17
H index
35
i10 index
1204
Citations
Université Paris-Nanterre (Paris X) | 17 H index 35 i10 index 1204 Citations RESEARCH PRODUCTION: 144 Articles 107 Papers 8 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fredj JAWADI. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475. Full description at Econpapers || Download paper | |
2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper | |
2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Papers. RePEc:arx:papers:2402.11136. Full description at Econpapers || Download paper | |
2024 | From brown to green: Climate transition and macroprudential policy coordination. (2024). Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp192. Full description at Econpapers || Download paper | |
2024 | The changing nature of the financial system: implications for resilience and long-term growth in emerging market economies. (2024). Of, Reserve Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:148-10. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
2024 | Beyond Intuition: The Role of Financial Knowledge in Navigating Investments in Emerging Markets. (2024). Mahdzan, Nurul Shahnaz ; Chowdhury, Nazreen Tabassum ; Rahman, Mahfuzur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-29. Full description at Econpapers || Download paper | |
2024 | Oil Price Volatility Shocks and the Macroeconomic Indicators: Evidence from Saudi Arabia. (2024). Rather, Sartaj Rasool ; Zargar, Faisal Nazir ; Gunwant, Darshita Fulara. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-15. Full description at Econpapers || Download paper | |
2024 | Central Bank Independence and Oil Prices Impact on Macroeconomic Indicators. (2024). Mukhamediyev, Bulat ; Zhamanbayev, Sayat ; Mukhamediyeva, Aliya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-2. Full description at Econpapers || Download paper | |
2024 | Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38. Full description at Econpapers || Download paper | |
2024 | Investment Amid Uncertainty: Exchange Rates and Oil Price Dynamics in Saudi Arabia. (2024). Asab, Noura Abu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-63. Full description at Econpapers || Download paper | |
2025 | The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x. Full description at Econpapers || Download paper | |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312. Full description at Econpapers || Download paper | |
2024 | Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Chowdhury, Rosen ; Agboola, Emmanuel ; Yang, BO. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x. Full description at Econpapers || Download paper | |
2024 | The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Rudiawarni, Felizia Arni ; Sulistiawan, Dedhy ; Sergi, Bruno S. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865. Full description at Econpapers || Download paper | |
2024 | Do internal and external risk spillovers of the food system matter for national food security?. (2024). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032. Full description at Econpapers || Download paper | |
2025 | The Perverse Valuation Effect on Mergers and Acquisitions in Europe. (2025). Mateane, Lebogang ; Proao, Christian R. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002852. Full description at Econpapers || Download paper | |
2025 | A spatial one-sided error model to identify where unarrested criminals live. (2025). Ramírez Hassan, Andrés ; Puerta-Cuartas, Alejandro ; Ramrez-Hassan, Andrs. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002864. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Luo, YI ; Yang, Yihe ; Huang, Yao ; Li, Xiaoming ; Yu, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper | |
2024 | The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Maneejuk, Paravee ; Kaewtathip, Nuttaphong. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168. Full description at Econpapers || Download paper | |
2024 | Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict. (2024). Wang, Yizhi ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400121x. Full description at Econpapers || Download paper | |
2024 | Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis. (2024). Yousaf, Imran ; Li, Yanshuang ; Umar, Muhammad ; Ijaz, Muhammad Shahzad. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001981. Full description at Econpapers || Download paper | |
2024 | Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664. Full description at Econpapers || Download paper | |
2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper | |
2024 | Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949. 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 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper | |
2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
2024 | Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651. Full description at Econpapers || Download paper | |
2024 | Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754. Full description at Econpapers || Download paper | |
2024 | How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824. Full description at Econpapers || Download paper | |
2024 | Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004. Full description at Econpapers || Download paper | |
2024 | A nationwide multi-location multi-resource stochastic programming based energy planning framework. (2024). Faiz, Tasnim Ibn ; Noor, MD. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704. Full description at Econpapers || Download paper | |
2024 | Forecasting carbon price with attention mechanism and bidirectional long short-term memory network. (2024). Jiang, Qiuxian ; Qin, Dongling ; Zhu, Bangzhu. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011836. Full description at Econpapers || Download paper | |
2024 | Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Cheng, Weijin ; Ming, Kai. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696. Full description at Econpapers || Download paper | |
2024 | Energy uncertainty, geopolitical conflict, and militarization matters for Renewable and non-renewable energy development: Perspectives from G7 economies. (2024). Ul, Wasi ; Yasmeen, Rizwana. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022540. Full description at Econpapers || Download paper | |
2024 | Energy imports in turbulent eras: Evidence from China. (2024). Bioiu, Teodora Ioana ; Yang, Shengyao ; Qin, Meng ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224023600. Full description at Econpapers || Download paper | |
2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper | |
2024 | A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352. Full description at Econpapers || Download paper | |
2024 | Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). He, Zhipeng ; Zhang, Shuguang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976. Full description at Econpapers || Download paper | |
2024 | Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367. Full description at Econpapers || Download paper | |
