Mehmet Balcilar : Citation Profile

University of New Haven (99% share)
Economic Research Forum (ERF) (1% share)

32

H index

112

i10 index

4966

Citations

RESEARCH PRODUCTION:

218

Articles

206

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 225
   Journals where Mehmet Balcilar has often published
   Relations with other researchers
   Recent citing documents: 831.    Total self citations: 179 (3.48 %)

EXPERT IN:

   Bayesian Analysis: General
   Semiparametric and Nonparametric Methods: General
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba722
   Updated: 2025-12-20    RAS profile: 2025-12-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (41)

Wohar, Mark (19)

USMAN, OJONUGWA (11)

Pierdzioch, Christian (10)

Ozdemir, Zeynel (9)

Demirer, Riza (6)

Bekun, Festus (6)

Gabauer, David (5)

Olasehinde-Williams, Godwin (5)

Ağan, Büşra (5)

Ji, Qiang (3)

Bouri, Elie (3)

Sousa, Ricardo (3)

Akadiri, Seyi (2)

Plakandaras, Vasilios (2)

Sibande, Xolani (2)

Kyei, Clement (2)

Lee, Chien-Chiang (2)

Shahbaz, Muhammad (2)

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

Is cited by:

GUPTA, RANGAN (822)

Wohar, Mark (130)

Demirer, Riza (120)

Pierdzioch, Christian (118)

Tiwari, Aviral (93)

Shahbaz, Muhammad (76)

Shahzad, Syed Jawad Hussain (71)

Salisu, Afees (71)

Bouri, Elie (70)

Lau, Chi Keung (64)

Cepni, Oguzhan (54)

Cites to:

GUPTA, RANGAN (609)

Pesaran, Mohammad (139)

Diebold, Francis (123)

Wohar, Mark (123)

Hammoudeh, Shawkat (107)

Ozdemir, Zeynel (92)

Yilmaz, Kamil (90)

Shahbaz, Muhammad (87)

Hamilton, James (82)

Perron, Pierre (81)

bloom, nicholas (80)

Main data

Where Mehmet Balcilar has published?

Journals with more than one article published# docs
Resources Policy11
Applied Economics11
Empirical Economics9
Sustainability9
Energy Economics9
Economic Modelling8
International Review of Economics & Finance8
The North American Journal of Economics and Finance7
Emerging Markets Finance and Trade7
Journal of Developing Areas6
Physica A: Statistical Mechanics and its Applications5
Journal of International Financial Markets, Institutions and Money4
Research in International Business and Finance4
Empirica4
The Quarterly Review of Economics and Finance4
International Journal of Finance & Economics4
Journal of Applied Economics3
Journal of Applied Economics3
Mathematics3
Emerging Markets Review3
Journal of Economics and Finance3
Economic Systems3
The Journal of Real Estate Finance and Economics2
The Journal of Economic Asymmetries2
Journal of Policy Modeling2
The Journal of International Trade & Economic Development2
African Development Review2
Scottish Journal of Political Economy2
Journal of Economic Studies2
Economia Internazionale / International Economics2
Ege Academic Review2
Agrekon2
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)2
Finance Research Letters2
Structural Change and Economic Dynamics2
Energies2
Bulletin of Economic Research2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Energy2
Agrekon2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics115
Working Papers / Eastern Mediterranean University, Department of Economics48
Working Papers / University of Nevada, Las Vegas , Department of Economics6
IZA Discussion Papers / Institute of Labor Economics (IZA)5
MPRA Paper / University Library of Munich, Germany5
Working Papers / Stellenbosch University, Department of Economics3
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2
Working Papers / Economic Research Forum2
Ko University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2

Recent works citing Mehmet Balcilar (2025 and 2024)

YearTitle of citing document
2024The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

Full description at Econpapers || Download paper

2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

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

2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

Full description at Econpapers || Download paper

2025Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil. (2025). Cruz, Jos Csar ; Franco, Rodrigo Lanna ; Mattos, Fabio ; Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360697.

Full description at Econpapers || Download paper

2024The Dynamics of Political Stability and Military Expenditure on Economic Growth: Insights from Tanzania. (2024). Kingu, John ; Ally, Zawadi. In: African Journal of Economic Review. RePEc:ags:afjecr:347744.

