Details about Amine Ben Amar

Access statistics for papers by Amine Ben Amar.

Last updated 2024-11-21. Update your information in the RePEc Author Service.

Short-id: pbe690

Working Papers

2024

1. Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
   Post-Print, HAL
   See also Journal Article Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach, The Quarterly Review of Economics and Finance, Elsevier (2024) (2024)
2. Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence
   Post-Print, HAL
   See also Journal Article Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence, Journal of Risk Finance, Emerald Group Publishing Limited (2024) (2024)
3. How does Hamas–Israel war impact stock markets in the Middle East? Country and sector-level analysis
   Post-Print, HAL
4. Regret-aversion over different maturities: Application to energy futures markets
   Post-Print, HAL
   See also Journal Article Regret-aversion over different maturities: Application to energy futures markets, Economics Letters, Elsevier (2024) (2024)
5. Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict
   Working Papers, HAL
   Also in Working Papers, HAL (2023) View citations (4)
   Post-Print, HAL (2023) View citations (4)
   See also Journal Article Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict, Finance Research Letters, Elsevier (2023) View citations (1) (2023)

2023

6. How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis
   Post-Print, HAL
   See also Journal Article How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis, Defence and Peace Economics, Taylor & Francis Journals (2024) (2024)

2022

7. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
   Post-Print, HAL View citations (1)
   Also in Working Papers, HAL (2021) View citations (4)
   Working Papers, HAL (2022) View citations (3)
   See also Journal Article Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?, International Review of Financial Analysis, Elsevier (2022) View citations (3) (2022)
8. Dynamic connectedness and optimal hedging strategy among commodities and financial indices
   Post-Print, HAL View citations (6)
   See also Journal Article Dynamic connectedness and optimal hedging strategy among commodities and financial indices, International Review of Financial Analysis, Elsevier (2022) View citations (7) (2022)
9. The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence
   Post-Print, HAL View citations (3)
   See also Journal Article The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence, The Quarterly Review of Economics and Finance, Elsevier (2022) View citations (4) (2022)
10. Time-frequency analysis of the comovement between wheat and equity markets
    Post-Print, HAL
    See also Journal Article Time-frequency analysis of the comovement between wheat and equity markets, Journal of Risk Finance, Emerald Group Publishing Limited (2022) (2022)

2021

11. Connectedness among regional financial markets in the context of the COVID-19
    Post-Print, HAL View citations (4)
    Also in Post-Print, HAL (2020) View citations (7)
    Post-Print, HAL (2021) View citations (4)
    See also Journal Article Connectedness among regional financial markets in the context of the COVID-19, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (9) (2021)
12. Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era
    Post-Print, HAL View citations (12)
    See also Journal Article Emerging and advanced economies markets behaviour during the COVID‐19 crisis era, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2023) (2023)
13. The unprecedented reaction of equity and commodity markets to COVID-19
    Post-Print, HAL View citations (18)
    See also Journal Article The unprecedented reaction of equity and commodity markets to COVID-19, Finance Research Letters, Elsevier (2021) View citations (28) (2021)

2020

14. The Unprecedented Equity and Commodity Markets Reaction to COVID-19
    Post-Print, HAL View citations (10)

2018

15. An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems
    Post-Print, HAL View citations (3)
    See also Journal Article An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems, Economics Bulletin, AccessEcon (2018) View citations (3) (2018)
16. Du Tunindex au Tunindex-i: Structure et Performance
    Working Papers, HAL

2017

17. Are Non-Conventional Banks More Resilient than Conventional Ones to Financial Crisis?
    Working Papers, HAL View citations (2)

2015

18. Does Islamic bank financing contribute to economic growth? The Malaysian case
    Post-Print, HAL View citations (13)
    See also Journal Article Does Islamic bank financing contribute to economic growth? The Malaysian case, International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited (2015) View citations (2) (2015)

