Details about David Roubaud

Access statistics for papers by David Roubaud.

Last updated 2021-02-22. Update your information in the RePEc Author Service.

Short-id: pro1069

Working Papers

2020

1. Culture and multiple firm-bank relationships: a matter of secrecy and trust?
   Post-Print, HAL View citations (4)
2. Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view
   Post-Print, HAL View citations (13)
3. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
   Working Papers, University of Pretoria, Department of Economics View citations (31)

2019

4. Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain
   Post-Print, HAL View citations (65)
   See also Journal Article Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain, International Journal of Production Economics, Elsevier (2019) View citations (45) (2019)
5. Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach
   Post-Print, HAL View citations (24)
   See also Journal Article Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach, Energy Policy, Elsevier (2019) View citations (20) (2019)
6. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
   Post-Print, HAL View citations (14)
   See also Journal Article Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit, Journal of Quantitative Economics, Springer (2019) View citations (14) (2019)
7. Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster
   Post-Print, HAL
   See also Journal Article Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster, International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd (2019) View citations (1) (2019)
8. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
   Working Papers, University of Pretoria, Department of Economics View citations (3)
9. Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward
   MPRA Paper, University Library of Munich, Germany View citations (11)
10. Spillover across Eurozone credit market sectors and determinants
    Post-Print, HAL View citations (14)
    See also Journal Article Spillover across Eurozone credit market sectors and determinants, Applied Economics, Taylor & Francis Journals (2019) View citations (19) (2019)
11. Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
12. The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
    Working Papers, University of Pretoria, Department of Economics

2018

13. Comovements of gold futures markets and the spot market
    Post-Print, HAL View citations (15)
14. Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing
    Post-Print, HAL
15. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
    Working Papers, University of Pretoria, Department of Economics View citations (13)
    See also Journal Article Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?, International Review of Financial Analysis, Elsevier (2019) View citations (145) (2019)
16. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (90)
    See also Journal Article Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, International Review of Financial Analysis, Elsevier (2018) View citations (94) (2018)
17. Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations
    MPRA Paper, University Library of Munich, Germany View citations (346)
    See also Journal Article Environmental degradation in France: The effects of FDI, financial development, and energy innovations, Energy Economics, Elsevier (2018) View citations (346) (2018)
18. Examining the role of big data and predictive analytics on collaborative performance in context to sustainable consumption and production behaviour
    Post-Print, HAL View citations (31)
19. Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy
    MPRA Paper, University Library of Munich, Germany View citations (4)
20. Herding Behaviour in the Cryptocurrency Market
    Working Papers, University of Pretoria, Department of Economics View citations (18)
21. Impact of big data and predictive analytics capability on supply chain sustainability
    Post-Print, HAL View citations (34)
22. Impact of terrorism on stock markets: Empirical evidence from the SAARC region
    Post-Print, HAL View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (10)
    See also Journal Article Impact of terrorism on stock markets: Empirical evidence from the SAARC region, Finance Research Letters, Elsevier (2018) View citations (7) (2018)
23. Index futures volatility and trading activity: Measuring causality at a multiple horizon
    Post-Print, HAL View citations (6)
    See also Journal Article Index futures volatility and trading activity: Measuring causality at a multiple horizon, Finance Research Letters, Elsevier (2018) View citations (7) (2018)
24. Information demand and stock market liquidity: International evidence
    Post-Print, HAL View citations (10)
    See also Journal Article Information demand and stock market liquidity: International evidence, Economic Modelling, Elsevier (2018) View citations (16) (2018)
25. Informational efficiency of Bitcoin—An extension
    Post-Print, HAL View citations (118)
    See also Journal Article Informational efficiency of Bitcoin—An extension, Economics Letters, Elsevier (2018) View citations (164) (2018)
26. Spillovers between Bitcoin and other Assets during Bear and Bull Markets
    Working Papers, University of Pretoria, Department of Economics View citations (119)
    See also Journal Article Spillovers between Bitcoin and other assets during bear and bull markets, Applied Economics, Taylor & Francis Journals (2018) View citations (118) (2018)
27. The Dynamics of Energy Intensity Convergence in the EU-28 Countries
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (1)
28. Time-varying efficiency in food and energy markets: Evidence and implications
    Post-Print, HAL View citations (7)
    See also Journal Article Time-varying efficiency in food and energy markets: Evidence and implications, Economic Modelling, Elsevier (2018) View citations (7) (2018)

