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Details about Khaled Mokni

Workplace:Institut Supérieur de Gestion de Gabès (Gabes Higher Institute of Management), (more information at EDIRC)

Access statistics for papers by Khaled Mokni.

Last updated 2022-11-25. Update your information in the RePEc Author Service.

Short-id: pmo1146

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Journal Articles


  1. COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies
    Research in International Business and Finance, 2022, 60, (C) Downloads View citations (3)
  2. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty
    Pacific-Basin Finance Journal, 2022, 75, (C) Downloads
  3. Detrended cross-correlation analysis in quantiles between oil price and the US stock market
    Energy, 2022, 242, (C) Downloads
  4. Investor sentiment and Bitcoin relationship: A quantile-based analysis
    The North American Journal of Economics and Finance, 2022, 60, (C) Downloads
  5. True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods
    Empirical Economics, 2022, 63, (3), 1543-1570 Downloads
  6. When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
    International Review of Financial Analysis, 2022, 83, (C) Downloads


  1. Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis
    Economic Analysis and Policy, 2021, 69, (C), 238-252 Downloads View citations (2)
  2. Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
    Resources Policy, 2021, 70, (C) Downloads View citations (7)
  3. Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?
    Energy Economics, 2021, 103, (C) Downloads View citations (11)
  4. Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
    SAGE Open, 2021, 11, (2), 21582440211016377 Downloads View citations (3)
  5. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
    Financial Innovation, 2021, 7, (1), 1-27 Downloads View citations (20)
  6. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
    Resources Policy, 2021, 72, (C) Downloads View citations (8)
  7. Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?
    Resources Policy, 2021, 74, (C) Downloads View citations (8)
  8. Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
    Resources Policy, 2021, 74, (C) Downloads View citations (4)
  9. Oil-gold nexus: Evidence from regime switching-quantile regression approach
    Resources Policy, 2021, 73, (C) Downloads View citations (2)
  10. On the Nonlinear Impact of Oil Price Shocks on the World Food Prices Under Different Markets Conditions
    International Economic Journal, 2021, 35, (1), 73-95 Downloads View citations (1)
  11. Symmetric and Asymmetric Causal Relationship between Oil Prices and G7 Stock Markets: A Bootstrap Rolling-Window Granger Causality Test
    Journal of Economic Integration, 2021, 36, (4), 718-744 Downloads
  12. When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 65-73 Downloads View citations (8)


  1. A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries
    Energy, 2020, 213, (C) Downloads View citations (11)
  2. Asymmetric causality in quantiles analysis of the oil-food ‏ ‏nexus since the 1960s
    Resources Policy, 2020, 69, (C) Downloads View citations (4)
  3. Asymmetric effect of oil prices on herding in commodity markets
    Managerial Finance, 2020, 47, (4), 535-554 Downloads View citations (1)
  4. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?
    Resources Policy, 2020, 69, (C) Downloads View citations (21)
  5. Economic policy uncertainty and the Bitcoin-US stock nexus
    Journal of Multinational Financial Management, 2020, 57-58 Downloads View citations (13)
  6. Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
    Review of Financial Economics, 2020, 38, (4), 635-654 Downloads View citations (4)
  7. Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach
    Journal of Multinational Financial Management, 2020, 55, (C) Downloads View citations (12)
  8. Relationship between green bonds and financial and environmental variables: A novel time-varying causality
    Energy Economics, 2020, 92, (C) Downloads View citations (23)


  1. Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?
    Economies, 2019, 7, (3), 1-22 Downloads View citations (7)
  2. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach
    The Quarterly Review of Economics and Finance, 2019, 72, (C), 14-33 Downloads View citations (16)


    Annals of Financial Economics (AFE), 2018, 13, (01), 1-20 Downloads View citations (8)
  2. On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries
    Journal of Behavioral and Experimental Finance, 2018, 20, (C), 52-63 Downloads View citations (12)


  1. Conditional dependence between international stock markets: A long memory GARCH-copula model approach
    Journal of Multinational Financial Management, 2017, 42-43, 116-131 Downloads View citations (14)


  1. Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market
    International Journal of Economics and Empirical Research (IJEER), 2015, 3, (8), 371-388 Downloads
  2. Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
    Energy Economics, 2015, 51, (C), 99-110 Downloads View citations (39)
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