Duc Khuong Nguyen : Citation Profile

École de Management Léonard de Vinci (95% share)
Vietnam National University (5% share)

45

H index

101

i10 index

7454

Citations

RESEARCH PRODUCTION:

161

Articles

152

Papers

1

Books

3

Chapters

EDITOR:

11

Books edited

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 372
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 677.    Total self citations: 113 (1.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png97
   Updated: 2025-05-17    RAS profile: 2025-05-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sensoy, Ahmet (20)

Walther, Thomas (10)

Hussain, Nazim (8)

Boubaker, Sabri (6)

Goutte, Stéphane (5)

Aziz, Saqib (4)

Bekiros, Stelios (3)

Sinha, Avik (2)

Zhou, Wei-Xing (2)

GULL, Ammar (2)

Hoang, Viet-Ngu (2)

Ji, Qiang (2)

Sousa, Ricardo (2)

Do, Hung (2)

Awijen, Haithem (2)

Philippas, Dionisis (2)

Dragomirescu-Gaina, Catalin (2)

Akhtaruzzaman, Md (2)

Corbet, Shaen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen.

Is cited by:

GUPTA, RANGAN (195)

Tiwari, Aviral (150)

Shahzad, Syed Jawad Hussain (114)

Yoon, Seong-Min (96)

Shahbaz, Muhammad (93)

Filis, George (81)

Uddin, Gazi (78)

Bouri, Elie (71)

Guesmi, Khaled (65)

GUESMI, Khaled (63)

Degiannakis, Stavros (61)

Cites to:

Hammoudeh, Shawkat (148)

AROURI, Mohamed (105)

Engle, Robert (85)

Bollerslev, Tim (67)

Harvey, Campbell (61)

Bekaert, Geert (60)

Baur, Dirk (58)

Sousa, Ricardo (47)

lucey, brian (47)

Hamilton, James (47)

Kilian, Lutz (44)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics17
Journal of International Financial Markets, Institutions and Money11
Applied Economics10
Economic Modelling9
Finance Research Letters8
Economics Bulletin7
Journal of International Money and Finance6
Annals of Operations Research6
Energy Policy6
Journal of Banking & Finance4
International Review of Financial Analysis4
Applied Financial Economics3
Journal of Economic Surveys3
Journal of Economic Behavior & Organization3
Journal of Forecasting3
Technological Forecasting and Social Change3
Emerging Markets Review3
Applied Economics Letters2
International Journal of Finance & Economics2
European Journal of Operational Research2
Journal of Economic Dynamics and Control2
Research in International Business and Finance2
European Journal of Comparative Economics2
The Quarterly Review of Economics and Finance2
The World Economy2
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School53
Post-Print / HAL34
MPRA Paper / University Library of Munich, Germany22
Working Papers / HAL15
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3
Working Papers / Utrecht School of Economics2
Working Papers on Finance / University of St. Gallen, School of Finance2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Duc Khuong Nguyen (2025 and 2024)

YearTitle of citing document
2024Market power in the liquid fuels wholesale chain in Argentina: an empirical analysis. (2024). Herrera-Gómez, Marcos ; Culós, María ; Manuel, Willington ; Vernica, Culs ; Florencia, Gabrielli. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4732.

Full description at Econpapers || Download paper

2024Green finance and innovation input: the promoters of carbon neutrality in China. (2024). Peculea, Adelina Dumitrescu ; Zhu, Yating ; Gao, Song. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:31-52.

Full description at Econpapers || Download paper

2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

Full description at Econpapers || Download paper

2024Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790.

Full description at Econpapers || Download paper

2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

Full description at Econpapers || Download paper

2024Environmental Effects of Green Bonds and Other Forms of Financing in the European Union. (2024). Aleksansrova, Svetlana ; Petrov, Stefan ; Kirova, Silvia. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:1:p:81-105.

Full description at Econpapers || Download paper

2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

Full description at Econpapers || Download paper

2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

Full description at Econpapers || Download paper

2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

Full description at Econpapers || Download paper

2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

Full description at Econpapers || Download paper

2025Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641.

