Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

16

H index

30

i10 index

1078

Citations

RESEARCH PRODUCTION:

130

Articles

107

Papers

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 53
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 182.    Total self citations: 56 (4.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr45
   Updated: 2024-11-04    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Ftiti, Zied (12)

Dufrénot, Gilles (5)

Ren, Xiaohang (4)

Zhou, Wei-Xing (4)

Égert, Balázs (3)

Botev, Jarmila (3)

Barnett, William (3)

Sousa, Ricardo (3)

Castro, Vitor (3)

GUPTA, RANGAN (2)

SUN, Xianming (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 (30)

Sousa, Ricardo (24)

Nguyen, Duc Khuong (20)

Shahzad, Syed Jawad Hussain (15)

Uddin, Gazi (14)

Hammoudeh, Shawkat (13)

Trabelsi, Mohamed Ali (13)

Napoletano, Mauro (13)

Guerini, Mattia (13)

Umar, Zaghum (12)

Darné, Olivier (11)

Cites to:

Sousa, Ricardo (79)

Teräsvirta, Timo (51)

AROURI, Mohamed (43)

Bollerslev, Tim (35)

Engle, Robert (28)

Anderson, Heather (26)

Mignon, Valérie (24)

van Dijk, Dick (24)

Mallick, Sushanta (23)

Shiller, Robert (22)

Franses, Philip Hans (22)

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
Computational Economics7
Economics Bulletin7
Open Economies Review6
Macroeconomic Dynamics6
Annals of Operations Research5
International Economics4
Journal of International Financial Markets, Institutions and Money4
Applied Financial Economics4
Energy Economics4
The Energy Journal3
International Economics3
Journal of Economic Dynamics and Control2
Review of Quantitative Finance and Accounting2
International Journal of Finance & Economics2
Research in International Business and Finance2
Journal of Economic Behavior & Organization2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Post-Print / HAL64
Working Papers / HAL10
Grenoble Ecole de Management (Post-Print) / HAL6
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
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 (2024 and 2023)

YearTitle of citing document
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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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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2024Volatility 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: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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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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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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2023Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries. (2023). Sukmadilaga, Citra ; Aini, Andini Nurul ; Ghani, Erlane K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-35.

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2023Towards COP27: Decarbonization patterns of residential building in China and India. (2023). Ma, Minda ; Yan, Ran ; Mao, Chao ; Xiang, Xiwang ; Feng, Wei ; Zhou, Nan. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013673.

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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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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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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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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2023Stock-flow adjustments, public debt management and interest costs. (2023). Cerniglia, Floriana ; Casalin, Fabrizio ; Dia, Enzo. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003437.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x.

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2024The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Sergi, Bruno S ; Sulistiawan, Dedhy ; Rudiawarni, Felizia Arni. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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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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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Huang, Yao ; Yang, Yihe ; Yu, Wei ; Li, Xiaoming ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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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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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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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Green bonds markets and renewable energy development: Policy integration for achieving carbon neutrality. (2023). Taghizadeh-Hesary, Farhad ; Wang, Yang. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002232.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023INE oil futures volatility prediction: Exchange rates or international oil futures volatility?. (2023). Li, Haibo ; Ma, Feng ; Lu, Xinjie ; Wang, Jianqiong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004334.

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2023Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005030.

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2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

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2024How 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: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024A nationwide multi-location multi-resource stochastic programming based energy planning framework. (2024). Noor, MD ; Faiz, Tasnim Ibn. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704.

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2024Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696.

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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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2024Financial 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.

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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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2023Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach. (2023). Gopinathan, R ; Jalal, Rubia. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003525.

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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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2023How do composite and categorical economic policy uncertainties affect the long-term correlation between Chinas stock and conventional/green bond markets?. (2023). Deng, Yiwen ; Guo, Yaoqi ; Zhang, Hongwei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005202.

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2023Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war. (2023). Naoui, Kamel ; Kaabia, Olfa ; Ghorbali, Bassem ; ben Slimane, Ikrame ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009066.

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2024A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352.

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2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Ok, Mitja ; Puc, Anja ; Rant, Vasja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Ribeiro, Pedro Pires ; Valle, Joo ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575.

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2023Financial development, diversity, and economic stability: Micro and systemic evidence. (2023). Pisicoli, Beniamino. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:187-200.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2024Financial 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.

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2024The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2024Monetary policy, threshold of profitability and dynamics of private investment in the West African Economic and Monetary Union. (2024). Amadou, Akilou ; Couchoro, Mawuli Kodjovi ; Kouwonou, Yao ; Sodokin, Koffi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000676.

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2024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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2023Oil in crisis: What can we learn. (2023). Moussa, Faten ; Hassan, Kabir M ; Kayani, Umar Nawaz ; Hossain, Gazi Farid. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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2023Financial markets, inflation and growth: The impact of monetary policy under different political structures. (2023). Roudari, Soheil ; Tayebi, Seyed Komail ; Sadeghi, Abdorasoul. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:5:p:935-956.

