Econpapers || Download paper | |
2020 | Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497. Full description at Econpapers || Download paper | |
2020 | A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636. Full description at Econpapers || Download paper | |
2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper | |
2020 | Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615. Full description at Econpapers || Download paper | |
2020 | Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335. Full description at Econpapers || Download paper | |
2020 | Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499. Full description at Econpapers || Download paper | |
2020 | Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085. Full description at Econpapers || Download paper | |
2020 | The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559. Full description at Econpapers || Download paper | |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper | |
2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006. Full description at Econpapers || Download paper | |
2020 | Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). Tang, Xueli ; Ali, Huson Joher ; Wadud, Mokhtarul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547. Full description at Econpapers || Download paper | |
2020 | Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899. Full description at Econpapers || Download paper | |
2020 | Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078. Full description at Econpapers || Download paper | |
2020 | Revisiting the roles of gold: Does gold ETF matter?. (2020). Lai, Hsiao-Pin ; Chen, Chun-Da ; Cheng, Wan-Hsiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302407. Full description at Econpapers || Download paper | |
2020 | Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342. Full description at Econpapers || Download paper | |
2020 | Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534. Full description at Econpapers || Download paper | |
2020 | “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716. Full description at Econpapers || Download paper | |
2020 | Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807. Full description at Econpapers || Download paper | |
2020 | Unpleasant arithmetic of socially responsible investment. (2020). Williams, Benjamin ; Pijourlet, Guillaume ; Arouri, Mohamed. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301889. Full description at Econpapers || Download paper | |
2020 | Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196. Full description at Econpapers || Download paper | |
2020 | Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748. Full description at Econpapers || Download paper | |
2020 | A comparison of tail dependence estimators. (2020). Weiss, Gregor ; Irresberger, Felix ; Supper, Hendrik . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:728-742. Full description at Econpapers || Download paper | |
2020 | Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323. Full description at Econpapers || Download paper | |
2020 | Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803. Full description at Econpapers || Download paper | |
2020 | In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042. Full description at Econpapers || Download paper | |
2020 | Are female top executives more risk-averse or more ethical? Evidence from corporate cash holdings policy. (2020). Doan, Trang ; Iskandar-Datta, Mai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:161-176. Full description at Econpapers || Download paper | |
2020 | Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73. Full description at Econpapers || Download paper | |
2020 | Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x. Full description at Econpapers || Download paper | |
2020 | The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2016 | Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics. [Full Text][Citation analysis] | article | 20 |
2016 | Dynamic 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] | article | 2 |
2015 | Business 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] | article | 18 |
2014 | Business 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: 18 | paper | |
2012 | MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2007 | Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | DOES 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 | |
2013 | A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2007 | The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2008 | THE 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: 15 | paper | |
2010 | The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers. [Full Text][Citation analysis] | paper | 95 |
2012 | Forecasting 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: 95 | article | |
2012 | Forecasting 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: 95 | paper | |
2010 | Forecasting 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: 95 | paper | |
2010 | Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers. [Full Text][Citation analysis] | paper | 211 |
2011 | Global 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: 211 | article | |
2011 | How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 41 |
2011 | How 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: 41 | article | |
2008 | More on corporate diversification, firm size and value creation In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2008 | An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
2009 | Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2011 | Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2012 | Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2018 | Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2017 | Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2019 | Cojumps and asset allocation in international equity markets.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling. [Full Text][Citation analysis] | article | 136 |
2011 | Return 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: 136 | paper | |
2012 | Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2012 | Nonlinearities 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: 19 | paper | |
2012 | Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling. [Full Text][Citation analysis] | article | 68 |
2013 | Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling. [Full Text][Citation analysis] | article | 37 |
2014 | Testing 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: 37 | paper | |
2014 | Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling. [Full Text][Citation analysis] | article | 102 |
2014 | Causal 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: 102 | paper | |
2015 | World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling. [Full Text][Citation analysis] | article | 95 |
2013 | World 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: 95 | paper | |
2014 | World 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: 95 | paper | |
2016 | Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2017 | Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2018 | A tale of two risks in the EMU sovereign debt markets In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2015 | Are 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] | article | 37 |
2013 | Are 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: 37 | paper | |
2013 | Are 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: 37 | paper | |
2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 34 |
2016 | Information 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: 34 | paper | |
2017 | Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
2016 | Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 139 |
2014 | Do 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: 139 | paper | |
2014 | Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review. [Full Text][Citation analysis] | article | 28 |
2015 | Are 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] | article | 38 |
2018 | Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
2012 | On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics. [Full Text][Citation analysis] | article | 183 |
2013 | A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics. [Full Text][Citation analysis] | article | 83 |
2013 | On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
2013 | On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics. [Full Text][Citation analysis] | article | 145 |
2014 | Volatility 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: 145 | paper | |
2014 | Volatility 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: 145 | paper | |
2014 | Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2014 | Dependence 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: 19 | paper | |
2014 | Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics. [Full Text][Citation analysis] | article | 106 |
2014 | Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
2014 | What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics. [Full Text][Citation analysis] | article | 45 |
2014 | What 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: 45 | paper | |
2015 | An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2015 | On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics. [Full Text][Citation analysis] | article | 59 |
2016 | Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
2014 | Risk 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: 32 | paper | |
2019 | A conditional dependence approach to CO2-energy price relationships In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2020 | U.S. equity and commodity futures markets: Hedging or financialization? In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2010 | Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy. [Full Text][Citation analysis] | article | 27 |
2010 | Time-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: 27 | paper | |
2010 | Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy. [Full Text][Citation analysis] | article | 199 |
2010 | Oil 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: 199 | paper | |
2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy. [Full Text][Citation analysis] | article | 73 |
2014 | Asymmetric 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: 73 | paper | |
2014 | Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy. [Full Text][Citation analysis] | article | 53 |
