Amine Lahiani : Citation Profile

Are you Amine Lahiani?

Université d'Orléans

16

H index

17

i10 index

1322

Citations

RESEARCH PRODUCTION:

21

Articles

24

Papers

1

Books

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 132
   Journals where Amine Lahiani has often published
   Relations with other researchers
   Recent citing documents: 115.    Total self citations: 10 (0.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla575
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

Shahbaz, Muhammad (30)

GUPTA, RANGAN (29)

Tiwari, Aviral (28)

Salisu, Afees (28)

Nguyen, Duc Khuong (23)

Gil-Alana, Luis (22)

Shahzad, Syed Jawad Hussain (21)

Yoon, Seong-Min (21)

Bouri, Elie (20)

Chkili, Walid (15)

Wohar, Mark (15)

Cites to:

Hammoudeh, Shawkat (44)

Nguyen, Duc Khuong (38)

Engle, Robert (26)

AROURI, Mohamed (25)

Bollerslev, Tim (18)

Narayan, Paresh (18)

Hamilton, James (11)

Reinhart, Carmen (10)

lucey, brian (9)

Narayan, Seema (9)

Mignon, Valérie (9)

Main data

Where Amine Lahiani has published?

Journals with more than one article published# docs
Economic Modelling5
Economics Bulletin3
Energy Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School4
Working Papers / HAL4
Post-Print / HAL3
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2
EcoMod2010 / EcoMod2

Recent works citing Amine Lahiani (2024 and 2023)

YearTitle of citing document
2023Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3.

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2023Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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

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

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2024Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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

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2023Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea. (2023). Shin, Woongjae ; Kwon, Janghan. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002598.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. (2023). Kumar, Satish ; Lucey, Brian ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004681.

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2023Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

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2023Dynamic volatility transfer in the European oil and gas industry. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005509.

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2024A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China. (2023). Chen, Guangkun ; Liu, Xiaoxing ; Tang, Chun. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s0360544223012811.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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2024Detecting the horizontal/vertical price relationship patterns in the global oil industry chain through network analysis. (2024). Ma, Ning ; An, Haizhong ; Li, Huajiao ; Guo, Sui ; Liu, Yanxin ; Sun, Guangzhao ; Feng, Sida. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224008260.

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2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2023Measuring the multi-scale price transmission effects from crude oil to energy stocks: A cascaded view. (2023). Sun, Qingru ; Yu, Jinxiu ; Zhang, Shuo ; Wang, HE ; Zhao, Wenqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004076.

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2024The black box of natural gas market: Past, present, and future. (2024). Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001923.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2023International stock market volatility: A data-rich environment based on oil shocks. (2023). Wen, Fenghua ; Wang, Tianyang ; Ma, Feng ; Lu, Xinjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215.

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2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Arellano, Miguel Ataurima ; Cisneros, Rodrigo Salcedo ; Calero, Roberto ; Castillo, Paul ; Rodriguez, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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2023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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2023Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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2023Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events. (2023). Liang, Zongzheng ; Chen, Zhanghangjian ; Yang, Ming-Yuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000569.

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2024Quantile 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.

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2023Do petrol prices rise faster than they fall? Evidence from the UK retail and wholesale petrol sectors. (2023). Amountzias, Chrysovalantis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000385.

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2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Alomari, Mohammad ; Mensi, Walid ; Kang, Sang Hoon. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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2023Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582.

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2023The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

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2023The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023Dependence structures among geopolitical risks, energy prices, and carbon emissions prices. (2023). Gözgör, Giray ; Gozgor, Giray ; Albasu, Joseph ; Soliman, Alaa M ; Lau, Chi Keung. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003148.

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2023Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. (2023). Yousaf, Imran ; Ijaz, Muhammad Shahzad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003835.

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2023Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Gholami, Samad ; Sadeghi, Abdorasoul ; Roudari, Soheil. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

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

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2023How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005871.

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2023Exploring the asymmetric effect of remittance inflows on gold import demand: Evidence from a large gold-consuming and remittance-receiving country. (2023). Mallick, Rajat Kumar ; Swain, Kiranbala ; Hanhaga, Manindra ; Nayak, Pragyan Parimita ; Sahoo, Manoranjan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006116.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2023Financial stress in Russia: Exploring the impact of oil market shocks. (2023). Sohag, Kazi ; Elsayed, Ahmed ; Kalina, Irina. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008619.

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2024The 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.

