Noureddine Benlagha : Citation Profile

Are you Noureddine Benlagha?

University of Qatar

5

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

21

Articles

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 15
   Journals where Noureddine Benlagha has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 11 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe971
   Updated: 2023-11-04    RAS profile: 2022-12-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Noureddine Benlagha.

Is cited by:

Mokni, Khaled (4)

Jareño, Francisco (4)

Rault, Christophe (3)

Ben Naceur, Sami (3)

Ben Amar, Amine (2)

Ahmed, Walid (2)

Ben Cheikh, Nidhaleddine (2)

Yoon, Seong-Min (2)

Pham, Linh (2)

Goutte, Stéphane (2)

Tsiakas, Ilias (1)

Cites to:

Engle, Robert (30)

Charfeddine, Lanouar (23)

Yilmaz, Kamil (16)

Bouri, Elie (16)

Diebold, Francis (16)

Roubaud, David (14)

lucey, brian (13)

Nguyen, Duc Khuong (12)

Antonakakis, Nikolaos (11)

Bollerslev, Tim (11)

Corbet, Shaen (9)

Main data

Where Noureddine Benlagha has published?

Journals with more than one article published# docs
Applied Economics3
Research in International Business and Finance2
Applied Econometrics and International Development2
Review of Economics & Finance2

Recent works citing Noureddine Benlagha (2023 and 2022)

YearTitle of citing document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023How does the insurers mobile application sales strategy perform?. (2023). Xu, Xian ; Murphy, Finbarr ; Chen, Yusha. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:487-519.

Full description at Econpapers || Download paper

2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Network analysis on Bitcoin arbitrage opportunities. (2022). Šapkauskienė, Alfreda ; Bruzg, Rasa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001704.

Full description at Econpapers || Download paper

2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

Full description at Econpapers || Download paper

2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

Full description at Econpapers || Download paper

2022What do we know about the idiosyncratic risk of clean energy equities?. (2022). Phani, B V ; Sadorsky, Perry ; Ahmad, Wasim ; Roy, Preeti. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003218.

Full description at Econpapers || Download paper

2022Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

Full description at Econpapers || Download paper

2023Digital divide and household energy poverty in China. (2023). Huang, Junbing ; Zou, Hong ; Luan, Bingjiang. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000415.

Full description at Econpapers || Download paper

2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

Full description at Econpapers || Download paper

2022Achieving energy security amidst the world uncertainty in newly industrialized economies: The role of technological advancement. (2022). Doan, Buhari ; Olayinka, Olohunlana Aminat ; Ghosh, Sudeshna ; Wang, Jun ; Zhong, Kaiyang ; Shah, Muhammad Ibrahim. In: Energy. RePEc:eee:energy:v:261:y:2022:i:pb:s0360544222021508.

Full description at Econpapers || Download paper

2023Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

Full description at Econpapers || Download paper

2022A tale of two tails among carbon prices, green and non-green cryptocurrencies. (2022). Pham, Linh ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Long, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001065.

Full description at Econpapers || Download paper

2022Impact of global health crisis and oil price shocks on stock markets in the GCC. (2022). Eissa, Mohamed Abdel-Aziz ; Zeitun, Rami ; al Refai, Hisham. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002117.

Full description at Econpapers || Download paper

2022More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies. (2022). Pereira, Javier ; Jeong, Jiin ; Fung, Kennard. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005079.

Full description at Econpapers || Download paper

2022Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341.

Full description at Econpapers || Download paper

2022Safe-haven properties and portfolio applications of cryptocurrencies: Evidence from the emerging markets. (2022). Ustaoglu, Erkan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000423.

Full description at Econpapers || Download paper

2022Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330.

Full description at Econpapers || Download paper

2022COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover. (2022). Xu, KE ; Di, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004731.

Full description at Econpapers || Download paper

2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. (2022). Krištoufek, Ladislav ; Bouri, Elie ; Kristoufek, Ladislav ; Mitra, Subrata Kumar ; Iqbal, Najaf ; Kumar, Ashish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000166.

Full description at Econpapers || Download paper

2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Volatility spillover effect between internet finance and banks. (2022). Hao, Xiaozhen ; Zheng, Changmei ; Chen, Zhenlong. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:512-519.

Full description at Econpapers || Download paper

2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

Full description at Econpapers || Download paper

2022Interfuel substitution: A copula approach. (2022). Serletis, Apostolos ; Xu, Libo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000058.

