Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

15

H index

25

i10 index

979

Citations

RESEARCH PRODUCTION:

122

Articles

69

Papers

5

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 54
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 215.    Total self citations: 52 (5.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr45
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Ftiti, Zied (17)

Dufrénot, Gilles (8)

Barnett, William (5)

Égert, Balázs (4)

Castro, Vitor (3)

Sousa, Ricardo (3)

Botev, Jarmila (3)

PARENT, Antoine (2)

Damette, Olivier (2)

Mihailov, Alexander (2)

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

Is cited by:

GUPTA, RANGAN (31)

Sousa, Ricardo (26)

Nguyen, Duc Khuong (20)

Hammoudeh, Shawkat (13)

Napoletano, Mauro (13)

Guerini, Mattia (13)

Shahzad, Syed Jawad Hussain (12)

Balcilar, Mehmet (12)

Darné, Olivier (11)

Trabelsi, Mohamed Ali (11)

Prat, Georges (11)

Cites to:

Sousa, Ricardo (78)

Teräsvirta, Timo (54)

AROURI, Mohamed (42)

Bollerslev, Tim (34)

Anderson, Heather (29)

Engle, Robert (28)

van Dijk, Dick (26)

Hansen, Bruce (23)

Mignon, Valérie (23)

Mallick, Sushanta (23)

Franses, Philip Hans (23)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics16
Economic Modelling12
Applied Economics Letters12
Studies in Nonlinear Dynamics & Econometrics9
Economics Bulletin7
Macroeconomic Dynamics6
Open Economies Review6
Computational Economics5
International Journal of Finance & Economics4
Annals of Operations Research4
International Economics3
Journal of International Financial Markets, Institutions and Money3
Journal of Economic Behavior & Organization2
Econometric Reviews2
Review of Quantitative Finance and Accounting2
The Energy Journal2
Research in International Business and Finance2
International Economics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Post-Print / HAL34
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
Working Papers / HAL5
Grenoble Ecole de Management (Post-Print) / HAL5
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics3
MPRA Paper / University Library of Munich, Germany3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Fredj JAWADI (2023 and 2022)

YearTitle of citing document
2022Cointegration and stock market interdependence: Evidence from India and selected Asian and African stock markets. (2022). , Littleflower ; Jacob, Tom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:133-146.

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2022Asymmetric Effectiveness of Monetary and Fiscal Policies: Evidence from Turkey. (2022). Altinkaynak, Gunsenin ; Ozturk, Cemal. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:1:p:1-14.

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2022Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters. (2021). Sengupta, Indranil ; Hui, Xianfei ; Sun, Baiqing ; Jiang, Hui. In: Papers. RePEc:arx:papers:2101.08984.

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2022The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Risk Channel. (2022). Arias-Rodriguez, Fernando ; Lozano-Espitia, Ignacio. In: Borradores de Economia. RePEc:bdr:borrec:1196.

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2023After the economic crisis of 2008: Economic conditions and crime in the last decade for the case of Spain. (2023). Soler, Alberto Montero ; Torrestellez, Jonathan. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:3:p:223-239.

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2022From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197.

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2022Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265.

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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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2022Investigating the Nexus between Crude Oil Price and Stock Prices of Oil Exploration Companies. (2022). Bhagav, Shravan ; Shaikh, Saheem ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K ; Padmanabha, B. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-5.

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2022Does Oil Price Affect the Economic Growth in Somalia Asymmetrically?. (2022). Warsame, Abdimalik Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-6.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2022The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis. (2022). Theobald, Thomas ; Bezemer, Dirk ; Tarne, Ruben. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002305.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model. (2022). Hassan, Hussein A ; Cevik, Emrah I ; Dibooglu, Sel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:396-411.

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2022Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Armed police and violence: Evidence from a quasi-natural experiment in Brazil. (2022). Souza, Andre Portela ; Arvate, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000712.

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2022Modeling long-term impacts of the COVID-19 pandemic and oil price declines on Gulf oil economies. (2022). Shehabi, Manal. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322000955.

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2022Spillovers from the European Central Banks asset purchases to countries in Central and Eastern Europe. (2022). Kaszab, Lorant ; Antal, Mark. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001146.

