18
H index
39
i10 index
1322
Citations
Université Paris-Nanterre (Paris X) | 18 H index 39 i10 index 1322 Citations RESEARCH PRODUCTION: 149 Articles 108 Papers 8 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fredj JAWADI. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Fiscal and Monetary Policy Interactions in Malawi: Evidence from Backward-Looking and Forward-Looking Approaches. (2024). Mapila, Salim A. In: African Journal of Economic Review. RePEc:ags:afjecr:362928. Full description at Econpapers || Download paper | |
| 2024 | Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475. Full description at Econpapers || Download paper | |
| 2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper | |
| 2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Papers. RePEc:arx:papers:2402.11136. Full description at Econpapers || Download paper | |
| 2025 | Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046. Full description at Econpapers || Download paper | |
| 2025 | Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825. Full description at Econpapers || Download paper | |
| 2024 | From brown to green: Climate transition and macroprudential policy coordination. (2024). Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp192. Full description at Econpapers || Download paper | |
| 2024 | The changing nature of the financial system: implications for resilience and long-term growth in emerging market economies. (2024). Of, Reserve Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:148-10. Full description at Econpapers || Download paper | |
| 2025 | The Red Sea Conflict and Market Reactions: Examining the Role of Military Strength in Financial Markets. (2025). Mosab, Tabash ; Rizky, Yudaruddin ; Dadang, Lesmana ; Ek, Halil ; William, Ginn. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:31:y:2025:i:2:p:193-227:n:1001. Full description at Econpapers || Download paper | |
| 2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
| 2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
| 2024 | Beyond Intuition: The Role of Financial Knowledge in Navigating Investments in Emerging Markets. (2024). Mahdzan, Nurul Shahnaz ; Chowdhury, Nazreen Tabassum ; Rahman, Mahfuzur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-29. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Volatility Shocks and the Macroeconomic Indicators: Evidence from Saudi Arabia. (2024). Rather, Sartaj Rasool ; Zargar, Faisal Nazir ; Gunwant, Darshita Fulara. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-15. Full description at Econpapers || Download paper | |
| 2024 | Central Bank Independence and Oil Prices Impact on Macroeconomic Indicators. (2024). Mukhamediyev, Bulat ; Zhamanbayev, Sayat ; Mukhamediyeva, Aliya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-2. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38. Full description at Econpapers || Download paper | |
| 2024 | Investment Amid Uncertainty: Exchange Rates and Oil Price Dynamics in Saudi Arabia. (2024). Asab, Noura Abu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-63. Full description at Econpapers || Download paper | |
| 2025 | The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x. Full description at Econpapers || Download paper | |
| 2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
| 2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312. Full description at Econpapers || Download paper | |
| 2025 | Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582. Full description at Econpapers || Download paper | |
| 2024 | Can agricultural export trade openness improve residents health in China. (2024). Cao, Qingqing ; Sun, Hongjie ; Gu, Tiantian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1608-1620. Full description at Econpapers || Download paper | |
| 2024 | Climate policy uncertainty and its impact on energy demand: An empirical evidence using the Fourier augmented ARDL model. (2024). Gohar, Raheel ; Kim, Eunchan ; Uddin, Mohammed Ahmar ; Tu, Zhe ; Chang, Bisharat Hussain. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:374-390. Full description at Econpapers || Download paper | |
| 2025 | Dose tariff exposure stimulate city crimes? Evidence from China-US trade war. (2025). Fan, Shuo ; Teng, Rui ; Zhang, Zhen ; Li, Yabo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1563-1579. Full description at Econpapers || Download paper | |
| 2024 | Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Chowdhury, Rosen ; Agboola, Emmanuel ; Yang, BO. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x. Full description at Econpapers || Download paper | |
| 2024 | The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Rudiawarni, Felizia Arni ; Sulistiawan, Dedhy ; Sergi, Bruno S. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865. Full description at Econpapers || Download paper | |
| 2024 | Do internal and external risk spillovers of the food system matter for national food security?. (2024). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032. Full description at Econpapers || Download paper | |
| 2025 | The Perverse Valuation Effect on Mergers and Acquisitions in Europe. (2025). Mateane, Lebogang ; Proao, Christian R. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002852. Full description at Econpapers || Download paper | |
| 2025 | A spatial one-sided error model to identify where unarrested criminals live. (2025). Ramírez Hassan, Andrés ; Puerta-Cuartas, Alejandro ; Ramrez-Hassan, Andrs. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002864. Full description at Econpapers || Download paper | |
| 2025 | Breaking the divide: Can public spending on social infrastructure boost female employment in Italy?. (2025). Zezza, Francesco ; Reljic, Jelena. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003316. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
| 2024 | Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Luo, YI ; Yang, Yihe ; Huang, Yao ; Li, Xiaoming ; Yu, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936. Full description at Econpapers || Download paper | |
| 2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
| 2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper | |
| 2025 | Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213. Full description at Econpapers || Download paper | |
| 2025 | Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444. Full description at Econpapers || Download paper | |
| 2025 | The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks. (2025). Wang, Lei ; Zheng, Xin ; Chen, Tingqiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000440. Full description at Econpapers || Download paper | |
| 2025 | A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725. Full description at Econpapers || Download paper | |
| 2025 | Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x. Full description at Econpapers || Download paper | |