2017

29. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (103) (2018)
30. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Post-Print, HAL View citations (100)
    See also Journal Article Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?, Applied Economics, Taylor & Francis Journals (2017) View citations (116) (2017)
31. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Post-Print, HAL View citations (278)
    See also Journal Article Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Economic Modelling, Elsevier (2017) View citations (326) (2017)
32. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Post-Print, HAL View citations (326)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (9)
    See also Journal Article Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions, Finance Research Letters, Elsevier (2017) View citations (345) (2017)
33. Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis
    MPRA Paper, University Library of Munich, Germany View citations (226)
    Also in Post-Print, HAL (2016) View citations (15)
    See also Journal Article Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis, Energy Economics, Elsevier (2017) View citations (228) (2017)
34. Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings
    Post-Print, HAL View citations (41)
    See also Journal Article Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings, International Journal of Production Economics, Elsevier (2017) View citations (34) (2017)
35. How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article How economic growth, renewable electricity and natural resources contribute to CO2 emissions?, Energy Policy, Elsevier (2018) View citations (441) (2018)
36. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    See also Journal Article Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (122) (2018)
37. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Post-Print, HAL View citations (513)
    See also Journal Article On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?, Finance Research Letters, Elsevier (2017) View citations (562) (2017)
38. The impact of religious practice on stock returns and volatility
    Post-Print, HAL View citations (8)
    See also Journal Article The impact of religious practice on stock returns and volatility, International Review of Financial Analysis, Elsevier (2017) View citations (8) (2017)
39. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Post-Print, HAL View citations (30)
    See also Journal Article Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices, Finance Research Letters, Elsevier (2017) View citations (31) (2017)

2016

40. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
41. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Post-Print, HAL View citations (177)
    See also Journal Article Economic policy uncertainty and stock markets: Long-run evidence from the US, Finance Research Letters, Elsevier (2016) View citations (189) (2016)
42. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?
    Post-Print, HAL View citations (10)
    See also Journal Article Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?*, Journal of Wine Economics, Cambridge University Press (2016) View citations (10) (2016)
43. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (14)
    See also Journal Article Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2019) View citations (70) (2019)
44. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India
    Post-Print, HAL View citations (20)
    See also Journal Article On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India, Economics Bulletin, AccessEcon (2016) View citations (25) (2016)

2010

45. Real Options under Choquet-Brownian Ambiguity
    Working Papers, HAL View citations (7)
    Also in Working Papers, LAMETA, Universtiy of Montpellier (2010) View citations (3)

Journal Articles

2021

1. Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience
   International Journal of Production Research, 2021, 59, (1), 110-128 View citations (50)
2. Modelling the volatility of crude oil returns: Jumps and volatility forecasts
   International Journal of Finance & Economics, 2021, 26, (1), 889-897 View citations (23)
3. Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?
   The World Economy, 2021, 44, (1), 188-233 View citations (11)

2020

4. Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization
   Resources Policy, 2020, 67, (C) View citations (79)
5. Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations
   International Journal of Production Economics, 2020, 226, (C) View citations (60)
6. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
   The Quarterly Review of Economics and Finance, 2020, 77, (C), 156-164 View citations (154)
7. Cryptocurrencies and the downside risk in equity investments
   Finance Research Letters, 2020, 33, (C) View citations (50)
8. Cryptocurrencies as hedges and safe-havens for US equity sectors
   The Quarterly Review of Economics and Finance, 2020, 75, (C), 294-307 View citations (49)
9. Do Bitcoin and other cryptocurrencies jump together?
   The Quarterly Review of Economics and Finance, 2020, 76, (C), 396-409 View citations (37)
10. Dynamics and determinants of spillovers across the option-implied volatilities of US equities
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 257-264 View citations (8)
11. Examining sustainable supply chain management of SMEs using resource based view and institutional theory
    Annals of Operations Research, 2020, 290, (1), 301-326 View citations (26)
12. Oil market conditions and sovereign risk in MENA oil exporters and importers
    Energy Policy, 2020, 137, (C) View citations (22)
13. Quantile causality between banking stock and real estate securities returns in the US
    The Quarterly Review of Economics and Finance, 2020, 78, (C), 251-260 View citations (3)
14. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
    Economic Modelling, 2020, 87, (C), 212-224 View citations (178)
15. Tail dependence in the return-volume of leading cryptocurrencies
    Finance Research Letters, 2020, 36, (C) View citations (15)
16. The profitability of technical trading rules in the Bitcoin market
    Finance Research Letters, 2020, 34, (C) View citations (32)
17. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
    Finance Research Letters, 2020, 33, (C) View citations (25)
18. Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective
    Annals of Operations Research, 2020, 290, (1), 343-367 View citations (12)