Full description at Econpapers || Download paper

2025Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2407.00813.

Full description at Econpapers || Download paper

2024No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank. (2024). Xu, Jiahua ; Cruz, Walter Hernandez ; Tasca, Paolo ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2407.11716.

Full description at Econpapers || Download paper

2024Modeling News Interactions and Influence for Financial Market Prediction. (2024). Ma, Tiejun ; Cohen, Shay B ; Wang, Mengyu. In: Papers. RePEc:arx:papers:2410.10614.

Full description at Econpapers || Download paper

2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

Full description at Econpapers || Download paper

2025Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data. (2025). Bormetti, Giacomo ; Serafini, Simone. In: Papers. RePEc:arx:papers:2501.17490.

Full description at Econpapers || Download paper

2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

Full description at Econpapers || Download paper

2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

Full description at Econpapers || Download paper

2024Board Composition and Cash Hoarding: Evidence from Jordanian Small- and Medium-Sized Enterprises. (2024). Almaharmeh, Mohammad ; Iskandrani, Majd ; Yaseen, Hadeel ; Hassan, Dana. In: Academic Journal of Interdisciplinary Studies. RePEc:bjz:ajisjr:2533.

Full description at Econpapers || Download paper

2024Manager‐specific manipulation of tone and stock price synchronicity. (2024). Li, Luxi ; Jiang, Miao ; Zhu, BO. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3803-3821.

Full description at Econpapers || Download paper

2024Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497.

Full description at Econpapers || Download paper

2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

Full description at Econpapers || Download paper

2024Does environmental commitment improve access to finance? Evidence from small firms in Mauritius. (2024). Kasseeah, Harshana ; Pillay, Mahdevi Tiagarassa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:7729-7749.

Full description at Econpapers || Download paper

2024Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140.

Full description at Econpapers || Download paper

2024Collateral Monetary Policy, Regional Financial Development, and Nonfi nancial Firms Shadow Banking Activities. (2024). Kapitsinis, Nikos ; Ren, Jiawen ; Jiang, Hai ; Yuan, Chao. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:5:p:166-196.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

Full description at Econpapers || Download paper

2024Sustainability risk in insurance companies: A machine learning analysis. (2024). Segoviavargas, Marajess ; Oquendotorres, Freddy Alejandro. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:47-64.

Full description at Econpapers || Download paper

2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Digital financial inclusion and corporate investment efficiency: Evidence from small‐ and medium‐sized enterprises in China. (2024). Ma, Yong ; Jiang, Yiqing. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:3:p:929-957.

Full description at Econpapers || Download paper

2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

Full description at Econpapers || Download paper

2024DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190.

Full description at Econpapers || Download paper

2024Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10.

Full description at Econpapers || Download paper

2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

Full description at Econpapers || Download paper

2024Multi-kernel property in high-frequency price dynamics under Hawkes model. (2024). Kyungsub, Lee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:4:p:605-624:n:1003.

Full description at Econpapers || Download paper

2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

Full description at Econpapers || Download paper

2024On the Impact of Oil Prices on Sectoral Inflation: Evidence from World’s Top Oil Exporters and Importers. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10879.

Full description at Econpapers || Download paper

2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

Full description at Econpapers || Download paper

2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

Full description at Econpapers || Download paper

2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

Full description at Econpapers || Download paper

2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252.

Full description at Econpapers || Download paper

2025Monetary Policy and Life Insurance Profitability: Bancassurances Edge in a Low-Yield World. (2025). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-8.

Full description at Econpapers || Download paper

2024Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye. (2024). Akarsu, Gaulsaum ; Berke, Burcu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00456.

Full description at Econpapers || Download paper

2024Oil Price Dynamics and Sectoral Indices in India €“ Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3.

Full description at Econpapers || Download paper

2024Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model. (2024). Touhami, Kamel ; Abidi, Ilyes. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-20.

Full description at Econpapers || Download paper

2024Mitigating CO2 Emissions: The Synergy of Foreign Direct Investment and Renewable Energy in Europe and Central Asia. (2024). Salahodjaev, Raufhon ; Teshabaev, Tulkin ; Kasimova, Nargiza ; Parmov, Dagmar Skodova. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-67.