| 2025 | 120 years of insight: Geopolitical risk and bank solvency. (2025). Reghezza, Alessio ; Lang, Jan Hannes ; Behn, Markus. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000059. Full description at Econpapers || Download paper | |
| 2025 | Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354. Full description at Econpapers || Download paper | |
| 2024 | The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Maneejuk, Paravee ; Kaewtathip, Nuttaphong. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168. Full description at Econpapers || Download paper | |
| 2024 | Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict. (2024). Wang, Yizhi ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400121x. Full description at Econpapers || Download paper | |
| 2024 | Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis. (2024). Yousaf, Imran ; Li, Yanshuang ; Umar, Muhammad ; Ijaz, Muhammad Shahzad. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001981. Full description at Econpapers || Download paper | |
| 2024 | Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664. Full description at Econpapers || Download paper | |
| 2024 | Uplifting India from severe energy poverty accounting for strong asymmetries: Do inclusive financial development, digitization and human capital help reduce the asymmetry?. (2024). Jahanger, Atif ; Adebayo, Tomiwa Sunday ; Hossain, Mohammad Razib ; Awan, Ashar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002767. Full description at Econpapers || Download paper | |
| 2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper | |
| 2024 | Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165. Full description at Econpapers || Download paper | |
| 2024 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper | |
| 2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
| 2024 | Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651. Full description at Econpapers || Download paper | |
| 2024 | Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754. Full description at Econpapers || Download paper | |
| 2024 | Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies. (2024). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006121. Full description at Econpapers || Download paper | |
| 2024 | Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595. Full description at Econpapers || Download paper | |
| 2024 | Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753. Full description at Econpapers || Download paper | |
| 2024 | Dynamic connectedness in the higher moments between clean energy and oil prices. (2024). Pham, Linh ; Hao, Wei. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006959. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper | |
| 2025 | The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065. Full description at Econpapers || Download paper | |
| 2025 | Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk and uncertainty in energy markets: Evidence from wavelet-based methods. (2025). Vellucci, Pierluigi ; de Crescenzo, Ivan ; Mastroeni, Loretta ; Quaresima, Greta. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001045. Full description at Econpapers || Download paper | |
| 2025 | The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets. (2025). Xu, Xin ; Yu, YI ; Bi, Yanhao ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500115x. Full description at Econpapers || Download paper | |
| 2025 | Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism. (2025). Cao, Jin-Hui ; Xie, Chi ; Zhou, Yang ; Wang, Gang-Jin ; Zhu, You. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001410. Full description at Econpapers || Download paper | |
| 2025 | Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847. Full description at Econpapers || Download paper | |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999. Full description at Econpapers || Download paper | |
| 2025 | Does monetary policy fuel energy consumption across the world? Focus on inflation targeting. (2025). Zogo, Thrse Elomo ; Samba, Cyrille Michel ; Mbassi, Christophe Martial. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002415. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002646. Full description at Econpapers || Download paper | |
| 2025 | A replication study on “Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?”. (2025). Ghosh, Sajal ; Kanjilal, Kakali. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002798. Full description at Econpapers || Download paper | |
| 2025 | Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853. Full description at Econpapers || Download paper | |
| 2025 | Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189. Full description at Econpapers || Download paper | |
| 2024 | How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004. Full description at Econpapers || Download paper | |
| 2024 | A nationwide multi-location multi-resource stochastic programming based energy planning framework. (2024). Faiz, Tasnim Ibn ; Noor, MD. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704. Full description at Econpapers || Download paper | |
| 2024 | Forecasting carbon price with attention mechanism and bidirectional long short-term memory network. (2024). Jiang, Qiuxian ; Qin, Dongling ; Zhu, Bangzhu. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011836. Full description at Econpapers || Download paper | |
| 2024 | Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Cheng, Weijin ; Ming, Kai. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696. Full description at Econpapers || Download paper | |
| 2024 | Energy uncertainty, geopolitical conflict, and militarization matters for Renewable and non-renewable energy development: Perspectives from G7 economies. (2024). Ul, Wasi ; Yasmeen, Rizwana. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022540. Full description at Econpapers || Download paper | |
| 2024 | Energy imports in turbulent eras: Evidence from China. (2024). Bioiu, Teodora Ioana ; Yang, Shengyao ; Qin, Meng ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224023600. Full description at Econpapers || Download paper | |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper | |
| 2025 | Carbon price prediction model based on multi-agent and environment co-evolution. (2025). Feng, Pan ; Wenjun, Wang ; Xiande, Zhang ; Chonghui, FU ; Pengcheng, Xie ; Yajie, BO. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225023217. Full description at Econpapers || Download paper | |
| 2025 | Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044. Full description at Econpapers || Download paper | |
| 2025 | An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave. (2025). Sssmuth, Bernd ; Birnstengel, Carolin. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000468. Full description at Econpapers || Download paper | |
| 2025 | The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334. Full description at Econpapers || Download paper | |
