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Details about David Roubaud

Workplace:Montpellier Business School, (more information at EDIRC)

Access statistics for papers by David Roubaud.

Last updated 2018-11-08. Update your information in the RePEc Author Service.

Short-id: pro1069


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Working Papers

2018

  1. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Energy Economics (2018)
  3. Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Herding Behaviour in the Cryptocurrency Market
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  5. Impact of terrorism on stock markets: empirical evidence from the SAARC region
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Spillovers between Bitcoin and other Assets during Bear and Bull Markets
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Applied Economics (2018)

2017

  1. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
    Working Papers, University of Pretoria, Department of Economics
  2. Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (27)
    See also Journal Article in Energy Economics (2017)
  3. Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings
    Post-Print, HAL View citations (8)
    See also Journal Article in International Journal of Production Economics (2017)
  4. How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Energy Policy (2018)
  5. Modelling under ambiguity with two correlated Choquet-Brownian motions
    Post-Print, HAL
    See also Journal Article in Economics Bulletin (2017)
  6. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (4)

2016

  1. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article in Finance Research Letters (2017)
  3. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (5)

2014

  1. Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions
    Post-Print, HAL View citations (7)
    See also Journal Article in Economic Modelling (2014)

2010

  1. Real Options under Choquet-Brownian Ambiguity
    Working Papers, HAL Downloads View citations (7)
    Also in Working Papers, LAMETA, Universtiy of Montpellier (2010) Downloads View citations (2)

Journal Articles

2018

  1. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 Downloads View citations (5)
  2. Comovements of gold futures markets and the spot market: A wavelet analysis
    Finance Research Letters, 2018, 24, (C), 19-24 Downloads View citations (1)
  3. Direct rebound effect of residential gas demand: Empirical evidence from France
    Energy Policy, 2018, 115, (C), 23-31 Downloads View citations (6)
  4. Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
    The Quarterly Review of Economics and Finance, 2018, 68, (C), 23-30 Downloads View citations (1)
  5. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    International Review of Financial Analysis, 2018, 57, (C), 1-12 Downloads View citations (5)
  6. Environmental degradation in France: The effects of FDI, financial development, and energy innovations
    Energy Economics, 2018, 74, (C), 843-857 Downloads View citations (1)
    See also Working Paper (2018)
  7. Examining top management commitment to TQM diffusion using institutional and upper echelon theories
    International Journal of Production Research, 2018, 56, (8), 2988-3006 Downloads View citations (1)
  8. How economic growth, renewable electricity and natural resources contribute to CO2 emissions?
    Energy Policy, 2018, 113, (C), 356-367 Downloads View citations (10)
    See also Working Paper (2017)
  9. Index futures volatility and trading activity: Measuring causality at a multiple horizon
    Finance Research Letters, 2018, 24, (C), 247-255 Downloads View citations (1)
  10. Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations
    Annals of Operations Research, 2018, 270, (1), 273-286 Downloads
  11. Information demand and stock market liquidity: International evidence
    Economic Modelling, 2018, 70, (C), 194-202 Downloads
  12. Informational efficiency of Bitcoin—An extension
    Economics Letters, 2018, 163, (C), 106-109 Downloads View citations (22)
  13. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 Downloads View citations (2)
  14. Spillovers between Bitcoin and other assets during bear and bull markets
    Applied Economics, 2018, 50, (55), 5935-5949 Downloads View citations (1)
    See also Working Paper (2018)
  15. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
    Economics Bulletin, 2018, 38, (1), 373-382 Downloads View citations (2)
  16. Time-varying efficiency in food and energy markets: Evidence and implications
    Economic Modelling, 2018, 70, (C), 97-114 Downloads

2017

  1. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Applied Economics, 2017, 49, (50), 5063-5073 Downloads View citations (14)
  2. Can energy commodity futures add to the value of carbon assets?
    Economic Modelling, 2017, 62, (C), 194-206 Downloads View citations (4)
  3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Economic Modelling, 2017, 64, (C), 74-81 Downloads View citations (41)
  4. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
    Resources Policy, 2017, 52, (C), 201-206 Downloads View citations (18)
  5. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
    Energy Economics, 2017, 68, (C), 327-339 Downloads View citations (2)
  6. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Finance Research Letters, 2017, 23, (C), 87-95 Downloads View citations (42)
    See also Working Paper (2016)
  7. Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis
    Energy Economics, 2017, 63, (C), 199-212 Downloads View citations (21)
    See also Working Paper (2017)
  8. Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings
    International Journal of Production Economics, 2017, 193, (C), 63-76 Downloads View citations (7)
    See also Working Paper (2017)
  9. Modelling under ambiguity with two correlated Choquet-Brownian motions
    Economics Bulletin, 2017, 37, (2), 1012-1020 Downloads
    See also Working Paper (2017)
  10. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Finance Research Letters, 2017, 20, (C), 192-198 Downloads View citations (65)
  11. Short- and long-run causality across the implied volatility of crude oil and agricultural commodities
    Economics Bulletin, 2017, 37, (2), Short- and long-run causality across the implied volatility of crude oil and agricultural commodities Downloads View citations (1)
  12. Sustainable production framework for cement manufacturing firms: A behavioural perspective
    Renewable and Sustainable Energy Reviews, 2017, 78, (C), 495-502 Downloads
  13. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
    Energy Economics, 2017, 66, (C), 122-139 Downloads View citations (7)
  14. The impact of religious practice on stock returns and volatility
    International Review of Financial Analysis, 2017, 52, (C), 172-189 Downloads View citations (1)
  15. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Finance Research Letters, 2017, 23, (C), 23-30 Downloads View citations (2)

2016

  1. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Finance Research Letters, 2016, 18, (C), 136-141 Downloads View citations (23)
  2. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?
    Journal of Wine Economics, 2016, 11, (02), 233-248 Downloads View citations (1)
  3. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India
    Economics Bulletin, 2016, 36, (2), 760-770 Downloads View citations (6)

2014

  1. Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions
    Economic Modelling, 2014, 38, (C), 495-503 Downloads View citations (10)
    See also Working Paper (2014)
 
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