Details about Ramzi NEKHILI
Access statistics for papers by Ramzi NEKHILI.
Last updated 2024-12-07. Update your information in the RePEc Author Service.
Short-id: pne425
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Journal Articles
2024
- Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations
Physica A: Statistical Mechanics and its Applications, 2024, 637, (C) View citations (4)
- Dynamic spillover and connectedness in higher moments of European stock sector markets
Research in International Business and Finance, 2024, 68, (C) View citations (5)
- Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data
IJFS, 2024, 12, (4), 1-14
- Ethereum futures and the efficiency of cryptocurrency spot markets
Physica A: Statistical Mechanics and its Applications, 2024, 654, (C)
- Return spillovers between decentralized finance and centralized finance markets
Eurasian Economic Review, 2024, 14, (2), 487-506
2023
- Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
Finance Research Letters, 2023, 55, (PB) View citations (7)
- European bank credit risk transmission during the credit Suisse collapse
Finance Research Letters, 2023, 58, (PB) View citations (1)
- Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods
Finance Research Letters, 2023, 55, (PA) View citations (8)
- Forecasting cryptocurrency returns with machine learning
Research in International Business and Finance, 2023, 64, (C) View citations (5)
- Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
International Economics, 2023, 176, (C)
- Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Energy Economics, 2023, 119, (C) View citations (18)
- Liquidity spillovers between cryptocurrency and foreign exchange markets
The North American Journal of Economics and Finance, 2023, 68, (C) View citations (6)
2022
- Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum
Journal of Risk Finance, 2022, 24, (1), 59-71 View citations (7)
- Extreme connectedness between renewable energy tokens and fossil fuel markets
Energy Economics, 2022, 114, (C) View citations (42)
- Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
International Review of Financial Analysis, 2022, 81, (C) View citations (46)
- Quantile connectedness and spillovers analysis between oil and international REIT markets
Finance Research Letters, 2022, 48, (C) View citations (15)
2021
- Asymmetric volatility connectedness among U.S. stock sectors
The North American Journal of Economics and Finance, 2021, 56, (C) View citations (22)
- Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis
Resources Policy, 2021, 74, (C) View citations (6)
- Good and bad high-frequency volatility spillovers among developed and emerging stock markets
International Journal of Emerging Markets, 2021, 18, (9), 2107-2132
- Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets
Resources Policy, 2021, 74, (C) View citations (22)
- Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis
Economic Analysis and Policy, 2021, 71, (C), 73-96 View citations (26)
- Quantile dependencies between precious and industrial metals futures and portfolio management
Resources Policy, 2021, 73, (C) View citations (13)
2020
- Jump Driven Risk Model Performance in Cryptocurrency Market
IJFS, 2020, 8, (2), 1-18 View citations (4)
- Numerical and approximate solutions for coupled time fractional nonlinear evolutions equations via reduced differential transform method
Chaos, Solitons & Fractals, 2020, 131, (C) View citations (3)
2019
- Impact of Education Tourism on Bahrain¡¯s Economic Growth: A Perspective
International Journal of Learning and Development, 2019, 9, (2), 116-133
2016
- Credit Rating Changes and Stock Market Reaction in the Kingdom of Bahrain
International Journal of Economics and Finance, 2016, 8, (8), 23
2002
- Exploring exchange rate returns at different time horizons
Physica A: Statistical Mechanics and its Applications, 2002, 313, (3), 671-682 View citations (21)
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