Details about Khaled Mokni

Access statistics for papers by Khaled Mokni.

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

Short-id: pmo1146

Journal Articles

2022

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) View citations (27)
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) View citations (7)
3. Detrended cross-correlation analysis in quantiles between oil price and the US stock market
   Energy, 2022, 242, (C) View citations (3)
4. Investor sentiment and Bitcoin relationship: A quantile-based analysis
   The North American Journal of Economics and Finance, 2022, 60, (C) View citations (17)
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 View citations (2)
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) View citations (25)

2021

7. Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis
   Economic Analysis and Policy, 2021, 69, (C), 238-252 View citations (15)
8. Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
   Resources Policy, 2021, 70, (C) View citations (18)
9. Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?
   Energy Economics, 2021, 103, (C) View citations (36)
10. Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
    SAGE Open, 2021, 11, (2), 21582440211016377 View citations (8)
11. 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 View citations (74)
12. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
    Resources Policy, 2021, 72, (C) View citations (23)
13. Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?
    Resources Policy, 2021, 74, (C) View citations (32)
14. Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
    Resources Policy, 2021, 74, (C) View citations (17)
15. Oil-gold nexus: Evidence from regime switching-quantile regression approach
    Resources Policy, 2021, 73, (C) View citations (7)
16. 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 View citations (5)
17. 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 View citations (2)
18. 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 View citations (26)

2020

19. 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) View citations (28)
20. Asymmetric causality in quantiles analysis of the oil-food ‏ ‏nexus since the 1960s
    Resources Policy, 2020, 69, (C) View citations (8)
21. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?
    Resources Policy, 2020, 69, (C) View citations (51)
22. Economic policy uncertainty and the Bitcoin-US stock nexus
    Journal of Multinational Financial Management, 2020, 57-58 View citations (25)
23. Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
    Review of Financial Economics, 2020, 38, (4), 635-654 View citations (6)
24. 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) View citations (19)
25. Relationship between green bonds and financial and environmental variables: A novel time-varying causality
    Energy Economics, 2020, 92, (C) View citations (100)

2019

26. Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?
    Economies, 2019, 7, (3), 1-22 View citations (15)
27. 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 View citations (35)

2018

28. EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS
    Annals of Financial Economics (AFE), 2018, 13, (01), 1-20 View citations (8)
29. 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 View citations (17)

2017

30. Conditional dependence between international stock markets: A long memory GARCH-copula model approach
    Journal of Multinational Financial Management, 2017, 42-43, 116-131 View citations (23)

2015

31. 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
32. Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
    Energy Economics, 2015, 51, (C), 99-110 View citations (44)