Full description at Econpapers || Download paper

2024Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach. (2024). Aman, Aini ; Abdullah, Ahmad Monir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-24.

Full description at Econpapers || Download paper

2024Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38.

Full description at Econpapers || Download paper

2024Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR. (2024). Elsherif, Marwa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-6.

Full description at Econpapers || Download paper

2024The 50-year-old Oil Crisis and its Impact on the Global Economy: A Bibliometric Analysis. (2024). Maniam, Balasundram ; Kathiravan, Chinnadurai ; Mim, Tahmina Akther. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-8.

Full description at Econpapers || Download paper

2024Volatility Transmission between Oil Price and Exchange Rate. (2024). ben Nasr, Salah ; Hamida, Arafet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-39.

Full description at Econpapers || Download paper

2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

Full description at Econpapers || Download paper

2024Revisiting the Effect of FDI and Trade Openness on Carbon Dioxide in Indonesia: Modelling the Environmental Kuznets Curve. (2024). Fachrurrozi, Kamal ; Rahmi, Nanda ; Samsudin, Hazman ; Aliasuddin, Aliasuddin ; Effendi, Rustam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-43.

Full description at Econpapers || Download paper

2024Impact of Oil Price, CO2 Emissons, Inflation and Economic Growth on FDI Inflow: Case of Kazakhstan. (2024). Askarova, Zhanar ; Kakizhanova, Tolkyn ; Andabayeva, Gulmira ; Amirova, Ainur ; Baitanayeva, Bakhyt. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-47.

Full description at Econpapers || Download paper

2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

Full description at Econpapers || Download paper

2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

Full description at Econpapers || Download paper

2024Does green finance agglomeration improve carbon emission performance in China? A perspective of spatial spillover. (2024). Liu, Xuemeng ; Zhang, Wei ; Tang, Tian ; Zhao, Shikuan. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261923019256.

Full description at Econpapers || Download paper

2024Digital inclusion and environmental taxes: A dynamic duo for energy transition in green economies. (2024). Ullah, Sami ; Meo, Muhammad Saeed ; Niu, Ben. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924002940.

Full description at Econpapers || Download paper

2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

Full description at Econpapers || Download paper

2025The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x.

Full description at Econpapers || Download paper

2025Balancing acts: Assessing the roles of renewable energy, economic complexity, Fintech, green finance, green growth, and economic performance in G-20 countries amidst sustainability efforts. (2025). Mehmood, Usman ; Li, Tonxin ; Sun, Yunpeng. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022293.

Full description at Econpapers || Download paper

2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

Full description at Econpapers || Download paper

2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, 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

2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

Full description at Econpapers || Download paper

2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

Full description at Econpapers || Download paper

2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

Full description at Econpapers || Download paper

2024Does digital inclusive finance increase land rent? Evidence from rural China. (2024). Zhao, Zengli ; Wang, Yuyu ; Lu, Chen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1025-1043.

Full description at Econpapers || Download paper

2024Can digital financial inclusion promote the coupling coordination between pollution reduction and low-carbon development? Evidence from China. (2024). Cheung, Adrian (Wai-Kong) ; Zhang, Yuxi ; Qu, Xiaodong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1113-1130.

Full description at Econpapers || Download paper

2024Understanding the drivers of the renewable energy transition. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:604-612.

Full description at Econpapers || Download paper

2024The impact of green finance on renewable energy development efficiency in the context of energy security: Evidence from China. (2024). Pan, Yinghao ; Li, Xingchen ; Wu, Jie ; Zhou, Fangkezi ; Xu, Chengzhen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:803-816.

Full description at Econpapers || Download paper

2024Mystery of special government subsidies: How does digital transformation promote enterprise innovation and development?. (2024). Huang, Yujie ; Yang, Yuhan ; Tai, Yafei ; Zhang, Chong ; Liu, Baoliu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1-16.

Full description at Econpapers || Download paper

2024Information matters: The effectiveness of mixed-ownership reform in mitigating financial constraints. (2024). Zhou, Zhou ; Qiu, Yitian ; Dang, Jingqi ; Tu, Bingqian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1115-1132.