Full description at Econpapers || Download paper

2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

Full description at Econpapers || Download paper

2025Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil. (2025). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:374828.

Full description at Econpapers || Download paper

2024Effectiveness of monetary policy under economic uncertainty regimes. (2024). Ramírez-Rondán, Nelson R. ; Yepez, Luis ; Ramirez-Rondan, Nelson R. In: Working Papers. RePEc:apc:wpaper:204.

Full description at Econpapers || Download paper

2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

Full description at Econpapers || Download paper

2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

Full description at Econpapers || Download paper

2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

Full description at Econpapers || Download paper

2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

Full description at Econpapers || Download paper

2024Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069.

Full description at Econpapers || Download paper

2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

Full description at Econpapers || Download paper

2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

Full description at Econpapers || Download paper

2024Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction. (2024). Inzirillo, Hugo. In: Papers. RePEc:arx:papers:2410.23297.

Full description at Econpapers || Download paper

2025Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market. (2024). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2411.06327.

Full description at Econpapers || Download paper

2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

Full description at Econpapers || Download paper

2025What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Janischewski, Anja ; Baumann, Michael Heinrich. In: Papers. RePEc:arx:papers:2502.10101.

Full description at Econpapers || Download paper

2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

Full description at Econpapers || Download paper

2025Estimation of High-dimensional Nonlinear Vector Autoregressive Models. (2025). Han, Yuefeng ; Chen, Likai ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2511.18641.

Full description at Econpapers || Download paper

2024Role of Climate Risk in the Oil Price Dynamics. (2024). Abbiyesuku, Tubobanimi Inoma ; Imandojemu, Kingsley ; Rufai, Aliyu Akorede. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:102.

Full description at Econpapers || Download paper

2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

Full description at Econpapers || Download paper

2024Impact of Electricity Power Consumption on Economic Growth in Nigeria: A Threshold Regression Analysis Approach. (2024). Isah, Ukwenya Shuaib ; Aigbedion, Marvelous ; Aiyedogbon, John Olu-Coris. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:64-76.

Full description at Econpapers || Download paper

2024Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131.

Full description at Econpapers || Download paper

2025The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

Full description at Econpapers || Download paper

2025Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13.

Full description at Econpapers || Download paper

2024Insurance and economic growth in sub-Saharan Africa: Institutional quality threshold effect. (2024). Akinlo, Taiwo ; Adukwu, Idachaba Daniel. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:241:p:7-39.

Full description at Econpapers || Download paper

2024Research on the Impact of Geopolitical Instability on Russian Trade. (2024). Talamanov, Pavel. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:7:p:1276-1297.

Full description at Econpapers || Download paper

2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162.

Full description at Econpapers || Download paper

2024A systematic review on price volatility in agriculture. (2024). Canavari, Maurizio ; Huffaker, Ray ; Vitali, Giuliano ; Mustafa, Zeeshan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:268-294.

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

202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

Full description at Econpapers || Download paper

2024New insight into decoupling carbon emissions from economic growth: Do financialization, human capital, and energy security risk matter?. (2024). Nwani, Chinazaekpere ; Abbas, Jaffar ; Iik, Abdurrahman ; Gbaka, Solomon ; Iorember, Paul Terhemba. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:3:p:827-850.

Full description at Econpapers || Download paper

2024Driving economic growth in African countries: Do Chinese OFDI sectors matter?. (2024). Shunqi, GE ; Fambo, Houlda. In: Social Science Quarterly. RePEc:bla:socsci:v:105:y:2024:i:3:p:726-743.

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

2024ECONOMIC IMPACTS OF ENERGY PRICE SHOCKS IN THE EU DRIVEN BY CRISES. (2024). Radu, Valentin ; Valentin, Radu ; George-Alexandru, Neacsu ; Andrei-Costin, Neacsu ; Danut-Georgian, Mihai ; Ionut-Marius, Croitoru ; Antonela, Bichir ; Alina-Iuliana, Tabirca. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:3:p:127-140.

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

2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

Full description at Econpapers || Download paper

2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

Full description at Econpapers || Download paper

2024Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384.

