RANIA JAMMAZI : Citation Profile

Université de Tunis El Manar (28% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (24% share)
Université de Tunis El Manar (24% share)
Université de Tunis El Manar (24% share)

13

H index

14

i10 index

835

Citations

RESEARCH PRODUCTION:

15

Articles

6

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 75
   Journals where RANIA JAMMAZI has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 9 (1.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja272
   Updated: 2025-12-27    RAS profile: 2023-11-11    
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Relations with other researchers

Works with:

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

Is cited by:

Tiwari, Aviral (28)

Filis, George (27)

Degiannakis, Stavros (26)

Shahzad, Syed Jawad Hussain (22)

Chang, Chia-Lin (14)

Nguyen, Duc Khuong (13)

Masih, Abul (13)

Aloui, Chaker (10)

Hamori, Shigeyuki (9)

Floros, Christos (9)

Bouri, Elie (9)

Cites to:

Hamilton, James (25)

Ratti, Ronald (18)

Nguyen, Duc Khuong (17)

Aloui, Chaker (12)

Nelson, Charles (11)

Kilian, Lutz (10)

Miller, Stephen (8)

Hammoudeh, Shawkat (8)

Miller, J. (8)

Rogoff, Kenneth (8)

Apergis, Nicholas (8)

Main data

Where RANIA JAMMAZI has published?

Journals with more than one article published# docs
Applied Economics5
Energy2
Physica A: Statistical Mechanics and its Applications2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School4
Post-Print / HAL2

Recent works citing RANIA JAMMAZI (2025 and 2024)

YearTitle of citing document
2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Modelling Stock Prices of Energy Sector using Supervised Machine Learning Techniques. (2024). Benali, Mimoun ; Karima, Lahboub. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-59.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2025Beyond the EKC: Economic development and environmental degradation in the US. (2025). Mutascu, Mihai. In: Ecological Economics. RePEc:eee:ecolec:v:232:y:2025:i:c:s0921800925000503.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Sun, Yuying ; Wang, Shouyang ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Budin, Constantin ; Haas, Christian ; Darcy, Anne. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2024Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207.

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177.

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2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

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2024A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Zhao, Zhengling ; Wang, Shouyang ; Sun, Shaolong. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

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2024Predicting energy prices based on a novel hybrid machine learning: Comprehensive study of multi-step price forecasting. (2024). Zhang, XI ; Hou, Xianping ; Yu, Liang ; Yang, Kailing ; Wu, Jingyu ; Luo, Haojia ; Lin, YU. In: Energy. RePEc:eee:energy:v:298:y:2024:i:c:s0360544224010946.

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2025Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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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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2024Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2024Oil market regulatory: An ensembled model for prediction. (2024). Liu, Yancheng ; Gu, Xiang ; Fan, Kun ; Chen, Haixin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008195.

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2024Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models. (2024). OMRI, Anis ; Goodell, John W ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009929.

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2025Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective. (2025). Zhou, Luohui ; Yu, Peining ; Li, Chujin ; Chen, Zejun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138.

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2024The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

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2024The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Mejri, Sami ; Khan, Nasir ; Aloui, Chaker. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066.

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2024Forecasting the Crude Oil prices for last four decades using deep learning approach. (2024). Choudhury, Karabi Dutta ; Sen, Abhibasu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011492.

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

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict. (2024). Stenvall, David ; Lindahl, Robert ; Aizenman, Joshua ; Uddin, Gazi Salah. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000764.

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2025Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline. (2025). Tabak, Benjamin ; Silva, Thiago ; Quintino, Derick ; Dalla, Igor Bettanin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008748.

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2024A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). Rodríguez, Gabriel ; Manner, Hans ; Rodriguez, Gabriel ; Stockler, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1385-1403.

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2024Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications. (2024). Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1416-1433.

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2024Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets. (2024). Tiwari, Aviral ; Tedeschi, Marco ; Nasreen, Samia ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1556-1592.

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2024Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2025Credit risk assessment of shadow banking: Evidence from China. (2025). Ding, Shusheng ; Wang, Zhaojie ; Pan, Hongjie ; Yu, Guangsheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001849.

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2025Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry. (2025). Kim, Young Min ; Lee, Geonhee. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002454.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2024Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises. (2024). Alshater, Muneer ; Almansour, Bashar ; el Khoury, Rim. In: Journal of Islamic Accounting and Business Research. RePEc:eme:jiabrp:jiabr-01-2023-0024.

