David Roubaud : Citation Profile

Are you David Roubaud?

Montpellier Business School

9

H index

8

i10 index

255

Citations

RESEARCH PRODUCTION:

35

Articles

18

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 31
   Journals where David Roubaud has often published
   Relations with other researchers
   Recent citing documents: 177.    Total self citations: 21 (7.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1069
   Updated: 2019-04-13    RAS profile: 2018-11-08    
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Relations with other researchers

Works with:

Bouri, Elie (25)

GUPTA, RANGAN (12)

Shahbaz, Muhammad (9)

Tiwari, Aviral (6)

Lapied, André (4)

Dubey, Rameshwar (3)

Ji, Qiang (2)

Nasir, Muhammad (2)

AROURI, Mohamed (2)

Molnár, Peter (2)

Shahzad, Syed Jawad Hussain (2)

Balcilar, Mehmet (2)

FARHANI, Sahbi (2)

Wang, Shixuan (2)

HOANG, Thi Hong Van (2)

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

Is cited by:

Shahbaz, Muhammad (19)

GUPTA, RANGAN (15)

bouoiyour, jamal (14)

Selmi, Refk (13)

Bouri, Elie (10)

Shen, Dehua (8)

Gözgör, Giray (8)

Masih, Abul (7)

Demir, Ender (7)

YAYA, OLAOLUWA (6)

Ogbonna, Ahamuefula (6)

Cites to:

Shahbaz, Muhammad (60)

Bouri, Elie (47)

GUPTA, RANGAN (29)

Nguyen, Duc Khuong (22)

Hammoudeh, Shawkat (18)

Tiwari, Aviral (17)

Ozturk, Ilhan (16)

Ciaian, Pavel (14)

Molnár, Peter (14)

Balcilar, Mehmet (14)

Kancs, d'Artis (14)

Main data

Where David Roubaud has published?

Journals with more than one article published# docs
Finance Research Letters6
Energy Economics5
Economic Modelling5
Economics Bulletin4
Energy Policy2
International Review of Financial Analysis2
The Quarterly Review of Economics and Finance2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8
MPRA Paper / University Library of Munich, Germany5
Post-Print / HAL3

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

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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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2019An analysis of cryptocurrencies conditional cross correlations. (2018). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019Altcoin-Bitcoin Arbitrage. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1903.06033.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Akanni, Lateef ; Azeez, Rasheed O. In: Working Papers. RePEc:cui:wpaper:0051.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Analysing the distribution properties of Bitcoin returns. (2018). Tiwari, Aviral ; Salisu, Afees ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0058.

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

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2018Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395.

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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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2019A game theoretic approach for assessing residential energy-efficiency program considering rebound, consumer behavior, and government policies. (2019). Safarzadeh, Soroush ; Rasti-Barzoki, Morteza. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:44-61.

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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 ; LAI, Anh ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:169-180.

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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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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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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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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2018The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2019Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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2019Price delay and market frictions in cryptocurrency markets. (2019). Kochling, Gerrit ; Posch, Peter N ; Muller, Janis. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:39-41.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. 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). Ji, Qiang ; Liu, Bing-Yue ; Fan, Ying. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:53-65.

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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). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mahalik, Mantu ; 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 ; Shahzad, Syed Jawad Hussain ; 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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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27.

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2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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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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2018Valuing the carbon assets of distributed photovoltaic generation in China. (2018). Xu, Xinkuo ; Jin, Jiayu ; Guan, Chengmei. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:374-382.

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2019Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach. (2019). Fateh, BELAID ; Galariotis, Emilios ; Roubaud, David ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:277-285.

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2019The asymmetric role of shadow economy in the energy-growth nexus in Bolivia. (2019). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:405-417.

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2018The moderating role of corruption between economic growth and CO2 emissions: Evidence from BRICS economies. (2018). Wang, Zhao-Hua ; 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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2018Energy consumption and economic growth: New evidence from the OECD countries. (2018). Gözgör, Giray ; Lu, Zhou ; Marco, Chi Keung ; Gozgor, Giray . In: Energy. RePEc:eee:energy:v:153:y:2018:i:c:p:27-34.

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2018The dynamics between energy consumption patterns, financial sector development and economic growth in Financial Action Task Force (FATF) countries. (2018). Arvin, Mak ; Hall, John H ; Bennett, Sara E ; Nair, Mahendhiran ; Pradhan, Rudra P. In: Energy. RePEc:eee:energy:v:159:y:2018:i:c:p:42-53.