Full description at Econpapers || Download paper

2022Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets. (2022). Zheng, Liping ; Meng, Juan ; Mo, Bin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001799.

Full description at Econpapers || Download paper

2022The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market. (2022). Yaqoob, Tanzeela ; Afshan, Sahar ; Sun, Yihan ; Lin, Shiwei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200188x.

Full description at Econpapers || Download paper

2022Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

Full description at Econpapers || Download paper

2022Role of macroeconomic determinants on the natural resource commodity prices: Indonesia futures volatility. (2022). Ekananda, Mahjus. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200263x.

Full description at Econpapers || Download paper

2022Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc ; Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

Full description at Econpapers || Download paper

2023The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645.

Full description at Econpapers || Download paper

2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

Full description at Econpapers || Download paper

2022Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets. (2022). Yoon, Seong-Min ; Kang, Sanghoon ; Troster, Victor ; Hernandez, Jose Areola ; Hanif, Waqas. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001172.

Full description at Econpapers || Download paper

2023COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81.

Full description at Econpapers || Download paper

2022How environmental taxes and carbon emissions are related in the G7 economies?. (2022). Balsalobre-Lorente, Daniel ; Diep, Huong Hoang ; Ghosh, Sudeshna ; Chu, Lan Khanh ; Doan, Buhari. In: Renewable Energy. RePEc:eee:renene:v:187:y:2022:i:c:p:645-656.

Full description at Econpapers || Download paper

2022Impact analysis of COVID-19 pandemic on the future green power sector: A case study in the Netherlands. (2022). Chen, Zhe ; Zhang, Zhenyuan ; Du, Yuefang ; Cao, DI ; Liu, Wen ; Hu, Weihao ; Luo, Shihua. In: Renewable Energy. RePEc:eee:renene:v:191:y:2022:i:c:p:261-277.

Full description at Econpapers || Download paper

2023Energy consumption within policy uncertainty: Considering the climate and economic factors. (2023). Umar, Muhammad ; Moldovan, Nicoleta-Claudia ; Su, Chi-Wei ; Li, Zheng Zheng. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:567-576.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x.

Full description at Econpapers || Download paper

2022Climate policy uncertainty and world renewable energy index volatility forecasting. (2022). , Toan ; Ma, Feng ; Umar, Muhammad ; Liang, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003341.

Full description at Econpapers || Download paper

2022An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. (2022). Hong, Nguyen Thi ; Ha, Le Thanh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004322.

Full description at Econpapers || Download paper

2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

Full description at Econpapers || Download paper

2022Oil-stock nexus: the role of oil shocks for GCC markets. (2022). McMillan, David G ; Ziadat, Salem Adel. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-12-2021-0529.

Full description at Econpapers || Download paper

2022Strategic Planning of Oil and Gas Companies: The Decarbonization Transition. (2022). Rutenko, Evgeniya ; Cherepovitsyn, Alexey. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6163-:d:896980.

Full description at Econpapers || Download paper

2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

Full description at Econpapers || Download paper

2023Clean Energy Action Index Efficiency: An Analysis in Global Uncertainty Contexts. (2023). Chambino, Mariana ; Horta, Nicole ; Dias, Rui. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3937-:d:1140829.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries. (2022). Mustafa, Hasan ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:43-:d:752591.

Full description at Econpapers || Download paper

2022The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Elamer, Ahmed A ; Elbialy, Bassam A ; Alsaab, Kholoud A ; Khashan, Mohamed A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14496-:d:963428.

Full description at Econpapers || Download paper

2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram. In: Working Papers. RePEc:hal:wpaper:halshs-04064084.

Full description at Econpapers || Download paper

2023Reconstructing cryptocurrency processes via Markov chains. (2023). Barbosa, Paulo ; Araujo, Tanya. In: Working Papers REM. RePEc:ise:remwps:wp02622023.

Full description at Econpapers || Download paper

2023Portfolio performance of European target prices. (2023). Gaspar, Raquel M ; Almeida, Joana. In: Working Papers REM. RePEc:ise:remwps:wp02632023.

Full description at Econpapers || Download paper

2023Insurance Market and Economic Growth in an Information-Driven Economy: Evidence from a Panel of High- and Middle-Income Countries?. (2023). Hall, John H ; Abraham, Rebecca ; Bahmani, Sahar ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09390-8.

