David Roubaud : Citation Profile


Are you David Roubaud?

Montpellier Business School

37

H index

77

i10 index

5545

Citations

RESEARCH PRODUCTION:

87

Articles

49

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 504
   Journals where David Roubaud has often published
   Relations with other researchers
   Recent citing documents: 636.    Total self citations: 59 (1.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1069
   Updated: 2024-01-16    RAS profile: 2021-02-22    
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Relations with other researchers


Works with:

Bouri, Elie (31)

Shahzad, Syed Jawad Hussain (11)

Tiwari, Aviral (7)

Dubey, Rameshwar (7)

lucey, brian (6)

GUPTA, RANGAN (6)

Krištoufek, Ladislav (4)

Bekiros, Stelios (4)

Lau, Chi Keung (4)

Fosso Wamba, SAMUEL (3)

Fateh, BELAID (2)

USMAN, OJONUGWA (2)

Ji, Qiang (2)

Balcilar, Mehmet (2)

Wohar, Mark (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 (170)

GUPTA, RANGAN (145)

Tiwari, Aviral (110)

Shahbaz, Muhammad (105)

lucey, brian (67)

Vo, Xuan Vinh (63)

Ji, Qiang (58)

Mokni, Khaled (51)

Lau, Chi Keung (49)

Gözgör, Giray (47)

Asongu, Simplice (43)

Cites to:

Bouri, Elie (169)

Shahbaz, Muhammad (118)

GUPTA, RANGAN (96)

Tiwari, Aviral (55)

lucey, brian (54)

Balcilar, Mehmet (48)

Molnár, Peter (44)

Ji, Qiang (44)

Nguyen, Duc Khuong (43)

Shahzad, Syed Jawad Hussain (33)

Hammoudeh, Shawkat (32)

Main data


Where David Roubaud has published?


Journals with more than one article published# docs
Finance Research Letters18
Energy Economics9
The Quarterly Review of Economics and Finance8
Resources Policy6
Economic Modelling6
International Review of Financial Analysis5
Energy Policy4
Economics Bulletin4
International Journal of Production Economics3
Annals of Operations Research3
Applied Economics3
International Journal of Finance & Economics2
International Journal of Production Research2
The World Economy2

Working Papers Series with more than one paper published# docs
Post-Print / HAL28
Working Papers / University of Pretoria, Department of Economics11
MPRA Paper / University Library of Munich, Germany6
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing David Roubaud (2024 and 2023)


YearTitle of citing document
2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

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2023Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/023.

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2023Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2023). Asongu, Simplice ; Okwoche, Princewill U ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/053.

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2023Extending the Frontiers of Financial Development for Sustainability of the MENA States: The Roles of Resource Abundance and Institutional Quality. (2023). Asongu, Simplice ; Haouas, Ilham ; Gyamfi, Bright A ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/055.

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2023An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238.

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2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2023Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415.

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2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2023A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin. (2022). Herremans, Dorien ; Zou, Yanzhao. In: Papers. RePEc:arx:papers:2206.00648.

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2023Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. (2022). Wang, Christina Dan ; Chen, Shuaiyu ; Gao, Jiechao ; Sun, Xinghang ; Liu, Xiao-Yang ; Dirk, Berend Jelmer. In: Papers. RePEc:arx:papers:2209.05559.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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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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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023Dynamic Linkages Among Cryptocurrencies - The Role of COVID-19. (2023). Patra, Biswajit ; Sah, Abhishek. In: Asian Economics Letters. RePEc:ayb:jrnael:89.

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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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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Artificial intelligence for supply chain management: Disruptive innovation or innovative disruption?. (2023). Hendriksen, Christian. In: Journal of Supply Chain Management. RePEc:bla:jscmgt:v:59:y:2023:i:3:p:65-76.

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2023Revisiting the Military Expenditure-Growth Nexus: Does Institutional Quality Moderate the Effect?. (2023). Dada, James ; Al-Faryan, Mamdouh Abdulaziz Sa ; Abdulaziz, Al-Faryan Mamdouh ; Marina, Arnaut ; Olayemi, Awoleye Emmanuel ; Temitope, Dada James. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:29:y:2023:i:1:p:19-42:n:5.

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2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355.

