8
H index
8
i10 index
672
Citations
Université de Tunis El Manar | 8 H index 8 i10 index 672 Citations RESEARCH PRODUCTION: 12 Articles 6 Papers 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 Walid Chkili. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Bulletin | 3 |
Research in International Business and Finance | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Department of Research, Ipag Business School | 4 |
Year | Title of citing document |
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2024 | New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916. Full description at Econpapers || Download paper |
2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper |
2024 | Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894. Full description at Econpapers || Download paper |
2024 | Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303. Full description at Econpapers || Download paper |
2024 | Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques. (2024). Kim, Woo Chang ; Choi, Insu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001844. Full description at Econpapers || Download paper |
2024 | Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957. Full description at Econpapers || Download paper |
2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper |
2024 | Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Li, Wei ; Han, Wei ; Zhang, Junchao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x. Full description at Econpapers || Download paper |
2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, Ramzi ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers || Download paper |
2024 | Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643. Full description at Econpapers || Download paper |
2024 | The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Yaqoob, Tanzeela ; Maqsood, Arfa. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333. Full description at Econpapers || Download paper |
2024 | Crude oil price hikes and exchange rate volatility: A lesson from the Bangladesh economy. (2024). Nandi, Mohitosh Kumar ; Kabir, Md Humayun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002253. Full description at Econpapers || Download paper |
2024 | How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548. Full description at Econpapers || Download paper |
2024 | Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339. Full description at Econpapers || Download paper |
2024 | Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Tiwari, Aviral ; Trabelsi, Nader ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014. Full description at Econpapers || Download paper |
2024 | Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Yousaf, Imran ; Ali, Shoaib ; Marei, Mohamed ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151. Full description at Econpapers || Download paper |
2024 | Volatility forecasts by clustering: Applications for VaR estimation. (2024). Wang, Zijin ; Liu, Peng ; Chen, Peimin ; Wu, Chunchi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003320. Full description at Econpapers || Download paper |
2024 | Measuring risk transmission between international oil and islamic stock markets: A comparative analysis with the gold markets. (2024). Sharif, Arshian ; Kumar, Satish ; Ghallabi, Fahmi ; Ghorbel, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400457x. Full description at Econpapers || Download paper |
2024 | The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Tarchella, Salma ; Khalfaoui, Rabeh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519. Full description at Econpapers || Download paper |
2024 | Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787. Full description at Econpapers || Download paper |
2025 | Commodity Spillovers and Risk Hedging: The Evolving Role of Gold and Oil in the Indian Stock Market. (2025). Chaudhury, Suman Kalyan ; Panigrahi, Ashok Kumar ; Maharana, Narayana. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:5-:d:1630224. Full description at Econpapers || Download paper |
2025 | Impact of Indices on Stock Price Volatility of BRICS Countries During Crises: Comparative Study. (2025). Ruzgar, Nursel Selver. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:8-:d:1564897. Full description at Econpapers || Download paper |
2024 | On the dependence structure of European vegetable oil markets. (2024). Menier, Romain ; Bagnarosa, Guillaume ; Gohin, Alexandre. In: Post-Print. RePEc:hal:journl:hal-04523660. Full description at Econpapers || Download paper |
2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, R ; Abid, I ; Mzoughi, H ; Urom, C. In: Post-Print. RePEc:hal:journl:hal-04681726. Full description at Econpapers || Download paper |
2024 | Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Bashir, Usman ; Ur, Ramiz ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0. Full description at Econpapers || Download paper |
2024 | Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers. (2024). Mikhaylov, Alexey ; Yuksel, Serhat ; Bhatti, Ishaq M ; Diner, Hasan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10341-8. Full description at Econpapers || Download paper |
2024 | EXCHANGE RATE MOVEMENT AND STOCK RETURNS IN MOST CAPITALISED ECONOMIES IN SUB-SAHARAN AFRICA. (2024). Adamson, Temitope Wasiu ; Ogunsanya, Ibukun. In: Ilorin Journal of Economic Policy. RePEc:ris:ilojep:0074. Full description at Econpapers || Download paper |
2024 | Examining Volatility Spillover Between Foreign Exchange Markets and Stock Markets of Countries such as BRICS Countries. (2024). Ganeshwari, M ; Theivanayaki, M ; Singh, Dharmendra. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:5:p:1269-1289. Full description at Econpapers || Download paper |
2024 | Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y. Full description at Econpapers || Download paper |
2024 | On robust estimation of hidden semi-Markov regime-switching models. (2024). Tan, Zhenni ; Wu, Yuehua ; Qin, Shanshan. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-05989-4. Full description at Econpapers || Download paper |
2024 | Impact of COVID-19 on Stock Indices Volatility: Long-Memory Persistence, Structural Breaks, or Both?. (2024). Barreto, Abdinardo Moreira ; Mandal, Anandadeep ; Power, Gabriel J. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:2:d:10.1007_s40745-022-00446-0. Full description at Econpapers || Download paper |
2025 | A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey. (2025). Faisal, Muhammad Ali ; Donduran, Murat. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:1:d:10.1007_s40745-024-00547-y. Full description at Econpapers || Download paper |
2024 | Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis. (2024). Kayal, Parthajit ; Dutta, Sumanjay. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00104-x. Full description at Econpapers || Download paper |
2025 | Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?. (2025). Jarboui, Anis ; Bouzguenda, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00290-y. Full description at Econpapers || Download paper |
2024 | The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3. Full description at Econpapers || Download paper |
2024 | Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z. Full description at Econpapers || Download paper |
2024 | Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH. (2024). Rahman, Mohammad Mafizur ; Haneklaus, Nils ; Li, Binlin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00607-x. Full description at Econpapers || Download paper |
2024 | Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2. Full description at Econpapers || Download paper |
2025 | Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Tiwari, Aviral ; Roudari, Soheil ; Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4. Full description at Econpapers || Download paper |
2024 | Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa. (2024). Kuttu, Saint ; Abor, Joshua Yindenaba ; Amewu, Godfred. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09668-9. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2012 | Is currency risk priced for emerging stock markets? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2015 | Gold€“oil prices co-movements and portfolio diversification implications In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2011 | Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 108 |
2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics. [Full Text][Citation analysis] | article | 194 |
2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2012 | Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 46 |
2014 | Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 42 |
2021 | Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold In: Resources Policy. [Full Text][Citation analysis] | article | 24 |
2017 | Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 21 |
2014 | Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 121 |
2014 | Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2016 | Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 93 |
2019 | An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Gold-oil prices co-movements and portfolio diversification implications In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2021 | Modeling Bitcoin price volatility: long memory vs Markov switching In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 5 |
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