Full description at Econpapers || Download paper

2024Green Credit Policy and asset-debt maturity mismatch in highly polluting enterprises: Evidence from China. (2024). Yin, Zhichao ; Liu, Taixing ; Yue, Pengpeng ; Fan, Miaomiao ; Korkmaz, Aslihan Gizem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:946-965.

Full description at Econpapers || Download paper

2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Dong, Yizhe ; Sun, Mingli ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

Full description at Econpapers || Download paper

2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

Full description at Econpapers || Download paper

2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

Full description at Econpapers || Download paper

2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

Full description at Econpapers || Download paper

2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; 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

2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

Full description at Econpapers || Download paper

2024Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Yan ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354.

Full description at Econpapers || Download paper

2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Su, Xianfang ; Chen, Meixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

Full description at Econpapers || Download paper

2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

Full description at Econpapers || Download paper

2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

Full description at Econpapers || Download paper

2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

Full description at Econpapers || Download paper

2024Impact of green finance on low-carbon transformation: Spatial spillover effects in China. (2024). Zhao, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400127x.

Full description at Econpapers || Download paper

2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

Full description at Econpapers || Download paper

2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

Full description at Econpapers || Download paper

2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

Full description at Econpapers || Download paper

2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

Full description at Econpapers || Download paper

2024Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Arshed, Noman ; Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740.

Full description at Econpapers || Download paper

2024Digital finance and stock market participation: The case of internet wealth management products in China. (2024). Lu, Zhiqiang ; Wu, Junjie ; Li, Hongyu ; Galloway, Brian. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000870.

Full description at Econpapers || Download paper

2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

Full description at Econpapers || Download paper

2024How effective is the cash conversion cycle in improving firm performance? Evidence from BRICS. (2024). Johan, Sofia ; Kayani, Umar Nawaz ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000098.

Full description at Econpapers || Download paper

2024Government venture capital and innovation performance in alternative energy production: The moderating role of environmental regulation and capital market activity. (2024). Li, Zhongyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006941.

Full description at Econpapers || Download paper

2024Does increasing environmental policy stringency enhance renewable energy consumption in OECD countries?. (2024). Kouzez, Marc ; Hassan, Mahmoud ; Lee, Ji-Yong ; Rjiba, Hatem ; Msolli, Badreddine. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006965.

Full description at Econpapers || Download paper

2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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

2024Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Zhao, Yanzhi ; Zhou, Yanan ; Ma, Xiaojun ; Dong, Qingli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

Full description at Econpapers || Download paper

2024Do geopolitical risks always harm energy security? Their non-linear effects and mechanism. (2024). Lee, Chien-Chiang ; Yuan, Zihao ; He, Zhi-Wen ; Xiao, FU. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007430.

Full description at Econpapers || Download paper

2024The impact of green finance on energy transition: Does climate risk matter?. (2024). Lee, Chi-Chuan ; An, Jiafu ; Song, Hepeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007569.

Full description at Econpapers || Download paper

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

Duc Khuong Nguyen has edited the books:

YearTitleTypeCited

Works by Duc Khuong Nguyen:

YearTitleTypeCited
2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods In: Papers.
[Full Text][Citation analysis]		paper0
2024Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article0
2021ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article21
2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review.(2019) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2024Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article5
2023Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature.(2023) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2025Board‐level governance and corporate social responsibility: A meta‐analytic review In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article0
2016Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics.
[Full Text][Citation analysis]		article41
2016Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting In: The World Economy.
[Full Text][Citation analysis]		article5
2021On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis In: The World Economy.
[Full Text][Citation analysis]		article1
2020On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article24
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2007Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2008DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
[Full Text][Citation analysis]		paper12
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
[Full Text][Citation analysis]		paper20
2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2008The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries.(2008) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]		paper116
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2010Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
[Full Text][Citation analysis]		paper291
2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 291		article
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper45
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2008More on corporate diversification, firm size and value creation In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2008An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2009Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2011Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Euro-Mediterranean Economics and Finance Review In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2016Fiscal Policy Interventions at the Zero Lower Bound.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2017Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2019Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article9
2018Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]		article230
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 230		paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article30
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article105
2013Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling.
[Full Text][Citation analysis]		article46
2014Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling.
[Full Text][Citation analysis]		article211
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 211		paper
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article172
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		paper
2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		paper
2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling.
[Full Text][Citation analysis]		article17
2017Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling.
[Full Text][Citation analysis]		article13
2017Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
[Full Text][Citation analysis]		article1
2018A Tale of Two Risks in the EMU Sovereign Debt Markets.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems.
[Full Text][Citation analysis]		article68
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article65
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article24
2016Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article256
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 256		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article57
2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article74
2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2017Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2023How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? In: Energy Economics.
[Full Text][Citation analysis]		article43
2023Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development In: Energy Economics.
[Full Text][Citation analysis]		article13
2024Assessing the vulnerability of oil-dependent countries in Europe In: Energy Economics.
[Full Text][Citation analysis]		article1
2024Chinas monetary policy framework and global commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article0
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]		article301
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
[Full Text][Citation analysis]		article147
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]		article29
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
[Full Text][Citation analysis]		article193
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		paper
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
[Full Text][Citation analysis]		article35
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article177
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177		paper
2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
[Full Text][Citation analysis]		article84
2014What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article58
2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
[Full Text][Citation analysis]		article130
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article111
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 111		paper
2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
[Full Text][Citation analysis]		article36
2020U.S. equity and commodity futures markets: Hedging or financialization? In: Energy Economics.
[Full Text][Citation analysis]		article31
2023Understanding energy poverty drivers in Europe In: Energy Policy.
[Full Text][Citation analysis]		article8
2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
[Full Text][Citation analysis]		article34
2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy.
[Full Text][Citation analysis]		article302
2010Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 302		paper
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]		article145
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
[Full Text][Citation analysis]		article102
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2015Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy.
[Full Text][Citation analysis]		article75
2014On the determinants of renewable energy consumption: International evidence In: Energy.
[Full Text][Citation analysis]		article193
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article93
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article46
2019Dynamic Volatility Spillover Effect between Oil and Agricultural Products.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2022Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2024How do depositors respond to banks discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters.
[Full Text][Citation analysis]		article28
2021Covid-19 pandemic and tail-dependency networks of financial assets In: Finance Research Letters.
[Full Text][Citation analysis]		article50
2021Is corporate social responsibility an agency problem? An empirical note from takeovers In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2021Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Green finance and decarbonization: Evidence from around the world In: Finance Research Letters.
[Full Text][Citation analysis]		article63
2022Green Finance and Decarbonization: Evidence from around the World.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2022Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis In: Finance Research Letters.
[Full Text][Citation analysis]		article36