2024 | Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871. Full description at Econpapers || Download paper | |
2024 | Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way?. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008821. Full description at Econpapers || Download paper | |
2024 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper | |
2024 | Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449. Full description at Econpapers || Download paper | |
2024 | Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Valle e Azevedo, João ; Ribeiro, Pedro Pires ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575. Full description at Econpapers || Download paper | |
2024 | A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Raza, Syed Ali ; Shah, Nida ; Suleman, Muhammed Tahir. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756. Full description at Econpapers || Download paper | |
2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper | |
2024 | The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Geldner, Teo ; Wustenfeld, Jan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295. Full description at Econpapers || Download paper | |
2024 | The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933. Full description at Econpapers || Download paper | |
2024 | Economic correlates of crime: An empirical test in Houston. (2024). Ferguson, Christopher J ; Smith, Sven ; Bourgeois, Jennifer Wyatt ; Henderson, Howard. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:95:y:2024:i:c:s0047235224001557. Full description at Econpapers || Download paper | |
2024 | Monetary policy, threshold of profitability and dynamics of private investment in the West African Economic and Monetary Union. (2024). SODOKIN, Koffi ; Kouwonou, Yao ; Couchoro, Mawuli Kodjovi ; Amadou, Akilou. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000676. Full description at Econpapers || Download paper | |
2024 | Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x. Full description at Econpapers || Download paper | |
2024 | Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600. Full description at Econpapers || Download paper | |
2024 | Exploring the influence of internal and external conflicts on the resource curse hypothesis in OECD countries. (2024). Dong, Xitao ; Yanyan, FU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301053x. Full description at Econpapers || Download paper | |
2024 | Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029. Full description at Econpapers || Download paper | |
2024 | Evaluation of relationship between nonmetallic mineral resources production and sustainable development. (2024). Wei, Xuhui ; Su, Wen ; Du, Chaofei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301139x. Full description at Econpapers || Download paper | |
2024 | Fueling green growth: Unveiling the catalyst of mineral resource trade in diverse economies. (2024). Wei, Aiping. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011406. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Du, HE ; Zhang, Chunguang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698. Full description at Econpapers || Download paper | |
2024 | Mineral resource extraction and environmental sustainability for green recovery. (2024). Zhao, Yue ; Lu, Man. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420723013272. Full description at Econpapers || Download paper | |
2024 | The impact of green education on resource extraction and consumption sustainability for green growth. (2024). Yang, Zitao ; Liu, Xilong ; Yin, Sidi ; Xing, Haijing. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001521. Full description at Econpapers || Download paper | |
2024 | Role of free media and political openness in achieving resources efficiency and sustainability. (2024). Gao, Zhibin ; Li, Zengrong. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001685. Full description at Econpapers || Download paper | |
2024 | Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002472. Full description at Econpapers || Download paper | |
2024 | Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131. Full description at Econpapers || Download paper | |
2024 | How does green investment respond differently to decomposed oil shocks?. (2024). Ren, Xiaohang ; Duan, Kun ; Tan, Jinkui ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003647. Full description at Econpapers || Download paper | |
2024 | Co-movement between COVID-19, oil price and American stock market during 2020: Fresh investigation from partial and multiple wavelet methods. (2024). doğan, buhari ; Abbas, Shujaat ; Radulescu, Magdalena ; Doan, Buhari ; Rao, Amar. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005610. Full description at Econpapers || Download paper | |
2024 | Analyzing the interconnection between rare earth market and green economy: Time-varying effects of trade policy uncertainty. (2024). Gao, Wang ; Guo, Yaoqi ; Wei, Shiyao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006299. 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 | Economic policy uncertainty, political connections, and M&As: Evidence from China. (2024). Zhang, Wan ; Tao, Qizhi ; Gong, Ning. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000817. Full description at Econpapers || Download paper | |
2024 | Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict. (2024). Yousaf, Imran ; Li, Yanshuang ; Ghallabi, Fahmi ; Ghorbel, Ahmed. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000969. Full description at Econpapers || Download paper | |
2024 | Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197. Full description at Econpapers || Download paper | |
2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper | |
2024 | Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x. Full description at Econpapers || Download paper | |
2024 | Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Rezgui, Hichem ; Tavakkoli, Hamid Raza. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57. Full description at Econpapers || Download paper | |
2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper | |
2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper | |
2024 | Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497. Full description at Econpapers || Download paper | |
2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. 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 | Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects. (2024). Man, Yuanyuan ; He, Yongda ; Zhang, Sunpei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1397-1416. 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 | |
2025 | The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method. (2025). Tiwari, Aviral ; Lau, Chi Keung ; Gözgör, Giray ; Jain, Preksha ; Das, Amit Kumar ; Padhan, Hemachandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004525. Full description at Econpapers || Download paper | |
