David Roubaud : Citation Profile


Montpellier Business School

44

H index

82

i10 index

7692

Citations

RESEARCH PRODUCTION:

87

Articles

49

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 699
   Journals where David Roubaud has often published
   Relations with other researchers
   Recent citing documents: 1198.    Total self citations: 59 (0.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1069
   Updated: 2025-12-13    RAS profile: 2021-02-22    
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Relations with other researchers


Works with:

Bouri, Elie (14)

Dubey, Rameshwar (4)

Shahzad, Syed Jawad Hussain (4)

lucey, brian (4)

Krištoufek, Ladislav (2)

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

Is cited by:

Bouri, Elie (170)

GUPTA, RANGAN (158)

Tiwari, Aviral (132)

Shahbaz, Muhammad (116)

Shahzad, Syed Jawad Hussain (104)

lucey, brian (75)

Vo, Xuan Vinh (63)

Ji, Qiang (58)

Urquhart, Andrew (58)

Yarovaya, Larisa (53)

Lau, Chi Keung (52)

Cites to:

Bouri, Elie (169)

Shahbaz, Muhammad (118)

GUPTA, RANGAN (96)

Tiwari, Aviral (55)

lucey, brian (54)

Balcilar, Mehmet (48)

Ji, Qiang (44)

Molnár, Peter (44)

Nguyen, Duc Khuong (43)

Shahzad, Syed Jawad Hussain (33)

Hammoudeh, Shawkat (32)

Main data


Where David Roubaud has published?


Journals with more than one article published# docs
Finance Research Letters18
Energy Economics9
The Quarterly Review of Economics and Finance8
Economic Modelling6
Resources Policy6
International Review of Financial Analysis5
Energy Policy4
Economics Bulletin4
Applied Economics3
International Journal of Production Economics3
Annals of Operations Research3
The World Economy2
International Journal of Finance & Economics2
International Journal of Production Research2

Working Papers Series with more than one paper published# docs
Post-Print / HAL28
Working Papers / University of Pretoria, Department of Economics11
MPRA Paper / University Library of Munich, Germany6
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing David Roubaud (2025 and 2024)


YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Economic policy uncertainty, financial reporting quality, and accounting enforcement: International evidence. (2024). Mos, Catalin Robert. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:6:y:2024:i:2:p:159-179.

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2025Assessing the impact of supply chain practices on operational efficiency and service delivery in local municipality (LM). (2025). Mpungose, Sabelo ; Phahlamohlaka, Kabelo. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:14-34.

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2025The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82.

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2024Investigating the Role of Activation Functions in Predicting the Price of Cryptocurrencies during Critical Economic Periods. (2024). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:64-91.

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2024Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135.

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2025Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications. (2025). Kaplan, Samuel ; Polyzos, Efstathios ; Tercero-Lucas, David. In: Working Papers. RePEc:aoz:wpaper:365.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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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.

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2024Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships. (2024). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2306.08157.

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

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

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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

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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.

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

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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

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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.

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2024Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668.

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2024A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983.

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2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Will artificial intelligence accelerate or delay the race between nuclear energy technology budgeting and net-zero emissions?. (2025). , Danish ; Khan, Adnan. In: Papers. RePEc:arx:papers:2501.17410.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982.

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2025Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks. (2025). Mukhia, Kundan ; Luwang, SR ; Nurujjaman, MD ; Chakraborty, Tanujit ; Saha, Suman ; Hens, Chittaranjan. In: Papers. RePEc:arx:papers:2508.04671.

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2025Finding Core Balanced Modules in Statistically Validated Stock Networks. (2025). Qing, Huan ; Xu, Xiaofei. In: Papers. RePEc:arx:papers:2508.04970.

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2025Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662.

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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.

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2025Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts. (2025). Fiszeder, Piotr ; Orzeszko, Witold ; Dudek, Grzegorz. In: Papers. RePEc:arx:papers:2508.15922.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2024.

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2024Economic Policy Uncertainty, Financial Reporting Quality, and Audit Fees: Examining the Role of Industry Characteristics and International Accounting Standards. (2024). Mos, Catalin. In: The Audit Financiar journal. RePEc:aud:audfin:v:22:y:2024:i:176:p:791.

