David Roubaud : Citation Profile


Are you David Roubaud?

Montpellier Business School

7

H index

5

i10 index

117

Citations

RESEARCH PRODUCTION:

18

Articles

12

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 16
   Journals where David Roubaud has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 11 (8.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1069
   Updated: 2018-07-14    RAS profile: 2017-11-08    
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Relations with other researchers


Works with:

Bouri, Elie (16)

GUPTA, RANGAN (7)

Lapied, André (4)

Shahbaz, Muhammad (3)

Balcilar, Mehmet (2)

HOANG, Thi Hong Van (2)

Molnár, Peter (2)

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

Is cited by:

GUPTA, RANGAN (14)

Shahbaz, Muhammad (11)

bouoiyour, jamal (8)

Bouri, Elie (7)

Selmi, Refk (6)

Masih, Abul (6)

Fernandez Bariviera, Aurelio (4)

Ratti, Ronald (4)

Lim, Siok Jin (4)

agliardi, elettra (3)

Vespignani, Joaquin (3)

Cites to:

Shahbaz, Muhammad (24)

Bouri, Elie (23)

GUPTA, RANGAN (18)

Nguyen, Duc Khuong (14)

Chevallier, Julien (11)

Ozturk, Ilhan (10)

Hammoudeh, Shawkat (9)

Reboredo, Juan (9)

Ratti, Ronald (9)

Kancs, d'Artis (8)

Rajcaniova, Miroslava (8)

Main data


Where David Roubaud has published?


Journals with more than one article published# docs
Finance Research Letters4
Economic Modelling3
Economics Bulletin3
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics5
Post-Print / HAL3
MPRA Paper / University Library of Munich, Germany2

Recent works citing David Roubaud (2018 and 2017)


YearTitle of citing document
2017Bitcoin as digital money: Its growth and future sustainability. (2017). Sahoo, Pradipta Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:53-64.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977.

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2017Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:1708.09343.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2018CryptoRuble: From Russia with Love. (2018). Kakushadze, Zura ; Liew, Jim Kyung-Soo . In: Papers. RePEc:arx:papers:1801.05760.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Beguvsi, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko. In: Papers. RePEc:arx:papers:1803.08405.

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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.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Al-Khazali, Osamah ; Roubaud, David ; Elie, Bouri . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2018How can Bitcoin Price Fluctuations be Explained?. (2018). Kjarland, Frode ; Oyen, Vilde ; Oust, Are ; Meland, Maria. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-38.

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2017A day late and a dollar short: The effect of policy uncertainty on fed forecast errors. (2017). Jones, Adam T ; Ogden, Richard E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:112-122.

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2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2018The impact of asymmetric ambiguity on investment and financing decisions. (2018). VIVIANI, Jean-Laurent ; Louhichi, Wael ; Lai, Anh-Ngoc. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:169-180.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2017Price clustering in Bitcoin. (2017). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

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2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Bitcoin returns and transaction activity. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:81-85.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Marco, Chi Keung ; Hosseini, Seyed Mehdi ; Bouri, Elie. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017The short and long run causality relationship among economic growth, energy consumption and financial development: Evidence from South Mediterranean Countries (SMCs). (2017). Kahouli, Bassem. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:19-30.

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2017Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model. (2017). Liu, Bing-Yue ; Fan, Ying ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:53-65.

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2018Oil volatility and sovereign risk of BRICS. (2018). Bouri, Elie ; Roubaud, David ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2018On the nexus of financial development, economic growth, and energy consumption in China: New perspective from a GMM panel VAR approach. (2018). Ouyang, Yaofu ; Li, Peng. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:238-252.

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2018The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach. (2018). Shahbaz, Muhammad ; Mahalik, Mantu Kumar ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:282-301.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2017Dynamics of electricity consumption, oil price and economic growth: Global perspective. (2017). Shahbaz, Muhammad ; Malik, Muhammad Nasir ; Chen, Wei ; Sarwar, Suleman . In: Energy Policy. RePEc:eee:enepol:v:108:y:2017:i:c:p:256-270.

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2017Production function with electricity consumption and policy implications in Portugal. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:588-599.

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2018Understanding the effects of energy management practices on renewable energy supply chains: Implications for energy policy in emerging economies. (2018). Fernando, Yudi ; Tavares, Antonio Marcio ; Chiappetta, Charbel Jose ; Bee, Poh Swan. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:418-428.

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2018The moderating role of corruption between economic growth and CO2 emissions: Evidence from BRICS economies. (2018). Wang, Zhaohua ; Zhang, Bin. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:506-513.

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2018Total, renewable and non-renewable energy consumption and economic growth: Revisiting the issue with an asymmetric point of view. (2018). Tugcu, Can ; Topcu, Mert. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:64-74.

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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Ji, Qiang ; Roubaud, David ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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2018Is U.S. economic policy uncertainty priced in Chinas A-shares market? Evidence from market, industry, and individual stocks. (2018). Hu, Zhijun ; Sun, Ping-Wen ; Kutan, Ali M. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:207-220.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2017How EPU drives long-term industry beta. (2017). Yu, Honghai ; Yan, Panpan ; Du, Donglei ; Fang, Libing. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:249-258.