2023Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2023Strong financial regulation and corporate bankruptcy risk in China In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2024Portfolios weighted political risk and mutual fund performance: A text-based approach In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article45
2014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article105
2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article17
2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article46
2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article58
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 58		paper
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
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article35
2017On the robustness of week-day effect to error distributional assumption: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2018Financial Development, Government Bond Returns, and Stability: International Evidence.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2020Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Risk governance and bank risk-taking behavior: Evidence from Asian banks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics.
[Full Text][Citation analysis]		article1
2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2018Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2020Enterprise risk management and solvency: The case of the listed EU insurers In: Journal of Business Research.
[Full Text][Citation analysis]		article9
2021Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022Positive information shocks, investor behavior and stock price crash risk In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2024Firm carbon risk exposure, stock returns, and dividend payment In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2024Firm carbon risk exposure, stock returns, and dividend payment.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Reaching for yield and the diabolic loop in a monetary union In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2024Stress testing climate risk: A network-based analysis of the Chinese banking system In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article379
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article168
2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article65
2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article107
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article11
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article18
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2024Asymmetries during pandemics and wartime In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article0
2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
[Full Text][Citation analysis]		article53
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article26
2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article97
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article109
2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2023Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article93
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance.
[Full Text][Citation analysis]		article123
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2015Short-term overreaction to specific events: Evidence from an emerging market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article33
2015Short-Term Overreaction to Specific Events: Evidence from an Emerging Market.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2022Covid-19 vaccination, fear and anxiety: Evidence from Google search trends In: Social Science & Medicine.
[Full Text][Citation analysis]		article6
2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article71
2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2020On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2020On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2022Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article39
2024Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article0
2010Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]		paper3
2017The drivers of economic growth in China and India: globalization or financial development? In: International Journal of Development Issues.
[Full Text][Citation analysis]		article21
2017The Drivers of Economic Growth in China and India: Globalization or Financial Development?.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article3
2021Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China In: Social Responsibility Journal.
[Full Text][Citation analysis]		article0
2013Does the board of directors affect cash holdings? A study of French listed firms In: Post-Print.
[Citation analysis]		paper39
2014Does Board Gender Diversity Improve the Performance of French Listed Firms? In: Post-Print.
[Citation analysis]		paper4
2016Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis In: Post-Print.
[Citation analysis]		paper20
2014Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015Energy markets׳ financialization, risk spillovers, and pricing models In: Post-Print.
[Citation analysis]		paper17
2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Post-Print.
[Full Text][Citation analysis]		paper0
2016Analyst earnings forecasts, individual investors expectations and trading volume: An experimental approach.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach.(2016) In: Bankers, Markets & Investors.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2014Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach In: Post-Print.
[Citation analysis]		paper0
2014Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Handbook of Energy Finance In: Post-Print.
[Citation analysis]		paper4
2019Handbook of Energy Finance.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018Energy and environment: Transition models and new policy challenges in the post Paris Agreement In: Post-Print.
[Citation analysis]		paper5
2018Energy Challenges in an Uncertain World In: Post-Print.
[Citation analysis]		paper0
2021Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity In: Post-Print.
[Full Text][Citation analysis]		paper9
2020Energy, climate and environment: policies and international coordination In: Post-Print.
[Citation analysis]		paper2
2013Emerging Markets and the Global Economy: A Handbook In: Post-Print.
[Citation analysis]		paper0
2012Board Directors and Corporate Social Responsibility In: Post-Print.
[Citation analysis]		paper0
2014Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus In: Post-Print.
[Citation analysis]		paper1
2013Corporate Governance: Recent Developments and New Trends In: Post-Print.
[Citation analysis]		paper0
2019Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers In: Post-Print.
[Citation analysis]		paper0
2018Research Handbook of Finance and Sustainability In: Post-Print.
[Citation analysis]		paper5
2022Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis In: Post-Print.
[Citation analysis]		paper3
2022Financial Transformations Beyond the COVID-19 Health Crisis In: Post-Print.
[Citation analysis]		paper0
2018Research Handbook of Investing in the Triple Bottom Line In: Post-Print.
[Citation analysis]		paper0
2005Liberalization of emerging equity markets and volatility In: Post-Print.
[Citation analysis]		paper0
2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
[Citation analysis]		paper1
2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data.(2011) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 1		chapter
2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers.
[Full Text][Citation analysis]		paper9
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2013On the relationship between world oil prices and GCC stock markets In: Working Papers.
[Full Text][Citation analysis]		paper17
2012On the Relationship between World Oil Prices and GCC Stock Markets.(2012) In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2018Dynamic connectedness of global currencies: a conditional Granger-causality approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Dynamic connectedness of global currencies: a conditional Granger-causality approach.(2018) In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Diversification benefits of precious metal markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2008The global and regional factors in the volatility of emerging sovereign bond markets In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]		article0