Full description at Econpapers || Download paper

2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

Full description at Econpapers || Download paper

2025Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment. (2025). Saadaoui, Jamel ; Coelho, José ; Afonso, Antonio ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11694.

Full description at Econpapers || Download paper

2025The Impact of Governmental Regulations on Housing Market: Findings of a Meta-Study of Empirical Literature. (2025). Kholodilin, Konstantin A. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2113.

Full description at Econpapers || Download paper

2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

Full description at Econpapers || Download paper

2024Impact of the Agricultural Sector on Unemployment, Inequality and Rural Poverty: A Panel Regression Analysis in Indonesian Provinces. (2024). Olilingo, Fahrudin Zain ; Anwar, Chairil ; Sutomo, Maskuri ; Suparman, Suparman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-27.

Full description at Econpapers || Download paper

2024Causal Link between Financial Globalisation Uncertainty, Economic Growth, Environmental Degradation and Energy Consumption in ASEAN+3 Countries. (2024). Endut, Wan Anisah ; Ismail, Suraya ; Roslan, Farah ; Ahmad, Ali Umar ; Atiku, Abubakar Mohammed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-1.

Full description at Econpapers || Download paper

2024The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Qabhobho, Thobekile ; Vuba, Nonelelo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28.

Full description at Econpapers || Download paper

2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

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

2024Decoding the Environmental Synergy in BRI Nations: Analyzing the Influence of Renewable Energy Adoption, Financial Evolution, FDI, and Capital Resilience on Sustainability. (2024). Kor, Sylvia ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-60.

Full description at Econpapers || Download paper

2024Time Varying Causality between Oil Price and Precious Metals : Bootstrap Rolling Windows Granger Causality Approach. (2024). Zardoub, Amna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-31.

Full description at Econpapers || Download paper

2024Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach. (2024). Brik, Hatem ; el Ouakdi, Jihene. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-9.

Full description at Econpapers || Download paper

2024Navigating Energy Market Cycles: Insights from a Comprehensive Analysis. (2024). Canepa, Alessandra ; Almajali, Awon ; Alqaralleh, Huthaifa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-5.

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

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

2024Energy security risk and financial development nexus: Disaggregated level evidence from South Korea by cross-quantilogram approach. (2024). Pata, Ugur Korkut ; Kartal, Mustafa Tevfik ; Alola, Andrew Adewale. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s030626192400518x.

Full description at Econpapers || Download paper

2024Quantile-based heterogeneous effects of nuclear energy and political stability on the environment in highly nuclear energy-consuming and politically stable countries. (2024). Ulussever, Talat ; Depren, Serpil Kili ; Kartal, Mustafa Tevfik ; Ayhan, Fatih. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924006202.

Full description at Econpapers || Download paper

2025Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x.

Full description at Econpapers || Download paper

2025Impact of critical mineral prices on energy transition. (2025). Attlio, Luccas Assis. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pd:s0306261924020713.

Full description at Econpapers || Download paper

2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

Full description at Econpapers || Download paper

2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

Full description at Econpapers || Download paper

2024Do farmers always choose agricultural insurance against climate change risks?. (2024). Wang, Yi-Fei ; Tao, Ran ; Li, Jia-Yi ; Sun, Ji-Le. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:617-628.

Full description at Econpapers || Download paper

2024Can green bond hedges climate policy uncertainty in the United States: New insights from novel time-varying causality and quantile-on-quantile methods?. (2024). Li, Jing-Ping ; Wu, Jiawen ; Su, Chi-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1158-1176.

Full description at Econpapers || Download paper

2024Is there a relationship between climate policy uncertainty and green finance? Evidence from bootstrap rolling window test. (2024). Dong, Xiaotian ; Sorana, Vtavu ; Tao, Ran ; Moldovan, Nicoleta-Claudia ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:277-289.

Full description at Econpapers || Download paper

2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

Full description at Econpapers || Download paper

2024Inflation and wealth inequality. (2024). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:893-907.

Full description at Econpapers || Download paper

2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

Full description at Econpapers || Download paper

2024Energy security and energy mix diversification nexus in the OECD countries. (2024). Chang, Tsangyao ; Fan, YI ; Ranjbar, Omid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2071-2085.