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2024Do Asian Islamic Equities Offer Diversification Benefits in Cryptocurrency Portfolio in Times of Increased Uncertainty?. (2024). Akinlaso, Ishaq Mustapha ; Jempeji, Abdul-Baaqi Adebisi ; Raghibi, Abdessamad. In: Asian Economics Letters. RePEc:ayb:jrnael:111.

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2024COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis. (2024). Rath, Badri ; Sahoo, Pradipta Kumar. In: Asian Economics Letters. RePEc:ayb:jrnael:93.

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2025Traversing Innovation and Environmental Sustainability Nexus: Mediating Role of Energy Forms in High Energy Economies. (2025). Aslam, Misbah ; Bibi, Salma ; Mehboob, Raheela. In: Journal of Economic Sciences. RePEc:azm:journl:v:4:y:2025:i:1:p:117-146.

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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.

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2025The Interrelation Between the Carbon Trading Systems and Energy Markets and Economic Outlook: A Comparative Analysis Using VECM and ARDL. (2025). Unal, Pinar. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:145-169.

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2025Fraud Prevention in the Public Sector: The Role of Internal Audit. (2025). Tjakrawala, Kurniawan ; Supriadi, Taufiq ; Marota, Rochman ; Enyke, Juska Meidy ; Suryadnyana, Nyoman Adhi. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:170-183.

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

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2024A Wavelet Analysis of Bitcoin Price Volatility Dynamic. (2024). Omar, Talbi ; Mohamed, Ben Abdallah. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:1:p:951-964.

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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.

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2025An Examination of FDI€™s Moderating Effect on Finance, Growth and Energy Nexus in BRICS.. (2025). Mutepfa, Paidamoyo. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:3278-3288.

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2025Developing Supply Chain Integration Framework Towards Sustainability Performance: The Role of Green Supply Chain Management Practices. (2025). Abd, Nur Najjah ; Ibrahim, Norzawani ; Osman, Adibah Alawiah ; Asnawi, Nini Hartini ; Rashid, Norasekin Abd. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:5839-5850.

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2025The Role of Dynamic Capabilities and Industry 4.0 in Sustaining ICT Service SMEs in Malaysia: Conceptual Paper. (2025). Musa, Haslinda ; Rashid, Nurulizwa ; Khairul, Yasmin Dania. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:2174-2185.

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2025Sign and size asymmetries between futures and spot prices in the markets of agricultural commodities. (2025). Panagiotou, Dimitrios. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:3:p:1-15:id:254.

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2025Oil Shocks and their Impact on Corporate Profitability, Productivity, and Credit Risk: Firm-Level Evidence Over Two Decades. (2025). Vinas, Frederic. In: Working papers. RePEc:bfr:banfra:989.

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2025Using Big Data Analytics to Optimise Inventory Management in the U.S. E-Commerce Warehouses. (2025). Baidoo, Gloria. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:67:p:1580-1594.

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2025Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty. (2025). Vu, Tu Thanh ; Nguyen, Duc Anh ; Le, Thai Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:69-84.

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2024Asymmetric effect of environmental tax on CO2 emissions embodied in domestic final demand in South Africa: A NARDL approach. (2024). Ubani, Obinna ; Okpara, Itiri Idam ; Ezeaku, Hillary Chijindu ; Ibe, Godwin Imo ; Igwemeka, Ebele. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:1:p:55-69.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Determinants of social innovation in hybrid organisations: The moderating role of technology readiness. (2024). Erdiawkwasie, Michael Odei ; Abunyewah, Matthew. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1099-1112.

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2024Data‐driven insights for circular and sustainable food supply chains: An empirical exploration of big data and predictive analytics in enhancing social sustainability performance. (2024). Bag, Surajit ; Singh, Rajesh Kumar ; Srivastava, Gautam ; Cherrafi, Anass ; Ali, Ahad. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1369-1396.

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2024Navigating circular economy: Unleashing the potential of political and supply chain analytics skills among top supply chain executives for environmental orientation, regenerative supply chain practices, and supply chain viability. (2024). Bag, Surajit ; Rahman, Muhammad Sabbir. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:504-528.

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2024A framework to model the performance indicators of resilient construction supply chain: An effort toward attaining sustainability and circular practices. (2024). Agrawal, Dindayal ; Dwivedi, Ashish ; Singh, Arpit ; Chauhan, Anurag. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1688-1720.

