Duc Khuong Nguyen : Citation Profile

Are you Duc Khuong Nguyen?

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

23

H index

39

i10 index

1448

Citations

RESEARCH PRODUCTION:

83

Articles

71

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 96
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 311.    Total self citations: 70 (4.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png97
   Updated: 2017-05-20    RAS profile: 2017-04-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hammoudeh, Shawkat (29)

Lahiani, Amine (16)

Sousa, Ricardo (10)

Bekiros, Stelios (8)

Chkili, Walid (8)

Ajmi, Ahdi Noomen (8)

GUPTA, RANGAN (8)

Uddin, Gazi (8)

Aloui, Chaker (7)

JAWADI, Fredj (6)

Reboredo, Juan (6)

AROURI, Mohamed (6)

El Montasser, Ghassen (5)

BEN AISSA, Mohamed (4)

Aloui, Riadh (4)

Guesmi, Khaled (4)

Chang, Tsangyao (3)

Yoon, Seong-Min (3)

GUESMI, Khaled (3)

Balcilar, Mehmet (3)

Teulon, Frédéric (3)

Lean, Hooi Hooi (2)

Demirer, Riza (2)

OMRI, Anis (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:

GUESMI, Khaled (59)

GUPTA, RANGAN (53)

Guesmi, Khaled (39)

Ratti, Ronald (34)

Filis, George (28)

Teulon, Frédéric (26)

Bouri, Elie (24)

Degiannakis, Stavros (18)

Shahbaz, Muhammad (18)

Chkili, Walid (18)

Vespignani, Joaquin (16)

Cites to:

Hammoudeh, Shawkat (116)

McAleer, Michael (82)

Engle, Robert (50)

Harvey, Campbell (43)

Hamilton, James (41)

Bekaert, Geert (41)

Bollerslev, Tim (41)

AROURI, Mohamed (40)

Ratti, Ronald (35)

Sousa, Ricardo (30)

Baur, Dirk (29)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics11
Journal of International Financial Markets, Institutions and Money8
Economic Modelling8
Economics Bulletin6
Applied Economics5
Energy Policy5
Journal of International Money and Finance4
Journal of Banking & Finance3
Emerging Markets Review3
Applied Financial Economics3
European Journal of Operational Research2
Resources Policy2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School34
Working Papers / HAL11
MPRA Paper / University Library of Munich, Germany7
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3
Post-Print / HAL2

Recent works citing Duc Khuong Nguyen (2017 and 2016)

YearTitle of citing document
2016The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage. (2016). Nick, Sebastian. In: The Energy Journal. RePEc:aen:journl:ej37-2-nick.

Full description at Econpapers || Download paper

2016Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock.

Full description at Econpapers || Download paper

2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

Full description at Econpapers || Download paper

2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

Full description at Econpapers || Download paper

2016The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253038.

Full description at Econpapers || Download paper

2016Price asymmetries in the European gasoline market. (2016). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: a/ Working Papers Series. RePEc:ais:wpaper:1602.

Full description at Econpapers || Download paper

2016Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip . In: Papers. RePEc:arx:papers:1506.03347.

Full description at Econpapers || Download paper

2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Papers. RePEc:arx:papers:1602.07452.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: BIS Working Papers. RePEc:bis:biswps:560.

Full description at Econpapers || Download paper

2016Contagion in Experimental Financial Markets. (2016). Vardanyan, Suren . In: CERGE-EI Working Papers. RePEc:cer:papers:wp580.

Full description at Econpapers || Download paper

2016Traspaso de tipo de cambio nominal a inflación desagregada en Chile. (2016). Contreras, Gabriela ; Pinto, Francisco . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:2:p:154-170.

Full description at Econpapers || Download paper

2016Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market. (2016). Wodarczyk, Aneta ; Otola, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:87-116.

Full description at Econpapers || Download paper

2016In Search of Hedges and Safe Havens in Global Financial Markets. (2016). Wanat, Stanisław ; Papie, Monika ; Miech, Sawomir . In: Statistics in Transition new series. RePEc:csb:stintr:v:17:y:2016:i:3:p:557-574.