Full description at Econpapers || Download paper

2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

Full description at Econpapers || Download paper

2024Technological progress and economic dynamics: Unveiling the long memory of total factor productivity. (2024). Skare, Marinko ; Qin, Yong ; Wu, Tong ; Xu, Zeshui ; Xiao, Anran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:326-343.

Full description at Econpapers || Download paper

2025Could U.S.-China conflicts intensify climate transition risks?. (2025). Chang, Shuangshuang ; Qin, Meng ; Hsueh, Hsin-Pei ; Lobont, Oana-Ramona. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1592-1604.

Full description at Econpapers || Download paper

2025Integrating policy design with agricultural emissions reduction in China: A multi-sector DSGE Approach. (2025). Zhang, Xiaodi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2019-2048.

Full description at Econpapers || Download paper

2024A DSGE model of energy efficiency with vintage capital in Chinese industry. (2024). Tang, LE ; Jefferson, Gary. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000208.

Full description at Econpapers || Download paper

2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

Full description at Econpapers || Download paper

2024Government expenditure and the housing puzzle: Unpacking mechanisms. (2024). Ferri, Javier ; Herranz-Baez, Francisca. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002013.

Full description at Econpapers || Download paper

2024Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700.

Full description at Econpapers || Download paper

2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

Full description at Econpapers || Download paper

2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

Full description at Econpapers || Download paper

2024Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market. (2024). Ji, Hongyun ; Zhang, Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001833.

Full description at Econpapers || Download paper

2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

Full description at Econpapers || Download paper

2024Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Luo, YI ; Yang, Yihe ; Huang, Yao ; Li, Xiaoming ; Yu, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936.

Full description at Econpapers || Download paper

2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

Full description at Econpapers || Download paper

2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

Full description at Econpapers || Download paper

2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Guo, Peng ; Shi, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

Full description at Econpapers || Download paper

2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

Full description at Econpapers || Download paper

2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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

2024Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China. (2024). Wang, Yufeng ; Huang, Xinya ; Li, Houjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000913.

Full description at Econpapers || Download paper

2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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

2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

Full description at Econpapers || Download paper

2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

Full description at Econpapers || Download paper

2024Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets. (2024). Liu, Zhidong ; Zhang, YI ; Zhou, Long ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400144x.

Full description at Econpapers || Download paper

2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

Full description at Econpapers || Download paper

2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

Full description at Econpapers || Download paper

2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

Full description at Econpapers || Download paper

2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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

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

Works by Mehmet Balcilar:

YearTitleTypeCited
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe In: The Energy Journal.
[Full Text][Citation analysis]		article19
2019The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe.(2019) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2020Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index In: Agrekon.
[Citation analysis]		article8
2020Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index.(2020) In: Agrekon.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2022The COVID-19 effects on agricultural commodity markets In: Agrekon.
[Full Text][Citation analysis]		article4
2022The COVID-19 effects on agricultural commodity markets.(2022) In: Agrekon.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review.
[Full Text][Citation analysis]		article32
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2019Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa In: African Development Review.
[Full Text][Citation analysis]		article6
2013INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article9
2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: ERC Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY€ IN€ QUANTILES TEST In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article28
2018Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
[Full Text][Citation analysis]		article2
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article0
2021Income inequality and economic growth: A re‐examination of theory and evidence In: Review of Development Economics.
[Full Text][Citation analysis]		article12
2018Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article19
2022Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2021Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? In: The World Economy.
[Full Text][Citation analysis]		article10
2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
[Full Text][Citation analysis]		article0
2014Can food availability influence economic growth - the case of African countries In: Agricultural Economics.
[Full Text][Citation analysis]		article2
2011On the nonlinear causality between inflation and inflation uncertainty in the G3 countries : In: Journal of Applied Economics.
[Full Text][Citation analysis]		article10
2011On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries.(2011) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2015Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics.
[Full Text][Citation analysis]		article31
2013Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2015Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2015) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2017The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics.
[Full Text][Citation analysis]		article1
2017The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach.(2017) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2015Herding behavior in real estate markets: Novel evidence from a Markov-switching model In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article32
2021Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article16
2011Time-varying linkages between tourism receipts and economic growth in a small open economy In: Economic Modelling.
[Full Text][Citation analysis]		article90
2011Time-varying linkages between tourism receipts and economic growth in a small open economy.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		article
2011An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling.
[Full Text][Citation analysis]		article17
2010An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2013Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model In: Economic Modelling.
[Full Text][Citation analysis]		article20
2015Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling.
[Full Text][Citation analysis]		article15
2017Testing the dependency theory on small island economies: The case of Cyprus In: Economic Modelling.
[Full Text][Citation analysis]		article9
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]		article346
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 346		paper
2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article53
2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article82
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2017Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article28
2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article13
2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2014EuroConference 2013 Symposium: International Conference on Business, Economics and Finance In: Economic Systems.
[Full Text][Citation analysis]		article0
2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
[Full Text][Citation analysis]		article159
2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
2018The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems.
[Full Text][Citation analysis]		article15
2018The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
[Full Text][Citation analysis]		article17
2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
[Full Text][Citation analysis]		article25
2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar? In: Energy Economics.
[Full Text][Citation analysis]		article3
2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window In: Energy Economics.
[Full Text][Citation analysis]		article272
2013The causal nexus between oil prices and equity market in the U.S.: A regime switching model In: Energy Economics.
[Full Text][Citation analysis]		article40
2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics.
[Full Text][Citation analysis]		article122
2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article129
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: 129		paper
2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
[Full Text][Citation analysis]		article43
2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
[Full Text][Citation analysis]		article37
2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach In: Energy Economics.
[Full Text][Citation analysis]		article23
2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries In: Energy Economics.
[Full Text][Citation analysis]		article11
2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy.
[Full Text][Citation analysis]		article44
2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2021Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis In: Energy.
[Full Text][Citation analysis]		article14
2021Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries In: Energy.
[Full Text][Citation analysis]		article1
2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2021Time-varying impact of pandemics on global output growth In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2020Time-Varying Impact of Pandemics on Global Output Growth.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article83
2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1 In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2018Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article13
2018Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article2
2018Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Housing and the business cycle in South Africa In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article24
2014Housing and the Business Cycle in South Africa.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2013Housing and the Business Cycle in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article24
2015Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy.
[Full Text][Citation analysis]		article36
2015Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2014Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
[Full Text][Citation analysis]		article168
2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 168		paper
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article54
2017Does oil predict gold? A nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article40
2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? In: Resources Policy.
[Full Text][Citation analysis]		article87
2019A wavelet analysis of the relationship between oil and natural gas prices In: Resources Policy.
[Full Text][Citation analysis]		article31