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2024Proactive boundary‐spanning search, organizational resilience, and radical green innovation. (2024). Wang, Juanru ; Xue, Chun. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1834-1852.

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2024The role of interorganizational collaboration and digital technologies in the implementation of circular economy practices—Empirical evidence from manufacturing firms. (2024). Baumgartner, Rupert J ; Stumpf, Lukas ; Schoggl, Josefpeter. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2225-2249.

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2024Dynamic capabilities for sustainability: Toward a typology based on dimensions of sustainability‐oriented innovation and stakeholder integration. (2024). Ovcharova, Nelly ; Ortizavram, Daniela ; Engelmann, Alexander. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:2969-3004.

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2024Exploring the potential of blockchain‐enabled smart contracts for achieving net‐zero emissions: An empirical study. (2024). Routray, Susmi ; Bag, Surajit ; Agrawal, Soni ; Shrivastav, Santosh Kumar ; Rahman, Muhammad Sabbir. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3965-3985.

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2024Navigating a net‐zero economy future: Antecedents and consequences of net‐zero economy‐based green innovation. (2024). Kazancoglu, Yigit ; Mangla, Sachin Kumar ; Kautish, Pradeep ; Mehmood, Khalid ; Ali, Ahsan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4175-4197.

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2024Rethinking dynamic capabilities in light of sustainability: A bibliometric analysis. (2024). Ghinoi, Stefano ; Correggi, Cecilia ; di Toma, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:7990-8016.

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2024Navigating firm financial distress in turbulent times: The impact of the institutional context. (2024). Zouaghi, Ferdaous ; Garciamarco, Teresa ; Martinez, Marian Garcia. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8037-8054.

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2024Can sustainable and digital objectives synchronize? A study of ESG activities for digital supply chains using multi‐methods. (2024). Chauhan, Anurag ; Bag, Surajit ; Agrawal, Dindayal ; Dwivedi, Ashish ; Singh, Arpit. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8413-8435.

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2024Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229.

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2024The catalyzing role of financial inclusion in decoding environmental challenges and fostering a sustainable future in BRICS‐T. (2024). Tekin, Bilgehan. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1572-1603.

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

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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.

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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.

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2024The “energy rebound effect” within the framework of environmental sustainability. (2024). Zsoy, Tufan. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:2:n:e517.

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2024Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

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2025Loan Loss Provisions and Bank Value in the United States: A Moderation Analysis of Economic Policy Uncertainty. (2025). Kim-Leng, Goh ; Wan-Fei, Lai. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:23:n:1002.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024The impact of fluctuating international fertiliser prices and exchange rates on domestic fertiliser prices in Türkiye. (2024). Bor, Ozgur ; Dagistan, Nihat. In: Agricultural Economics. RePEc:caa:jnlage:v:70:y:2024:i:1:id:308-2023-agricecon.

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2025How closely is the US stock market linked to Caribbean tax havens?. (2025). Balli, Faruk ; Billiah, Mabruk ; Chowdhury, Iftekhar Hassan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00279.

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2025Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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

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2024Do Institutional Quality and Terrorism Affect the Natural Resources Rents?. (2024). Gheraia, Zouheyr ; Farhani, Ramzi ; Abid, Mehdi ; Abdelli, Hanane ; Sekrafi, Habib. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-11.

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2024Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies. (2024). Avazkhodjaev, Salokhiddin ; Dhiensiri, Nont ; Mukhamedov, Farkhod. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-64.

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2024Impact of Urbanization on Environmental Eminence: Moderating Role of Renewable Energy. (2024). Fahlevi, Mochammad ; Ahmed, Shabbir ; Mushtaq, Mansoor ; Kusiyah, Kusiyah ; Abbas, Ansar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-24.

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

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2024Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India. (2024). Joshith, V P ; Saji, T G ; Binoy, T A ; Sravana, K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-59.

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2024Environmental Impact of Business Freedom and Renewable Energy: A Global Perspective. (2024). Audi, Marc ; Ali, Amjad ; Poulin, Marc. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-69.

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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.

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2024Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43.

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2024Modeling the Relationship between Life Expectancy, Population Growth, Carbon Dioxide Emission, and GDP Growth in Indonesia. (2024). Russel, Edwin ; Faisol, Ahmad ; Am, Faiz ; Usman, Mustofa ; Hasnawati, Sri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-44.

