11
H index
12
i10 index
798
Citations
RANIA JAMMAZI : Citation Profile
Université de Tunis El Manar (28% share) | RESEARCH PRODUCTION: 15 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2009 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with RANIA JAMMAZI. | Is cited by:
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Main data
Where RANIA JAMMAZI has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 5 |
| Energy | 2 |
| Energy Economics | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Research, Ipag Business School | 4 |
| Post-Print / HAL | 2 |
Recent works citing RANIA JAMMAZI (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | On 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 |
| 2024 | A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers || Download paper |
| 2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper |
| 2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper |
| 2024 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper |
| 2024 | A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419. Full description at Econpapers || Download paper |
| 2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper |
| 2024 | From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726. Full description at Econpapers || Download paper |
| 2024 | A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341. Full description at Econpapers || Download paper |
| 2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper |
| 2024 | Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x. Full description at Econpapers || Download paper |
| 2024 | Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173. Full description at Econpapers || Download paper |
| 2024 | Oil market regulatory: An ensembled model for prediction. (2024). Li, Xiangjie ; Gu, Xiang ; Fan, Kun ; Chen, Haixin ; Liu, Yancheng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008195. Full description at Econpapers || Download paper |
| 2024 | Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models. (2024). OMRI, Anis ; Goodell, John W ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009929. Full description at Econpapers || Download paper |
| 2024 | The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2024 | The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066. Full description at Econpapers || Download paper |
| 2024 | Forecasting the Crude Oil prices for last four decades using deep learning approach. (2024). Choudhury, Karabi Dutta ; Sen, Abhibasu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011492. Full description at Econpapers || Download paper |
| 2024 | The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. (2024). Bilgili, Faik ; Kukaya, Sevda ; Kassouri, Yacouba ; Majok, Aweng Peter. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011601. Full description at Econpapers || Download paper |
| 2024 | Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205. Full description at Econpapers || Download paper |
| 2024 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Manner, Hans ; Stockler, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1385-1403. Full description at Econpapers || Download paper |
| 2024 | Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications. (2024). Hoque, Mohammad Enamul ; Alam, Md Rafayet ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1416-1433. Full description at Econpapers || Download paper |
| 2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
| 2024 | Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan ; Guo, Wenjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x. Full description at Econpapers || Download paper |
| 2025 | Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726. Full description at Econpapers || Download paper |
| 2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper |
| 2024 | Exploring the Effects of Renewable Energy, Energy Consumption, and Industrial Growth on Saudi Arabia’s Environmental Footprint: An Autoregressive Distributed Lag Analysis. (2024). Mohamed, Sufian Eltayeb ; Ahmed, Mwahib Gasmelsied ; Alsafy, Mahmoud Mokhtar ; Qassim, Amal Abdulmajeed ; Alharbi, Khalid ; Arfaoui, Lamia ; Mannai, Sonia ; Alsulami, Faizah. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:24:p:6327-:d:1544499. Full description at Econpapers || Download paper |
| 2024 | Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China. (2024). Hossain, Mohammad Razib ; Ramzan, Muhammad ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; Abbasi, Kashif Raza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09684-z. Full description at Econpapers || Download paper |
Works by RANIA JAMMAZI:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach In: Energy Economics. [Full Text][Citation analysis] | article | 167 |
| 2012 | Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling In: Energy Economics. [Full Text][Citation analysis] | article | 113 |
| 2010 | Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns In: Energy Policy. [Full Text][Citation analysis] | article | 112 |
| 2012 | Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach In: Energy. [Full Text][Citation analysis] | article | 84 |
| 2014 | Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2012 | Cross dynamics of oil-stock interactions: A redundant wavelet analysis In: Energy. [Full Text][Citation analysis] | article | 79 |
| 2015 | A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 40 |
| 2015 | Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| 2015 | Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
| 2018 | Asymmetric risk spillovers between oil and agricultural commodities In: Post-Print. [Citation analysis] | paper | 74 |
| 2017 | Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Post-Print. [Citation analysis] | paper | 31 |
| 2014 | Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Responses of international stock markets to oil price surges: a regime-switching perspective.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2017 | Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2018 | Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 2017 | Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 7 |
| 2018 | Industry-level determinants of the linkage between credit and stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 2020 | Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team