David Roubaud : Citation Profile

Are you David Roubaud?

Montpellier Business School

18

H index

25

i10 index

1104

Citations

RESEARCH PRODUCTION:

35

Articles

18

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 138
   Journals where David Roubaud has often published
   Relations with other researchers
   Recent citing documents: 561.    Total self citations: 23 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1069
   Updated: 2020-11-21    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)

Dubey, Rameshwar (3)

Shahzad, Syed Jawad Hussain (2)

Wang, Shixuan (2)

AROURI, Mohamed (2)

Lau, Chi Keung (2)

Ji, Qiang (2)

Nasir, Muhammad (2)

FARHANI, Sahbi (2)

HOANG, Thi Hong Van (2)

Balcilar, Mehmet (2)

Molnár, Peter (2)

Lapied, André (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 (107)

GUPTA, RANGAN (57)

Shahbaz, Muhammad (42)

Tiwari, Aviral (36)

lucey, brian (32)

Lau, Chi Keung (24)

Ji, Qiang (23)

Gözgör, Giray (23)

Krištoufek, Ladislav (20)

Fernandez Bariviera, Aurelio (19)

Bekun, Festus (18)

Cites to:

Shahbaz, Muhammad (59)

Bouri, Elie (46)

GUPTA, RANGAN (30)

Nguyen, Duc Khuong (22)

Hammoudeh, Shawkat (18)

Molnár, Peter (17)

Tiwari, Aviral (16)

Rajcaniova, Miroslava (16)

Ozturk, Ilhan (16)

Kancs, d'Artis (16)

lucey, brian (16)

Main data

Where David Roubaud has published?

Journals with more than one article published# docs
Finance Research Letters6
Economic Modelling5
Energy Economics5
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 (2020 and 2019)

YearTitle of citing document
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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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: Research Africa Network Working Papers. RePEc:abh: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 ; Sarkodie, Samuel A ; Joshua, Udi. In: Research Africa Network Working Papers. RePEc:abh: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 ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013.

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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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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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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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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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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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2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Cerqueti, Roy ; Mattera, Raffaele ; Giacalone, Massimiliano. In: Papers. RePEc:arx:papers:2004.11674.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction. (2020). Wu, Weili ; Li, Xiao. In: Papers. RePEc:arx:papers:2008.09667.

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2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030.

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2020Multiscale characteristics of the emerging global cryptocurrency market. (2020). Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2010.15403.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:2011.03741.

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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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2020The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

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2020Testing the nexus between renewable energy consumption and environmental quality in Nigeria: The role of broad‐based financial development. (2020). Dabwor, Dalis T ; Goshit, Gideon G ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:163-175.

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2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

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2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

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2020Applying Blockchain to the Australian Carbon Market. (2020). Thomas, Sebastian ; Hartmann, Sam. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:133-151.

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2020How renewable energy consumption lower global CO2 emissions? Evidence from countries with different income levels. (2020). Dong, Kangyin ; Jiang, Qingzhe. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1665-1698.

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2019BITCOIN IN THE SCIENTIFIC LITERATURE – A BIBLIOMETRIC STUDY. (2019). Mărginean, Silvia ; Raluca, Sava ; Cristina, Mrginean Silvia ; Ramona, Ortean. In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:3:p:160-174.

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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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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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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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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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2020Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach. (2020). Shahbaz, Muhammad ; Czudaj, Robert ; Khraief, Naceur. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00291.

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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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2020Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.. (2020). Zaghdoudi, Taha ; Alfreahat, Khaled Issa ; Tissaoui, Kais. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00269.

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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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2020Does CO2 Emission Have Any Link With the Change Democratic Conditions in ASEAN Countries?. (2020). Jermsittiparsert, Kittisak ; Watthanabut, Busakorn. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-24.

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2020The Impact of Natural Resources, Renewable Energy, Economic Growth on Carbon Dioxide Emission in Malaysia. (2020). Suksod, Pornkul ; Suteerachai, Boonsri ; Aeknarajindawat, Natnaporn. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-26.

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2020Crypto-currencies Trading and Energy Consumption. (2020). Nguyen, Canh ; Hui, Felicia Chong ; Schinckus, Christophe. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-45.

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2020Renewable and Non-renewable Energy, Economic Growth and Natural Resources Impact on Environmental Quality: Empirical Evidence from South and Southeast Asian Countries with CS-ARDL Modeling. (2020). Botelho, Anabela ; Robaina, Margarita ; Arshad, Zeeshan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-43.

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2020The Increasing of Competitiveness of Agro-Industry Products Through Institutional Empowerment to Support the Achievement of Sustainable Agricultural Development. (2020). Azahari, Delima Hasri ; Elizabeth, Roosganda ; Faqih, Achmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-79.

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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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2019Herding behavior and contagion in the cryptocurrency market. (2019). Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Jordo, Paulo Vitor. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:41-50.

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2019Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model. (2019). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:57-63.

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2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

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2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

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2020Measuring economic policy uncertainty in China. (2020). Luk, Paul ; Huang, Yun. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301282.

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2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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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). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2020Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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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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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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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]		article3
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]		article9
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]		article11
2014Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions In: Economic Modelling.
[Full Text][Citation analysis]		article11
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: 11		paper
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
[Full Text][Citation analysis]		article6
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]		article109
2018Information demand and stock market liquidity: International evidence In: Economic Modelling.
[Full Text][Citation analysis]		article2
2018Time-varying efficiency in food and energy markets: Evidence and implications In: Economic Modelling.
[Full Text][Citation analysis]		article3
2018Informational efficiency of Bitcoin—An extension In: Economics Letters.
[Full Text][Citation analysis]		article76
2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis In: Energy Economics.
[Full Text][Citation analysis]		article74
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: 74		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]		article20
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]		article17
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
[Full Text][Citation analysis]		article19
2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations In: Energy Economics.
[Full Text][Citation analysis]		article25
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: 25		paper
2018How economic growth, renewable electricity and natural resources contribute to CO2 emissions? In: Energy Policy.
[Full Text][Citation analysis]		article63
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: 63		paper
2018Direct rebound effect of residential gas demand: Empirical evidence from France In: Energy Policy.
[Full Text][Citation analysis]		article14
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article35
2016Economic policy uncertainty and stock markets: Long-run evidence from the US In: Finance Research Letters.
[Full Text][Citation analysis]		article41
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]		article170
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]		article15
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]		article103
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: 103		paper
2018Comovements of gold futures markets and the spot market: A wavelet analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2018Index futures volatility and trading activity: Measuring causality at a multiple horizon In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]		article39
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]		article18
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]
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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]		article4
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]		article23
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: 23		paper
2017Sustainable production framework for cement manufacturing firms: A behavioural perspective In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article2
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]
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2018Impact of terrorism on stock markets: empirical evidence from the SAARC region In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2018Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]		paper22
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper2
2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach In: Working Papers.
[Citation analysis]		paper41
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]		paper23
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: 23		article
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]		paper15
2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? In: Working Papers.
[Citation analysis]		paper25
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]		article3
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Applied Economics.
[Full Text][Citation analysis]		article42
2018Examining top management commitment to TQM diffusion using institutional and upper echelon theories In: International Journal of Production Research.
[Full Text][Citation analysis]		article3

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