Naji Pierre Jalkh : Citation Profile


Are you Naji Pierre Jalkh?

Université Saint-Joseph

7

H index

6

i10 index

428

Citations

RESEARCH PRODUCTION:

12

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 61
   Journals where Naji Pierre Jalkh has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 1 (0.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja652
   Updated: 2024-11-04    RAS profile: 2024-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bouri, Elie (10)

Smales, Lee (3)

Mihet, Roxana (3)

Brownlees, Christian (3)

Hurlin, Christophe (3)

Huang, Wenqian (3)

Gehrig, Thomas (3)

Xia, Shuo (3)

Caporin, Massimiliano (3)

Frijns, Bart (3)

Ait-Sahalia, Yacine (3)

Xiu, Dacheng (3)

Ranaldo, Angelo (3)

Reitz, Stefan (3)

Walther, Thomas (3)

Lof, Matthijs (3)

Taylor, Nick (3)

Johannesson, Magnus (3)

Hautsch, Nikolaus (3)

Foucault, Thierry (3)

Dreber, Anna (3)

Roy, Saurabh (3)

Voigt, Stefan (3)

Frömmel, Michael (3)

Sarno, Lucio (3)

Degryse, Hans (3)

Schenk-Hoppé, Klaus (3)

Shachar, Or (3)

Ødegaard, Bernt (3)

Schwarz, Marco (3)

Nielsson, Ulf (3)

Stefanova, Denitsa (3)

Deev, Oleg (3)

Horenstein, Alex (3)

CAPELLE-BLANCARD, Gunther (3)

Harris, Jeffrey (3)

Renault, Thomas (3)

Verousis, Thanos (3)

Alexeev, Vitali (3)

Palan, Stefan (3)

Davies, Ryan (3)

Deku, Solomon (3)

Liew, Chee (3)

Schuerhoff, Norman (3)

Dimpfl, Thomas (3)

Zhang, S. Sarah (3)

Holzmeister, Felix (3)

Pastor, Lubos (3)

Vilkov, Grigory (3)

Korajczyk, Robert (3)

Wilhelmsson, Anders (3)

Bohorquez Correa, Santiago (3)

Talavera, Oleksandr (3)

Rinne, Kalle (3)

Menkveld, Albert (3)

Füllbrunn, Sascha (3)

Colliard, Jean-Edouard (3)

Chernov, Mikhail (3)

FERROUHI, EL MEHDI (3)

Pasquariello, Paolo (3)

Wolff, Christian (3)

LINTON, OLIVER (2)

Scaillet, Olivier (2)

Jurkatis, Simon (2)

Kassner, Bernhard (2)

Koetter, Michael (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Roy, Saurabh (2)

Moinas, Sophie (2)

Gerritsen, Dirk (2)

Adrian, Tobias (2)

Abudy, Menachem (2)

Pelizzon, Loriana (2)

Bjønnes, Geir (2)

Chow, Nikolai Sheung-Chi (2)

Ferrara, Gerardo (2)

Lopez-Lira, Alejandro (2)

van Kervel, Vincent (2)

Bos, Charles (2)

Zhou, Chen (2)

Patton, Andrew (2)

Eugster, Nicolas (2)

Hjalmarsson, Erik (2)

Neszveda, Gabor (2)

Lajaunie, Quentin (2)

Rakowski, David (2)

Putnins, Talis (2)

Regis, Luca (2)

Vogel, Sebastian (2)

Kearney, Fearghal (2)

He, Xuezhong (Tony) (2)

PASCUAL, ROBERTO (2)

Patel, Vinay (2)

Söderlind, Paul (2)

Wong, Wing-Keung (2)

Theissen, Erik (2)

Dumitrescu, Ariadna (2)

Güçbilmez, Ufuk (2)

Sojli, Elvira (2)

Tonks, Ian (2)

Aloosh, Arash (2)

Park, Andreas (2)

Heath, Davidson (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Naji Pierre Jalkh.