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2024The Impact of Socio-cultural and Environmental Deterioration Factors on Economic Sustainability in G7 Countries. (2024). Elkader, Ghassan Abed ; Taher, Hanadi ; Najia, Noura. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-14.

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2024Analyzing the Impact of Natural Resource Rents, Green Finance and Digital Finance on Environmental Quality: Evidence from Developing Countries. (2024). Ramli, Yanto ; Salim, Ansa Savad ; Permana, Dudi ; Shamansurova, Zilola. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-19.

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2024Unveiling the Path to Environmental Sustainability through Energy Efficiency, Environmental Innovation, and Institutional Quality in Southeast Asian Countries. (2024). Mindia, Piana Monsur ; Farzana, Nusrat ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-32.

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2024Fostering a Sustainable Future in Somalia: Examining the Effects of Industrialization, Energy Consumption, and Urbanization on Environmental Sustainability. (2024). Hashi, Mohamed Ahmed ; Abdi, Abdikafi Hassan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-37.

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2024Unlocking Sustainable Growth: The Role of Artificial Intelligence Adoption in Jordan Retail Sector, Moderated by Entrepreneurial Orientation. (2024). Al-Ramahi, Nancy ; Alwadi, Belal Mahmoud ; Alghizzawi, Mahmoud ; Khan, Arman ; Hussain, Zahid ; Kreishan, Fuad M. In: International Review of Management and Marketing. RePEc:eco:journ3:2024-06-15.

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2024The implications of virtual money on travel and tourism. (2024). Manahov, Viktor ; Li, Mingnan. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

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2024Achieving net-zero emission target in Africa: Are sustainable energy innovations and financialization crucial for environmental sustainability of sub-Saharan African state?. (2024). Onifade, Stephen Taiwo ; Musah, Mohammed ; Ankrah, Isaac ; Amoako, George Kofi ; Gyamfi, Bright Akwasi. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005038.

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2024Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach. (2024). Avci, Salih Bortecine ; Datan, Muhammet ; Caglar, Abdullah Emre. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924005993.

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2024The role of natural resources, and economic development in evaluating the environmental effects of biofuel and waste energy generation in the group of BRICS. (2024). Gong, Xue ; Aslam, Muhammad Umar. In: Applied Energy. RePEc:eee:appene:v:372:y:2024:i:c:s0306261924012297.

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

Works by David Roubaud:


YearTitleTypeCited
2019Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods In: The World Economy.
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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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2014Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions In: Economic Modelling.
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2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
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2018Information demand and stock market liquidity: International evidence In: Economic Modelling.
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2018Time-varying efficiency in food and energy markets: Evidence and implications In: Economic Modelling.
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2016Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis..(2016) In: Post-Print.
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2017Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis.(2017) In: MPRA Paper.
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2016Economic policy uncertainty and stock markets: Long-run evidence from the US.(2016) In: Post-Print.
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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
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2018Comovements of gold futures markets and the spot market: A wavelet analysis In: Finance Research Letters.
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2018Index futures volatility and trading activity: Measuring causality at a multiple horizon.(2018) In: Post-Print.
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2018Impact of terrorism on stock markets: Empirical evidence from the SAARC region.(2018) In: Post-Print.
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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching In: Finance Research Letters.
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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
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2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
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2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
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article135
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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2019The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis In: Finance Research Letters.
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2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
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2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
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article39
2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
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2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
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2019Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy In: Resources Policy.
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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
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2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
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2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
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2020Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization In: Resources Policy.
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2017Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings In: International Journal of Production Economics.
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2017Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings.(2017) In: Post-Print.
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2019Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain In: International Journal of Production Economics.
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2019Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain.(2019) In: Post-Print.
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2020Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations In: International Journal of Production Economics.
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2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
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article11
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
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2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
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2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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2020Quantile causality between banking stock and real estate securities returns in the US In: The Quarterly Review of Economics and Finance.
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2017Sustainable production framework for cement manufacturing firms: A behavioural perspective In: Renewable and Sustainable Energy Reviews.
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2019Can big data and predictive analytics improve social and environmental sustainability? In: Technological Forecasting and Social Change.
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2018The Dynamics of Energy Intensity Convergence in the EU-28 Countries In: Working Papers.
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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.
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paper2
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
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2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
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2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team