← All authors Duc Khuong Nguyen University of Cambridge (per OpenAlex) · ORCID · OpenAlex
199 papers in scope · 199 published · 1 on the econ.EM arXiv · 15,666 citations · h-index 66 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Wei-Xing Zhou Yun-Shi Dai Kiet Tuan Duong Pengfei Dai Kamil Yılmaz Peng-Fei Dai Francis X. Diebold Stéphane Goutte Julia Manso Daniele Girolimetto Francis Ludlow Michael J. Puma Stefan Wager Susan Athey Emanuele Lopetuso Massimiliano Caporin Eugene Dettaa Endong Wang Akihiko Noda Koichiro Moriya Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 199)
Financialization and the drivers of commodity futures returns
published 2026 · Journal of Banking & Finance
with Tom L. Dudda, Tony Klein, Thomas Walther
Asset classes and portfolio diversification: evidence from a stochastic spanning approach
published 2025 · Annals of Operations Research · 2 citations · first circulated 2020
published 2025 · Risk Analysis · 4 citations
Credit and financial cycle synchronization impact on sovereign credit risk
published 2025 · Finance research letters · 1 citations
with Nikos Paltalidis
Financial inclusion and energy access in sub-Saharan Africa
published 2025 · Research in International Business and Finance · 4 citations
with Nidhaleddine Ben Cheikh, Younes Ben Zaied
Does rollover restriction of short-term loans exacerbate market instability? Evidence from a natural experiment in China
published 2025 · Journal of Accounting Literature
with Feiyang Cheng, Shouyu Yao, Ahmet Şensoy
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?
published 2025 · Journal of International Financial Markets Institutions and Money · 1 citations
with Zhang Mi, Ahmet Şensoy, Feiyang Cheng
Revisit the First 60 Days of COVID-19: Assessment of the Global Healthcare Systems using Data Envelopment Analysis
published 2025 · Journal of Health Management
with Thanh Ngo, Dinh-Tri Vo
Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom
published 2024 · Technological Forecasting and Social Change · 25 citations
with Najid Ahmad, Xian-Liang Tian
Asymmetries during pandemics and wartime
published 2024 · The Journal of Economic Asymmetries
China's monetary policy framework and global commodity prices
published 2024 · Energy Economics · 12 citations · first circulated 2022
with Shawkat Hammoudeh, Ricardo M. Sousa
Portfolio's weighted political risk and mutual fund performance: A text-based approach
published 2024 · Finance research letters · 1 citations
with Lily Nguyen, Khánh Hoàng, Quan M.P. Nguyen, Hung Xuan
Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices
published 2024 · Australian Journal of Agricultural and Resource Economics · 2 citations
with Thanh Ngo, David Tripe
Assessing the vulnerability of oil-dependent countries in Europe
published 2024 · Energy Economics · 9 citations
with Carla Henriques, Alexandre Lima, Maria Elisabete Neves
Firm carbon risk exposure, stock returns, and dividend payment
published 2024 · 27 citations
with Sabri Boubaker, Tonmoy Choudhury, Fakhrul Hasan
How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects
published 2024 · International Review of Financial Analysis · 5 citations
with Dung Viet Tran, N. Hussain, Nguyễn Đức Trung
Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets
published 2024 · Journal of Environmental Management · 54 citations
Board‐level governance and corporate social responsibility: A meta‐analytic review
published 2023 · Journal of Economic Surveys · 23 citations
with N. Hussain, Sana Akbar Khan, Andrea Stocchetti, Shaen Corbet
Understanding energy poverty drivers in Europe
published 2023 · Energy Policy · 51 citations
with Nidhaleddine Ben Cheikh, Younes Ben Zaied
Statistical arbitrage: factor investing approach
published 2023 · OR Spectrum · 1 citations · first circulated 2021
with Erdinç Akyıldırım, Ahmet Göncü, Alper Hekimoğlu, Ahmet Şensoy
Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development
published 2023 · Energy Economics · 142 citations
with Avik Sinha, Vinit Ghosh, N. Hussain, Narasingha Das
Strong financial regulation and corporate bankruptcy risk in China
published 2023 · Finance research letters · 18 citations