2019

19. A quantile regression analysis of flights-to-safety with implied volatilities
    Resources Policy, 2019, 62, (C), 482-495 View citations (23)
20. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
    Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 View citations (20)
21. Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain
    International Journal of Production Economics, 2019, 210, (C), 120-136 View citations (45)
    See also Working Paper Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain, Post-Print (2019) View citations (65) (2019)
22. Bitcoin price–volume: A multifractal cross-correlation approach
    Finance Research Letters, 2019, 31, (C) View citations (9)
23. Can big data and predictive analytics improve social and environmental sustainability?
    Technological Forecasting and Social Change, 2019, 144, (C), 534-545 View citations (59)
24. Co-explosivity in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 178-183 View citations (125)
25. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
    Resources Policy, 2019, 61, (C), 385-392 View citations (22)
26. Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods
    The World Economy, 2019, 42, (7), 2172-2214 View citations (9)
27. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
    Energy Economics, 2019, 78, (C), 615-628 View citations (32)
28. Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective
    Ecological Economics, 2019, 163, (C), 189-204 View citations (18)
29. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
    International Review of Financial Analysis, 2019, 61, (C), 29-36 View citations (145)
    See also Working Paper Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?, Working Papers (2018) View citations (13) (2018)
30. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 View citations (254)
31. Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach
    Energy Policy, 2019, 125, (C), 277-285 View citations (20)
    See also Working Paper Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach, Post-Print (2019) View citations (24) (2019)
32. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
    Journal of Quantitative Economics, 2019, 17, (4), 885-912 View citations (14)
    See also Working Paper Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit, Post-Print (2019) View citations (14) (2019)
33. Herding behaviour in cryptocurrencies
    Finance Research Letters, 2019, 29, (C), 216-221 View citations (104)
34. Information interdependence among energy, cryptocurrency and major commodity markets
    Energy Economics, 2019, 81, (C), 1042-1055 View citations (129)
35. Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster
    International Journal of Entrepreneurship and Small Business, 2019, 36, (3), 249-255 View citations (1)
    See also Working Paper Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster, Post-Print (2019) (2019)
36. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (283)
37. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
    International Journal of Finance & Economics, 2019, 24, (1), 412-426 View citations (70)
    See also Working Paper Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks, Working Papers (2016) View citations (14) (2016)
38. Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy
    Resources Policy, 2019, 60, (C), 277-287 View citations (104)
39. Nonlinear relationships amongst the implied volatilities of crude oil and precious metals
    Resources Policy, 2019, 61, (C), 473-478 View citations (36)
40. Spillover across Eurozone credit market sectors and determinants
    Applied Economics, 2019, 51, (59), 6333-6349 View citations (19)
    See also Working Paper Spillover across Eurozone credit market sectors and determinants, Post-Print (2019) View citations (14) (2019)
41. Testing the oil price efficiency using various measures of long-range dependence
    Energy Economics, 2019, 84, (C) View citations (10)
42. The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
    Finance Research Letters, 2019, 31, (C) View citations (33)
43. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 View citations (97)
44. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
    International Economics, 2019, (158), 77-90 View citations (15)
    Also in International Economics, 2019, 158, (C), 77-90 (2019) View citations (15)

2018

45. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 View citations (103)
    See also Working Paper Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles, Working Papers (2017) (2017)
46. Comovements of gold futures markets and the spot market: A wavelet analysis
    Finance Research Letters, 2018, 24, (C), 19-24 View citations (18)
47. Direct rebound effect of residential gas demand: Empirical evidence from France
    Energy Policy, 2018, 115, (C), 23-31 View citations (46)
48. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
    Finance Research Letters, 2018, 27, (C), 65-79 View citations (27)
49. Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
    The Quarterly Review of Economics and Finance, 2018, 68, (C), 23-30 View citations (11)
50. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    International Review of Financial Analysis, 2018, 57, (C), 1-12 View citations (94)
    See also Working Paper Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, Post-Print (2018) View citations (90) (2018)
51. Environmental degradation in France: The effects of FDI, financial development, and energy innovations
    Energy Economics, 2018, 74, (C), 843-857 View citations (346)
    See also Working Paper Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations, MPRA Paper (2018) View citations (346) (2018)
52. Examining top management commitment to TQM diffusion using institutional and upper echelon theories
    International Journal of Production Research, 2018, 56, (8), 2988-3006 View citations (11)
53. Explaining Environmental Sustainability in Supply Chains Using Graph Theory
    Computational Economics, 2018, 52, (4), 1257-1275 View citations (10)
54. Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality
    International Journal of the Economics of Business, 2018, 25, (3), 441-454 View citations (11)
55. How economic growth, renewable electricity and natural resources contribute to CO2 emissions?
    Energy Policy, 2018, 113, (C), 356-367 View citations (441)
    See also Working Paper How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?, MPRA Paper (2017) View citations (2) (2017)
56. Impact of terrorism on stock markets: Empirical evidence from the SAARC region
    Finance Research Letters, 2018, 26, (C), 230-234 View citations (7)
    See also Working Paper Impact of terrorism on stock markets: Empirical evidence from the SAARC region, Post-Print (2018) View citations (5) (2018)
57. Index futures volatility and trading activity: Measuring causality at a multiple horizon
    Finance Research Letters, 2018, 24, (C), 247-255 View citations (7)
    See also Working Paper Index futures volatility and trading activity: Measuring causality at a multiple horizon, Post-Print (2018) View citations (6) (2018)
58. Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations
    Annals of Operations Research, 2018, 270, (1), 273-286 View citations (60)
59. Information demand and stock market liquidity: International evidence
    Economic Modelling, 2018, 70, (C), 194-202 View citations (16)
    See also Working Paper Information demand and stock market liquidity: International evidence, Post-Print (2018) View citations (10) (2018)
60. Informational efficiency of Bitcoin—An extension
    Economics Letters, 2018, 163, (C), 106-109 View citations (164)
    See also Working Paper Informational efficiency of Bitcoin—An extension, Post-Print (2018) View citations (118) (2018)
61. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 203-213 View citations (122)
    See also Working Paper Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach, Working Papers (2017) View citations (10) (2017)
62. Oil prices, exchange rates and stock markets under uncertainty and regime-switching
    Finance Research Letters, 2018, 27, (C), 28-33 View citations (68)
63. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 View citations (64)
64. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 View citations (155)
65. Spillovers between Bitcoin and other assets during bear and bull markets
    Applied Economics, 2018, 50, (55), 5935-5949 View citations (118)
    See also Working Paper Spillovers between Bitcoin and other Assets during Bear and Bull Markets, Working Papers (2018) View citations (119) (2018)
66. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
    Economics Bulletin, 2018, 38, (1), 373-382 View citations (52)
67. Time-varying efficiency in food and energy markets: Evidence and implications
    Economic Modelling, 2018, 70, (C), 97-114 View citations (7)
    See also Working Paper Time-varying efficiency in food and energy markets: Evidence and implications, Post-Print (2018) View citations (7) (2018)