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2018Application of the novel fractional grey model FAGMO(1,1,k) to predict Chinas nuclear energy consumption. (2018). Wu, Wenqing ; Cai, Wei ; Wang, Yong ; Zeng, BO ; Ma, Xin. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pb:p:223-234.

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2019A game theoretic approach for pricing policies in a duopolistic supply chain considering energy productivity, industrial rebound effect, and government policies. (2019). Rasti-Barzoki, Morteza ; Safarzadeh, Soroush. In: Energy. RePEc:eee:energy:v:167:y:2019:i:c:p:92-105.

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

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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: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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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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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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2018Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:32-39.

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2018Informed trading in the Bitcoin market. (2018). Feng, Wenjun ; Zhang, Zhengjun ; Wang, Yiming. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:63-70.

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2018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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2018Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2018On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240.

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2018Semi-strong efficiency of Bitcoin. (2018). Ibáñez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265.

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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching. (2018). Roubaud, David ; Arouri, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:28-33.

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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets. (2018). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79.

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2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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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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2018Accounting for ambiguity and trust in partial outsourcing: A behavioral real options perspective. (2018). Gao, Yongling ; Driouchi, Tarik. In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:93-104.

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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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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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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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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

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2018Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Begui, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjar, Zvonko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:400-406.

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

Works by David Roubaud:

YearTitleTypeCited
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? In: Journal of Wine Economics.
[Full Text][Citation analysis]		article1
2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2017Modelling under ambiguity with two correlated Choquet-Brownian motions In: Economics Bulletin.
[Full Text][Citation analysis]		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
2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2014Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions In: Economic Modelling.
[Full Text][Citation analysis]		article9
2014Modelling under ambiguity with dynamically consistent Choquet random walks and ChoquetBrownian motions.(2014) In: Post-Print.
[Citation analysis]
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2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
[Full Text][Citation analysis]		article4
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]		article28
2018Information demand and stock market liquidity: International evidence In: Economic Modelling.
[Full Text][Citation analysis]		article0
2018Time-varying efficiency in food and energy markets: Evidence and implications In: Economic Modelling.
[Full Text][Citation analysis]		article0
2018Informational efficiency of Bitcoin—An extension In: Economics Letters.
[Full Text][Citation analysis]		article17
2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis In: Energy Economics.
[Full Text][Citation analysis]		article23
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: 23		paper
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]		article7
2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis In: Energy Economics.
[Full Text][Citation analysis]		article2
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
[Full Text][Citation analysis]		article1
2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations In: Energy Economics.
[Full Text][Citation analysis]		article0
2018Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
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2018How economic growth, renewable electricity and natural resources contribute to CO2 emissions? In: Energy Policy.
[Full Text][Citation analysis]		article4
2017How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2018Direct rebound effect of residential gas demand: Empirical evidence from France In: Energy Policy.
[Full Text][Citation analysis]		article4
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2016Economic policy uncertainty and stock markets: Long-run evidence from the US In: Finance Research Letters.
[Full Text][Citation analysis]		article19
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]		article42
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]		article29
2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2018Comovements of gold futures markets and the spot market: A wavelet analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018Index futures volatility and trading activity: Measuring causality at a multiple horizon In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]		article11
2017Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings In: International Journal of Production Economics.
[Full Text][Citation analysis]		article8
2017Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2017Sustainable production framework for cement manufacturing firms: A behavioural perspective In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article0
2010Real Options under Choquet-Brownian Ambiguity In: Working Papers.
[Full Text][Citation analysis]		paper5
2010Real Options under Choquet-Brownian Ambiguitys.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2018Impact of terrorism on stock markets: empirical evidence from the SAARC region In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]		paper4
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper1
2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach In: Working Papers.
[Citation analysis]		paper3
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers.
[Citation analysis]		paper0
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]		paper4
2018Spillovers between Bitcoin and other assets during bear and bull markets.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]		paper1
2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? In: Working Papers.
[Citation analysis]		paper0
2018Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Applied Economics.
[Full Text][Citation analysis]		article10
2018Examining top management commitment to TQM diffusion using institutional and upper echelon theories In: International Journal of Production Research.
[Full Text][Citation analysis]		article1

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