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Details about Ramzi NEKHILI

Workplace:College of Administrative Sciences, Applied Sciences University, (more information at EDIRC)

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

  1. Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations
    Physica A: Statistical Mechanics and its Applications, 2024, 637, (C) Downloads 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) Downloads View citations (5)
  3. Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data
    IJFS, 2024, 12, (4), 1-14 Downloads
  4. Ethereum futures and the efficiency of cryptocurrency spot markets
    Physica A: Statistical Mechanics and its Applications, 2024, 654, (C) Downloads
  5. Return spillovers between decentralized finance and centralized finance markets
    Eurasian Economic Review, 2024, 14, (2), 487-506 Downloads

2023

  1. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
    Finance Research Letters, 2023, 55, (PB) Downloads View citations (7)
  2. European bank credit risk transmission during the credit Suisse collapse
    Finance Research Letters, 2023, 58, (PB) Downloads View citations (1)
  3. 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) Downloads View citations (8)
  4. Forecasting cryptocurrency returns with machine learning
    Research in International Business and Finance, 2023, 64, (C) Downloads View citations (5)
  5. Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
    International Economics, 2023, 176, (C) Downloads
  6. Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
    Energy Economics, 2023, 119, (C) Downloads View citations (18)
  7. Liquidity spillovers between cryptocurrency and foreign exchange markets
    The North American Journal of Economics and Finance, 2023, 68, (C) Downloads View citations (6)

2022

  1. Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum
    Journal of Risk Finance, 2022, 24, (1), 59-71 Downloads View citations (7)
  2. Extreme connectedness between renewable energy tokens and fossil fuel markets
    Energy Economics, 2022, 114, (C) Downloads View citations (42)
  3. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
    International Review of Financial Analysis, 2022, 81, (C) Downloads View citations (46)
  4. Quantile connectedness and spillovers analysis between oil and international REIT markets
    Finance Research Letters, 2022, 48, (C) Downloads View citations (15)

2021

  1. Asymmetric volatility connectedness among U.S. stock sectors
    The North American Journal of Economics and Finance, 2021, 56, (C) Downloads View citations (22)
  2. Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis
    Resources Policy, 2021, 74, (C) Downloads View citations (6)
  3. Good and bad high-frequency volatility spillovers among developed and emerging stock markets
    International Journal of Emerging Markets, 2021, 18, (9), 2107-2132 Downloads
  4. Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets
    Resources Policy, 2021, 74, (C) Downloads View citations (22)
  5. 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 Downloads View citations (26)
  6. Quantile dependencies between precious and industrial metals futures and portfolio management
    Resources Policy, 2021, 73, (C) Downloads View citations (13)

2020

  1. Jump Driven Risk Model Performance in Cryptocurrency Market
    IJFS, 2020, 8, (2), 1-18 Downloads View citations (4)
  2. Numerical and approximate solutions for coupled time fractional nonlinear evolutions equations via reduced differential transform method
    Chaos, Solitons & Fractals, 2020, 131, (C) Downloads View citations (3)

2019

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

2016

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

2002

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