Details about Naji Pierre Jalkh

Access statistics for papers by Naji Pierre Jalkh.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pja652

Working Papers

2024

1. Nonstandard errors
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (2) (2024)

2020

2. Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model
   Working Papers, University of Pretoria, Department of Economics View citations (1)

2017

3. 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)

Journal Articles

2024

1. Flight-to-safety across time and market conditions
   International Review of Economics & Finance, 2024, 94, (C) View citations (1)
2. Global Geopolitical Risk and the Long- and Short-Run Impacts on the Returns and Volatilities of US Treasuries
   Defence and Peace Economics, 2024, 35, (3), 339-366 View citations (1)
3. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Nonstandard errors, LSE Research Online Documents on Economics (2024) View citations (2) (2024)

2023

4. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
   International Review of Financial Analysis, 2023, 90, (C) View citations (11)

2022

5. Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?
   International Review of Financial Analysis, 2022, 83, (C) View citations (9)

2021

6. Hedging the risk of travel and leisure stocks: The role of crude oil
   Tourism Economics, 2021, 27, (7), 1337-1356 View citations (4)
7. Spillovers in higher moments and jumps across US stock and strategic commodity markets
   Resources Policy, 2021, 72, (C) View citations (85)
8. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
   Economic Analysis and Policy, 2021, 71, (C), 180-197 View citations (68)

2019

9. Assessing the risk of the European Union carbon allowance market
   International Journal of Managerial Finance, 2019, 16, (1), 49-60 View citations (2)
10. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
    Resources Policy, 2019, 61, (C), 385-392 View citations (22)
11. Conditional quantiles and tail dependence in the volatilities of gold and silver
    International Economics, 2019, (157), 117-133 View citations (11)
    Also in International Economics, 2019, 157, (C), 117-133 (2019) View citations (10)
12. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 View citations (112)

2017

13. 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)