David Roubaud : Citation Profile


Are you David Roubaud?

Montpellier Business School

15

H index

20

i10 index

744

Citations

RESEARCH PRODUCTION:

35

Articles

18

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 93
   Journals where David Roubaud has often published
   Relations with other researchers
   Recent citing documents: 469.    Total self citations: 22 (2.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1069
   Updated: 2020-05-16    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)

FARHANI, Sahbi (2)

HOANG, Thi Hong Van (2)

Wang, Shixuan (2)

Ji, Qiang (2)

Molnár, Peter (2)

Nasir, Muhammad (2)

AROURI, Mohamed (2)

Lau, Chi Keung (2)

Balcilar, Mehmet (2)

Shahzad, Syed Jawad Hussain (2)

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

Is cited by:

Bouri, Elie (73)

GUPTA, RANGAN (52)

Shahbaz, Muhammad (30)

Tiwari, Aviral (27)

Lau, Chi Keung (22)

lucey, brian (22)

Fernandez Bariviera, Aurelio (19)

Gözgör, Giray (18)

Wang, Gang-Jin (17)

bouoiyour, jamal (15)

Raheem, Ibrahim (14)

Cites to:

Shahbaz, Muhammad (62)

Bouri, Elie (48)

GUPTA, RANGAN (29)

Nguyen, Duc Khuong (22)

Hammoudeh, Shawkat (18)

Tiwari, Aviral (17)

lucey, brian (16)

Ozturk, Ilhan (16)

Balcilar, Mehmet (14)

Ciaian, Pavel (14)

Molnár, Peter (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
International Review of Financial Analysis2
Energy Policy2
Applied Economics2
The Quarterly Review of Economics and Finance2

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
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Bouri, Elie. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:95-114.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus V ; Agboola, Mary O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/040.

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2019The Conditional Relationship between Renewable Energy and Environmental Quality in Sub-Saharan Africa. (2019). Asongu, Simplice ; Odo, Kingsley O ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/074.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Asongu, Simplice ; Bekun, Festus Victor ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/093.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/040.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

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2019The Conditional Relationship between Renewable Energy and Environmental Quality in Sub-Saharan Africa. (2019). Asongu, Simplice ; Odo, Kingsley O ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/074.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Bekun, Festus ; Asongu, Simplice ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/093.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010.

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

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013.

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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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2020An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

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

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2019How does financial development impact trade openness? Evidence from export performance of Pakistan. (2019). Shamim, Muhammad Asif. In: South Asian Journal of Management Sciences (SAJMS), Iqra University. RePEc:ajm:journl:v:13:y:2019:i:1:p:74-98.

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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). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1801.05760.

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

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2019An analysis of cryptocurrencies conditional cross correlations. (2019). 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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2019A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong. In: Papers. RePEc:arx:papers:1904.05028.

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2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

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2019A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933.

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2019Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation. (2019). Fabozzi, Frank J ; Rache, Svetlozar T ; Hu, Yuan. In: Papers. RePEc:arx:papers:1908.05419.

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2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281.

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2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2019A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166.

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2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

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2020An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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

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2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Autocorrelation of returns in major cryptocurrency markets. (2020). Bibik, Alexander ; Sarmakeeva, Anastasiia ; Plesovskikh, Ksenia ; Tartakovsky, Eugene. In: Papers. RePEc:arx:papers:2003.13517.

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2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

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

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2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

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

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2020What Drives Bitcoins? A Com- parative Study of Bitcoin Prices and Financial Asset Classes. (2020). Bartholomae, Florian ; Rafih, Pierre. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:41-45.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017629.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. 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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2019Financial Frictions and the Futures Pricing Puzzle. (2019). Taamouti, Abderrahim ; EL Alaoui, AbdelKader ; Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Rahman, Hamid. In: Working Papers. RePEc:dur:durham:2019_07.

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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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2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

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2020Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047.

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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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2019Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7.

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2019Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market. (2019). Gupta, Saumya ; Malhotra, Nidhi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-26.

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2019The Role of Financial Management in Testing Environmental Kuznets Curve in Kuwait: Evidence from ARDL Bound Testing Approach. (2019). Al-Hussaini, Ahmed Nahar . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-39.

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2019Empirical Analysis of Electricity Consumption, CO2 Emissions and Economic Growth: Evidence from Cameroon.. (2019). Tamba, Jean Gaston ; Wu, Zhongqun ; Njoke, Mbanda L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-05-10.

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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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2019A new approach for assessing the macroeconomic growth energy rebound effect. (2019). Kim, Jinsoo ; Jin, Taeyoung. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:192-200.

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2019Does the rebound effect matter in energy import-dependent mega-cities? Evidence from Shanghai (China). (2019). Shao, Shuai ; Yu, Mingliang ; Guo, Longfei ; Guan, Dabo ; Yang, Lili. In: Applied Energy. RePEc:eee:appene:v:241:y:2019:i:c:p:212-228.

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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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2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Zhang, Xuan ; Ouyang, Ruolan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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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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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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2019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2019The symbiotic rebound effect in the circular economy. (2019). Figge, Frank ; Thorpe, Andrea Stevenson. In: Ecological Economics. RePEc:eee:ecolec:v:163:y:2019:i:c:p:61-69.

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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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2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

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2019The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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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.
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article3
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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article7
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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article0
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.
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This paper has another version. Agregated cites: 0
paper
2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
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article4
2014Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions In: Economic Modelling.
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article9
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: 9
paper
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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article5
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
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article79
2018Information demand and stock market liquidity: International evidence In: Economic Modelling.
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article1
2018Time-varying efficiency in food and energy markets: Evidence and implications In: Economic Modelling.
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article2
2018Informational efficiency of Bitcoin—An extension In: Economics Letters.
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article46
2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis In: Energy Economics.
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article44
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: 44
paper
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
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article15
2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis In: Energy Economics.
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article8
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
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article7
2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations In: Energy Economics.
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article9
2018Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2018How economic growth, renewable electricity and natural resources contribute to CO2 emissions? In: Energy Policy.
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article35
2017How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 35
paper
2018Direct rebound effect of residential gas demand: Empirical evidence from France In: Energy Policy.
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article8
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
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article2
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
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article21
2016Economic policy uncertainty and stock markets: Long-run evidence from the US In: Finance Research Letters.
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article33
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
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article118
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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article10
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
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article72
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: 72
paper
2018Comovements of gold futures markets and the spot market: A wavelet analysis In: Finance Research Letters.
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article3
2018Index futures volatility and trading activity: Measuring causality at a multiple horizon In: Finance Research Letters.
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article2
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
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article32
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.
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article13
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: 13
paper
2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
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article3
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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article18
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2017Sustainable production framework for cement manufacturing firms: A behavioural perspective In: Renewable and Sustainable Energy Reviews.
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article1
2010Real Options under Choquet-Brownian Ambiguity In: Working Papers.
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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.
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paper1
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]
paper15
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]
paper22
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]
paper16
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]
paper10
2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? In: Working Papers.
[Citation analysis]
paper15
2018Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations In: Annals of Operations Research.
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article2
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Applied Economics.
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article32
2018Spillovers between Bitcoin and other assets during bear and bull markets In: Applied Economics.
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article13
2018Examining top management commitment to TQM diffusion using institutional and upper echelon theories In: International Journal of Production Research.
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