Full description at Econpapers || Download paper

2016COMPARING SPILLOVER EFFECTS AMONG EMERGING MARKETS WITH A HIGHER (LOWER) SHARE OF COMMODITY EXPORTS: EVIDENCE FROM THE TWO MAJOR CRISES. (2016). Bein, murad ; Tuna, Gulcay . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:3:p:265-284.

Full description at Econpapers || Download paper

2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

Full description at Econpapers || Download paper

2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

Full description at Econpapers || Download paper

2016Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

Full description at Econpapers || Download paper

2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. (2016). AROURI, Mohamed ; Roubaud, David . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00543.

Full description at Econpapers || Download paper

2016Financial Integration and Japanese Stock market Performance. (2016). Kablan, Akassi ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00434.

Full description at Econpapers || Download paper

2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

Full description at Econpapers || Download paper

2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

Full description at Econpapers || Download paper

2016Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect. (2016). Khan, Faisal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-27.

Full description at Econpapers || Download paper

2016Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia. (2016). Haque, Mohammad Imdadul ; Afsal, E M. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-27.

Full description at Econpapers || Download paper

2016The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market. (2016). Partalidou, Xanthi ; Sariannidis, Nikolaos ; Giannarakis, Grigoris ; Kiohos, Apostolos . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-01-11.

Full description at Econpapers || Download paper

2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

Full description at Econpapers || Download paper

2016Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets. (2016). Triandaru, Sigit ; Handika, Rangga . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-04-19.

Full description at Econpapers || Download paper

2017Empirical Investigation of the Environmental Kuznets Curve Hypothesis for Nitrous Oxide Emissions for Mongolia. (2017). Och, Maralgua . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-13.

Full description at Econpapers || Download paper

2017Elasticity and Causality among Electricity Generation from Renewable Energy and Its Determinants in Malaysia. (2017). Bekhet, Hussain Ali ; Harun, Nor Hamisham . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-26.

Full description at Econpapers || Download paper

2016Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective. (2016). Wang, Minggang ; Tian, Zihao ; Jiang, Shumin ; Du, Ruijin ; Chen, Ying . In: Applied Energy. RePEc:eee:appene:v:175:y:2016:i:c:p:109-127.

Full description at Econpapers || Download paper

2016Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D. In: Applied Energy. RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

Full description at Econpapers || Download paper

2016Impacts of energy consumption, energy structure, and treatment technology on SO2 emissions: A multi-scale LMDI decomposition analysis in China. (2016). Zhang, Wenzhong ; Wang, Shaojian ; Yang, Xue ; Zou, Yafeng ; Li, Jiaming . In: Applied Energy. RePEc:eee:appene:v:184:y:2016:i:c:p:714-726.

Full description at Econpapers || Download paper

2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

Full description at Econpapers || Download paper

2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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

2017Study of the relationship between greenhouse gas emissions and the economic growth of Russia based on the Environmental Kuznets Curve. (2017). Yang, Xuechun ; Wang, Yutao ; Sun, Mingxing ; Lou, Feng . In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:162-173.

Full description at Econpapers || Download paper

2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

Full description at Econpapers || Download paper

2016Central bank independence in a historical perspective. Myth, lessons and a new model. (2016). Blancheton, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:101-107.

Full description at Econpapers || Download paper

2016On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215.

Full description at Econpapers || Download paper

2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach. (2016). PORCHER, Thomas ; Goutte, Stéphane ; Boroumand, Raphael Homayoun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:467-476.

Full description at Econpapers || Download paper

2016Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model. (2016). Trachanas, Emmanouil ; Katrakilidis, Constantinos ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:499-506.

Full description at Econpapers || Download paper

2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations. (2016). Park, Sung Y. ; Li, Haiqi ; Zhong, Wanling . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671.