with Yi Qin, Javier Cifuentes-Faura, Kaiyang Zhong
Inequality in electricity consumption and economic growth: Evidence from a small area estimation study
published 2023 · PLoS ONE · 1 citations
with Cuong Viet Nguyen, Tuyen Quang Tran
Banking integration and market competition: Evidence from the ASEAN ‐6 countries
published 2023 · International Journal of Finance & Economics · 4 citations
with Philippe Gillet, Phuong Le
Tracing environmental sustainability footprints in cross‐border M&A activity
published 2023 · European Financial Management · 11 citations
with Muhammad Farooq Ahmad, Saqib Aziz, Yannick Michiels
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature
published 2023 · Journal of Economic Surveys · 48 citations
with Waris Ali, Stelios Bekiros, N. Hussain, Sana Akbar Khan
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
published 2023 · Finance research letters · 13 citations
with Jiří Málek, Ahmet Şensoy, Quang Van Tran
COVID-19 adaptive strategy and SMEs’ access to finance
published 2023 · Applied Economics · 12 citations
with Ammar Ali Gull, Rizwan Mushtaq, Phuong Tra Tran
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?
published 2023 · Energy Economics · 141 citations
with Avik Sinha, Stelios Bekiros, N. Hussain, Sana Akbar Khan
Jump forecasting in foreign exchange markets: A high‐frequency analysis
published 2023 · Journal of Forecasting · 6 citations
with Sevcan Uzun, Ahmet Şensoy
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension
published 2022 · Annals of Operations Research
Foreword
published 2022 · Environmental Modeling & Assessment
with Younes Ben Zaied
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic
published 2022 · International Journal of Finance & Economics · 16 citations
with Pengxiang Zhai, Fei Wu, Qiang Ji
Investor attention and cryptocurrency market liquidity: a double-edged sword
published 2022 · Annals of Operations Research · 33 citations
News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices
published 2022 · The Energy Journal · 12 citations
with Oğuzhan Çepni, Ahmet Şensoy
Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology
published 2022 · European Financial Management · 166 citations
with Georgios Sermpinis, Charalampos Stasinakis
Positive information shocks, investor behavior and stock price crash risk
published 2022 · 36 citations
with Xin Cui, Ahmet Şensoy, Shouyu Yao, Yiyao Wu
Green finance and decarbonization: Evidence from around the world
published 2022 · Finance research letters · 323 citations
with Md Al Mamun, Sabri Boubaker
Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis
published 2022 · Finance research letters · 91 citations
with Md Akhtaruzzaman, Sabri Boubaker, Molla Ramizur Rahman
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China
published 2022 · Technological Forecasting and Social Change · 178 citations
with Xin Cui, Panpan Wang, Ahmet Şensoy, Yuying Pan
Forecasting high-frequency stock returns: a comparison of alternative methods
published 2022 · Annals of Operations Research · 28 citations
Economic drivers of volatility and correlation in precious metal markets
published 2022 · Journal of commodity markets · 47 citations · first circulated 2021
Forecasting high‐frequency excess stock returns via data analytics and machine learning
published 2021 · European Financial Management · 18 citations
with Erdinç Akyıldırım, Ahmet Şensoy, Mario Šikić
Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic
published 2021 · International Review of Financial Analysis · 52 citations
with Huy Viet Hoang, Cuong Nguyen
Risk governance and bank risk-taking behavior: Evidence from Asian banks
published 2021 · Journal of International Financial Markets Institutions and Money · 78 citations
with Ammar Abid, Ammar Ali Gull, N. Hussain
Investors’ attention and information losses under market stress
published 2021 · 18 citations
On the role of commodity futures in portfolio diversification
published 2021 · International Transactions in Operational Research · 9 citations
with Hooi Hooi Lean, Ahmet Şensoy, Gazi Salah Uddin
Early warning systems for currency and systemic banking crises in Vietnam
