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Details about Naji Pierre Jalkh

Homepage:https://www.linkedin.com/in/naji-jalkh-phd-ba506528/
Workplace:Faculté de Gestion et Management (Faculty of Management), Université Saint-Joseph (Saint Joseph University), (more information at EDIRC)

Access statistics for papers by Naji Pierre Jalkh.

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

Short-id: pja652


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Working Papers

2024

  1. Nonstandard errors
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) Downloads View citations (6)
    Working Papers, Lund University, Department of Economics (2021) Downloads

    See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) Downloads (2024)

2020

  1. 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

  1. 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) Downloads View citations (116) (2017)

Journal Articles

2024

  1. Flight-to-safety across time and market conditions
    International Review of Economics & Finance, 2024, 94, (C) Downloads 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 Downloads View citations (1)
  3. Nonstandard Errors
    Journal of Finance, 2024, 79, (3), 2339-2390 Downloads
    See also Working Paper Nonstandard errors, LSE Research Online Documents on Economics (2024) Downloads (2024)

2023

  1. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
    International Review of Financial Analysis, 2023, 90, (C) Downloads View citations (10)

2022

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

2021

  1. Hedging the risk of travel and leisure stocks: The role of crude oil
    Tourism Economics, 2021, 27, (7), 1337-1356 Downloads View citations (4)
  2. Spillovers in higher moments and jumps across US stock and strategic commodity markets
    Resources Policy, 2021, 72, (C) Downloads View citations (83)
  3. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
    Economic Analysis and Policy, 2021, 71, (C), 180-197 Downloads View citations (68)

2019

  1. Assessing the risk of the European Union carbon allowance market
    International Journal of Managerial Finance, 2019, 16, (1), 49-60 Downloads View citations (2)
  2. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
    Resources Policy, 2019, 61, (C), 385-392 Downloads View citations (22)
  3. Conditional quantiles and tail dependence in the volatilities of gold and silver
    International Economics, 2019, 157, (C), 117-133 Downloads View citations (10)
    Also in International Economics, 2019, (157), 117-133 (2019) Downloads View citations (11)
  4. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 Downloads View citations (111)

2017

  1. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Applied Economics, 2017, 49, (50), 5063-5073 Downloads 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)
 
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