Khaled Guesmi : Citation Profile


Groupe Paris Graduate School of Management

20

H index

35

i10 index

1483

Citations

RESEARCH PRODUCTION:

69

Articles

73

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 123
   Journals where Khaled Guesmi has often published
   Relations with other researchers
   Recent citing documents: 163.    Total self citations: 38 (2.5 %)

EXPERT IN:

   International Finance
   Financial Aspects of Economic Integration
   Macroeconomic Impacts
   Asset Pricing; Trading Volume; Bond Interest Rates
   International Financial Markets

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu524
   Updated: 2025-04-19    RAS profile: 2021-03-04    
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Relations with other researchers


Works with:

Goutte, Stéphane (5)

Fateh, BELAID (4)

Chiao, Benjamin (3)

BEN YOUSSEF, Adel (3)

Chevallier, Julien (2)

Dhaoui, Abderrazak (2)

PORCHER, Thomas (2)

Ben Amar, Amine (2)

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

Is cited by:

GUESMI, Khaled (38)

Shahzad, Syed Jawad Hussain (25)

Tiwari, Aviral (23)

Bouri, Elie (19)

Goutte, Stéphane (15)

Vo, Xuan Vinh (13)

GUPTA, RANGAN (13)

Batten, Jonathan (10)

Caporale, Guglielmo Maria (10)

Sensoy, Ahmet (9)

Panagiotidis, Theodore (9)

Cites to:

Harvey, Campbell (87)

Nguyen, Duc Khuong (82)

GUESMI, Khaled (78)

Bekaert, Geert (69)

AROURI, Mohamed (49)

Kilian, Lutz (47)

Ftiti, Zied (43)

Hammoudeh, Shawkat (41)

Goutte, Stéphane (37)

Engle, Robert (36)

Chinn, Menzie (30)

Main data


Where Khaled Guesmi has published?


Journals with more than one article published# docs
Economics Bulletin14
Economic Modelling6
Research in International Business and Finance5
Finance Research Letters5
European Journal of Comparative Economics4
Applied Economics4
Energy Policy4
International Review of Financial Analysis3
Journal of Economic Integration3
Energy Economics3
Bankers, Markets & Investors2
IPAG Economics and Management Letters2
Journal of International Financial Markets, Institutions and Money2
Journal of Quantitative Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL28
Working Papers / Department of Research, Ipag Business School21
Working Papers / HAL13
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany3

Recent works citing Khaled Guesmi (2025 and 2024)


YearTitle of citing document
2024Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2024.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057.

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2025.

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2024Evaluating the Environmental Kuznets Curve: The Role of Renewable Energy, Economic Growth, Urban Density and Trade Openness on CO2 Emissions. An Analysis for High-Income Countries Using the CS-ARDL Model. (2024). Vallejo-Mata, Juan ; Zurita, Eduardo Germaan ; Solis, Luis Eduardo ; Gonzaalez, Maraia Gabriela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-57.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2024Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726.

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2024Commodity prices and domestic credit in Central and Eastern Europe: Are there asymmetric effects?. (2024). Hegerty, Scott W. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001097.

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2024Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks. (2024). Mallick, Sushanta ; Kumar, Abhishek. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006503.

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2024Energy ETF performance: The role of fossil fuels. (2024). Stefanelli, Kevyn ; Morelli, Giacomo ; Decclesia, Rita Laura. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Does environmental law enforcement supervision improve corporate carbon reduction performance? Evidence from environmental protection interview. (2024). Wu, Haitao ; Liu, Xiaoqian ; Du, Lizhao ; Pan, Junyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400149x.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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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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2024Low-carbon movement and stock market uncertainty: Insights from international comparisons between fossil fuel companies. (2024). Benlemlih, Mohammed ; Peillex, Jonathan ; el Ouadghiri, Imane ; Platania, Federico ; Hernandez, Celina Toscano. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004547.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2024Renewable energy certificates and firm value: Empirical evidence in Taiwan. (2024). Chang, Hung-Hao ; Kunene, Noxolo. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s030142152300455x.