published 2021 · Post-Communist Economies · 3 citations
with Ha Dao, Phuong Thi My Nguyen, Ahmet Şensoy
Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity
published 2021 · Ecological Economics · 34 citations
with Saqib Aziz, Mahabubur Rahman, Dildar Hussain
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry
published 2021 · The Energy Journal · 24 citations · first circulated 2020
with Miriam Breitenstein, Carl-Philipp Anke, Thomas Walther
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets
published 2021 · Journal of International Financial Markets Institutions and Money · 7 citations · first circulated 2020
with Süleyman Serdengeçti, Ahmet Şensoy
Social capital inequality and capital structure of new firms in a developing country: the role of bank ties
published 2021 · International Journal of Entrepreneurial Behaviour & Research · 7 citations
with Vi Dung Ngo, Quang Evansluong, Frank Janssen
SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS
published 2021 · The Singapore Economic Review · 4 citations
with Tuan Anh Luong
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
published 2021 · Emerging Markets Finance and Trade · 259 citations
with Zhiqiang Lu, Junjie Wu, LI Hong-yu
Is corporate social responsibility an agency problem? An empirical note from takeovers
published 2021 · Finance research letters · 37 citations
with Mussa Hussaini, N. Hussain, Ugo Rigoni, Mussa Hussain
Carbon emissions determinants and forecasting: Evidence from G6 countries
published 2021 · Journal of Environmental Management · 240 citations
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW
published 2021 · Journal of Economic Surveys · 82 citations · first circulated 2019
with Miriam Breitenstein, Thomas Walther
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance
published 2021 · Annals of Operations Research · 2 citations
with Hans-Jörg von Mettenheim, Charalampos Stasinakis
Covid-19 pandemic and tail-dependency networks of financial assets
published 2020 · Finance research letters · 135 citations
with Trung H. Le, Hung Xuan, Ahmet Şensoy
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty
published 2020 · The Quarterly Review of Economics and Finance · 125 citations
On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis
published 2020 · World Economy · 2 citations
with Viet-Ngu Hoang, Tuan Pham
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
published 2020 · Technological Forecasting and Social Change · 232 citations
with Faheem Aslam, Saqib Aziz, Khurrum S. Mughal, Maaz Khan, Khurrum Mughal
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
published 2020 · International Journal of Finance & Economics · 27 citations
with Bing-Yue Liu, Qiang Ji, Ying Fan
Editorial of the special issue on Advances in Banking and Finance
published 2020 · Economic Modelling · 2 citations
with Maria-Eleni K. Agoraki, Γεώργιος Π. Κουρέτας
Does short-term technical trading exist in the Vietnamese stock market?
published 2020 · Borsa Istanbul Review · 7 citations
with Ahmet Şensoy, Dinh-Tri Vo, Hans-Jörg von Mettenheim
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework
published 2020 · International Review of Law and Economics · 2 citations
with Erdinç Akyıldırım, Shaen Corbet, Ahmet Şensoy
Research Handbook of Investing in the Triple Bottom Line: Finance, Society and the Environment
published 2020 · Medical Entomology and Zoology · 25 citations · first circulated 2017
with Sabri Boubaker, Douglas J. Cumming, Douglas Cumming
Dynamic volatility spillover effects between oil and agricultural products
published 2020 · International Review of Financial Analysis · 111 citations · first circulated 2019
with Pick Schen Yip, Robert Brooks, Hung Xuan
Reaching for yield and the diabolic loop in a monetary union
published 2020 · Journal of International Money and Finance · 5 citations · first circulated 2019
with Sabri Boubaker, Dimitrios Gounopoulos, Nikos Paltalidis
Energy, Climate and Environment: Policies and International Coordination
published 2020 · Energy Policy · 8 citations
with Anna Cretì
U.S. equity and commodity futures markets: Hedging or financialization?