2010Stock returns and oil price fluctuations: short and long-run analysis in the GCC context In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]		article2
2013Regional integration of stock markets in Southeast Europe In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers.
[Full Text][Citation analysis]		paper8
2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
[Full Text][Citation analysis]		paper15
2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2014On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach In: Working Papers.
[Full Text][Citation analysis]		paper9
2014On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2014Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards In: Working Papers.
[Full Text][Citation analysis]		paper5
2014Corporate performance of privatized firms in Vietnam In: Working Papers.
[Full Text][Citation analysis]		paper4
2014The short- and long-term performance of privatization initial public offerings in Europe In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Time-scale comovement between the Indian and world stock markets In: Working Papers.
[Full Text][Citation analysis]		paper6
2014Understanding return and volatility spillovers among major agricultural commodities In: Working Papers.
[Full Text][Citation analysis]		paper29
2014Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets In: Working Papers.
[Full Text][Citation analysis]		paper12
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper62
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2014Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries In: Working Papers.
[Full Text][Citation analysis]		paper36
2014China’s Monetary Policy and Commodity Prices In: Working Papers.
[Full Text][Citation analysis]		paper16
2014US Monetary Policy and Commodity Sector Prices In: Working Papers.
[Full Text][Citation analysis]		paper18
2014Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective In: Working Papers.
[Full Text][Citation analysis]		paper7
2014Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period In: Working Papers.
[Full Text][Citation analysis]		paper78
2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2014What explains the short In: Working Papers.
[Full Text][Citation analysis]		paper5
2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
[Full Text][Citation analysis]		paper34
2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2016Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Assessing the effects of unconventional monetary policy on pension funds risk incentives.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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
2018Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets In: Working Papers.
[Full Text][Citation analysis]		paper21
2019Dynamic integration and network structure of the EMU sovereign bond markets.(2019) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2019Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Broker Network Connectivity and the Cross-Section of Expected Stock Returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Broker Network Connectivity and the Cross-Section of Expected Stock Returns.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Statistical Arbitrage: Factor Investing Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Statistical arbitrage: Factor investing approach.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Statistical arbitrage: factor investing approach.(2023) In: OR Spectrum: Quantitative Approaches in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China In: Working Papers.
[Full Text][Citation analysis]		paper62
2022Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China.(2022) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2018Governance issues in business and finance in the wake of the global financial crisis In: Journal of Management & Governance.
[Full Text][Citation analysis]		article2
2016Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article9
2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article7
2016Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article0
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
2011Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates In: MPRA Paper.
[Full Text][Citation analysis]		paper12
2021Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates.(2021) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2019Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2022Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry.(2022) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2020Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper.
[Full Text][Citation analysis]		paper15
2017Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2017The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2018Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper.
[Full Text][Citation analysis]		paper39
2018Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2020Modeling and forecasting commodity market volatility with long‐term economic and financial variables.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
[Citation analysis]		paper43
2018Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2018Special Issue Energy Challenges in an Uncertain World Editorial In: The Energy Journal.
[Full Text][Citation analysis]		article0
2022News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices In: The Energy Journal.
[Full Text][Citation analysis]		article2
2019Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany In: Annals of Operations Research.
[Full Text][Citation analysis]		article6
2021Preface: neural networks, nonlinear dynamics, and risk management in banking and finance In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2022Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article8
2022Forecasting high-frequency stock returns: a comparison of alternative methods In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2024Investor attention and cryptocurrency market liquidity: a double-edged sword In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2025Financial inclusion and fintech: a state-of-the-art systematic literature review In: Financial Innovation.
[Full Text][Citation analysis]		article0
2010Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2013Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
[Full Text][Citation analysis]		article13
2015A robust analysis of the relationship between renewable energy consumption and its main drivers In: Applied Economics.
[Full Text][Citation analysis]		article39
2024COVID-19 adaptive strategy and SMEs’ access to finance In: Applied Economics.
[Full Text][Citation analysis]		article0
2022External financing and earnings management: Evidence in Vietnam In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2022Early warning systems for currency and systemic banking crises in Vietnam In: Post-Communist Economies.
[Full Text][Citation analysis]		article0
2018The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance.
[Full Text][Citation analysis]		article25
2022Common Drivers of Commodity Futures? In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Common Drivers of Commodity Futures?.(2022) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period In: Business Ethics, the Environment & Responsibility.
[Full Text][Citation analysis]		article0
2024From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2018Value‐at‐risk under market shifts through highly flexible models In: Journal of Forecasting.
[Full Text][Citation analysis]		article7
2023Jump forecasting in foreign exchange markets: A high‐frequency analysis In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2021SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1
2023Political Corruption and Corporate Finance In: World Scientific Books.
[Full Text][Citation analysis]		book0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team