Naji Pierre Jalkh : Citation Profile

Are you Naji Pierre Jalkh?

Université Saint-Joseph

6

H index

5

i10 index

340

Citations

RESEARCH PRODUCTION:

11

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 56
   Journals where Naji Pierre Jalkh has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pja652
   Updated: 2024-01-16    RAS profile: 2024-01-08    
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Relations with other researchers

Works with:

Bouri, Elie (10)

Adrian, Tobias (2)

Pastor, Lubos (2)

Moinas, Sophie (2)

Johannesson, Magnus (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Alexeev, Vitali (2)

Sarno, Lucio (2)

Dimpfl, Thomas (2)

Pasquariello, Paolo (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Gehrig, Thomas (2)

Schuerhoff, Norman (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Füllbrunn, Sascha (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Schenk-Hoppé, Klaus (2)

Chow, Nikolai Sheung-Chi (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Gorbenko, Arseny (2)

Taylor, Nick (2)

Bos, Charles (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Smales, Lee (2)

Roy, Saurabh (2)

Lajaunie, Quentin (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Bohorquez Correa, Santiago (2)

Walther, Thomas (2)

Theissen, Erik (2)

Palan, Stefan (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Hjalmarsson, Erik (2)

Liew, Chee (2)

Chernov, Mikhail (2)

Ait-Sahalia, Yacine (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Kassner, Bernhard (2)

Wilhelmsson, Anders (2)

Deev, Oleg (2)

Park, Andreas (2)

van Kervel, Vincent (2)

Frömmel, Michael (2)

Regis, Luca (2)

Holzmeister, Felix (2)

Jurkatis, Simon (2)

He, Xuezhong (Tony) (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Nielsson, Ulf (2)

FERROUHI, EL MEHDI (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Talavera, Oleksandr (2)

Abudy, Menachem (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Ferrara, Gerardo (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Zhou, Chen (2)

Wolff, Christian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Naji Pierre Jalkh.

Is cited by:

Bouri, Elie (27)

GUPTA, RANGAN (18)

Roubaud, David (9)

lucey, brian (8)

Vo, Xuan Vinh (6)

Shahzad, Syed Jawad Hussain (6)

Maghyereh, Aktham (6)

Krištoufek, Ladislav (5)

Uddin, Gazi (5)

Kliber, Agata (4)

Çevik, Emrah (4)

Cites to:

Bouri, Elie (18)

Shahzad, Syed Jawad Hussain (11)

Roubaud, David (9)

GUPTA, RANGAN (8)

Bekiros, Stelios (7)

Reboredo, Juan (6)

Zhang, Dayong (5)

Yoon, Seong-Min (5)

Maghyereh, Aktham (5)

Johannesson, Magnus (4)

Diebold, Francis (4)

Main data

Where Naji Pierre Jalkh has published?

Journals with more than one article published# docs
Resources Policy2
International Review of Financial Analysis2

Recent works citing Naji Pierre Jalkh (2024 and 2023)

YearTitle of citing document
2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779.

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2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625.

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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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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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2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

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2023Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866.

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2023Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379.

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2023The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653.

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2023Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Gholami, Samad ; Sadeghi, Abdorasoul ; Roudari, Soheil. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

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2023COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

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2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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2023Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments. (2023). Du, Xinyu ; Yuan, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123007215.

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2023The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques. (2023). Mellit, A ; Si, K. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:97-105.

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2023Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523.

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2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

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2023COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30.

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2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023Measurement and prediction of systemic risk in China’s banking industry. (2023). Zhao, Yue ; Lee, Chien-Chiang ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604.

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2023Network effects and store-of-value features in the cryptocurrency market. (2023). Adelopo, Ismail ; Luo, Xiaojun ; Bakhtiar, Tiam. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001252.

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2023Volatility and Spillover Effects between Central–Eastern European Stock Markets and Energy Markets: An Emphasis on Crisis Periods. (2023). Milo, Laura Raisa ; Booc, Claudiu ; Turgeman, Avraham ; Jude, Octavian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6159-:d:1224247.

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2023Risk Spillovers and Network Connectedness between Clean Energy Stocks, Green Bonds, and Other Financial Assets: Evidence from China. (2023). Zhang, Yun ; Chen, Qibo ; Fang, Shiyi. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7077-:d:1259039.

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2023Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?. (2023). Heliodoro, Paula ; Alexandre, Paulo ; Teixeira, Nuno ; Chambino, Mariana ; Dias, Rui Manuel. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7197-:d:1264726.

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2023Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108.

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2023Oil Price—A Sensor for the Performance of Romanian Oil Manufacturing Companies. (2023). Ivan, Mihail Vincentiu ; Manta, Otilia ; Voica, Marian Catalin ; Muresan, Jianu Daniel ; Neacsa, Adrian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2336-:d:1083622.

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2023.

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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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2023Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis. (2023). Niu, Hongli ; Fu, Zeyi ; Wang, Weiqing. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10301-2.

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2023The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets. (2023). Wu, Shan ; Zhou, Yuqin ; Rognone, Lavinia ; Liu, Zhenhua. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42925-9.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y.

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2023Assessing the contribution of South African Insurance Firms to Systemic Risk. (2023). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Zulu, Thulani. In: MPRA Paper. RePEc:pra:mprapa:116815.

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2023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301.

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2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337.

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2023Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period. (2023). Kumar, Dilip ; Narayan, Shivani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:57-84.

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2023Sterling insights into natural resources intensification, ageing population and globalization on environmental status in Mediterranean countries. (2023). Agboola, Mary Oluwatoyin ; Bekun, Festus Victor ; Adebayo, Tomiwa Sunday ; Gyamfi, Bright Akwasi. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1471-1491.

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2023A stochastic dominance analysis of conventional and clean energy stocks during different oil market conditions. (2023). Usman, Muhammad. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02359-0.

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2023Are life insurance futures a safe haven during COVID-19?. (2023). Lee, Yuan-Ming ; Wang, Kuan-Min. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00411-z.

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2023Higher moment connectedness of cryptocurrencies: a time-frequency approach. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09627-w.

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2023COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6.

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2023A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2023). Zurika, Robinson. In: Working Papers. RePEc:uza:wpaper:30192.

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2023The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence. (2023). Abdelkerim, Debbar ; Hanane, Beggat ; Rahima, Bousbia Salah. In: Economics and Business. RePEc:vrs:ecobus:v:37:y:2023:i:1:p:104-118:n:2.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Rojas, Omar ; Nazlioglu, Saban ; Gupta, Rangan ; Coronado, Semei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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Works by Naji Pierre Jalkh:

YearTitleTypeCited
2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
[Full Text][Citation analysis]		article9
2019Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics.
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This paper has nother version. Agregated cites: 9		article
2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article41
2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy.
[Full Text][Citation analysis]		article85
2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2023Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants In: International Review of Financial Analysis.
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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
[Full Text][Citation analysis]		article19
2021Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy.
[Full Text][Citation analysis]		article48
2019Assessing the risk of the European Union carbon allowance market In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper4
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
[Citation analysis]		paper130
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		article
2021Hedging the risk of travel and leisure stocks: The role of crude oil In: Tourism Economics.
[Full Text][Citation analysis]		article0

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