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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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2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

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2023Attracting and retaining FDI: Africa gas and oil sector. (2023). Toolsee, Tushika ; Mahbobi, Mohammad ; Kimiagari, Salman. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006626.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Natural resources and financial development: Role of corporate social responsibility on green economic growth in Vietnam. (2023). Le, Thanh Tiep ; Cai, LU. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200722x.

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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Natural resources, child mortality and governance quality in African countries. (2023). Asongu, Simplice ; Kamguia, Brice ; Njangang, Henri ; Tadadjeu, Sosson. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004130.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901.

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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Can sustainable resource management overcome geopolitical risk?. (2023). Islam, Madeeha ; Haseeb, Muhammad ; Safi, Adnan ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723009819.

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2023Assessing the COVID-19 impact on economy, health and natural resource prices: An evidence from selected Asian economies. (2023). Li, Juan ; Zheng, Shiyong ; Hafeez, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723010000.

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2024Exploring 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.

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2024Is 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.

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2024Evaluation of relationship between nonmetallic mineral resources production and sustainable development. (2024). Du, Chaofei ; Su, Wen ; Wei, Xuhui. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301139x.

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2024Fueling 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.

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2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

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2024Mineral 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.

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2024The impact of green education on resource extraction and consumption sustainability for green growth. (2024). Xing, Haijing ; Yang, Zitao ; Liu, Xilong ; Yin, Sidi. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001521.

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2024Role of free media and political openness in achieving resources efficiency and sustainability. (2024). Li, Zengrong ; Gao, Zhibin. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001685.

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2024Volatility 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: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002472.

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Zhang, Haizhen ; Wei, Jiajia ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2023Digital finance and corporate ESG performance: Empirical evidence from listed companies in China. (2023). Ren, Xiaohang ; Zhao, Yang ; Zeng, Gudian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000859.

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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]		article6
2023Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton In: The Energy Journal.
[Full Text][Citation analysis]		article1
2023Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton.(2023) In: Post-Print.
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2024How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
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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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.
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This paper has nother version. Agregated cites: 22		paper
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.
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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.
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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.
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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.
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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]		article1
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]		article2
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]		article103
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
[Full Text][Citation analysis]		article37
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.
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2021Oil price volatility in the context of Covid-19 In: International Economics.
[Full Text][Citation analysis]		article61
2021Oil price volatility in the context of Covid-19.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		article
2021Oil price volatility in the context of Covid-19.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
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]		article16
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]		article4
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
2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique.(2006) In: Working Papers.
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2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper9
2009Nonlinear Stock Price Adjustment in the G7 Countries.(2009) In: Working Papers.
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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
2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working paper serie RMT - Grenoble Ecole de Management.
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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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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting.
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This paper has nother version. Agregated cites: 4		article
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper37
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2018The Nonlinear Relationship between Economic growth and Financial Development.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
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
2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article4
2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis.(2023) In: Post-Print.
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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]		article15
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 nother 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]		article40
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 nother version. Agregated cites: 40		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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This paper has nother version. Agregated cites: 15		paper
2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
[Full Text][Citation analysis]		article25
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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This paper has nother version. Agregated cites: 25		paper
2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
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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]		article12
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.
[Full Text][Citation analysis]		article36
2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
[Full Text][Citation analysis]		article62
2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
[Full Text][Citation analysis]		article7
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
[Full Text][Citation analysis]		article7
2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article7
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]		article10
2021Does inequality help in forecasting equity premium in a panel of G7 countries?.(2021) In: Post-Print.
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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]		article29
2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions In: Energy Economics.
[Full Text][Citation analysis]		article12
2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions.(2023) In: Post-Print.
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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets In: Energy Economics.
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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets.(2023) In: Post-Print.
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2023Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? In: Energy Economics.
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2023Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?.(2023) In: Post-Print.
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2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
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2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
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2023Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis In: International Economics.
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2023Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis.(2023) In: Post-Print.
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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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2024Trade fragmentation and volatility-of-volatility networks In: Journal of International Financial Markets, Institutions and Money.
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2024Trade fragmentation and volatility-of-volatility networks.(2024) In: Post-Print.
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2021Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle In: Journal of Economic Behavior & Organization.
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2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article11
2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach.(2022) In: Post-Print.
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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.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article10
2017Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article0
2018Analyzing the governance structure of French banking groups.(2018) In: Post-Print.
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2009Threshold stock price adjustment In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2010Chapter 2 Nonlinear Stock Market Links between Mexico and the World In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]		chapter0
2010Chapter 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]		chapter0
2011Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article6
2018Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics.
[Full Text][Citation analysis]		article0
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).
[Citation analysis]		paper2
2014Market microstructure and nonlinear dynamics : keeping financial crisis in context.(2014) In: Post-Print.
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2014The effects of regulation and supervision on european banking profitability and risk: a panel data investigation In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper1
2014The effects of regulation and supervision on european banking profitability and risk: a panel data investigation.(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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2013Are 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]		paper43
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics.
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2011Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets In: Post-Print.
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