2017

68. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Applied Economics, 2017, 49, (50), 5063-5073 View citations (116)
    See also Working Paper Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?, Post-Print (2017) View citations (100) (2017)
69. Can energy commodity futures add to the value of carbon assets?
    Economic Modelling, 2017, 62, (C), 194-206 View citations (25)
70. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Economic Modelling, 2017, 64, (C), 74-81 View citations (326)
    See also Working Paper Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Post-Print (2017) View citations (278) (2017)
71. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
    Resources Policy, 2017, 52, (C), 201-206 View citations (110)
72. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
    Energy Economics, 2017, 68, (C), 327-339 View citations (53)
73. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Finance Research Letters, 2017, 23, (C), 87-95 View citations (345)
    See also Working Paper Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions, Post-Print (2017) View citations (326) (2017)
74. Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis
    Energy Economics, 2017, 63, (C), 199-212 View citations (228)
    See also Working Paper Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis, MPRA Paper (2017) View citations (226) (2017)
75. Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings
    International Journal of Production Economics, 2017, 193, (C), 63-76 View citations (34)
    See also Working Paper Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings, Post-Print (2017) View citations (41) (2017)
76. Modelling under ambiguity with two correlated Choquet-Brownian motions
    Economics Bulletin, 2017, 37, (2), 1012-1020 View citations (1)
77. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Finance Research Letters, 2017, 20, (C), 192-198 View citations (562)
    See also Working Paper On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?, Post-Print (2017) View citations (513) (2017)
78. Short- and long-run causality across the implied volatility of crude oil and agricultural commodities
    Economics Bulletin, 2017, 37, (2), Short- and long-run causality across the implied volatility of crude oil and agricultural commodities View citations (8)
79. Sustainable production framework for cement manufacturing firms: A behavioural perspective
    Renewable and Sustainable Energy Reviews, 2017, 78, (C), 495-502 View citations (7)
80. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
    Energy Economics, 2017, 66, (C), 122-139 View citations (72)
81. The impact of religious practice on stock returns and volatility
    International Review of Financial Analysis, 2017, 52, (C), 172-189 View citations (8)
    See also Working Paper The impact of religious practice on stock returns and volatility, Post-Print (2017) View citations (8) (2017)
82. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Finance Research Letters, 2017, 23, (C), 23-30 View citations (31)
    See also Working Paper Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices, Post-Print (2017) View citations (30) (2017)

2016

83. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Finance Research Letters, 2016, 18, (C), 136-141 View citations (189)
    See also Working Paper Economic policy uncertainty and stock markets: Long-run evidence from the US, Post-Print (2016) View citations (177) (2016)
84. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?*
    Journal of Wine Economics, 2016, 11, (2), 233-248 View citations (10)
    See also Working Paper Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?, Post-Print (2016) View citations (10) (2016)
85. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India
    Economics Bulletin, 2016, 36, (2), 760-770 View citations (25)
    See also Working Paper On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India, Post-Print (2016) View citations (20) (2016)

2014

86. Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions
    Economic Modelling, 2014, 38, (C), 495-503 View citations (20)