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2024Does the urban–rural income gap matter for rural energy poverty?. (2024). Klein, Tony ; Kuang, Xianhua ; Ren, Yi-Shuai. In: Energy Policy. RePEc:eee:enepol:v:186:y:2024:i:c:s0301421523005621.

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2024Impact of solar energy subscription on the market performance of micro, small & medium enterprises in Nigeria. (2024). Achandi, Esther Leah ; Cisse, Fatoumata Nankoto ; Owusu-Sekyere, Enoch. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000831.

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2024The impact of monetary policy on climate change through the mediation of sectoral renewable energy consumption. (2024). Akan, Taner. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002647.

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2024Unlocking the impact of international financial support to infrastructure, energy efficiency, and ICT on CO2 emissions in India. (2024). Destek, Mehmet ; Balsalobre-Lorente, Daniel ; Ozkan, Oktay ; Esmaeili, Parisa. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003604.

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

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2024Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856.

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2024COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets. (2024). Lin, Boqiang ; Cai, Sijie ; Que, Dingfei ; Ye, Yingjin ; Wang, Chonghao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s036054422403175x.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Guesmi, Khaled ; Vigne, Samuel A ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Bitcoin replication using machine learning. (2024). Rambaccussing, Dooruj ; Mazibas, Murat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400139x.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952.

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2024Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Substantive or strategic: Government R&D subsidies and green innovation. (2024). Zhang, Zeyi ; Luo, Xuehua ; Du, Jiating ; Xu, Baoliang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008262.

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2024Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706.

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2024Do insiders profit from public environmental information? Evidence from insider trading. (2024). Guedhami, Omrane ; Fu, Zhengwei ; el Ghoul, Sadok ; Kim, Yongwon. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000097.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Shams, Syed ; Peng, Sanshao ; Sarker, Tapan ; Prentice, Catherine. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Urom, Christian ; Mzoughi, Hela ; Benkraiem, Ramzi ; Abid, Ilyes. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143.

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

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2024Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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2024The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. (2024). Bilgili, Faik ; Kukaya, Sevda ; Kassouri, Yacouba ; Majok, Aweng Peter. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011601.

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2024Ensuring environment sustainability through natural resources, renewable energy consumption, and inflation dynamics. (2024). Gao, Bin ; Stan, Sebastian-Emanuel ; Wu, Tong ; Ma, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000436.

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2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Wang, Chuwen ; Msofe, Zulkifr Abdallah ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

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2024Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724006056.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Information spillover among cryptocurrency and traditional financial assets: Evidence from complex networks. (2024). Yu, Xiaoling ; Cifuentes-Faura, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124004126.

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2024Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154.

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2024The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:1-10.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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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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2024Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Yuan, DI ; Zhang, Feipeng ; Li, Dongxin ; Cai, Yuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939.

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2024Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks. (2024). Vo, Xuan Vinh ; Agyei, Samuel Kwaku ; Gubareva, Mariya ; Bossman, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:699-719.

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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2024When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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

Khaled Guesmi has edited the books:


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Works by Khaled Guesmi:


