Arif Billah Dar : Citation Profile

Are you Arif Billah Dar?

Shri Mata Vaishno Devi University

9

H index

8

i10 index

333

Citations

RESEARCH PRODUCTION:

32

Articles

3

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 30
   Journals where Arif Billah Dar has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 19 (5.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda550
   Updated: 2024-01-16    RAS profile: 2023-08-05    
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Relations with other researchers

Works with:

Bhanja, Niyati (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Arif Billah Dar.

Is cited by:

Tiwari, Aviral (43)

Shahbaz, Muhammad (15)

GUPTA, RANGAN (11)

Crowley, Patrick (10)

Hudgins, David (10)

Albulescu, Claudiu (8)

Mutascu, Mihai Ioan (6)

Selmi, Refk (6)

Mensi, walid (5)

Yoon, Seong-Min (5)

bouoiyour, jamal (5)

Cites to:

lucey, brian (39)

Tiwari, Aviral (36)

Bhanja, Niyati (29)

Yilmaz, Kamil (24)

Diebold, Francis (24)

Baur, Dirk (23)

Reboredo, Juan (15)

Shahzad, Syed Jawad Hussain (15)

Panagiotidis, Theodore (12)

McDermott, Thomas (12)

Panagiotidis, Theodore (12)

Main data

Where Arif Billah Dar has published?

Journals with more than one article published# docs
Resources Policy6
Economic Change and Restructuring3
Empirical Economics2
Economic Modelling2
Computational Economics2

Recent works citing Arif Billah Dar (2024 and 2023)

YearTitle of citing document
2023Determinants of womens financial inclusion: Evidence from India. (2023). Sirohi, Rahul A ; Bhupatiraju, Samyukta ; Govindapuram, Suresh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:1:p:131-158.

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2023Stock market integration in Africa: Further evidence from an information?theoretic framework. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:2-18.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market. (2023). Santhosh, P K ; Sahadudheen, I. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-37.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Chen, Jinyu ; Wen, Fenghua ; Duan, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000154.

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2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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2023What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924.

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2023Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144.

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2023Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582.

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2023The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x.

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2023Hidden causality between oil prices and exchange rates. (2023). An, Feng ; Wu, Tao ; Wang, ZE ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002209.

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2023Research on price transmission in Chinese mining stock market: Based on industry. (2023). Sun, Haoyu ; Wang, LU ; Zhou, Xuanru ; Xing, Wanli ; Zhang, Hua ; Zhu, Mingxue. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004385.

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2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

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2023Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30.

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2023A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries. (2023). Fikru, Mahelet ; Kisswani, Khalid M. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3839-:d:1136754.

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2023Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods. (2023). Hamori, Shigeyuki ; Shang, Jin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14445-:d:1252857.

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2023Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Dong, Zibing ; Xiao, Yao ; Gherghina, Stefan Cristian ; Zhuang, Xintian ; Wang, Jian ; Li, Yanshuang. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:7200306.

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2023Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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2023The Variability of IPO Issuance: Evidence from Pakistan Stock Exchange. (2023). Mohd-Rashid, Rasidah ; Mehmood, Waqas ; Ahmad, Abd Halim. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:1025-1040.

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2023Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z.

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2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Long?run co?variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Belaid, Fateh ; Sharif, Arshian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326.

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2023Analyzing the connectedness between crude oil and petroleum products: Evidence from USA. (2023). Tiwari, Aviral ; Shahbaz, Muhammad ; Ullah, Subhan ; Suleman, Muhammad Tahir. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2278-2347.

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2023Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510.

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Works by Arif Billah Dar:

YearTitleTypeCited
2013Export Led Growth or Growth Led Export Hypothesis in India: Evidence Based on Time-Frequency Approach In: Asian Economic and Financial Review.
[Full Text][Citation analysis]		article5
2014Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India In: Indian Economic Review.
[Citation analysis]		article2
2013Oil price and exchange rates: A wavelet based analysis for India In: Economic Modelling.
[Full Text][Citation analysis]		article105
2015Stock returns and inflation in Pakistan In: Economic Modelling.
[Full Text][Citation analysis]		article30
2022Is there a Kuznets curve for forest product footprint? – empirical evidence from India In: Forest Policy and Economics.
[Full Text][Citation analysis]		article0
2022Asymmetric, time and frequency-based spillover transmission in financial and commodity markets In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article7
2019Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries In: Resources Policy.
[Full Text][Citation analysis]		article12
2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains In: Resources Policy.
[Full Text][Citation analysis]		article19
2021Are precious metals and equities immune to monetary and fiscal policy uncertainties? In: Resources Policy.
[Full Text][Citation analysis]		article5
2021Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers In: Resources Policy.
[Full Text][Citation analysis]		article7
2023Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency In: Resources Policy.
[Full Text][Citation analysis]		article1
2023On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver In: Resources Policy.
[Full Text][Citation analysis]		article0
2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2020Financial inclusion determinants and impediments in India: insights from the global financial inclusion index In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]		article1
2014Revisiting the Doctrine of Purchasing Power Parity Through Quantile Regression and Wavelets In: The IUP Journal of Applied Economics.
[Citation analysis]		article0
2014Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India In: Working Papers.
[Full Text][Citation analysis]		paper6
2015Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries In: Computational Economics.
[Full Text][Citation analysis]		article9
2022Connectedness in International Crude Oil Markets In: Computational Economics.
[Full Text][Citation analysis]		article1
2015“The beauty of gold is, it loves bad news”: evidence from three major gold consumers In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article8
2018Is China a safe haven for Asian Tigers? In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article2
2019Stock returns and inflation: a tale of two periods in India In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article0
2017Do global financial crises validate assertions of fractal market hypothesis? In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article7
2023Determinants of financial inclusion in gulf cooperation council countries In: International Journal of Applied Economics, Finance and Accounting.
[Full Text][Citation analysis]		article0
2016Frequency based co-movement of inflation in selected euro area countries In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]		article3
2015A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 In: Working Papers.
[Citation analysis]		paper3
2016A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015.(2016) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2012Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article7
2013Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations In: Journal of Economic Integration.
[Full Text][Citation analysis]		article27
2014The predictive power of yield spread: evidence from wavelet analysis In: Empirical Economics.
[Full Text][Citation analysis]		article14
2015Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets In: Empirical Economics.
[Full Text][Citation analysis]		article21
2018Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis In: Journal of Business Cycle Research.
[Full Text][Citation analysis]		article4
2017Is gold a weak or strong hedge and safe haven against stocks? Robust evidences from three major gold-consuming countries In: Applied Economics.
[Full Text][Citation analysis]		article16
2014Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform In: Central Bank Review.
[Full Text][Citation analysis]		article2
2015Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited In: Panoeconomicus.
[Full Text][Citation analysis]		article1

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