Full description at Econpapers || Download paper

2016Competition and petrol pricing in the smartphone era: Evidence from Singapore. (2016). Liu, Ming-Hua ; Zhang, Yang ; Margaritis, Dimitris . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:144-155.

Full description at Econpapers || Download paper

2016A discussion on the innovation distribution of the Markov regime-switching GARCH model. (2016). Shi, Yanlin ; Feng, Lingbing . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:278-288.

Full description at Econpapers || Download paper

2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). CHARFEDDINE, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

Full description at Econpapers || Download paper

2016Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups. (2016). Narayan, Seema . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:515-521.

Full description at Econpapers || Download paper

2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

Full description at Econpapers || Download paper

2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiaojing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

Full description at Econpapers || Download paper

2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

Full description at Econpapers || Download paper

2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). CHARFEDDINE, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

Full description at Econpapers || Download paper

2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

Full description at Econpapers || Download paper

2016How is Chinas coke price related with the world oil price? The role of extreme movements. (2016). Wu, Yanrui ; Guo, Yanfeng ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:22-33.

Full description at Econpapers || Download paper

2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

Full description at Econpapers || Download paper

2016On the isolated impact of copulas on risk measurement: Asimulation study. (2016). Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:475-481.

Full description at Econpapers || Download paper

2016The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). Kaabia, Olfa ; Mkaouar, Farid ; Abid, Ilyes . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

Full description at Econpapers || Download paper

2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

Full description at Econpapers || Download paper

2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

Full description at Econpapers || Download paper

2016Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model. (2016). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:314-328.

Full description at Econpapers || Download paper

2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

Full description at Econpapers || Download paper

2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

Full description at Econpapers || Download paper

2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

Full description at Econpapers || Download paper

2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan A ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

Full description at Econpapers || Download paper

2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Balcilar, Mehmet ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

Full description at Econpapers || Download paper

2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

Full description at Econpapers || Download paper

2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

Full description at Econpapers || Download paper

2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

Full description at Econpapers || Download paper

2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

Full description at Econpapers || Download paper

2017Can energy commodity futures add to the value of carbon assets?. (2017). Bouri, Elie ; Wen, Xiaoqian ; Roubaud, David . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

Full description at Econpapers || Download paper

2016On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

Full description at Econpapers || Download paper

2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

Full description at Econpapers || Download paper

2016Evidence of information transmission across currency futures markets using frequency domain tests. (2016). Kumar, Satish . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

Full description at Econpapers || Download paper

2016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

Full description at Econpapers || Download paper

2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171.

Full description at Econpapers || Download paper

2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

Full description at Econpapers || Download paper

2016Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

Full description at Econpapers || Download paper

2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

Full description at Econpapers || Download paper

2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

Full description at Econpapers || Download paper

2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

Full description at Econpapers || Download paper

2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

Full description at Econpapers || Download paper

2016Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

Full description at Econpapers || Download paper

2017Commodity price cycles and financial pressures in African commodities exporters. (2017). Kablan, Sandrine ; Guesmi, Khaled ; Ftiti, Zied . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:215-231.

Full description at Econpapers || Download paper

2016Recent hikes in oil-equity market correlations: Transitory or permanent?. (2016). Li, Xiao-Ming ; Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:305-315.

Full description at Econpapers || Download paper

2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

Full description at Econpapers || Download paper

2016Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

Full description at Econpapers || Download paper

2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

Full description at Econpapers || Download paper

2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

Full description at Econpapers || Download paper

2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

Full description at Econpapers || Download paper

2016Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ziveyi, Jonathan ; Ignatieva, Katja . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228.

Full description at Econpapers || Download paper

2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

Full description at Econpapers || Download paper

2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463.

Full description at Econpapers || Download paper

2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

Full description at Econpapers || Download paper

2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. (2016). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Do, Hung Xuan . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:16-27.