Is cited by:

Bouri, Elie (27)

GUPTA, RANGAN (21)

lucey, brian (10)

Shahzad, Syed Jawad Hussain (10)

Maghyereh, Aktham (9)

Uddin, Gazi (9)

Roubaud, David (9)

Billah, Syed (6)

Çevik, Emrah (6)

Vo, Xuan Vinh (6)

Sensoy, Ahmet (6)

Cites to:

Bouri, Elie (24)

Roubaud, David (12)

Shahzad, Syed Jawad Hussain (12)

GUPTA, RANGAN (11)

Dreber, Anna (8)

Johannesson, Magnus (8)

Ho, Teck (8)

Bekiros, Stelios (7)

lucey, brian (7)

Bertoni, Marco (6)

Rockinger, Michael (6)

Main data


Where Naji Pierre Jalkh has published?


Journals with more than one article published# docs
International Review of Financial Analysis2
Resources Policy2

Recent works citing Naji Pierre Jalkh (2024 and 2023)


YearTitle of citing document
2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

Full description at Econpapers || Download paper

2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

Full description at Econpapers || Download paper

2023Twitter sentiment and stock return volatility of US travel and leisure firms. (2023). Ferrer, Roman ; Bouri, Elie ; Hussain, Syed Jawad. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00414.

Full description at Econpapers || Download paper

2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

Full description at Econpapers || Download paper

2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

Full description at Econpapers || Download paper

2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

Full description at Econpapers || Download paper

2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

Full description at Econpapers || Download paper

2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

Full description at Econpapers || Download paper

2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

Full description at Econpapers || Download paper

2024Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Dong, Liang ; Su, Yaya ; Qu, YI ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x.

Full description at Econpapers || Download paper

2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

Full description at Econpapers || Download paper

2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

Full description at Econpapers || Download paper

2023Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

Full description at Econpapers || Download paper

2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

Full description at Econpapers || Download paper

2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

Full description at Econpapers || Download paper

2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

Full description at Econpapers || Download paper

2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779.

Full description at Econpapers || Download paper

2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

Full description at Econpapers || Download paper

2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

Full description at Econpapers || Download paper

2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

Full description at Econpapers || Download paper

2023Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

Full description at Econpapers || Download paper

2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

Full description at Econpapers || Download paper

2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Liu, Han ; Guo, Pengwei ; Oxley, Les. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

Full description at Econpapers || Download paper

2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

Full description at Econpapers || Download paper

2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

Full description at Econpapers || Download paper

2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

Full description at Econpapers || Download paper

2023Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625.

Full description at Econpapers || Download paper

2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

Full description at Econpapers || Download paper

2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

Full description at Econpapers || Download paper

2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

Full description at Econpapers || Download paper

2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

Full description at Econpapers || Download paper

2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

Full description at Econpapers || Download paper

2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

Full description at Econpapers || Download paper

2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

Full description at Econpapers || Download paper

2023Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets. (2023). Galariotis, Emilios ; Bouri, Elie ; Abid, Ilyes ; Mzoughi, Hela ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003228.

Full description at Econpapers || Download paper

2023Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Liu, Peipei ; Huang, Wei-Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

Full description at Econpapers || Download paper

2024Investigating extreme linkage topology in the aerospace and defence industry. (2024). Tang, Yayan ; Sheenan, Lisa ; Quinn, Barry ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400098x.

Full description at Econpapers || Download paper

2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

Full description at Econpapers || Download paper

2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

Full description at Econpapers || Download paper

2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse. (2023). Youssef, Manel ; Moussa, Faten ; Ali, Shoaib. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007249.

Full description at Econpapers || Download paper

2023Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications. (2023). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007432.

Full description at Econpapers || Download paper

2023Green bonds, conventional bonds and geopolitical risk. (2023). Sheenan, Lisa. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009595.

Full description at Econpapers || Download paper

2024Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047.

