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
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Journal Articles
2022
- 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)
- 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)
- Detrended cross-correlation analysis in quantiles between oil price and the US stock market
Energy, 2022, 242, (C) View citations (3)
- Investor sentiment and Bitcoin relationship: A quantile-based analysis
The North American Journal of Economics and Finance, 2022, 60, (C) View citations (17)
- 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 (1)
- 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 (19)
2021
- Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis
Economic Analysis and Policy, 2021, 69, (C), 238-252 View citations (15)
- Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
Resources Policy, 2021, 70, (C) View citations (18)
- 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 (30)
- Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
SAGE Open, 2021, 11, (2), 21582440211016377 View citations (8)
- 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 (71)
- Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
Resources Policy, 2021, 72, (C) View citations (23)
- 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)
- Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
Resources Policy, 2021, 74, (C) View citations (16)
- Oil-gold nexus: Evidence from regime switching-quantile regression approach
Resources Policy, 2021, 73, (C) View citations (6)
- 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 (3)
- 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)
- 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 (25)
2020
- 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)
- Asymmetric causality in quantiles analysis of the oil-food nexus since the 1960s
Resources Policy, 2020, 69, (C) View citations (7)
- Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?
Resources Policy, 2020, 69, (C) View citations (50)
- Economic policy uncertainty and the Bitcoin-US stock nexus
Journal of Multinational Financial Management, 2020, 57-58 View citations (25)
- 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)
- 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)
- Relationship between green bonds and financial and environmental variables: A novel time-varying causality
Energy Economics, 2020, 92, (C) View citations (98)
2019
- 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 (14)
- 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
- EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS
Annals of Financial Economics (AFE), 2018, 13, (01), 1-20 View citations (8)
- 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
- 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 (22)
2015
- 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
- Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
Energy Economics, 2015, 51, (C), 99-110 View citations (44)
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