Details about Taha Zaghdoudi

Access statistics for papers by Taha Zaghdoudi.

Last updated 2026-06-30. Update your information in the RePEc Author Service.

Short-id: pza306

Working Papers

2022

1. A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk
   Post-Print, HAL View citations (1)
2. Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market
   Post-Print, HAL View citations (2)
   See also Journal Article Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market, Complexity, Hindawi (2022) View citations (2) (2022)

2016

3. spanel: le package R pour l’estimation des données de panel spatiale
   (spanel: an R package to estimate the spatial panel data)
   MPRA Paper, University Library of Munich, Germany View citations (1)

2015

4. Modèle de détection avancée des crises bancaires basé sur une approche panel logistique
   (Banking crisis detection model based on a panel logistic approach)
   MPRA Paper, University Library of Munich, Germany
5. Monetary policy, excessive risk-taking and banking crisis
   MPRA Paper, University Library of Munich, Germany

2014

6. Modèle d’alerte des crises bancaires basé sur une approche bayésienne
   (Banking crisis early warning model based on a bayesian model averaging approach)
   MPRA Paper, University Library of Munich, Germany
7. ivporbit:An R package to estimate the probit model with continuous endogenous regressors
   MPRA Paper, University Library of Munich, Germany

2013

8. Banking intermediation and economic growth: some evidence from mena countries
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Banking Intermediation and Economic Growth: Some Evidence from MENA Countries, Advances in Management and Applied Economics, SCIENPRESS Ltd (2013) View citations (2) (2013)

Journal Articles

2026

1. Do MENA Banks Withstand Uncertainty? Evidence from Bank Stability
   Risks, 2026, 14, (6), 1-21

2025

2. Against a background of energy uncertainty and climate change, is there a substitution effect between fossil fuels in OECD countries?
   Energy, 2025, 320, (C) View citations (7)

2024

3. Can Economic, Geopolitical and Energy Uncertainty Indices Predict Bitcoin Energy Consumption? New Evidence from a Machine Learning Approach
   Energies, 2024, 17, (13), 1-15 View citations (2)
4. Dirty versus renewable energy consumption in China: a comparative analysis between conventional and non-conventional approaches
   Annals of Operations Research, 2024, 334, (1), 601-622 View citations (3)
5. Testing the Nonlinear Long- and Short-Run Distributional Asymmetries Effects of Bitcoin Prices on Bitcoin Energy Consumption: New Insights through the QNARDL Model and XGBoost Machine-Learning Tool
   Energies, 2024, 17, (12), 1-19 View citations (1)

2023

6. Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach
   Energy, 2023, 285, (C) View citations (23)
7. Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling
   Computational Economics, 2023, 62, (2), 663-687 View citations (5)

2022

8. Assessing the Impact of Fossil Fuel Prices on Renewable Energy in China Using the Novel Dynamic ARDL Simulations Approach
   Sustainability, 2022, 14, (16), 1-17 View citations (3)
9. Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models
   Energies, 2022, 15, (15), 1-20 View citations (6)
10. Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market
    Complexity, 2022, 2022, 1-23 View citations (2)
    Also in Complexity, 2022, 2022, (1) (2022) View citations (2)
    See also Working Paper Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market, Post-Print (2022) View citations (2) (2022)

2021

11. Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models
    The Quarterly Review of Economics and Finance, 2021, 81, (C), 481-492 View citations (8)

2020

12. Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach
    Economics Bulletin, 2020, 40, (3), 2085-2092
13. Threshold Effect in the Relationship Between External Debt and Economic Growth: A Dynamic Panel Threshold Specification
    Journal of Quantitative Economics, 2020, 18, (2), 447-456 View citations (11)

2018

14. Asymmetric responses of CO2 emissions to oil price shocks in China: a non-linear ARDL approach
    Economics Bulletin, 2018, 38, (3), 1485-1493 View citations (1)

2017

15. Does external debt- poverty relationship confirm the debtoverhang hypothesis for developing counties?
    Economics Bulletin, 2017, 37, (2), 653-665 View citations (11)
16. Internet usage, renewable energy, electricity consumption and economic growth: Evidence from developed countries
    Economics Bulletin, 2017, 37, (3), 1612-1619 View citations (6)
17. Monetary Policy and Bank Excessive Risk-Taking
    Acta Universitatis Danubius. OEconomica, 2017, (13(2)), 157-173
18. Oil prices, renewable energy, CO2 emissions and economic growth in OECD countries
    Economics Bulletin, 2017, 37, (3), 1844-1850 View citations (10)
19. Threshold effect in the relationship between environmental taxes and CO2 emissions: A PSTR specification
    Economics Bulletin, 2017, 37, (3), 2086-2094 View citations (6)
20. WHAT THREATENS TUNISIAN BANKING STABILITY? BAYESIAN MODEL VERSUS PANEL DATA ANALYSIS
    The International Journal of Business and Finance Research, 2017, 11, (2), 21-37 View citations (6)

2016

21. Banking Crisis Early Warning Model based on a Bayesian Model Averaging Approach
    Acta Universitatis Danubius. OEconomica, 2016, (12(4)), 275-288

2013

22. Bank Failure Prediction with Logistic Regression
    International Journal of Economics and Financial Issues, 2013, 3, (2), 537-543 View citations (17)
23. Banking Intermediation and Economic Growth: Some Evidence from MENA Countries
    Advances in Management and Applied Economics, 2013, 3, (4), 5 View citations (2)
    See also Working Paper Banking intermediation and economic growth: some evidence from mena countries, MPRA Paper (2013) View citations (1) (2013)