| 2025 | Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814. Full description at Econpapers || Download paper | |
| 2025 | Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets. (2025). He, Miao ; Gao, Wang ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003217. Full description at Econpapers || Download paper | |
| 2025 | Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113. Full description at Econpapers || Download paper | |
| 2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper | |
| 2025 | Cross-border transmission effect of Chinas monetary policy on the exchange rate of Asia-Pacific economies. (2025). Chen, Pei-Fen ; Min-Syu, Lin ; Chingnun, Lee ; Pei-Fen, Chen ; Mei-Ping, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007671. Full description at Econpapers || Download paper | |
| 2024 | A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352. Full description at Econpapers || Download paper | |
| 2024 | Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). He, Zhipeng ; Zhang, Shuguang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367. Full description at Econpapers || Download paper | |
| 2024 | Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871. Full description at Econpapers || Download paper | |
| 2024 | Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way?. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008821. Full description at Econpapers || Download paper | |
| 2025 | Divergent relationships between exchange rate pass-through and policy rates across economies: An extension of the Taylor rule. (2025). Zhang, Renzhong ; Ma, Wei ; Li, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014855. Full description at Econpapers || Download paper | |
| 2025 | The US-China tension and fossil fuel energy price volatility relationship. (2025). Chen, Huangen ; Li, Sitong. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017367. Full description at Econpapers || Download paper | |
| 2025 | Does corporate social responsibility facilitate credit ratings: Evidence from Rule 144A bonds. (2025). Zhu, Hui ; Cai, Kelly. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002181. Full description at Econpapers || Download paper | |
| 2025 | The impact of the US-China tensions on FDI dynamics in emerging economies. (2025). Gözgör, Giray ; Pal, Shreya ; Mahalik, Mantu Kumar ; Gozgor, Giray ; Liu, Ling. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325005185. Full description at Econpapers || Download paper | |
| 2025 | Taiwan’s stock market resilience to increasing geopolitical risk. (2025). Prol, Javier Lpez. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005823. Full description at Econpapers || Download paper | |
| 2024 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper | |
| 2024 | Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449. Full description at Econpapers || Download paper | |
| 2024 | Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Valle e Azevedo, João ; Ribeiro, Pedro Pires ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575. Full description at Econpapers || Download paper | |
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| 2013 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2010 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2024 | Geopolitical risks and business fluctuations in Europe: A sectorial analysis In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 10 |
| 2019 | A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2017 | Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | Assessing financial and housing wealth effects through the lens of a nonlinear framework.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Analyzing the governance structure of French banking groups In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Analyzing the governance structure of French banking groups.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Threshold stock price adjustment In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | Chapter 2 Nonlinear Stock Market Links between Mexico and the World In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 7 |
| 2018 | Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Market microstructure and nonlinear dynamics : keeping financial crisis in context In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 2 |
| 2014 | Market microstructure and nonlinear dynamics : keeping financial crisis in context.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | The effects of regulation and supervision on european banking profitability and risk: a panel data investigation In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 1 |
| 2014 | The effects of regulation and supervision on european banking profitability and risk: a panel data investigation.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 1 |
| 2013 | Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Grenoble Ecole de Management (Post-Print). [Citation analysis] | paper | 44 |
| 2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2011 | Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Arbitrage costs and nonlinear adjustment in the G7 stock markets.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries In: Post-Print. [Citation analysis] | paper | 8 |
| 2012 | Sources dinefficience et ajustement asymétrique des cours boursiers In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Are hedge fund clones attractive financial products for investors In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | Are hedge fund clones attractive financial products for investors?.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2019 | Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print. [Citation analysis] | paper | 1 |
| 2019 | Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton.(2019) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print. [Citation analysis] | paper | 4 |
| 2016 | Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2021 | Statistiques pour léconomie et la gestion In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization.(2022) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the Covid-19 Context In: Post-Print. [Citation analysis] | paper | 0 |
| 2024 | Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the COVID-19 Context.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts Opinion In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | A Sentiment Analysis using Tweet Information: An Artificial Intelligence Approach In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis In: Post-Print. [Citation analysis] | paper | 4 |
| 2021 | Oil price volatility in the context of Covid-19 In: Post-Print. [Citation analysis] | paper | 14 |
| 2022 | Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach In: Post-Print. [Citation analysis] | paper | 5 |