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2024Improved prediction of global gold prices: An innovative Hurst-reconfiguration-based machine learning approach. (2024). Zeng, Zixun ; Wang, Ruotong ; Yang, MO ; Li, Peizhi. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011418.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2023Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217.

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2024Exchange rates and monetary policy when tradable and nontradable goods are complements. (2024). Craighead, William. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:297-309.

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2024Hedging precious metals with impact investing. (2024). Le, Van ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD ; Moussa, Faten. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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2024Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks. (2024). Yang, Ming-Yuan ; Song, Huai-Bing ; Zhao, Shou-Yu ; Chen, Zhang-Hangjian ; Li, Sai-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:626-645.

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2023Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409.

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2023What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028.

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2024Sequential management of energy and low-carbon portfolios. (2024). Salvador, Manuel ; Miguel, Jesus A ; Lample, Luis ; Gargallo, Pilar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000564.

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2023Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x.

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2023The dynamic relationships between carbon prices and policy uncertainties. (2023). Wojewodzki, Michal ; Sharma, Satish ; Cai, Yifei ; Liu, Xiaoqin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162523000100.

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2024How does climate policy uncertainty affect the carbon market?. (2024). Wang, Yan ; Wei, Shenkai ; Su, Chi Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008405.

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2023.

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2024Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Pawowski, Micha ; Drachal, Krzysztof. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740.

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2023Asymmetric Price Transmission between Crude Oil and the US Gasoline Market. (2023). Chidmi, Benaissa ; Kamyabi, Najmeh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:326-:d:1191335.

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2023.

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2023.

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2023.

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2023Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103.

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

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2023Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y.

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2023Does an asymmetric nexus exist between exports and economic growth in Pakistan? Recent evidence from a nonlinear ARDL approach. (2023). Cheema, Ahmed Raza ; Sial, Maqbool H ; Saleem, Adeel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09426-z.

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2023The effects of two benchmarks on Russian crude oil prices. (2023). Berument, Hakan M ; Dogan, Nukhet ; Sahin, Goktug. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09441-0.

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2023Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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

Works by Amine Lahiani:

YearTitleTypeCited
2008Testing for threshold effect in ARFIMA models: Application to US unemployment rate data In: Swiss Finance Institute Research Paper Series.
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2009Testing for threshold effect in ARFIMA models: Application to US unemployment rate data.(2009) In: International Journal of Forecasting.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 119		paper
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
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2010Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO.
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2006Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte In: EconomiX Working Papers.
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2006Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte.(2006) In: Swiss Journal of Economics and Statistics (SJES).
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This paper has nother version. Agregated cites: 0		article
2011Empirical Investigation of Systemic Risk in the New EU States In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2011Monetary policy rules for a developing country: Evidence from Pakistan In: Journal of Asian Economics.
[Full Text][Citation analysis]		article9
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]		article226
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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2013Does the South African Reserve Bank follow a nonlinear interest rate reaction function? In: Economic Modelling.
[Full Text][Citation analysis]		article7
2014Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries In: Economic Modelling.
[Full Text][Citation analysis]		article30
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article169
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
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2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach In: Economic Modelling.
[Full Text][Citation analysis]		article119
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]		article29
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article57
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]		article140
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print.
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This paper has nother version. Agregated cites: 140		paper
2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article39
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article114
2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 114		paper
2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article27
2014Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 27		paper
2014A threshold vector autoregression model of exchange rate pass-through in Mexico In: Research in International Business and Finance.
[Full Text][Citation analysis]		article29
2014A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico.(2014) In: Post-Print.
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2010Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]		paper3
2010A Macro-econometric Model for the Economy of Lesotho In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2011Monetary Policy after the Crisis In: SUERF Studies.
[Full Text][Citation analysis]		book3
2014Understanding return and volatility spillovers among major agricultural commodities In: Working Papers.
[Full Text][Citation analysis]		paper29
2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Working Papers.
[Full Text][Citation analysis]		paper23
2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
[Full Text][Citation analysis]		paper34
2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers.
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2010Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]		paper1
2010Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States.(2010) In: William Davidson Institute Working Papers Series.
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This paper has nother version. Agregated cites: 1		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: NIPE Working Papers.
[Full Text][Citation analysis]		paper98
2008Modèls Garch à la mémoire longue: application aux taux de change tunisiens In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Estimation and evaluation of core inflation measures In: Applied Economics.
[Full Text][Citation analysis]		article3
2015TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA In: Region et Developpement.
[Full Text][Citation analysis]		article2

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