4
H index
4
i10 index
100
Citations
Université de la Manouba | 4 H index 4 i10 index 100 Citations RESEARCH PRODUCTION: 5 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Olfa Belhassine. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2025 | Network-based diversification of stock and cryptocurrency portfolios. (2025). Stojkoski, Viktor ; Mirchev, Miroslav ; Mishkovski, Igor ; Kitanovski, Dimitar. In: Papers. RePEc:arx:papers:2408.11739. Full description at Econpapers || Download paper |
| 2024 | IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128. Full description at Econpapers || Download paper |
| 2024 | From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper |
| 2024 | Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493. Full description at Econpapers || Download paper |
| 2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper |
| 2025 | A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies. (2025). Kim, Woo Chang ; Choi, Insu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002419. Full description at Econpapers || Download paper |
| 2024 | Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888. Full description at Econpapers || Download paper |
| 2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper |
| 2024 | Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165. Full description at Econpapers || Download paper |
| 2024 | Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x. Full description at Econpapers || Download paper |
| 2024 | Exploring the sources of systemic risk and trading strategies in energy and stock markets. (2024). Wu, Lei ; Han, Liyan ; Jin, Jiayu ; Zeng, Hong Chao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005814. Full description at Econpapers || Download paper |
| 2025 | The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965. Full description at Econpapers || Download paper |
| 2024 | Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks. (2024). Yoon, Seong-Min ; Xiong, Youlin ; Dong, Xiyong ; Shen, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000503. Full description at Econpapers || Download paper |
| 2025 | Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts. (2025). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014545. Full description at Econpapers || Download paper |
| 2025 | Risk contagion between commodity and Chinas stock markets under the impact of major events. (2025). Hu, Shichao ; Luo, Jiaying ; Pu, Ganlin ; Wang, Xueping ; Xue, Shengxi. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004751. Full description at Econpapers || Download paper |
| 2024 | COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775. Full description at Econpapers || Download paper |
| 2024 | Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers || Download paper |
| 2024 | The impact of COVID-19 on global investor attention. (2024). Lu, Jia-Wen ; Lin, Zih-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002749. Full description at Econpapers || Download paper |
| 2025 | Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158. Full description at Econpapers || Download paper |
| 2025 | Is it just green? Asymmetry behavior of returns in green investments. (2025). Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002515. Full description at Econpapers || Download paper |
| 2025 | Data-driven FinTech and agile supply chain systems: Mechanisms and impacts. (2025). Guo, Yixuan ; Wang, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025004162. Full description at Econpapers || Download paper |
| 2024 | Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Balaban, Suzana ; Simi, Milica ; Ivkov, Dejan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751. Full description at Econpapers || Download paper |
| 2024 | FinTech and fan tokens: Understanding the risks spillover of digital asset investment. (2024). Foglia, Matteo ; Pacelli, Vincenzo ; Maci, Giampiero. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003161. Full description at Econpapers || Download paper |
| 2024 | Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306. Full description at Econpapers || Download paper |
| 2024 | How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655. Full description at Econpapers || Download paper |
| 2024 | Investment modeling between energy futures and responsible investment. (2024). Sawarn, Ujjawal ; Nandan, Tanuj ; Soni, Rajat Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001661. Full description at Econpapers || Download paper |
| 2025 | Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416. Full description at Econpapers || Download paper |
| 2025 | Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957. Full description at Econpapers || Download paper |
| 2025 | Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method. (2025). Zhu, Huiming ; Chen, Yaling ; Liu, Yinpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000467. Full description at Econpapers || Download paper |
| 2025 | Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy. (2025). Mbarek, Marouene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002557. Full description at Econpapers || Download paper |
| 2024 | Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x. Full description at Econpapers || Download paper |
| 2025 | Crude oil Price forecasting: Leveraging machine learning for global economic stability. (2025). Tiwari, Aviral ; Sharma, Gagan Deep ; Rao, Amar ; Hossain, Mohammad Razib ; Dev, Dhairya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:216:y:2025:i:c:s0040162525001647. Full description at Econpapers || Download paper |
| 2024 | WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market. (2024). Bai, Manying ; Qin, Peng. In: PLOS ONE. RePEc:plo:pone00:0302131. Full description at Econpapers || Download paper |
| 2024 | How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01. Full description at Econpapers || Download paper |
| 2024 | Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1. Full description at Econpapers || Download paper |
| 2024 | Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness. (2024). Polat, Onur. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00581-4. Full description at Econpapers || Download paper |
| 2025 | Green bond, stock, cryptocurrency, and commodity markets: a multiscale analysis and portfolio implications. (2025). Bouri, Elie ; Kamal, Elham. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00749-6. Full description at Econpapers || Download paper |
| 2024 | Multiple time-scales analyses of nickel futures and spot markets volatility spillovers effects. (2024). Luo, Yimin ; Li, Mengya ; Hong, Shuifeng. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00389-9. Full description at Econpapers || Download paper |
| 2024 | Hedging nickel and copper commodities using bitcoin and gold: are they safe havens?. (2024). Ju, Seoung ; Patrice, Miles ; Nicole, Julianna ; James, Jordan. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:9:d:10.1007_s43546-024-00708-4. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Contagion and portfolio management in times of COVID-19 In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 14 |
| 2021 | Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis In: Energy Economics. [Full Text][Citation analysis] | article | 34 |
| 2022 | COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 28 |
| 2020 | Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 23 |
| 2019 | Further insights into the oil and equity market relationship In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
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