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2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2023The Role of Institutional Pressure and Dynamic Capabilities in Promoting Energy Efficiency Practices: Evidence from the Moroccan Manufacturing Sector. (2023). Benali, Mimoun ; Bensouda, Mehdi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-38.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Riding the Waves of Fluctuating Oil Prices: Decoding the Impact on Economic Growth. (2023). Pathath, Abdul Wahab ; Ur, Haroon ; Zaman, Khalid ; Khan, Shiraz ; Akhtar, Muhammad Zaheer ; Triantoro, Arvian ; Sertoglu, Kamil ; Mahmad, Muhamad Amar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-4.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2023Unveiling the Role of Business Freedom to Determine Environmental Degradation in Developing Countries. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-19.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Babu, Manivannan ; Anandhabalaji, V ; Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

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2023Impacts of Environment-Related Technology, Structural Change, and Globalization on Greenhouse Gas Emissions: Evidence from Top Twenty Emitter Countries. (2023). Azeez, Saya Jamal ; Abdulkadhim, Hatem Hatef. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-72.

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2023The energy rebound effect in households: Evidence from urban and rural areas in Beijing. (2023). Zhang, Zheng ; Li, Guohao ; Mu, Xianzhong ; Hu, Guangwen ; Kong, LI. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s0306261923005159.

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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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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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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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2023Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763.

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2023Does technology innovation help to achieve carbon neutrality?. (2023). Umar, Muhammad ; Stefea, Petru ; Liu, Fangying ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1-14.

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2023Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Global value chain and export-embodied carbon emissions: New evidence from foreign-invested enterprises. (2023). Pan, AN ; Wang, Ran ; Li, Xiyuan ; Yan, Yunfeng. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002614.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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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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2023Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030.

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2023How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

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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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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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2023International expansion of renewable energy capacities: The role of innovation and choice of policy instruments. (2023). Oelker, Thomas J ; Hille, Erik. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pa:s0921800922003196.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Foreign direct investment and inclusive green growth in Africa: Energy efficiency contingencies and thresholds. (2023). Ojong, Nathanael ; Gbolonyo, Emmanuel Y ; Ofori, Isaac K. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005436.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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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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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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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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2023Nexus between digital transformation and energy technology innovation: An empirical test of A-share listed enterprises. (2023). SHEN, Zhiyang ; Zhang, Linda ; Song, Malin ; Du, Juntao. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000701.

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2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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

Works by David Roubaud:


YearTitleTypeCited
2019Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile?on?quantile regression methods In: The World Economy.
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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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2017Modelling under ambiguity with two correlated Choquet-Brownian motions In: Economics Bulletin.
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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
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2014Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions In: Economic Modelling.
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2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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2016Economic policy uncertainty and stock markets: Long-run evidence from the US.(2016) In: Post-Print.
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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
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2018Comovements of gold futures markets and the spot market: A wavelet analysis In: Finance Research Letters.
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2018Index futures volatility and trading activity: Measuring causality at a multiple horizon In: Finance Research Letters.
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2018Index futures volatility and trading activity: Measuring causality at a multiple horizon.(2018) In: Post-Print.
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2018Impact of terrorism on stock markets: Empirical evidence from the SAARC region In: Finance Research Letters.
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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching In: Finance Research Letters.
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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
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2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
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2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
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article100
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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2019The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis In: Finance Research Letters.
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2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
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2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
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2020The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters.
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2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
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2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
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2019Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy In: Resources Policy.
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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
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2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
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2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
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2020Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization In: Resources Policy.
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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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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.
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2019Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain In: International Journal of Production Economics.
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2019Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain.(2019) In: Post-Print.
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2020Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations In: International Journal of Production Economics.
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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.
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article9
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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article86
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
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2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
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2020Cryptocurrencies as hedges and safe-havens for US equity sectors In: The Quarterly Review of Economics and Finance.
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2020Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance.
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2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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2020Quantile causality between banking stock and real estate securities returns in the US In: The Quarterly Review of Economics and Finance.
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2017Sustainable production framework for cement manufacturing firms: A behavioural perspective In: Renewable and Sustainable Energy Reviews.
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2019Can big data and predictive analytics improve social and environmental sustainability? In: Technological Forecasting and Social Change.
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2018The Dynamics of Energy Intensity Convergence in the EU-28 Countries In: Working Papers.
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2019Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? In: Working Papers.
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2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
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2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
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2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
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[Full Text][Citation analysis]
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