RANIA JAMMAZI : Citation Profile

Are you RANIA JAMMAZI?

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)

11

H index

11

i10 index

785

Citations

RESEARCH PRODUCTION:

15

Articles

6

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 71
   Journals where RANIA JAMMAZI has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 9 (1.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja272
   Updated: 2024-12-03    RAS profile: 2023-11-11    
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Relations with other researchers

Works with:

Aloui, Chaker (2)

Shahzad, Syed Jawad Hussain (2)

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

Is cited by:

Filis, George (27)

Tiwari, Aviral (27)

Degiannakis, Stavros (26)

Shahzad, Syed Jawad Hussain (22)

Chang, Chia-Lin (14)

Nguyen, Duc Khuong (13)

Masih, Abul (13)

Aloui, Chaker (10)

Floros, Christos (9)

Bouri, Elie (9)

Hamori, Shigeyuki (9)

Cites to:

Hamilton, James (25)

Ratti, Ronald (18)

Nguyen, Duc Khuong (17)

Aloui, Chaker (12)

Nelson, Charles (11)

Kilian, Lutz (10)

Apergis, Nicholas (8)

Hammoudeh, Shawkat (8)

Rogoff, Kenneth (8)

Apergis, Nicholas (8)

Startz, Richard (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 (2024 and 2023)

YearTitle of citing document
2023Deep Reinforcement Learning for Gas Trading. (2023). Michler, Christian ; Granger, Nikita P ; Cy, Alexander ; Miao, Yinsen ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2301.08359.

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2023A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3.

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2023Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach. (2023). Abakah, Emmanuel ; Ghosh, Sudeshna ; Doan, Buhari ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001044.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808.

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2023Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK. (2023). Sarker, Provash ; Lau, Chi Keung ; Soliman, Alaa M ; Dastgir, Shabbir ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004188.

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

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2023Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2023Denoising or distortion: Does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?. (2023). Niu, Hongli ; Xu, Kunliang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006278.

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2023A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; 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 ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. 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). 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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2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2023Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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

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2023Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

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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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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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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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2023Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

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2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884.

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2023Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Vigne, Samuel A ; Wang, Yizhi ; Wei, YU ; Ma, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000896.

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2023Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277.

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2023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

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

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2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

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2023Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952.

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2023A new hybrid model for multi-step WTI futures price forecasting based on self-attention mechanism and spatial–temporal graph neural network. (2023). Cheng, LI ; Xue, Minggao ; Zhao, Geya. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006670.

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2023Conditional autoencoder pricing model for energy commodities. (2023). You, Rongyu ; Teka, Hanen ; Liu, Zhenya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723007717.

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2023How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis. (2023). Li, Xinran ; Cheng, Sheng ; Cao, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007973.

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2023Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Cui, Luansong ; Zhao, Jing ; Zhang, Qiwen. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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2024The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. 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 ; Kukaya, Sevda ; Kassouri, Yacouba ; 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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2023The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression. (2023). Ge, Zhenyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:120-125.

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2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232.

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2023A bibliometric review of sukuk literature. (2023). Hassan, M. Kabir ; Paltrinieri, Andrea ; Khan, Ashraf ; Bahoo, Salman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:897-918.

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2024A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Manner, Hans ; 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). Hoque, Mohammad Enamul ; Alam, Md Rafayet ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1416-1433.

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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 ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2023Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data. (2023). He, Chunyan ; Qu, Fang ; She, Wensen ; Zhang, Deyuan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5898-:d:1213838.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108.

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2023.

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2023Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

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2023Foreign Direct Investment, Technological Innovations, Energy Use, Economic Growth, and Environmental Sustainability Nexus: New Perspectives in BRICS Economies. (2023). Hussain, Abid ; Kayani, Shahzad Afzal ; Abid, Saira ; Sadiq, Muhammad Nauman ; Ali, Najabat ; Rauf, Abdul. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:14013-:d:1244721.

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2023Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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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 ; Ramzan, Muhammad ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; 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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2023Sovereign risk connectedness: the impact of ECB’s policy announcements in Central and Eastern Europe. (2023). Nioi, M ; Ciocirlan, C. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09583-y.

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2023Price Dynamics in Public and Private Commercial Real Estate Markets. (2023). Yavas, Abdullah ; Fan, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09773-6.

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2023Forecasting the term structure of commodities future prices using machine learning. (2023). Saporito, Yuri F ; Figueiredo, Mario. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00069-3.

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2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

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2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Raggad, Bechir ; Arfaoui, Mongi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1582-1601.

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2023Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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2023Post-growth and the demand-pull hypothesis of innovation: Biting the hand that feeds you?. (2023). Schubert, Torben ; Jasny, Johannes. In: Discussion Papers Innovation Systems and Policy Analysis. RePEc:zbw:fisidp:76.

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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]		article165
2012Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling In: Energy Economics.
[Full Text][Citation analysis]		article111
2010Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns In: Energy Policy.
[Full Text][Citation analysis]		article111
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.
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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]		article79
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]		article39
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]		article13
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]		article17
2018Asymmetric risk spillovers between oil and agricultural commodities In: Post-Print.
[Citation analysis]		paper71
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]		paper17
2015Responses of international stock markets to oil price surges: a regime-switching perspective.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 17		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.
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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]		article9
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]		article9
2020Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics.
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