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2022Terrorism and uneven economic development. (2022). Sgro, Pasquale M ; Bhattacharya, Sukanto ; Tarequl, Mohammad ; Nabin, Munirul H. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s026499932200116x.

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2022How effective are Governors party affiliated campaign promises on crime? Evidence from U.S. states. (2022). Joshi, Swarup. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001225.

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2022Clientelism and violence: The politics of informal economy. (2022). Sinha, Abhinandan ; Sarkar, Abhirup. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001523.

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2022Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey. (2022). Kuuk, Hande ; Karasoy-Can, Goke ; Buyukbaaran, Tayyar. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001924.

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2022Are terrorists responsible for anti-immigrant sentiments? Evidence from Europe. (2022). Tripathi, Ishita. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s026499932200205x.

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2022Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796.

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2022International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017.

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

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023The cyclical behaviour of fiscal policy: A meta-analysis. (2023). Heimberger, Philipp. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000718.

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2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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2022The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

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2022Investor protection, hedge fund leverage and valuation. (2022). Yang, Jinqiang ; Xiong, Xiong ; Bian, Yuxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000626.

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

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2022Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2022The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?. (2022). Sousa, Ricardo ; Selmi, Refk ; kasmaoui, kamal ; Errami, Youssef ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000937.

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2022Dynamics between global value chain participation, CO2 emissions, and economic growth: Evidence from a panel vector autoregression model. (2022). Rickman, Dan ; Yu, Yihua ; Wang, Jing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001414.

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2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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2022Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. (2022). Jia, Shuaishuai ; Dong, Hao ; Huang, Zhehao. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003140.

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2022A novel framework for carbon price forecasting with uncertainties. (2022). Tian, Lixin ; Zhu, Mengrui ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003164.

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

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2023Internal mechanism analysis of the financial vanishing effect on green growth: Evidence from China. (2023). Norhidayah, Wan ; Abdul, Abdul Rahim ; Law, Siong Hook ; Cao, Jianhong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000774.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2022High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. (2022). Karahan, Cenk C ; Bahcivan, Hulusi. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003215.

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2022Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137.

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2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337.

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2022Quantifying the extreme spillovers on worldwide ESG leaders equity. (2022). Lin, Boqiang ; Chen, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003751.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2022Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?. (2022). Chen, Xiaodan ; Li, Dongxin ; Wang, Zhuo ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100581x.

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2023Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341.

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2023EU Climate Change News Index: Forecasting EU ETS prices with online news. (2023). Palos, Peter ; Pap, Aron ; Hartvig, Aron Denes. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000946.

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2023Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484.

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2022Transition to Islamic equities: Systematic risk and Shariah compliance. (2022). Balli, Faruk ; de Bruin, Anne ; Hasan, Md Iftekhar. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028320300557.

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2022Competition in dual markets: Implications for banking system stability. (2022). TARAZI, Amine ; Trinugroho, Irwan ; Risfandy, Tastaftiyan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302799.

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2022Does something change in the oil market with the COVID-19 crisis?. (2022). Lantz, Frederic ; Farnoosh, Arash ; Zhang, Dan. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:252-268.

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2022Bank credit and economic growth: A dynamic threshold panel model for ASEAN countries. (2022). Saadaoui, Jamel ; Ho, Sy-Hoa. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:115-128.

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2022On the international co-movement of natural interest rates. (2022). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889.

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2022Re-thinking about U: The relevance of regime-switching model in the relationship between environmental corporate social responsibility and financial performance. (2022). Managi, Shunsuke ; Taleb, Lotfi ; ben Zaied, Younes ; ben Lahouel, Bechir. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:498-519.

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2022Positive information shocks, investor behavior and stock price crash risk. (2022). Sensoy, Ahmet ; Wu, Yiyao ; Yao, Shouyu ; Nguyen, Duc Khuong ; Cui, Xin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:493-518.

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2022U.S. banks’ lending, financial stability, and text-based sentiment analysis. (2022). Kouretas, Georgios P ; Aslanidis, Nektarios ; Agoraki, Maria-Eleni K. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:73-90.