published 2020 · Energy Economics · 66 citations
with Ahmet Şensoy, Ricardo M. Sousa, Gazi Salah Uddin
Enterprise risk management and solvency: The case of the listed EU insurers
published 2019 · Journal of Business Research · 59 citations
with Dinh-Tri Vo
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
published 2019 · Annals of Operations Research · 7 citations
Modeling and forecasting commodity market volatility with long‐term economic and financial variables
published 2019 · Journal of Forecasting · 82 citations · first circulated 2017
with Thomas Walther
A conditional dependence approach to CO2-energy price relationships
published 2019 · Energy Economics · 91 citations
with Julien Chevallier, Juan C. Reboredo
Financial Decisions in a Global Uncertain Context
published 2019 · International Review of Financial Analysis · 7 citations
with Sabri Boubaker
Financial development, government bond returns, and stability: International evidence
published 2019 · Journal of International Financial Markets Institutions and Money · 24 citations
with Sabri Boubaker, Vanja Piljak, Andreas Savvides
Financial Development and Economic Stability (FDES)
published 2019
with M. Shahid Ebrahim, Yıldıray Yıldırım
Cojumps and asset allocation in international equity markets
published 2018 · Journal of Economic Dynamics and Control · 20 citations
with Mohamed El Hédi Arouri, Oussama M’saddek, Kuntara Pukthuanthong
A tale of two risks in the EMU sovereign debt markets
published 2018 · Economics Letters · 4 citations
with Erdinç Akyıldırım, Ahmet Şensoy
Energy and environment: Transition models and new policy challenges in the post Paris Agreement”
published 2018 · Energy Policy · 12 citations
with Anna Créti
Special Issue "Energy Challenges in an Uncertain World" Editorial
published 2018 · The Energy Journal · 1 citations
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
published 2018 · Applied Economics · 69 citations · first circulated 2015
with Mehmet Balcılar, Rangan Gupta, Mark E. Wohar
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach
published 2018 · Applied Economics · 13 citations · first circulated 2017
with Stelios Bekiros, Shawkat Hammoudeh, Rania Jammazi
Dynamic integration and network structure of the EMU sovereign bond markets
published 2018 · Annals of Operations Research · 35 citations
with Ahmet Şensoy, Ahmed Rostom, Erk Hacihasanoglu
Fiscal policy interventions at the zero lower bound
published 2018 · Journal of Economic Dynamics and Control · 10 citations · first circulated 2017
with Sabri Boubaker, Nikos Paltalidis
The shifting dependence dynamics between the G7 stock markets
published 2018 · Quantitative Finance · 52 citations
with Ahmed BenSaïda, Sabri Boubaker
Value‐at‐risk under market shifts through highly flexible models
published 2018 · Journal of Forecasting · 19 citations
with Ahmed BenSaïda, Sabri Boubaker, Skander Slim
Market integration and financial linkages among stock markets in Pacific Basin countries
published 2017 · Journal of Empirical Finance · 87 citations
with Julien Chevallier, Jonathan Siverskog, Gazi Salah Uddin
Carbon emissions—income relationships with structural breaks: the case of the Middle Eastern and North African countries
published 2017 · Environmental Science and Pollution Research · 22 citations · first circulated 2014
with Ghassen El Montasser, Ahdi Noomen Ajmi
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
published 2017 · Economic Modelling · 20 citations
with Xiaoqian Wen
The drivers of economic growth in China and India: globalization or financial development?