2014 | Energy 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: 53 | paper | |
2014 | Energy 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: 53 | paper | |
2015 | Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy. [Full Text][Citation analysis] | article | 48 |
2014 | On the determinants of renewable energy consumption: International evidence In: Energy. [Full Text][Citation analysis] | article | 50 |
2016 | Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 42 |
2020 | Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2015 | Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2012 | Asymmetric 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] | article | 29 |
2014 | How 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] | article | 55 |
2013 | How 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: 55 | paper | |
2014 | Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
2014 | Instabilities 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] | article | 25 |
2014 | Can 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] | article | 29 |
2013 | Can 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: 29 | paper | |
2014 | Can 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: 29 | paper | |
2013 | Can 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: 29 | paper | |
2015 | A 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] | article | 27 |
2016 | On 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] | article | 23 |
2017 | On 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] | article | 3 |
2019 | Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2020 | Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics. [Full Text][Citation analysis] | article | 1 |
2012 | An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
2017 | 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] | article | 9 |
2018 | Reprint 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] | article | 3 |
2020 | Enterprise risk management and solvency: The case of the listed EU insurers In: Journal of Business Research. [Full Text][Citation analysis] | article | 1 |
2020 | Reaching for yield and the diabolic loop in a monetary union In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 232 |
2013 | Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 120 |
2015 | US monetary policy and sectoral commodity prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
2017 | Black 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] | article | 34 |
2016 | Black 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: 34 | paper | |
2013 | What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2013 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print). [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | What 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 | |
2010 | What 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 | |
2015 | Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy. [Full Text][Citation analysis] | article | 29 |
2015 | Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
2014 | Dynamic 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] | article | 59 |
2012 | Long 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] | article | 90 |
2013 | Long 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: 90 | paper | |
2016 | Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 43 |
2014 | Exchange 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] | article | 57 |
2014 | Exchange 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: 57 | paper | |
2015 | Short-term overreaction to specific events: Evidence from an emerging market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
2015 | Short-Term Overreaction to Specific Events: Evidence from an Emerging Market.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2020 | On the efficiency of foreign exchange markets in times of the COVID-19 pandemic In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 1 |
2020 | On the efficiency of foreign exchange markets in times of the COVID-19 pandemic.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
2017 | The drivers of economic growth in China and India: globalization or financial development? In: International Journal of Development Issues. [Full Text][Citation analysis] | article | 8 |
2017 | The Drivers of Economic Growth in China and India: Globalization or Financial Development?.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets In: Managerial Finance. [Full Text][Citation analysis] | article | 14 |
2008 | Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Does the board of directors affect cash holdings? A study of French listed firms In: Post-Print. [Citation analysis] | paper | 13 |
2014 | Does Board Gender Diversity Improve the Performance of French Listed Firms? In: Post-Print. [Citation analysis] | paper | 0 |
2016 | Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis In: Post-Print. [Citation analysis] | paper | 8 |
2014 | Does 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: 8 | paper | |
2015 | Energy markets? financialization, risk spillovers, and pricing models In: Post-Print. [Citation analysis] | paper | 6 |
2016 | Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2016 | Analyst 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 | |
2019 | Handbook of Energy Finance In: Post-Print. [Citation analysis] | paper | 0 |
2019 | Handbook of Energy Finance.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Energy and environment: Transition models and new policy challenges in the post Paris Agreement In: Post-Print. [Citation analysis] | paper | 1 |
2018 | Energy Challenges in an Uncertain World In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Global 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 | |
2013 | On the relationship between world oil prices and GCC stock markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | On 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 | |
2018 | Dynamic connectedness of global currencies: a conditional Granger-causality approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | The global and regional factors in the volatility of emerging sovereign bond markets In: American Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2010 | Stock 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] | article | 2 |
2013 | Regional integration of stock markets in Southeast Europe In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | Modeling 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: 5 | paper | |
2014 | On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2014 | Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Corporate performance of privatized firms in Vietnam In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | The short- and long-term performance of privatization initial public offerings in Europe In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Time-scale comovement between the Indian and world stock markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Understanding return and volatility spillovers among major agricultural commodities In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
2014 | Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 48 |
2014 | Policy 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: 48 | article | |
2014 | Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
2014 | China’s Monetary Policy and Commodity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | US Monetary Policy and Commodity Sector Prices In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2014 | Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Oil 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] | paper | 61 |
2014 | Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
2014 | Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | Responses of international stock markets to oil price surges: a regime-switching perspective.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2014 | What explains the short In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2014 | Asymmetric 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: 23 | paper | |
2018 | Governance issues in business and finance in the wake of the global financial crisis In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 0 |
2016 | Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
2013 | Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Estimating 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] | article | 1 |
2020 | Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Broker Network Connectivity and the Cross-Section of Expected Stock Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Statistical arbitrage: Factor investing approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Assessing the effects of unconventional monetary policy on pension funds risk incentives In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2017 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2016 | Dynamic 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] | paper | 1 |
2016 | The 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] | paper | 4 |
2017 | The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2018 | Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2018 | Modeling 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: 13 | paper | |
2020 | Modeling and forecasting commodity market volatility with longâ€term economic and financial variables.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 13 |
2018 | Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2019 | Dynamic integration and network structure of the EMU sovereign bond markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
2019 | Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
2021 | Preface: neural networks, nonlinear dynamics, and risk management in banking and finance In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2010 | Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2013 | Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2015 | A robust analysis of the relationship between renewable energy consumption and its main drivers In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
2018 | Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2018 | The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2018 | Valueâ€atâ€risk under market shifts through highly flexible models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team