2018A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters In: Resources Policy.
[Full Text][Citation analysis]		article10
2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy.
[Full Text][Citation analysis]		article156
2022Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions In: Resources Policy.
[Full Text][Citation analysis]		article5
2022Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter? In: Resources Policy.
[Full Text][Citation analysis]		article25
2023On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy.
[Full Text][Citation analysis]		article2
2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article67
2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article28
2014Are there really bubbles in oil prices? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2016LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article26
2016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2019The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2022Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2015Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics.
[Full Text][Citation analysis]		article16
2014Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2013Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article7
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019The migration of fear: An analysis of migration choices of Syrian refugees In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article11
2018The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2020Fed’s unconventional monetary policy and risk spillover in the US financial markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article11
2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method In: Renewable Energy.
[Full Text][Citation analysis]		article23
2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article56
2015The time-varying causality between spot and futures crude oil prices: A regime switching approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article25
2015A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article54
2017Financial integration in small Islands: The case of Cyprus In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article39
2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2020Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Housing sector and economic policy uncertainty: A GMM panel VAR approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
2016Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article32
2016Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2017Does country risks predict stock returns and volatility? Evidence from a nonparametric approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article14
2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2020Insurance and economic policy uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]		article19
2020The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article16
2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article6
2020Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development In: Telecommunications Policy.
[Full Text][Citation analysis]		article42
2014Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) In: Ege Academic Review.
[Full Text][Citation analysis]		article1
2017Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma In: Ege Academic Review.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article2
In: .
[Full Text][Citation analysis]		article0
2017South Africa’s economic response to monetary policy uncertainty In: Journal of Economic Studies.
[Full Text][Citation analysis]		article8
2015The South African Economic Response to Monetary Policy Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article3
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
[Full Text][Citation analysis]		paper159
2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		article
2015Identifying Periods of US Housing Market Explosivity In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015International Stock Return Predictability: Is the Role of U.S. Time-Varying? In: Working Papers.
[Full Text][Citation analysis]		paper24
2017International stock return predictability: Is the role of U.S. time-varying?.(2017) In: Empirica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2015International Stock Return Predictability: Is the Role of U.S. Time-Varying?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2015Forecasting Core Inflation: The Case of South Africa In: Working Papers.
[Full Text][Citation analysis]		paper3
2015Forecasting Core Inflation: The Case of South Africa.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Forecasting core inflation: the case of South Africa.(2020) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter In: Working Papers.
[Full Text][Citation analysis]		paper13
2016Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter.(2016) In: Journal of Developing Areas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model In: Working Papers.
[Full Text][Citation analysis]		paper8
2014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Revisiting Herding Behavior in REITs: A RegimeSwitching Approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014House Values and Proximity to a Landfill: A Quantile Regression Framework In: Working Papers.
[Full Text][Citation analysis]		paper0
2014House Values and Proximity to a Landfill: A Quantile Regression Framework.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation In: Working Papers.
[Full Text][Citation analysis]		paper10
2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers.
[Full Text][Citation analysis]		paper14
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2015Are there long-run diversification gains from the Dow Jones Islamic finance index?.(2015) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience In: Working Papers.
[Full Text][Citation analysis]		paper15
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2014Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2013) In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: ERC Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode In: Working Papers.
[Full Text][Citation analysis]		paper5
2012IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US In: Working Papers.
[Full Text][Citation analysis]		paper18
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2015The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2016Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers.
[Full Text][Citation analysis]		paper2
2016The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests In: Working Papers.
[Full Text][Citation analysis]		paper1
2016The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Does Inflation Cause Gold Prices? Evidence from G7 Countries In: Working Papers.
[Full Text][Citation analysis]		paper0
2017A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters In: Working Papers.
[Full Text][Citation analysis]		paper1
2020A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters.(2020) In: Empirica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2017The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters In: Working Papers.
[Full Text][Citation analysis]		paper0
2018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters In: Working Papers.
[Full Text][Citation analysis]		paper1
2018On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches In: Working Papers.
[Full Text][Citation analysis]		paper25
2019On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches.(2019) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2018The Dynamics of Energy Intensity Convergence in the EU-28 Countries In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan In: Working Papers.
[Full Text][Citation analysis]		paper4
2019Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan.(2019) In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2018Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries In: Working Papers.
[Full Text][Citation analysis]		paper7
2018Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices In: Working Papers.
[Full Text][Citation analysis]		paper7