published 2017 · International Journal of Development Issues · 59 citations
with Magda Kandil, Muhammad Shahbaz, Mantu Kumar Mahalik, Mantu Kumar
Black swan events and safe havens: The role of gold in globally integrated emerging markets
published 2017 · Journal of International Money and Finance · 209 citations · first circulated 2016
with Stelios Bekiros, Sabri Boubaker, Gazi Salah Uddin
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India
published 2017 · Applied Economics · 21 citations · first circulated 2016
with Benoît Sévi, Bo Sjö, Gazi Salah Uddin
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates
published 2017 · Journal of the Operational Research Society · 17 citations
with Rania Jammazi
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
published 2016 · Journal of Banking & Finance · 32 citations · first circulated 2015
with Sabri Boubaker, Dimitrios Gounopoulos, Nikos Paltalidis
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
published 2016 · Applied Economics · 61 citations
with José Arreola Hernández, Shawkat Hammoudeh, Mazin A. M. Al Janabi, Juan C. Reboredo
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
published 2016 · European Journal of Operational Research · 58 citations
with Mazin A. M. Al Janabi, José Arreola Hernández, Theo Berger
On the robustness of week-day effect to error distributional assumption: International evidence
published 2016 · Journal of International Financial Markets Institutions and Money · 24 citations
with Sabri Boubaker, Naceur Essaddam, Samir Saadi
Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting
published 2016 · World Economy · 15 citations
with Shawkat Hammoudeh, Sang Hoon Kang, Walid Mensi
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
published 2016 · European Journal of Operational Research · 146 citations · first circulated 2015
with Stelios Bekiros, Leonidas Sandoval, Gazi Salah Uddin
Evolving capital markets in the era of economic uncertainty
published 2016 · International Review of Financial Analysis · 3 citations
with M. Shahid Ebrahim
Recent Issues in the Analysis of Energy Prices: Special Issue Editorial
published 2016 · The European journal of comparative economics
with Benoît Sévi
no link
On the time scale behavior of equity-commodity links: Implications for portfolio management
published 2015 · Journal of International Financial Markets Institutions and Money · 67 citations
with Stelios Bekiros, Gazi Salah Uddin, Bo Sjö
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
published 2015 · International Review of Economics & Finance · 224 citations
with Walid Mensi, Shawkat Hammoudeh, Sang Hoon Kang
Editorial
published 2015 · Research in International Business and Finance
with Sabri Boubaker
Impact of speculation and economic uncertainty on commodity markets
published 2015 · International Review of Financial Analysis · 175 citations
with Pierre Andreasson, Stelios Bekiros, Gazi Salah Uddin
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
published 2015 · Journal of Asset Management · 27 citations
with José Arreola Hernández, Mazin A. M. Al Janabi, Shawkat Hammoudeh
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models
published 2015 · Review of International Economics · 76 citations
with Walid Mensi, Shawkat Hammoudeh, Seong-Min Yoon
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
published 2015 · Energy Economics · 244 citations · first circulated 2014
with Mehmet Balcılar, Rıza Demirer, Shawkat Hammoudeh
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis
published 2015 · Economic Modelling · 35 citations
with Chaker Aloui, Besma Hkiri
Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach
published 2015 · Applied Economics · 3 citations · first circulated 2014
with Zied Ftiti, Khaled Guesmi, Frédèric Teulon
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios
published 2015 · Resources Policy · 59 citations
with Stelios Bekiros, José Arreola Hernández, Shawkat Hammoudeh, Joss Arreola Hernnndez
Corporate and investment strategies in the new normal environment
published 2015 · International Review of Financial Analysis
with Sabri Boubaker, Walid Saffar
US monetary policy and sectoral commodity prices
published 2015 · Journal of International Money and Finance · 146 citations
with Shawkat Hammoudeh, Ricardo M. Sousa
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
published 2015 · Emerging Markets Review · 117 citations
with Walid Mensi, Shawkat Hammoudeh, Juan C. Reboredo
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test
published 2015 · Economic Systems · 133 citations · first circulated 2013