| 2023 | Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Can Collective Emotions Improve Bitcoin Volatility Forecasts?” In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Essays in modelling financial market dynamics: An overview In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Essays in modelling financial market dynamics: An overview.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework In: Post-Print. [Citation analysis] | paper | 1 |
| 2023 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation.(2023) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data In: Post-Print. [Citation analysis] | paper | 0 |
| 2024 | Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data.(2024) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | The COVID-19 pandemic and ethical stock markets: further evidence of moral shock In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | The COVID-19 pandemic and ethical stock markets: further evidence of moral shock.(2022) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Does the Real Business Cycle Help Forecast the Financial Cycle? In: Post-Print. [Citation analysis] | paper | 1 |
| 2022 | Does the Real Business Cycle Help Forecast the Financial Cycle?.(2022) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Conventional and Islamic stock market liquidity and volatility during COVID 19 In: Post-Print. [Citation analysis] | paper | 2 |
| 2021 | Conventional and Islamic stock market liquidity and volatility during COVID 19.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Behavioral Finance and Asset Prices: The Influence of Investors Emotion In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Introduction In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Are American and French Stok Markets Integrated? In: Post-Print. [Citation analysis] | paper | 7 |
| 2008 | ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2008 | Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Stock Market Integration in the Emerging Countries In: Post-Print. [Citation analysis] | paper | 6 |
| 2011 | Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data.(2011) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2011 | Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2009 | Threshold cointegration relationships between oil and stock markets In: Discussion Papers on Economics. [Full Text][Citation analysis] | paper | 4 |
| 2008 | ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context In: Journal of Electronic Commerce in Organizations (JECO). [Full Text][Citation analysis] | article | 0 |
| 2014 | Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance.(2019) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Introduction to Topics in Modelling Financial and Macroeconomic Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
| 2016 | Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2018 | Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
| 2018 | Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016) In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2018 | A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A multifactor transformed diffusion model with applications to VIX and VIX futures.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | Monetary Policy Rules in the BRICS: How Important is Nonlinearity? In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Modelling Money Demand: Further Evidence from an International Comparison In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Modelling money demand: further evidence from an international comparison.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Structural Breaks and Nonlinearity in US and UK Public Debt In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Structural breaks and nonlinearity in US and UK public debts.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2011 | Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2011 | Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 1 |
| 2019 | Introduction to Topics on €œUncertainty and Recent Challenges in Oil and Commodity Markets€ Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
| 2018 | Measurement errors in stock markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2019 | Computing stock price comovements with a three-regime panel smooth transition error correction model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2019 | Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2022 | Measuring extreme risk dependence between the oil and gas markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2025 | COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2021 | Revisiting Wealth Effects in France: A Double-Nonlinearity Approach In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2010 | Financial crises, bank losses, risk management and audit: what happened? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2011 | The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Can the Islamic bank be an emerging leader? A panel data causality analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2009 | Essay in dividend modelling and forecasting: does nonlinearity help? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2013 | Testing the efficiency of the aluminium market: evidence from London metal exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China In: Applied Economics. [Full Text][Citation analysis] | article | 36 |
| 2015 | Are Islamic stock markets efficient? A time-series analysis In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
| 2015 | Recent topics in Applied Financial Economics In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 2017 | Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2018 | Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 2019 | On the relationship between energy returns and trading volume: a multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | The convergence of ethical investment business models and their reliance on the conventional US investment market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Does investor attention to Islamic finance create spillover? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Are oil and gas futures markets efficient? A multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 2020 | Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2020 | How does monetary policy respond to the dynamics of the shadow banking sector? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2022 | A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | On the effect of oil price in the context of Covid‐19 In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | Threshold Cointegration between Stock Returns : An application of STECM Models In: Econometrics. [Full Text][Citation analysis] | paper | 3 |
| 2008 | THRESHOLD MEAN REVERSION IN STOCK PRICES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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