arfaoui mongi : Citation Profile

Are you arfaoui mongi?

Université de Monastir

5

H index

3

i10 index

108

Citations

RESEARCH PRODUCTION:

12

Articles

4

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 8
   Journals where arfaoui mongi has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 2 (1.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo1228
   Updated: 2024-07-05    RAS profile: 2023-06-09    
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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 arfaoui mongi.

Is cited by:

Vacha, Lukas (6)

Baruník, Jozef (6)

Kočenda, Evžen (6)

Salisu, Afees (3)

Tiwari, Aviral (3)

Boubaker, Sabri (3)

Wong, Wing-Keung (2)

Yousaf, Imran (2)

Vo, Xuan Vinh (2)

Adekoya, Oluwasegun (2)

Shahbaz, Muhammad (2)

Cites to:

Nguyen, Duc Khuong (26)

Hammoudeh, Shawkat (24)

AROURI, Mohamed (13)

Baur, Dirk (11)

Mensi, walid (11)

Engle, Robert (10)

Chkili, Walid (10)

lucey, brian (10)

Perron, Pierre (8)

Aloui, Chaker (8)

Yoon, Seong-Min (7)

Main data

Where arfaoui mongi has published?

Journals with more than one article published# docs
European Journal of Management and Business Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing arfaoui mongi (2024 and 2023)

YearTitle of citing document
2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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2023Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis. (2023). Guliyeva, Shafa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-59.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001054.

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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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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Hammoudeh, Shawkat ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965.

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2023Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Shaik, Muneer ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza ; Boujlil, Rhada ; Rahman, Mashuk. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

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2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011.

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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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2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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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.

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2023Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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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.

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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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2023Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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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.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2023In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2024Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Abedin, Mohammad Zoynul ; Saadaoui, Foued ; Belanes, Amel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2024.

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2023In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Makram, B ; Chaibi, A ; Al-Nassar, N S. In: Post-Print. RePEc:hal:journl:hal-04435437.

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2023Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Korkusuz, Burak. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02290-w.

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2023Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war. (2023). Chkili, Walid ; Gaies, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00231-1.

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2023Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882.

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2023Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Fayaz ; Teng, Jianzhou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448.

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Works by arfaoui mongi:

YearTitleTypeCited
2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]		article3
2018On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach In: Journal of Commodity Markets.
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2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article7
2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold In: Resources Policy.
[Full Text][Citation analysis]		article18
2016Financial market interdependencies: A quantile regression analysis of volatility spillover In: Research in International Business and Finance.
[Full Text][Citation analysis]		article31
2014Financial market interdependencies: a quantile regression analysis of volatility spillover.(2014) In: MPRA Paper.
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2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight.(2016) In: MPRA Paper.
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2015Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice? In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2016Conventional and Islamic stock markets: what about financial performance? In: MPRA Paper.
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2010THE DETERMINANTS OF SYSTEMATIC RISK INTERNATIONAL EVIDENCE FROM THE MACRO FINANCE INTERFACE In: Journal of Advanced Studies in Finance.
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2015Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice? In: International Journal of Management and Economics.
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2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis In: International Journal of Finance & Economics.
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