Full description at Econpapers || Download paper

2024The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Du, Dongying ; Wang, Huaiming ; Gao, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). Zhang, Shuguang ; He, Zhipeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

Full description at Econpapers || Download paper

2024Connectedness and co-movement between dirty energy, clean energy and global COVOL. (2024). Goodell, John W ; Hu, Yang ; Lang, Chunlin ; Hou, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003349.

Full description at Econpapers || Download paper

2023An examination of green bonds as a hedge and safe haven for international equity markets. (2023). Luo, Qirui ; Lucey, Brian ; Ren, Boru. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000893.

Full description at Econpapers || Download paper

2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

Full description at Econpapers || Download paper

2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

Full description at Econpapers || Download paper

2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

Full description at Econpapers || Download paper

2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270.

Full description at Econpapers || Download paper

2023Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war. (2023). Wagner, Niklas ; Boubaker, Sabri ; Batten, Jonathan ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:325-350.

Full description at Econpapers || Download paper

2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

Full description at Econpapers || Download paper

2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

Full description at Econpapers || Download paper

2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

Full description at Econpapers || Download paper

2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

Full description at Econpapers || Download paper

2024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

Full description at Econpapers || Download paper

2023A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine. (2023). Sheehan, Barry ; Shannon, Darren ; O'Donnell, Niall. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000439.

Full description at Econpapers || Download paper

2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

Full description at Econpapers || Download paper

2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

Full description at Econpapers || Download paper

2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

Full description at Econpapers || Download paper

2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

Full description at Econpapers || Download paper

2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

Full description at Econpapers || Download paper

2023Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866.

Full description at Econpapers || Download paper

2023Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379.

Full description at Econpapers || Download paper

2023The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653.

Full description at Econpapers || Download paper

2023Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Gholami, Samad ; Sadeghi, Abdorasoul ; Roudari, Soheil. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

Full description at Econpapers || Download paper

2023Economic policy uncertainty, COVID-19 and corporate investment: Evidence from the gold mining industry. (2023). Rustamov, Bezhan ; Gokmenoglu, Korhan K ; Klayme, Tania. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004981.

Full description at Econpapers || Download paper

2023Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?. (2023). Rashidi, Muhammad Mahdi ; Raheem, Ibrahim D ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008978.

Full description at Econpapers || Download paper

2023Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

Full description at Econpapers || Download paper

2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

Full description at Econpapers || Download paper

2024Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x.

Full description at Econpapers || Download paper

2023COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

Full description at Econpapers || Download paper

2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

Full description at Econpapers || Download paper

2023Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments. (2023). Du, Xinyu ; Yuan, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123007215.

Full description at Econpapers || Download paper

2024Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979.

Full description at Econpapers || Download paper

2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

Full description at Econpapers || Download paper

2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

Full description at Econpapers || Download paper

2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

Full description at Econpapers || Download paper

2023The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques. (2023). Mellit, A ; Si, K. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:97-105.

Full description at Econpapers || Download paper

2023Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523.

Full description at Econpapers || Download paper

2024The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610.

Full description at Econpapers || Download paper

2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

Full description at Econpapers || Download paper

2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

Full description at Econpapers || Download paper

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

Works by Naji Pierre Jalkh:


YearTitleTypeCited
2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
[Full Text][Citation analysis]
article10
2019Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy.
[Full Text][Citation analysis]
article55
2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy.
[Full Text][Citation analysis]
article99
2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article7
2023Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
[Full Text][Citation analysis]
article21
2021Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy.
[Full Text][Citation analysis]
article68
2019Assessing the risk of the European Union carbon allowance market In: International Journal of Managerial Finance.
[Full Text][Citation analysis]
article2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
paper5
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
[Citation analysis]
paper142
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 142
article
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]
paper9
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2021Hedging the risk of travel and leisure stocks: The role of crude oil In: Tourism Economics.
[Full Text][Citation analysis]
article4
2024Global Geopolitical Risk and the Long- and Short-Run Impacts on the Returns and Volatilities of US Treasuries In: Defence and Peace Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team