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2018The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. (2018). Fang, Libing ; Xiong, Cheng ; Yu, Honghai ; Chen, Baizhu . In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:56-63.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2018What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145.

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2018A note on the implied volatility spillovers between gold and silver markets. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:192-195.

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2018Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68.

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2018When are stakeholder pressures effective? An extension of slack resources theory. (2018). Xiao, Cheng Yong ; van der Vaart, Taco ; van Donk, Dirk Pieter ; Wang, Qian. In: International Journal of Production Economics. RePEc:eee:proeco:v:199:y:2018:i:c:p:138-149.

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2018Contingency factors and complementary effects of adopting advanced manufacturing tools and managerial practices: Effects on organizational measurement systems and firms performance. (2018). Lucianetti, Lorenzo ; Latan, Hengky ; Gunasekaran, Angappa ; Chiappetta, Charbel Jose. In: International Journal of Production Economics. RePEc:eee:proeco:v:200:y:2018:i:c:p:318-328.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:295.

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2018The Impact of Brexit on the Stock Markets of the Greater China Region. (2018). Morales, Lucia ; Andreosso-Ocallaghan, Bernadette. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:51-:d:145596.

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2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2017Interest Rates Term Structure under Ambiguity. (2017). Romagnoli, Silvia ; Santoro, Simona. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:50-:d:111938.

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2018Institutional Pressures, Green Supply Chain Management Practices on Environmental and Economic Performance: A Two Theory View. (2018). Saeed, Amer ; Fernando, Mahabaduge Prasad ; Rasika, Hewawasam Puwakpitiyage ; Nubuor, Saviour Ayertey ; Jun, Yun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1517-:d:145610.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01548710.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01567277.

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2017Asymmetric Choquet random walks and ambiguity aversion or seeking. (2017). Agliardi, Rossella. In: Theory and Decision. RePEc:kap:theord:v:83:y:2017:i:4:d:10.1007_s11238-017-9632-x.

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2017Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433.

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2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

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2017Production Function with Electricity Consumption and Policy Implications in Portugal. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine. In: MPRA Paper. RePEc:pra:mprapa:81203.

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2017Current Issues in Time-Series Analysis for the Energy-Growth Nexus; Asymmetries and Nonlinearities Case Study: Pakistan. (2017). Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:82221.

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2018The Energy Consumption and Economic Growth Nexus in Top Ten Energy-Consuming Countries: Fresh Evidence from Using the Quantile-on-Quantile Approach. (2018). Shahbaz, Muhammad ; Kumar, Mantu ; Syed, Jawad ; Zakaria, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:84920.

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2017The relationship between energy consumption, financial development and economic growth: an evidence from Malaysia based on ARDL. (2017). Masih, Abul ; Abdul, Meheroon Nisa. In: MPRA Paper. RePEc:pra:mprapa:86374.

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2017Energy Consumption and Economic Growth Modelling in SADC Countries: An Application of the VAR Granger Causality. (2017). Sunde, Tafirenyika. In: MPRA Paper. RePEc:pra:mprapa:86505.

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2017The interaction of Energy Consumption and Economic Growth in South Africa: Assessment from the Bounds Testing Approach.. (2017). Sunde, Tafirenyika. In: MPRA Paper. RePEc:pra:mprapa:86583.

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2018Investors’ Uncertainty and Stock Market Risk. (2018). Escobari, Diego ; Jafarinejad, Mohammad . In: MPRA Paper. RePEc:pra:mprapa:86975.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760.

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2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). GUPTA, RANGAN ; Roubaud, David ; Das, Mahamitra ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201812.

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2017The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios . In: Working Paper series. RePEc:rim:rimwps:17-31.

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2018On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14.

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2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

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2018Momentum and contrarian effects on the cryptocurrency market. (2018). Ko, Krzysztof ; Lepaczuk, Robert ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2018-09.

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2017TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

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2017IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION. (2017). Cartea, Alvaro ; Jaimungal, Sebastian. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500443.

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2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2018). Baumohl, Eduard. In: EconStor Preprints. RePEc:zbw:esprep:174884.

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2017On the return-volatility relationship in the Bitcoin market around the price crash of 2013. (2017). Bouri, Elie ; Dyhrberg, Anne Haubo ; Azzi, Georges. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20172.

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Works by David Roubaud:


YearTitleTypeCited
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? In: Journal of Wine Economics.
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article1
2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India In: Economics Bulletin.
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article6
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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article1
2017Modelling under ambiguity with two correlated Choquet-Brownian motions In: Economics Bulletin.
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article0
2017Modelling under ambiguity with two correlated Choquet-Brownian motions.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions In: Economic Modelling.
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article8
2014Modelling under ambiguity with dynamically consistent Choquet random walks and ChoquetBrownian motions.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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article3
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
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article13
2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis In: Energy Economics.
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article12
2017Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 12
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2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
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article1
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
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article1
2016Economic policy uncertainty and stock markets: Long-run evidence from the US In: Finance Research Letters.
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article13
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
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article18
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Finance Research Letters.
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