YearTitleTypeCited
2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
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paper
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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article
2014The determinants of regional stock market integration in middle east: A conditional ICAPM approach In: International Economics.
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article6
2014The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach.(2014) In: Working Papers.
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paper
2009Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI In: EconomiX Working Papers.
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paper0
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
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paper32
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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2012Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? In: EconomiX Working Papers.
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paper5
2013Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?.(2013) In: Economic Modelling.
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article
2013Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2013) In: Post-Print.
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paper
2012Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2012) In: Post-Print.
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paper
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries In: EconomiX Working Papers.
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paper6
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Post-Print.
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paper
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Working Papers.
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paper
2014Robust Portfolio Protection: A Scenarios-Based Approach In: EconomiX Working Papers.
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paper5
2015Robust Portfolio Protection: A Scenarios-based Approach.(2015) In: Bankers, Markets & Investors.
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This paper has nother version. Agregated cites: 5
article
2011Are domestic Asian markets integrated with the regional one? An empirical assessment In: Economics Bulletin.
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article0
2011Time varying regional integration in emerging stock market In: Economics Bulletin.
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article0
2011What drive the regional integration of emerging stock markets? In: Economics Bulletin.
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article2
2011What Drives the Regional Integration of Emerging Stock Markets?.(2011) In: Economics Bulletin.
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article
2011Measuring stock market volatility in oecd economy In: Economics Bulletin.
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article0
2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? In: Economics Bulletin.
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article14
2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents?.(2013) In: Post-Print.
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paper
2014On the determinants of equity international risk premium : Are emerging zones different ?.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2014The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach In: Economics Bulletin.
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article2
2016Financial Integration and Japanese Stock market Performance In: Economics Bulletin.
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article1
2016On the Influence of Oil Prices on Financial Variables In: Economics Bulletin.
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article1
2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence In: Economics Bulletin.
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article1
2018The regional pricing of risk: An empirical investigation of the MENA Region In: Economics Bulletin.
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article0
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
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article2
2020The Non-Linear Relationship Between Economic Growth and Public Debt In: Economics Bulletin.
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article2
2020Hedging strategy for financial variables and commodities In: Economics Bulletin.
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article3
2014Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia In: Economic Modelling.
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article19
2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia.(2014) In: Post-Print.
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paper
2014Return and volatility transmission between oil prices and oil-exporting and oil-importing countries In: Economic Modelling.
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article108
2014Regional stock market integration in Singapore: A multivariate analysis In: Economic Modelling.
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article18
2014Regional Stock Market Integration of Singapore: A Multivariate Analysis.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling.
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article49
2021Public Attention to Environmental Issues and Stock Market Returns In: Ecological Economics.
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article56
2019Public attention to environmental issues and stock market returns.(2019) In: MAGKS Papers on Economics.
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This paper has nother version. Agregated cites: 56
paper
2017Commodity price cycles and financial pressures in African commodities exporters In: Emerging Markets Review.
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article13
2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries In: Energy Economics.
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article11
2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
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article81
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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article2
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 2
paper
2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
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article6
2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
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article8
2019Financial development and energy consumption: Is the MENA region different? In: Energy Policy.
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article31
2014Oil price and financial markets: Multivariate dynamic frequency analysis In: Energy Policy.
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article64
2014Oil price and financial markets: Multivariate dynamic frequency analysis.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 64
paper
2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 64
paper
2014The evolution of risk premium as a measure for intra-regional equity market integration In: International Review of Financial Analysis.
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article21
2014The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2016Oil price and stock market co-movement: What can we learn from time-scale approaches? In: International Review of Financial Analysis.
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article41
2019Portfolio diversification with virtual currency: Evidence from bitcoin In: International Review of Financial Analysis.
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article263
2019Media attention and Bitcoin prices In: Finance Research Letters.
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article76
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 76
paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
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article13
2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 13
paper
2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2020Diamonds versus precious metals: What gleams most against USD exchange rates? In: Finance Research Letters.
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article11
2021Survival of reorganized firms in France In: Finance Research Letters.
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article2
2021The unprecedented reaction of equity and commodity markets to COVID-19 In: Finance Research Letters.
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article28
2014Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk In: Journal of International Financial Markets, Institutions and Money.
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article25
2014Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
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article7
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy.
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article20
