Fredj JAWADI : Citation Profile

Université Paris-Nanterre (Paris X)

17

H index

35

i10 index

1204

Citations

RESEARCH PRODUCTION:

144

Articles

107

Papers

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 60
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 148.    Total self citations: 60 (4.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr45
   Updated: 2025-05-17    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Ftiti, Zied (7)

Dufrénot, Gilles (5)

Ren, Xiaohang (4)

Zhou, Wei-Xing (4)

Barnett, William (3)

Castro, Vitor (3)

Sousa, Ricardo (3)

SUN, Xianming (2)

GUPTA, RANGAN (2)

BASTIDON, Cécile (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 (32)

Sousa, Ricardo (29)

Nguyen, Duc Khuong (24)

Shahzad, Syed Jawad Hussain (15)

Napoletano, Mauro (14)

Hammoudeh, Shawkat (13)

Guerini, Mattia (13)

Trabelsi, Mohamed Ali (13)

Balcilar, Mehmet (12)

Umar, Zaghum (12)

Uddin, Gazi (12)

Cites to:

Sousa, Ricardo (79)

Teräsvirta, Timo (53)

AROURI, Mohamed (43)

Bollerslev, Tim (39)

Engle, Robert (29)

Anderson, Heather (29)

Hansen, Bruce (26)

Mignon, Valérie (25)

van Dijk, Dick (25)

Hamilton, James (24)

Mallick, Sushanta (23)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics16
Applied Economics Letters12
Economic Modelling12
Studies in Nonlinear Dynamics & Econometrics9
Computational Economics7
Economics Bulletin7
Macroeconomic Dynamics6
Open Economies Review6
Annals of Operations Research6
Energy Economics6
International Economics4
Journal of International Financial Markets, Institutions and Money4
International Journal of Finance & Economics4
Applied Financial Economics4
International Economics4
The Energy Journal3
Econometric Reviews2
Journal of Economic Behavior & Organization2
Review of Quantitative Finance and Accounting2
Research in International Business and Finance2
The North American Journal of Economics and Finance2
Journal of Economic Dynamics and Control2

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 (2025 and 2024)

YearTitle of citing document
2024Financial 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.

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2025SpotV2Net: 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.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Papers. RePEc:arx:papers:2402.11136.

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2024From brown to green: Climate transition and macroprudential policy coordination. (2024). Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp192.

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2024The 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.

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2024Volatility 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.

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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 ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2024Beyond 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.

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2024Oil 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.

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2024Central 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.

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2024Oil 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.

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2024Investment 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.

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2025The 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.

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2024Emotional 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.

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2024Interbank 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.

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2024Oil 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.

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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). Rudiawarni, Felizia Arni ; Sulistiawan, Dedhy ; Sergi, Bruno S. 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). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2025The 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.

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2025A 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.

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2024Volatility 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.

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2024Research 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.

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2024Dependence 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.

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2024The 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.

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2024Risk 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.

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2024The 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.

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2024Unveiling 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.

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2024Exploring 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.

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2024Do 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.

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2024Extreme 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.

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2024Measuring 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.

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2024Unraveling 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.

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2024Safe 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.

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2024Shock 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.

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2024Are 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.

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2024Chinas 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.

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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 ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. 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). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. 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). Faiz, Tasnim Ibn ; Noor, MD. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704.

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2024Forecasting 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.

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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 ; Cheng, Weijin ; Ming, Kai. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696.

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2024Energy 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.

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2024Energy 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.

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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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2024A 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.

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2024Risk 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.

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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 ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024Financial 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.

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2024Do 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.

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2024Spillovers 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.

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2024Does 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.

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2024Permanent 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.

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

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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 ; Geldner, Teo ; Wustenfeld, Jan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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2024The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933.

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2024Economic correlates of crime: An empirical test in Houston. (2024). Ferguson, Christopher J ; Smith, Sven ; Bourgeois, Jennifer Wyatt ; Henderson, Howard. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:95:y:2024:i:c:s0047235224001557.

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

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2024Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x.

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

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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). Wei, Xuhui ; Su, Wen ; Du, Chaofei. 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). Du, HE ; Zhang, Chunguang. 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). Yang, Zitao ; Liu, Xilong ; Yin, Sidi ; Xing, Haijing. 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). Gao, Zhibin ; Li, Zengrong. 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 ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. 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). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2024How does green investment respond differently to decomposed oil shocks?. (2024). Ren, Xiaohang ; Duan, Kun ; Tan, Jinkui ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003647.

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2024Co-movement between COVID-19, oil price and American stock market during 2020: Fresh investigation from partial and multiple wavelet methods. (2024). doğan, buhari ; Abbas, Shujaat ; Radulescu, Magdalena ; Doan, Buhari ; Rao, Amar. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005610.

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2024Analyzing the interconnection between rare earth market and green economy: Time-varying effects of trade policy uncertainty. (2024). Gao, Wang ; Guo, Yaoqi ; Wei, Shiyao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006299.