Full description at Econpapers || Download paper

2023Economic growth, gender inequality, openness of trade, and female labour force participation: a nonlinear ARDL approach. (2023). Shahabudin, Sharifah Muhairah ; Jafrin, Nusrat ; Masud, Muhammad Mehedi ; Akhtar, Rulia. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09488-7.

Full description at Econpapers || Download paper

2022Renewable Energy during the Pandemic Crisis. (2022). Jula, Diana-Mihaela. In: Global Economic Observer. RePEc:ntu:ntugeo:vol10-iss1-34-48.

Full description at Econpapers || Download paper

2023Investigating risk assessment in post-pandemic household cryptocurrency investments: an explainable machine learning approach. (2023). Li, Lin. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-022-00302-z.

Full description at Econpapers || Download paper

2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

Full description at Econpapers || Download paper

2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

Full description at Econpapers || Download paper

2022Internet, Participation in International Trade, and Tax Revenue Instability. (2022). Gnangnon, Sena Kimm. In: Journal of Economic Integration. RePEc:ris:integr:0851.

Full description at Econpapers || Download paper

2023Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Gherghina, Stefan Cristian ; Armeanu, Daniel Stefan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470.

Full description at Econpapers || Download paper

2022Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211071110.

Full description at Econpapers || Download paper

2022Bitcoin in Portfolio Selection: A Multivariate Distribution Approach. (2022). Perales, Guillermo Benavides ; Nez, Jos Antonio ; Contreras-Valdez, Mario I. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221096124.

Full description at Econpapers || Download paper

2022Pricing insurance premia: a top down approach. (2022). Errais, Eymen. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-019-03459-w.

Full description at Econpapers || Download paper

2022Price discovery in the cryptocurrency market: evidence from institutional activity. (2022). Pham, Huy ; Thanh, Binh Nguyen ; Doan, Bao. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:1:d:10.1007_s40812-021-00202-0.

Full description at Econpapers || Download paper

2022Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets. (2022). Manzli, Yasmine Snene ; Frikha, Wajdi ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00206-8.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

Full description at Econpapers || Download paper

2023Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms. (2023). Shaikh, Parvez Ahmed ; Khan, Faridoon. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00200-9.

Full description at Econpapers || Download paper

2022Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis. (2022). Papapetrou, Evangelia ; Palaios, Panagiotis. In: Journal of Economic Structures. RePEc:spr:jecstr:v:11:y:2022:i:1:d:10.1186_s40008-022-00291-7.

Full description at Econpapers || Download paper

2022Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. (2022). Afjal, Mohd ; Sajeev, Kavya Clanganthuruthil. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00219-0.

Full description at Econpapers || Download paper

2023The Cryptocurrency Market and the Financial Stability. (2023). Delia, Iacob ; Cristian, Donoiu Paul. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1769-1778:n:19.

Full description at Econpapers || Download paper

2023The Contagion of International Crises: Implications of Inflation and Investor Sentiment on Stock and Treasury bond Returns. (2023). Maria-Cristina, Zwak-Cantoriu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1818-1838:n:37.

Full description at Econpapers || Download paper

2023The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin. (2023). POLEMIS, MICHAEL ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1602-1621.

Full description at Econpapers || Download paper

Works by Noureddine Benlagha:

YearTitleTypeCited
2013The Long-run Relationship among Index-linked Bonds and Conventional Bonds In: Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2014Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach In: Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2013Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article1
2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors In: Economic Modelling.
[Full Text][Citation analysis]		article62
2022Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article4
2022Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2017Range-based and GARCH volatility estimation: Evidence from the French asset market In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2016A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article13
2021Does renewable energy index respond to the pandemic uncertainty? In: Renewable Energy.
[Full Text][Citation analysis]		article20
2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2022An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2020Internet use and insurance growth: evidence from a panel of OECD countries In: Technology in Society.
[Full Text][Citation analysis]		article4
2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
2017An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries In: Multinational Finance Journal.
[Full Text][Citation analysis]		article3
2019Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
2022Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields? In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2014Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach In: Applied Economics.
[Full Text][Citation analysis]		article4
2020Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence In: Applied Economics.
[Full Text][Citation analysis]		article5
2022What determines the dependence between stock markets - crisis or financial and economic fundamentals? In: Applied Economics.
[Full Text][Citation analysis]		article0
2017Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team