4
H index
0
i10 index
34
Citations
Jules Clement Mba : Citation Profile
University of Johannesburg | RESEARCH PRODUCTION: 12 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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4 years (2018 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Clement Mba. | Is cited by:
| Cites to:
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Main data
Where Jules Clement Mba has published?
| Journals with more than one article published | # docs |
|---|---|
| Financial Markets and Portfolio Management | 3 |
| Chaos, Solitons & Fractals | 2 |
Recent works citing Jules Clement Mba (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fractal control and synchronization of population competition model based on the T–S fuzzy model. (2023). Zhang, Yongping ; Shu, Jingsi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004848. Full description at Econpapers || Download paper |
| 2023 | Diversification 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 |
| 2024 | Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223. Full description at Econpapers || Download paper |
| 2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper |
| 2023 | A comparative analysis of cryptocurrency returns and economic policy uncertainty pre- and post-Covid-19. (2023). Fanghua, Tong ; Ullah, Irfan ; Shahzad, Fakhar ; Umar, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000910. Full description at Econpapers || Download paper |
| 2024 | Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236. Full description at Econpapers || Download paper |
| 2023 | On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles. (2023). Visentin, Andrea ; Carraro, Diego ; Rossi, Andrea ; Murray, Kate. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:10-209:d:1050336. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Blockchain’s Scope and Purpose in Carbon Markets: A Systematic Literature Review. (2023). Tian, Gang ; Vilkov, Arsenii. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8495-:d:1154121. Full description at Econpapers || Download paper |
| 2023 | Volatility spillovers, structural breaks and uncertainty in technology sector markets. (2023). Uddin, Gazi ; Arnell, Linn ; Kang, Sang Hoon ; Hasan, Md Bokhtiar ; Engstrom, Emma. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00502-5. Full description at Econpapers || Download paper |
Works by Jules Clement Mba:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Grey Lotka–Volterra models with application to cryptocurrencies adoption In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
| 2019 | Modeling cryptocurrencies transaction counts using variable-order Fractional Grey Lotka-Volterra dynamical system In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
| 2022 | Cryptocurrencies and Tokens Lifetime Analysis from 2009 to 2021 In: Economies. [Full Text][Citation analysis] | article | 1 |
| 2022 | A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process In: Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2022 | Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2018 | Behavioral portfolio selection and optimization: an application to international stocks In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 2 |
| 2018 | A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 6 |
| 2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 4 |
| 2020 | Does uncertainty predict cryptocurrency returns? A copula-based approach In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 9 |
| 2020 | Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Risk, Uncertainty and Exchange Rate Behavior in South Africa In: Journal of African Business. [Full Text][Citation analysis] | article | 1 |
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