2017The role of banks in the governance of non-financial firms: Evidence from Europe In: Research in International Business and Finance.
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article2
2017The role of banks in the governance of nonfinancial firms: Evidence from Europe.(2017) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 2
article
2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
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article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance.
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article19
2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries In: Research in International Business and Finance.
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article27
2020Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels In: Structural Change and Economic Dynamics.
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article51
2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle In: Journal of Risk Finance.
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article6
2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2014Oil price and financial markets in the main OPEC countries In: Post-Print.
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paper7
2012Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach In: Post-Print.
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paper0
2015International CAPM and Oil Price: Evidence from Selected OPEC Countries In: Post-Print.
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paper0
2015International CAPM and Oil Price: Evidence from Selected OPEC Countries.(2015) In: Bankers, Markets & Investors.
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This paper has nother version. Agregated cites: 0
article
2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Post-Print.
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paper23
2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 23
article
2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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paper4
2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 4
paper
2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 4
article
2018Oil Price Risk and Financial Contagion In: Post-Print.
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paper8
2019Hedging and diversification across commodity assets In: Post-Print.
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paper17
2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
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This paper has nother version. Agregated cites: 17
article
2020The Impacts of COVID-19 on Chinas. Domestic Natural Gas Market In: Post-Print.
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paper0
2020The impacts of covid-19 on china’s domestic natural gas market.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2020The Unprecedented Equity and Commodity Markets Reaction to COVID-19 In: Post-Print.
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paper11
2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
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paper10
2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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This paper has nother version. Agregated cites: 10
article
2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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This paper has nother version. Agregated cites: 6
article
2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
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paper1
2017The regional pricing of risk: An empirical investigation of the MENA equity determinants In: Working Papers.
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paper0
2015The regional pricing of risk: An empirical investigation of the MENA equity determinants.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
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2017Financial integration and Japanese stock market In: Working Papers.
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2015Financial integration and Japanese stock market.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS In: Working Papers.
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paper5
2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
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paper0
2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
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paper0
2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers.
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paper1
2019Study of the dynamic of Bitcoins price In: Working Papers.
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paper1
2020COVID 19s impact on crude oil and natural gas S&P GS Indexes In: Working Papers.
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paper30
Overview of the 2nd International Symposium on Energy and Finance Issues: Part I In: IPAG Economics and Management Letters.
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article1
Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar In: IPAG Economics and Management Letters.
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2013Regional integration of stock markets in Southeast Europe In: Working Papers.
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paper1
2013Sudden Changes in Volatility in European Stock Markets In: Working Papers.
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paper1
2013Regional Equity Risk Premium Convergence: The case of Japan In: Working Papers.
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paper1
2014Are hedge funds uncorrelated with financial markets? An empirical assessment In: Working Papers.
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paper5
2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
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2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 14
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2015Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 14
article
2014The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region In: Working Papers.
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paper8
2014Commodity Price Correlation and Time varying Hedge Ratios In: Working Papers.
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paper20
2014The crisis of the sovereign debts in the Eurozone: an overview In: Working Papers.
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paper1
2014Australia’s integration into the ASEAN- 5 Region In: Working Papers.
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paper0
2014Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation In: Working Papers.
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paper7
2014L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée In: Working Papers.
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paper5
2014Oil price impact on financial markets: In: Working Papers.
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paper21
2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis In: Working Papers.
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paper2
2014Is there a difference between domestic and foreign risk premium? The case of China Stock Market In: Working Papers.
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2014Measuring contagion effects between crude oil and OECD stock markets In: Working Papers.
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paper39
2015Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis In: Computational Economics.
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article16
2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
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article7
2016On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach In: European Journal of Comparative Economics.
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2020Financial instability and oil price fluctuations: evidence from oil exporting developing countries In: European Journal of Comparative Economics.
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article4
2020Oil price shocks, equity markets, and contagion effect in OECD countries In: European Journal of Comparative Economics.
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article1
2013Greece’s Stock Market Integration with Southeast Europe In: Journal of Economic Integration.
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2016From Oil to Stock Markets In: Journal of Economic Integration.
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article3
2017ASEAN Plus Three Stock Markets Integration In: Journal of Quantitative Economics.
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article2
2019On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks In: Journal of Quantitative Economics.
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article0
2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
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article6
2011Contagion effect of financial crisis on OECD stock markets In: Economics Discussion Papers.
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