2020Spillover dynamics across price inflation and selected agricultural commodity prices.(2020) In: Journal of Economic Structures.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2018Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa.(2020) In: Journal of Development Effectiveness.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2018The Long-run Effect of Geopolitical Risks on Insurance Premiums In: Working Papers.
[Full Text][Citation analysis]		paper3
2018Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold In: Working Papers.
[Full Text][Citation analysis]		paper19
2021Dynamic return and volatility spillovers among S&P 500, crude oil, and gold.(2021) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2019Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? In: Working Papers.
[Full Text][Citation analysis]		paper2
2007Point Optimal Invariant Tests of a Unit Root in Models with Structural Change In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers.
[Full Text][Citation analysis]		paper4
2015Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets In: International Econometric Review (IER).
[Full Text][Citation analysis]		article5
2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data In: Energies.
[Full Text][Citation analysis]		article8
2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets In: Energies.
[Full Text][Citation analysis]		article13
2023On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects In: JRFM.
[Full Text][Citation analysis]		article2
2022Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach In: Mathematics.
[Full Text][Citation analysis]		article2
2023Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century In: Mathematics.
[Full Text][Citation analysis]		article12
2021Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold In: Mathematics.
[Full Text][Citation analysis]		article2
2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability.
[Full Text][Citation analysis]		article5
2021El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy In: Sustainability.
[Full Text][Citation analysis]		article0
2022On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors In: Sustainability.
[Full Text][Citation analysis]		article2
2023Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development In: Sustainability.
[Full Text][Citation analysis]		article1
2023Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach In: Sustainability.
[Full Text][Citation analysis]		article2
2023Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment In: Sustainability.
[Full Text][Citation analysis]		article3
2024Identifying the Key Drivers in Energy Technology Fields: The Role of Spillovers and Public Policies In: Sustainability.
[Full Text][Citation analysis]		article0
2025Blockchain Adoption and Corporate Sustainability Performance: An Analysis of the World’s Top Public Companies In: Sustainability.
[Full Text][Citation analysis]		article0
2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability.
[Full Text][Citation analysis]		article28
2016Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2015Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach In: International Journal of Economic Policy in Emerging Economies.
[Full Text][Citation analysis]		article16
2013Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2012Openness and financial development: time series evidence for Turkey In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]		article5
2020Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper12
2021Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper0
2022How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests In: Journal of Developing Areas.
[Full Text][Citation analysis]		article32
2013Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2016The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas.
[Full Text][Citation analysis]		article7
2016The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach.(2016) In: Journal of Developing Areas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2018Dynamic Relationship Between Oil Price And Inflation In South Africa In: Journal of Developing Areas.
[Full Text][Citation analysis]		article16
2014Dynamic Relationship between Oil Price and Inflation in South Africa.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model In: Journal of Developing Areas.
[Full Text][Citation analysis]		article2
2016The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test In: Empirica.
[Full Text][Citation analysis]		article1
2014Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Housing price uncertainty and housing prices in the UK in a time-varying environment In: Empirica.
[Full Text][Citation analysis]		article1
2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article10
2015On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article20
2021What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article1
2019What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review.
[Full Text][Citation analysis]		article101
2015Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2013The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article1
2013The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2003Multifractality of the Istanbul and Moscow Stock Market Returns In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article8
2004Persistence in Inflation: Does Aggregation Cause Long Memory? In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article12
2005A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article27
2012Effectiveness of Inflation Targeting in Turkey In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2015Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article34
2016The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article103
2013The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2022The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2019The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Was the Recent Downturn in US GDP Predictable? In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Housing and the Great Depression In: Working Papers.
[Full Text][Citation analysis]		paper31
2013Housing and the Great Depression.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2014Housing and the Great Depression.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2012Housing and the Great Depression.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2014The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains In: Working Papers.
[Full Text][Citation analysis]		paper5
2013The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Insurance-growth nexus in Africa In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article3
2018Insurance-Growth Nexus in Africa.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2010Sources of Macroeconomic Fluctuations in MENA Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2017Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2018Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2011Ripple Effects in South African House Prices In: Working Papers.
[Citation analysis]		paper7
2011Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach In: Working Papers.
[Citation analysis]		paper8
2013Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach.(2013) In: Journal of Housing Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2012Predicting BRICS Stock Returns Using ARFIMA Models In: Working Papers.
[Citation analysis]		paper21
2014Predicting BRICS stock returns using ARFIMA models.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2013Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model In: Working Papers.
[Citation analysis]		paper7
2013Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach In: Working Papers.
[Citation analysis]		paper3
2013Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa In: Working Papers.
[Citation analysis]		paper19
2014Military expenditure, economic growth and structural instability: a case study of South Africa.(2014) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2013Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors In: Working Papers.
[Citation analysis]		paper12