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2022Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis. (2022). Sahut, Jean-Michel ; Ayadi, Rim ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:290-303.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2022Causality in the aluminum market. (2022). Clark, Andrew. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000532.

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2022Inflation, oil prices and exchange rates. The Euro’s dampening effect. (2022). Luis, Hierro ; Antonio, Garzon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:130-146.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2022Oil rents, diversification and growth: Is there asymmetric dependence? A copula-based inquiry. (2022). el Anshasy, Amany A ; Abdalla, Ibrahim M. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005031.

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2022Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-19. (2022). Chen, Xue ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000320.

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2022Volatility in natural resources, economic performance, and public administration quality: Evidence from COVID-19. (2022). Yang, Yuan ; Tian, Tian ; Wang, Qiao ; Zhang, Yichi. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000356.

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2022Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. (2022). Vo, Xuan Vinh ; Kang, Sanghoon ; Mensi, Walid ; Shafiullah, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200126x.

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2022Analyzing the nexus of COVID-19 and natural resources and commodities: Evidence from time-varying causality. (2022). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001428.

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2022Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach. (2022). Amin, Nabila ; Khan, Farina ; Ali, Malik Tayyab ; Song, Huaming ; Sharif, Arshian ; Abbass, Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001787.

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2022The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001921.

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2022Oil-growth nexus in Nigeria: An ADL-MIDAS approach. (2022). Salisu, Afees ; Atoi, Ngozi V ; Tumala, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002021.

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2022Comparative analysis of oil-driven economic policies for Saudi Arabia and Iran; using the CGE model. (2022). Farahnak, Fardin. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002409.

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2022Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis. (2022). Yuan, DI ; Lv, Yixue ; Xu, Qiufan ; Li, Sufang. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003142.

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2022Economic performance and natural resources commodity prices volatility: Evidence from global data. (2022). Mughal, Nafeesa ; Yating, Yang ; Wen, Jun ; Ngan, Truong Thi ; Maneengam, Apichit ; Ramirez-Asis, Edwin. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003245.

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2022Testing oil price volatility during Covid-19: Global economic impact. (2022). Chang, Lei ; Baloch, Zulfiqar Ali ; Saydaliev, Hayot Berk ; Hyder, Mansoor ; Dilanchiev, Azer. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003361.

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2022Natural resources commodity prices volatility: Evidence from COVID-19 for the US economy. (2022). Zhou, Yang ; Wang, Xiaoxiao ; Dong, Rebecca Kechen ; Pu, Ruihui ; Yue, Xiao-Guang. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003403.

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2022Revisiting natural resources volatility via TGARCH and EGARCH. (2022). Luan, Yunpeng ; Ye, Shili ; Li, Yanmei ; Yue, Xiao-Guang ; Jia, LU. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003415.

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2022Metallic natural resources commodity prices volatility in the pandemic: Evidence for silver, platinum, and palladium. (2022). Hasnaoui, Amir ; Saliba, Chafic ; Chang, Hsu Ling ; Zhang, Yanyan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003683.

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2022Tracing volatility in natural resources, green finance and investment in energy resources: Fresh evidence from China. (2022). Altunta, Mehmet ; Chen, Zhiguo ; Zhang, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003907.

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2022Nexus between oil price volatility and inflation: Mediating nexus from exchange rate. (2022). Saydaliev, Hayot Berk ; Qian, Chong ; Baloch, Zulfiqar Ali ; Hyder, Mansoor ; Zhang, Yong Gang. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004202.

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2022Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach. (2022). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004743.

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2022Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Alola, Andrew A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974.

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2022Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Song, Yixuan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005360.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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

Fredj JAWADI has edited the books:

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Works by Fredj JAWADI:

YearTitleTypeCited
2019On the Oil Price Uncertainty In: The Energy Journal.
[Full Text][Citation analysis]		article1
2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
[Full Text][Citation analysis]		article5
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
[Full Text][Citation analysis]		paper5
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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2018INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO?FINANCIAL DYNAMICS In: Economic Inquiry.
[Full Text][Citation analysis]		article1
2009Nonlinear Cointegration Relationships Between Non?Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article16
2013Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article22
2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
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2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2017Introduction: recent developments of switching models for financial data.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis.(2018) In: Post-Print.
[Citation analysis]
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2018An Interview with Timo Teräsvirta In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2018An interview with Timo Teräsvirta.(2018) In: Post-Print.
[Citation analysis]
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2020Unconventional monetary policy reaction functions: evidence from the US In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2020Unconventional monetary policy reaction functions: evidence from the US.(2020) In: Post-Print.
[Full Text][Citation analysis]
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2020Causal relationships between inflation and inflation uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2020Causal Relationships Between Inflation and Inflation Uncertainty.(2020) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2020Causal Relationships between Inflation and Inflation Uncertainty.(2020) In: MPRA Paper.
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2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper.
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2020An interview with Howell Tong In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR In: Finance.
[Full Text][Citation analysis]		article1
2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
[Full Text][Citation analysis]		article16
2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
[Full Text][Citation analysis]		article4
2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
[Full Text][Citation analysis]		article99
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
[Full Text][Citation analysis]		article28
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: International Economics.
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2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: Post-Print.
[Citation analysis]
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
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2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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2012NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article14
2018INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2018MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article5
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers.
[Citation analysis]		paper0
2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper9
2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper4
2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Post-Print.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers.
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2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting.
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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper33
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 33		article
2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2008Does nonlinear econometrics confirm the macroeconomic models of consumption? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers.
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2011Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2012Second International Symposium in Computational Economics and Finance In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article14
2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2018A model of fiscal dominance under the “Reinhart Conjecture”.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 5		paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article38
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 38		paper
2012Modeling hedge fund exposure to risk factors In: Economic Modelling.
[Full Text][Citation analysis]		article15
2012Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print.
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2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
[Full Text][Citation analysis]		article24
2012Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity.(2012) In: NIPE Working Papers.
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2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
[Full Text][Citation analysis]		article1
2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Post-Print.
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2013Boundedness and nonlinearities in public debt dynamics: A TAR assessment In: Economic Modelling.
[Full Text][Citation analysis]		article11
2016Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article1
2016Advances and challenges in decision-making, monetary policy and financial markets.(2016) In: Post-Print.
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2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach In: Economic Modelling.
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2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
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2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
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2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
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2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
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2021Does inequality help in forecasting equity premium in a panel of G7 countries? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?.(2017) In: Working Papers.
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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article27
2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
[Full Text][Citation analysis]		article12
2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article11
2021Oil price volatility in the context of Covid-19 In: International Economics.
[Full Text][Citation analysis]		article42
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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2017An empirical comparison of transformed diffusion models for VIX and VIX futures In: Journal of International Financial Markets, Institutions and Money.
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2019Does the volatility of volatility risk forecast future stock returns? In: Journal of International Financial Markets, Institutions and Money.
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2021Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article10
2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach In: Journal of Economic Behavior & Organization.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2019A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance.
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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance.
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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework.(2017) In: Post-Print.
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2018Analyzing the governance structure of French banking groups In: Research in International Business and Finance.
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2018Analyzing the governance structure of French banking groups.(2018) In: Post-Print.
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2011Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance.
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2018Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics.
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2018Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print.
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2014Market microstructure and nonlinear dynamics : keeping financial crisis in context In: Grenoble Ecole de Management (Post-Print).
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2014Market microstructure and nonlinear dynamics : keeping financial crisis in context.(2014) In: Post-Print.
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2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Grenoble Ecole de Management (Post-Print).
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2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Post-Print.
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2013Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters.
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2012Sources dinefficience et ajustement asymétrique des cours boursiers In: Post-Print.
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2012Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print.
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2012Are hedge fund clones attractive financial products for investors In: Post-Print.
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2019Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print.
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2011Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting.
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2021Statistiques pour léconomie et la gestion In: Post-Print.
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2022Sovereign bond market integration in the euro area: a new empirical conceptualization In: Post-Print.
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2008Are American and French Stok Markets Integrated? In: Post-Print.
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2008ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research.
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2008Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print.
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2008Stock Market Integration in the Emerging Countries In: Post-Print.
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2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
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2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data.(2011) In: Palgrave Macmillan Books.
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2011Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print.
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