2024 | Why do people choose to continue using cryptocurrencies?. (2024). Al-Omoush, Khaled Saleh ; Funes, Andres Gomez ; Gomez-Olmedo, Ana M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008363. Full description at Econpapers || Download paper | |
2024 | Do dirty and clean energy investments react to infectious disease-induced uncertainty?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524003111. Full description at Econpapers || Download paper | |
2024 | International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305. Full description at Econpapers || Download paper | |
2024 | Social and Spatial Determinants of the Spatial Structure of Crime in Szczecin, Poland. (2024). , Poland ; On, Spatial Factors ; New, Michael Leitner ; Michalski, Tomasz ; Sypion, Natalia. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:302-320. Full description at Econpapers || Download paper | |
2025 | Factors Enabling Access to Affordable, Reliable, Sustainable and Modern Energy in the European Union. (2025). Zikowski, Boydar ; Lew, Agnieszka ; Stec-Rusiecka, Jolanta ; Warmiska, Agata ; Migaa-Warcho, Aldona. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:722-:d:1583555. Full description at Econpapers || Download paper | |
2024 | From Brown to Green: Climate Transition and Macroprudential Policy Coordination. (2024). Lubello, Federico. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:448-:d:1492286. Full description at Econpapers || Download paper | |
2024 | Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs. (2024). Dammak, Wael ; Sayari, Sonia ; Karoui, Ali Trabelsi ; Jeribi, Ahmed. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:52-:d:1356521. Full description at Econpapers || Download paper | |
2025 | Shadows of Uncertainty: Unraveling the Impact of Economic Policy Uncertainty on Tourism-Driven Energy Consumption in Macau. (2025). Tian, Maoshan ; Zhang, Hongru. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3716-:d:1638400. Full description at Econpapers || Download paper | |
2024 | The anatomy of government bond yields synchronization in the Eurozone. (2024). Napoletano, Mauro ; Barbieri, Claudio ; Guerini, Mattia. In: Post-Print. RePEc:hal:journl:hal-04530954. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16832. Full description at Econpapers || Download paper | |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16970. Full description at Econpapers || Download paper | |
2024 | Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x. Full description at Econpapers || Download paper | |
2024 | The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8. Full description at Econpapers || Download paper | |
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2009 | Threshold stock price adjustment In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2010 | Chapter 2 Nonlinear Stock Market Links between Mexico and the World In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2010 | Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2011 | Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Market microstructure and nonlinear dynamics : keeping financial crisis in context In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 2 |
2014 | Market microstructure and nonlinear dynamics : keeping financial crisis in context.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | The effects of regulation and supervision on european banking profitability and risk: a panel data investigation In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 1 |
2014 | The effects of regulation and supervision on european banking profitability and risk: a panel data investigation.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 1 |
2013 | Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 43 |
2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2011 | Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
2012 | Arbitrage costs and nonlinear adjustment in the G7 stock markets.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2012 | Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries In: Post-Print. [Citation analysis] | paper | 8 |
2012 | Sources dinefficience et ajustement asymétrique des cours boursiers In: Post-Print. [Citation analysis] | paper | 0 |
2012 | Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print. [Citation analysis] | paper | 0 |
2012 | Are hedge fund clones attractive financial products for investors In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Are hedge fund clones attractive financial products for investors?.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print. [Citation analysis] | paper | 1 |
2019 | Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton.(2019) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print. [Citation analysis] | paper | 0 |
2016 | Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print. [Citation analysis] | paper | 4 |
2016 | Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | Statistiques pour léconomie et la gestion In: Post-Print. [Citation analysis] | paper | 0 |
2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization.(2022) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the Covid-19 Context In: Post-Print. [Citation analysis] | paper | 0 |
2024 | Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the COVID-19 Context.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts Opinion In: Post-Print. [Citation analysis] | paper | 0 |
2023 | A Sentiment Analysis using Tweet Information: An Artificial Intelligence Approach In: Post-Print. [Citation analysis] | paper | 0 |
2023 | Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis In: Post-Print. [Citation analysis] | paper | 4 |
2021 | Oil price volatility in the context of Covid-19 In: Post-Print. [Citation analysis] | paper | 7 |
2022 | Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach In: Post-Print. [Citation analysis] | paper | 0 |
2023 | Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis In: Post-Print. [Citation analysis] | paper | 0 |
2022 | Can Collective Emotions Improve Bitcoin Volatility Forecasts?” In: Post-Print. [Citation analysis] | paper | 0 |
2022 | Essays in modelling financial market dynamics: An overview In: Post-Print. [Citation analysis] | paper | 0 |
2022 | Essays in modelling financial market dynamics: An overview.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework In: Post-Print. [Citation analysis] | paper | 0 |
2023 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation In: Post-Print. [Citation analysis] | paper | 0 |
2023 | Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation.(2023) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data In: Post-Print. [Citation analysis] | paper | 0 |
2024 | Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data.(2024) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | The COVID-19 pandemic and ethical stock markets: further evidence of moral shock In: Post-Print. [Citation analysis] | paper | 0 |