2016Forecasting US real private residential fixed investment using a large number of predictors.(2016) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2014Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013Time-Varying Causality between Research Output and Economic Growth in the US In: Working Papers.
[Citation analysis]		paper30
2014Time-varying causality between research output and economic growth in US.(2014) In: Scientometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2013Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers.
[Citation analysis]		paper24
2014Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test In: Working Papers.
[Citation analysis]		paper22
2014Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach In: Working Papers.
[Citation analysis]		paper1
2014Is the Rand Really Decoupled from Economic Fundamentals? In: Working Papers.
[Citation analysis]		paper0
2014The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach In: Working Papers.
[Citation analysis]		paper8
2015The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach In: Working Papers.
[Citation analysis]		paper54
2016The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2016The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
2015South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper9
2015Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]		paper2
2015The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers.
[Citation analysis]		paper3
2015The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant In: Working Papers.
[Citation analysis]		paper4
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
[Citation analysis]		paper40
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: 40		article
2015Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers.
[Citation analysis]		paper7
2016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers.
[Citation analysis]		paper42
2018Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2016Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers.
[Citation analysis]		paper8
2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
[Citation analysis]		paper10
2016Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]		paper6
2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
[Citation analysis]		paper0
2016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach In: Working Papers.
[Citation analysis]		paper18
2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers.
[Citation analysis]		paper19
2017The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper3
2016Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper7
2018Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2016The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach In: Working Papers.
[Citation analysis]		paper17
2018The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach.(2018) In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2017The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper1
2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper3
2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers.
[Citation analysis]		paper7
2019Kuznets Curve for the US: A Reconsideration Using Cosummability.(2019) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Economic Policy Uncertainty and Insurance In: Working Papers.
[Citation analysis]		paper3
2018Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers.
[Citation analysis]		paper1
2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers.
[Citation analysis]		paper0
2020Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration.(2020) In: Journal of Real Estate Portfolio Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers.
[Citation analysis]		paper0
2019Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers.
[Citation analysis]		paper4
2021Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers.
[Citation analysis]		paper1
2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes In: Working Papers.
[Citation analysis]		paper1
2021The impact of uncertainty shocks in South Africa: The role of financial regimes.(2021) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2020High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers.
[Citation analysis]		paper9
2021High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment.(2021) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers.
[Citation analysis]		paper2
2023Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data In: Working Papers.
[Citation analysis]		paper0
2025Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2016Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2020The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article2
2014Fiscal Policy Shocks and the Dynamics of Asset Prices In: Public Finance Review.
[Full Text][Citation analysis]		article9
2021Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries In: Tourism Economics.
[Full Text][Citation analysis]		article3
2013€˜Ripple€™ Effects in South African House Prices In: Urban Studies.
[Full Text][Citation analysis]		article15
2025Predicting the volatility of Bitcoin returns based on kernel regression In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2013The export-output growth nexus in Japan: a bootstrap rolling window approach In: Empirical Economics.
[Full Text][Citation analysis]		article122
2022Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies In: Empirical Economics.
[Full Text][Citation analysis]		article3
2023Productivity and GDP: international evidence of persistence and trends over 130 years of data In: Empirical Economics.
[Full Text][Citation analysis]		article3
2024Global liquidity effect of quantitative easing on emerging markets In: Empirical Economics.
[Full Text][Citation analysis]		article2
2020On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
[Full Text][Citation analysis]		article17
2020Asymmetric effects of inequality on real output levels of the United States In: Eurasian Economic Review.
[Full Text][Citation analysis]		article1
2022U.S. monetary policy and the predictability of global economic synchronization patterns In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article5
2022How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions? In: Springer Books.
[Citation analysis]		chapter6
2015Was the recent downturn in US real GDP predictable? In: Applied Economics.
[Full Text][Citation analysis]		article7
2015Interactions between real economic and financial sides of the US economy in a regime-switching environment In: Applied Economics.
[Full Text][Citation analysis]		article2
2017Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach In: Applied Economics.
[Full Text][Citation analysis]		article21
2017Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching In: Applied Economics.
[Full Text][Citation analysis]		article19
2018Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article8
2022The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article2
2024Tourism development and U.S energy security risks: a KRLS machine learning approach In: Current Issues in Tourism.
[Full Text][Citation analysis]		article2
2016Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test In: Regional Studies.
[Full Text][Citation analysis]		article22
2016House Values and Proximity to a Landfill in South Africa In: Journal of Real Estate Literature.
[Full Text][Citation analysis]		article0
2023Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7
2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2023Nexus between renewable energy consumption, economic growth, and CO2 emissions in Algeria: New evidence from the Fourier‐Bootstrap ARDL approach In: Natural Resources Forum.
[Full Text][Citation analysis]		article0
2023Investing green for sustainable development without ditching economic growth In: Sustainable Development.
[Full Text][Citation analysis]		article7
2016THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article5
2017Date-stamping US housing market explosivity In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper5
2018Date-stamping US housing market explosivity.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team