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

Journal Articles

2024

1. 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)
2. Dynamic spillover and connectedness in higher moments of European stock sector markets
   Research in International Business and Finance, 2024, 68, (C) View citations (5)
3. Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data
   IJFS, 2024, 12, (4), 1-14
4. Ethereum futures and the efficiency of cryptocurrency spot markets
   Physica A: Statistical Mechanics and its Applications, 2024, 654, (C)
5. Return spillovers between decentralized finance and centralized finance markets
   Eurasian Economic Review, 2024, 14, (2), 487-506

2023

6. 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)
7. European bank credit risk transmission during the credit Suisse collapse
   Finance Research Letters, 2023, 58, (PB) View citations (1)
8. 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)
9. Forecasting cryptocurrency returns with machine learning
   Research in International Business and Finance, 2023, 64, (C) View citations (7)
10. Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
    International Economics, 2023, 176, (C)
11. Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
    Energy Economics, 2023, 119, (C) View citations (20)
12. Liquidity spillovers between cryptocurrency and foreign exchange markets
    The North American Journal of Economics and Finance, 2023, 68, (C) View citations (7)

2022

13. Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum
    Journal of Risk Finance, 2022, 24, (1), 59-71 View citations (8)
14. Extreme connectedness between renewable energy tokens and fossil fuel markets
    Energy Economics, 2022, 114, (C) View citations (45)
15. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
    International Review of Financial Analysis, 2022, 81, (C) View citations (50)
16. Quantile connectedness and spillovers analysis between oil and international REIT markets
    Finance Research Letters, 2022, 48, (C) View citations (15)

2021

17. Asymmetric volatility connectedness among U.S. stock sectors
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (23)
18. Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis
    Resources Policy, 2021, 74, (C) View citations (6)
19. Good and bad high-frequency volatility spillovers among developed and emerging stock markets
    International Journal of Emerging Markets, 2021, 18, (9), 2107-2132
20. Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets
    Resources Policy, 2021, 74, (C) View citations (22)
21. 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)
22. Quantile dependencies between precious and industrial metals futures and portfolio management
    Resources Policy, 2021, 73, (C) View citations (13)

2020

23. Jump Driven Risk Model Performance in Cryptocurrency Market
    IJFS, 2020, 8, (2), 1-18 View citations (4)
24. 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

25. Impact of Education Tourism on Bahrain¡¯s Economic Growth: A Perspective
    International Journal of Learning and Development, 2019, 9, (2), 116-133

2016

26. Credit Rating Changes and Stock Market Reaction in the Kingdom of Bahrain
    International Journal of Economics and Finance, 2016, 8, (8), 23

2002

27. Exploring exchange rate returns at different time horizons
    Physica A: Statistical Mechanics and its Applications, 2002, 313, (3), 671-682 View citations (21)