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2024How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548.

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2024Economic policy uncertainty, political connections, and M&As: Evidence from China. (2024). Zhang, Wan ; Tao, Qizhi ; Gong, Ning. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000817.

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2024Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict. (2024). Yousaf, Imran ; Li, Yanshuang ; Ghallabi, Fahmi ; Ghorbel, Ahmed. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000969.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Rezgui, Hichem ; Tavakkoli, Hamid Raza. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

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2024Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2024Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497.

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2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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2024Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Yousaf, Imran ; Ali, Shoaib ; Marei, Mohamed ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151.

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2024Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects. (2024). Man, Yuanyuan ; He, Yongda ; Zhang, Sunpei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1397-1416.

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2024Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306.

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2025The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method. (2025). Tiwari, Aviral ; Lau, Chi Keung ; Gözgör, Giray ; Jain, Preksha ; Das, Amit Kumar ; Padhan, Hemachandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004525.

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2024Why do people choose to continue using cryptocurrencies?. (2024). Al-Omoush, Khaled Saleh ; Funes, Andres Gomez ; Gomez-Olmedo, Ana M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008363.

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2024Do dirty and clean energy investments react to infectious disease-induced uncertainty?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524003111.

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2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

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2024Social and Spatial Determinants of the Spatial Structure of Crime in Szczecin, Poland. (2024). , Poland ; On, Spatial Factors ; New, Michael Leitner ; Michalski, Tomasz ; Sypion, Natalia. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:302-320.

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2025Factors Enabling Access to Affordable, Reliable, Sustainable and Modern Energy in the European Union. (2025). Zikowski, Boydar ; Lew, Agnieszka ; Stec-Rusiecka, Jolanta ; Warmiska, Agata ; Migaa-Warcho, Aldona. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:722-:d:1583555.

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2024From Brown to Green: Climate Transition and Macroprudential Policy Coordination. (2024). Lubello, Federico. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:448-:d:1492286.

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2024Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs. (2024). Dammak, Wael ; Sayari, Sonia ; Karoui, Ali Trabelsi ; Jeribi, Ahmed. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:52-:d:1356521.

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2025Shadows of Uncertainty: Unraveling the Impact of Economic Policy Uncertainty on Tourism-Driven Energy Consumption in Macau. (2025). Tian, Maoshan ; Zhang, Hongru. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3716-:d:1638400.

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2024The anatomy of government bond yields synchronization in the Eurozone. (2024). Napoletano, Mauro ; Barbieri, Claudio ; Guerini, Mattia. In: Post-Print. RePEc:hal:journl:hal-04530954.

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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: IZA Discussion Papers. RePEc:iza:izadps:dp16832.

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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: IZA Discussion Papers. RePEc:iza:izadps:dp16970.

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2024Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x.

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2024The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8.

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Fredj JAWADI has edited the books:

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YearTitleTypeCited
2019On the Oil Price Uncertainty In: The Energy Journal.
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2019On the Oil Price Uncertainty.(2019) In: The Energy Journal.
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2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
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2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?.(2019) In: The Energy Journal.
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2023Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton In: The Energy Journal.
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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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2023Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton.(2023) In: The Energy Journal.
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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.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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2018INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS In: Economic Inquiry.
[Full Text][Citation analysis]		article1
2009Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article17
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]		article23
2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
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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.
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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.
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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.
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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.
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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.
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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]		article1
2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
[Full Text][Citation analysis]		article16
2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
[Full Text][Citation analysis]		article4
2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
[Full Text][Citation analysis]		article106
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
[Full Text][Citation analysis]		article40
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]		article69
2021Oil price volatility in the context of Covid-19.(2021) In: International Economics.
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2021Oil price volatility in the context of Covid-19.(2021) In: Post-Print.
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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.
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2012NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article17
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.
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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.
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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.
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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.
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2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting.
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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper38
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis.(2017) In: Working Papers.
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2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
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2018The Nonlinear Relationship between Economic growth and Financial Development.(2018) In: Working Papers.
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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.
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2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
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2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article6
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.
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2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
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2018A model of fiscal dominance under the “Reinhart Conjecture”.(2018) In: Post-Print.
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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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2012Modeling hedge fund exposure to risk factors In: Economic Modelling.
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2012Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print.
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2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
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2012Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity.(2012) In: NIPE Working Papers.
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2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
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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.
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2016Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling.
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2016Advances and challenges in decision-making, monetary policy and financial markets.(2016) In: Post-Print.
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2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach In: Economic Modelling.
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2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
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2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
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2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
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2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
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2021Does inequality help in forecasting equity premium in a panel of G7 countries? In: The North American Journal of Economics and Finance.
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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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2024Health burden, environmental decentralization and associated political achievements in China In: The North American Journal of Economics and Finance.
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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review.
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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions In: Energy Economics.
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2024Toward green central banking: Proposing an augmented Taylor rule In: Energy Economics.
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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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