2022 | The COVID-19 pandemic and ethical stock markets: further evidence of moral shock.(2022) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | Does the Real Business Cycle Help Forecast the Financial Cycle? In: Post-Print. [Citation analysis] | paper | 1 |
2022 | Does the Real Business Cycle Help Forecast the Financial Cycle?.(2022) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Conventional and Islamic stock market liquidity and volatility during COVID 19 In: Post-Print. [Citation analysis] | paper | 1 |
2021 | Conventional and Islamic stock market liquidity and volatility during COVID 19.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Behavioral Finance and Asset Prices: The Influence of Investors Emotion In: Post-Print. [Citation analysis] | paper | 0 |
2023 | What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions In: Post-Print. [Citation analysis] | paper | 0 |
2023 | Introduction In: Post-Print. [Citation analysis] | paper | 0 |
2008 | Are American and French Stok Markets Integrated? In: Post-Print. [Citation analysis] | paper | 7 |
2008 | ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2008 | Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print. [Citation analysis] | paper | 0 |
2008 | Stock Market Integration in the Emerging Countries In: Post-Print. [Citation analysis] | paper | 6 |
2011 | Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print. [Citation analysis] | paper | 1 |
2011 | Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data.(2011) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
2011 | Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2009 | Threshold cointegration relationships between oil and stock markets In: Discussion Papers on Economics. [Full Text][Citation analysis] | paper | 4 |
2008 | ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
2010 | European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context In: Journal of Electronic Commerce in Organizations (JECO). [Full Text][Citation analysis] | article | 0 |
2014 | Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2012 | Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 4 |
2012 | Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2019 | Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
2019 | Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
2020 | Introduction to Topics in Modelling Financial and Macroeconomic Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
2016 | Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
2016 | On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
2016 | What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2018 | Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 6 |
2018 | Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016) In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2018 | A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A multifactor transformed diffusion model with applications to VIX and VIX futures.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2011 | Monetary Policy Rules in the BRICS: How Important is Nonlinearity? In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Modelling Money Demand: Further Evidence from an International Comparison In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Modelling money demand: further evidence from an international comparison.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2012 | Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Structural Breaks and Nonlinearity in US and UK Public Debt In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Structural breaks and nonlinearity in US and UK public debts.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2011 | Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2011 | Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2016 | Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 1 |
2019 | Introduction to Topics on €œUncertainty and Recent Challenges in Oil and Commodity Markets€ Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
2018 | Measurement errors in stock markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2019 | Computing stock price comovements with a three-regime panel smooth transition error correction model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2019 | Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
2022 | Measuring extreme risk dependence between the oil and gas markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
2021 | Revisiting Wealth Effects in France: A Double-Nonlinearity Approach In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2010 | Financial crises, bank losses, risk management and audit: what happened? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2011 | The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2013 | Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Can the Islamic bank be an emerging leader? A panel data causality analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2017 | Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2009 | Essay in dividend modelling and forecasting: does nonlinearity help? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2013 | Testing the efficiency of the aluminium market: evidence from London metal exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2014 | Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China In: Applied Economics. [Full Text][Citation analysis] | article | 34 |
2015 | Are Islamic stock markets efficient? A time-series analysis In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
2015 | Recent topics in Applied Financial Economics In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2015 | Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2017 | Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2018 | Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2018 | Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2019 | On the relationship between energy returns and trading volume: a multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2020 | The convergence of ethical investment business models and their reliance on the conventional US investment market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Does investor attention to Islamic finance create spillover? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Are oil and gas futures markets efficient? A multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2020 | Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2020 | How does monetary policy respond to the dynamics of the shadow banking sector? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
2022 | A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2022 | On the effect of oil price in the context of Covid‐19 In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
2004 | Threshold Cointegration between Stock Returns : An application of STECM Models In: Econometrics. [Full Text][Citation analysis] | paper | 3 |
2008 | THRESHOLD MEAN REVERSION IN STOCK PRICES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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