arfaoui mongi : Citation Profile


Are you arfaoui mongi?

Université de Monastir

5

H index

3

i10 index

115

Citations

RESEARCH PRODUCTION:

12

Articles

4

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 8
   Journals where arfaoui mongi has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 2 (1.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1228
   Updated: 2024-11-04    RAS profile: 2023-06-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Baruník, Jozef (6)

Kočenda, Evžen (6)

Vacha, Lukas (6)

Salisu, Afees (3)

Shahzad, Syed Jawad Hussain (3)

Yousaf, Imran (3)

Boubaker, Sabri (3)

Tiwari, Aviral (3)

Powell, Robert (2)

lucey, brian (2)

MESTRE, Roman (2)

Cites to:

Nguyen, Duc Khuong (26)

Hammoudeh, Shawkat (24)

AROURI, Mohamed (13)

Mensi, walid (11)

Baur, Dirk (11)

Chkili, Walid (10)

lucey, brian (10)

Engle, Robert (10)

Aloui, Chaker (8)

Perron, Pierre (8)

Yoon, Seong-Min (7)

Main data


Where arfaoui mongi has published?


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

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

Recent works citing arfaoui mongi (2024 and 2023)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

Full description at Econpapers || Download paper

2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war. (2023). Wagner, Niklas ; Boubaker, Sabri ; Batten, Jonathan ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:325-350.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine. (2023). Sheehan, Barry ; Shannon, Darren ; O'Donnell, Niall. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000439.

Full description at Econpapers || Download paper

2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Al-Kharusi, Sami ; Mensi, Walid ; Kang, Sang Hoon ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551.

Full description at Econpapers || Download paper

2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Gubareva, Mariya ; Arfaoui, Nadia ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by arfaoui mongi:


YearTitleTypeCited
2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]
article3
2018On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach In: Journal of Commodity Markets.
[Full Text][Citation analysis]
article7
2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article8
2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold In: Resources Policy.
[Full Text][Citation analysis]
article20
2016Financial market interdependencies: A quantile regression analysis of volatility spillover In: Research in International Business and Finance.
[Full Text][Citation analysis]
article31
2014Financial market interdependencies: a quantile regression analysis of volatility spillover.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
In: .
[Full Text][Citation analysis]
article5
In: .
[Full Text][Citation analysis]
article34
2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34
paper
In: .
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article0
2015Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice? In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2016Conventional and Islamic stock markets: what about financial performance? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010THE DETERMINANTS OF SYSTEMATIC RISK INTERNATIONAL EVIDENCE FROM THE MACRO FINANCE INTERFACE In: Journal of Advanced Studies in Finance.
[Citation analysis]
article0
2015Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice? In: International Journal of Management and Economics.
[Full Text][Citation analysis]
article3
2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team