Journal Articles

2024

1. Blockchain markets, green finance investments, and environmental impacts
   Research in International Business and Finance, 2024, 69, (C) View citations (2)
2. Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
   The Quarterly Review of Economics and Finance, 2024, 93, (C), 229-246
   See also Working Paper Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach, Post-Print (2024) (2024)
3. Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence
   Journal of Risk Finance, 2024, 25, (4), 629-645
   See also Working Paper Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence, Post-Print (2024) (2024)
4. How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis
   Defence and Peace Economics, 2024, 35, (6), 713-739
   See also Working Paper How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis, Post-Print (2023) (2023)
5. Regret-aversion over different maturities: Application to energy futures markets
   Economics Letters, 2024, 241, (C)
   See also Working Paper Regret-aversion over different maturities: Application to energy futures markets, Post-Print (2024) (2024)

2023

6. Emerging and advanced economies markets behaviour during the COVID‐19 crisis era
   International Journal of Finance & Economics, 2023, 28, (2), 1563-1581
   See also Working Paper Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era, Post-Print (2021) View citations (12) (2021)
7. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
   Finance Research Letters, 2023, 55, (PA) View citations (1)
   See also Working Paper Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict, Working Papers (2024) (2024)
8. The Ramadan effect on commodity and stock markets integration
   Review of Accounting and Finance, 2023, 22, (3), 269-293 View citations (3)
9. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
   Pacific-Basin Finance Journal, 2023, 77, (C) View citations (3)

2022

10. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 386-400 View citations (4)
11. COVID-19 and oil price shocks: the case of Republic of the Congo
    International Journal of Global Energy Issues, 2022, 44, (4), 281-291
12. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
    International Review of Financial Analysis, 2022, 82, (C) View citations (3)
    See also Working Paper Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?, Post-Print (2022) View citations (1) (2022)
13. Dynamic connectedness and optimal hedging strategy among commodities and financial indices
    International Review of Financial Analysis, 2022, 83, (C) View citations (7)
    See also Working Paper Dynamic connectedness and optimal hedging strategy among commodities and financial indices, Post-Print (2022) View citations (6) (2022)
14. On the role of Islamic banks in the monetary policy transmission in Saudi Arabia
    Eurasian Economic Review, 2022, 12, (1), 55-94
15. Profit- and loss-sharing partnership: the case of the two-tier mudharaba in Islamic banking
    International Journal of Islamic and Middle Eastern Finance and Management, 2022, 16, (1), 81-102
16. The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 303-325 View citations (4)
    See also Working Paper The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence, Post-Print (2022) View citations (3) (2022)
17. Time-frequency analysis of the comovement between wheat and equity markets
    Journal of Risk Finance, 2022, 23, (4), 368-384
    See also Working Paper Time-frequency analysis of the comovement between wheat and equity markets, Post-Print (2022) (2022)

2021

18. Connectedness among regional financial markets in the context of the COVID-19
    Applied Economics Letters, 2021, 28, (20), 1789-1796 View citations (9)
    See also Working Paper Connectedness among regional financial markets in the context of the COVID-19, Post-Print (2021) View citations (4) (2021)
19. Economic growth and environment in the United Kingdom: robust evidence using more than 250 years data
    Environmental Economics and Policy Studies, 2021, 23, (4), 667-681 View citations (6)
20. Is there a shift contagion among stock markets during the COVID-19 crisis? Further insights from TYDL causality test
    International Review of Applied Economics, 2021, 35, (2), 188-209 View citations (9)
21. The unprecedented reaction of equity and commodity markets to COVID-19
    Finance Research Letters, 2021, 38, (C) View citations (28)
    See also Working Paper The unprecedented reaction of equity and commodity markets to COVID-19, Post-Print (2021) View citations (18) (2021)
22. Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty
    International Journal of Finance & Economics, 2021, 26, (1), 1623-1636 View citations (4)

2019

23. The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model
    Economics Bulletin, 2019, 39, (4), 2317-2332 View citations (3)

2018

24. An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems
    Economics Bulletin, 2018, 38, (1), 558-564 View citations (3)
    See also Working Paper An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems, Post-Print (2018) View citations (3) (2018)

2015

25. Does Islamic bank financing contribute to economic growth? The Malaysian case
    International Journal of Islamic and Middle Eastern Finance and Management, 2015, 8, (3), 349-368 View citations (2)
    See also Working Paper Does Islamic bank financing contribute to economic growth? The Malaysian case, Post-Print (2015) View citations (13) (2015)