Full description at Econpapers || Download paper

2016An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

Full description at Econpapers || Download paper

2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Maghyereh, Aktham I ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

Full description at Econpapers || Download paper

2016On the dynamic links between commodities and Islamic equity. (2016). Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

Full description at Econpapers || Download paper

2016Oil price volatility forecast with mixture memory GARCH. (2016). Walther, Thomas ; Klein, Tony . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58.

Full description at Econpapers || Download paper

2016How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Behmiri, Niaz Bashiri ; Ahmadi, Maryam . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

Full description at Econpapers || Download paper

2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413.

Full description at Econpapers || Download paper

2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

Full description at Econpapers || Download paper

2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. (2016). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper N. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:168-175.

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]		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]		article3
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: 3		paper
2010La dynamique de la volatilité boursière autour de louverture des marchés de capitaux In: Economie & Prévision.
[Full Text][Citation analysis]		article1
2010La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux.(2010) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2012Crude oil market efficiency: An empirical investigation via the Shannon entropy In: International Economics.
[Full Text][Citation analysis]		article0
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]		paper9
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: 9		paper
2010The 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: 9		article
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]		paper50
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: 50		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: 50		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: 50		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]		paper108
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: 108		article
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper33
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: 33		article
2008More on corporate diversification, firm size and value creation In: Economics Bulletin.
[Full Text][Citation analysis]		article0
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]		article2
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
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]		article46
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: 46		paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article12
2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article32
2013Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling.
[Full Text][Citation analysis]		article22
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: 22		paper
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling.
[Full Text][Citation analysis]		article30
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article31
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: 31		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: 31		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]		article2
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]		article6
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
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: 0		paper
2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article33
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: 33		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
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]		article8
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]		article55
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
[Full Text][Citation analysis]		article30
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]		article7
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: 7		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
[Full Text][Citation analysis]		article73
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: 73		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: 73		paper
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
[Full Text][Citation analysis]		article2
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: 2		paper
2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article50
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
[Full Text][Citation analysis]		article29
What explains the short-term dynamics of the prices of CO2 emissions?.() In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article2
2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
[Full Text][Citation analysis]		article13
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article4
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: 4		paper
2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
[Full Text][Citation analysis]		article21
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: 21		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]		article89
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: 89		paper
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]		article20
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: 20		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
[Full Text][Citation analysis]		article28
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: 28		paper
Energy prices and CO2 emission allowance prices: A quantile regression approach.() In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2015Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy.
[Full Text][Citation analysis]		article13
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters.
[Full Text][Citation analysis]		article3
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]		article14
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]		article14
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: 14		paper
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
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]		article11
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]		article12
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: 12		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: 12		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: 12		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]		article6
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]		article1
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]		article0
2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
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]		article0
2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article76
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article42
2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
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]		article0
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: 0		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]		article2
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: 2		paper
2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
[Full Text][Citation analysis]		article6
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article1
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]		article17
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]		article41
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: 41		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]		article4
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]		article23
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: 23		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
2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article1
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]		paper5
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: 5		article
2013On the relationship between world oil prices and GCC stock markets In: Working Papers.
[Full Text][Citation analysis]		paper3
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: 3		article
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]		paper0
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test In: Working Papers.
[Full Text][Citation analysis]		paper8
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: 8		paper
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]		paper3
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: 3		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]		paper2
2014On 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: 2		article
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]		paper20
2014Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets In: Working Papers.
[Full Text][Citation analysis]		paper5
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper37
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: 37		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]		paper33
2014Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis In: Working Papers.
[Full Text][Citation analysis]		paper5
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]		paper0
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]		paper42
2014Oil 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: 42		article
2014Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers.
[Full Text][Citation analysis]		paper2
2015Responses 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: 2		article
2014What explains the short In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
[Full Text][Citation analysis]		paper20
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.() In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2016Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article1
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]		paper0
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]		paper0
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
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Bankers, Markets & Investors.
[Full Text][Citation analysis]		article0
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]		article6
2015A robust analysis of the relationship between renewable energy consumption and its main drivers In: Applied Economics.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 2 2017. Contact: CitEc Team