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2024Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567.

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2024Exploring the Effects of Renewable Energy, Energy Consumption, and Industrial Growth on Saudi Arabia’s Environmental Footprint: An Autoregressive Distributed Lag Analysis. (2024). Alsafy, Mahmoud Mokhtar ; Qassim, Amal Abdulmajeed ; Alharbi, Khalid ; Arfaoui, Lamia ; Mannai, Sonia ; Alsulami, Faizah ; Mohamed, Sufian Eltayeb ; Ahmed, Mwahib Gasmelsied. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:24:p:6327-:d:1544499.

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2024Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis. (2024). Choi, Sun-Yong ; Kim, Hyeon-Seok. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1001-:d:1342719.

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2025Hybrid Method for Oil Price Prediction Based on Feature Selection and XGBOOST-LSTM. (2025). Lin, Shucheng ; Wang, Yue ; Wei, Haocheng. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:9:p:2246-:d:1644703.

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2024An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading. (2024). de la Torre-Torres, Oscar V ; de la Cruz, Maria ; Alvarez-Garcia, Jose. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:485-:d:1332374.

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2024Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion. (2024). Yao, Yinhong ; Xie, Wenzhao ; Su, Kuangxi ; Zheng, Chengli. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10345-4.

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2024Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China. (2024). Hossain, Mohammad Razib ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; Ramzan, Muhammad ; Abbasi, Kashif Raza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09684-z.

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2025The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic. (2025). Sahut, Jean-Michel ; Hajek, Petr ; Olej, Vladimir ; Hikkerova, Lubica. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05821-z.

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2025Systemic risk contagion of green and Islamic markets with conventional markets. (2025). Naeem, Muhammad Abubakr ; Karim, Sitara ; Yarovaya, Larisa ; Lucey, Brian M. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05330-5.

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2024Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6.

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2024Global shocks and fiscal stimulus: a tale of an oil-dependent-exporting country. (2024). Lin, Boqiang ; Okorie, David. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00527-w.

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2024Dynamic Connectedness Among Oil, Food Commodity, and Renewable Energy Markets: Novel Perspective from Quantile Dependence and Deep Learning. (2024). Zhang, Jun ; Ma, Huimin ; Fang, Guobin ; Deng, Yaoxun. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01485-5.

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2024Time and frequency volatility spillovers among commodities: Evidence from pre and during the Russia-Ukraine war. (2024). Chen, Yunfei ; Jiang, Wei. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00242-5.

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2025Unraveling Turkish agricultural market challenges: Consequences of COVID‐19, Russia–Ukraine conflict, and energy market dynamics. (2025). Urak, Faruk. In: Agribusiness. RePEc:wly:agribz:v:41:y:2025:i:2:p:307-341.

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2024Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819.

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2025The tail connectedness among conventional, religious, and sustainable investments: An empirical evidence from neural network quantile regression approach. (2025). Chang, Bisharat Hussain ; Jin, Xin ; Uddin, Mohammed Ahmar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1124-1142.

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2024Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017.

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Works by RANIA JAMMAZI:

YearTitleTypeCited
2009The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach In: Energy Economics.
[Full Text][Citation analysis]		article172
2012Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling In: Energy Economics.
[Full Text][Citation analysis]		article122
2010Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns In: Energy Policy.
[Full Text][Citation analysis]		article113
2012Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach In: Energy.
[Full Text][Citation analysis]		article84
2014Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis In: Energy.
[Full Text][Citation analysis]		article80
2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article41
2015Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2015Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2018Asymmetric risk spillovers between oil and agricultural commodities In: Post-Print.
[Citation analysis]		paper81
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Post-Print.
[Citation analysis]		paper31
2014Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case In: Working Papers.
[Full Text][Citation analysis]		paper7
2014Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers.
[Full Text][Citation analysis]		paper19
2015Responses of international stock markets to oil price surges: a regime-switching perspective.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2017Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach In: Working Papers.
[Full Text][Citation analysis]		paper8
2018Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2018Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View In: Computational Economics.
[Full Text][Citation analysis]		article13
2017Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article7
2018Industry-level determinants of the linkage between credit and stock markets In: Applied Economics.
[Full Text][Citation analysis]		article1
2019Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework In: Applied Economics.
[Full Text][Citation analysis]		article13
2020Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics.
[Full Text][Citation analysis]		article10

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