with Tsangyao Chang, Wen-Yi Chen, Rangan Gupta, Wen Yi Chen
Responses of international stock markets to oil price surges: a regime-switching perspective
published 2015 · Applied Economics · 34 citations · first circulated 2014
with Rania Jammazi
Dynamic convergence of commodity futures: Not all types of commodities are alike
published 2015 · Resources Policy · 97 citations
with Ahmet Şensoy, Erk Hacihasanoglu
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
published 2015 · European Business Review · 14 citations
with Mohamed El Hédi Arouri, Amine Lahiani
Energy markets׳ financialization, risk spillovers, and pricing models
published 2015 · Energy Policy · 45 citations
with Anna Cretì, Anna Créti
An empirical analysis of energy cost pass-through to CO 2 emission prices
published 2015 · Energy Economics · 143 citations
with Shawkat Hammoudeh, Amine Lahiani, Ricardo M. Sousa
On the relationships between CO 2 emissions, energy consumption and income: The importance of time variation
published 2015 · Energy Economics · 349 citations
with Ahdi Noomen Ajmi, Shawkat Hammoudeh, João Ricardo Sato
A robust analysis of the relationship between renewable energy consumption and its main drivers
published 2015 · Applied Economics · 111 citations
with Anis Omri, Saïda Daly
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area
published 2015 · Studies in Nonlinear Dynamics and Econometrics · 37 citations · first circulated 2014
with Stelios Bekiros, Gazi Salah Uddin, Bo Sjö
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan
published 2015 · Energy Policy · 128 citations · first circulated 2014
with Syed Ali Raza, Muhammad Shahbaz
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
published 2014 · Finance research letters · 39 citations
with Ricardo M. Sousa, Gazi Salah Uddin
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
published 2014 · Journal of International Financial Markets Institutions and Money · 87 citations
with Rania Jammazi, Amine Lahiani
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market
published 2014 · Review of Quantitative Finance and Accounting · 22 citations
with Javier Vidal-García, Marta Vidal
World gold prices and stock returns in China: Insights for hedging and diversification strategies
published 2014 · Economic Modelling · 306 citations · first circulated 2013
with Mohamed El Hédi Arouri, Amine Lahiani
Short-term overreaction to specific events: Evidence from an emerging market
published 2014 · Research in International Business and Finance · 98 citations
with Sabri Boubaker, Hisham Farag
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
published 2014 · Pacific-Basin Finance Journal · 205 citations
with Shawkat Hammoudeh, Walid Mensi, Juan C. Reboredo
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
published 2014 · Journal of International Financial Markets Institutions and Money · 66 citations
with Rangan Gupta, Shawkat Hammoudeh, Mampho P. Modise
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?
published 2014 · Journal of International Financial Markets Institutions and Money · 55 citations
with Walid Chkili, Chaker Aloui
Dependence of stock and commodity futures markets in China: Implications for portfolio investment
published 2014 · Emerging Markets Review · 99 citations
with Shawkat Hammoudeh, Juan C. Reboredo, Xiaoqian Wen
What explain the short-term dynamics of the prices of CO2 emissions?
published 2014 · Energy Economics · 138 citations
with Shawkat Hammoudeh, Ricardo M. Sousa
Financial linkages between US sector credit default swaps markets
published 2014 · Journal of International Financial Markets Institutions and Money · 28 citations
with Mohamed El Hédi Arouri, Shawkat Hammoudeh, Fredj Jawadi
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models
published 2014 · Economic Modelling · 617 citations
with Anis Omri, Christophe Rault
Global imbalances and dynamics of international financial markets
published 2014 · The North American Journal of Economics and Finance · 1 citations
with Shawkat Hammoudeh
On the determinants of renewable energy consumption: International evidence
published 2014 · Energy · 502 citations
with Anis Omri
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
published 2014 · Applied Financial Economics · 89 citations
with Hooi Hooi Lean
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach
published 2014 · Applied Economics · 20 citations
with Chaker Aloui
Energy prices and CO2 emission allowance prices: A quantile regression approach
published 2014 · Energy Policy · 208 citations
with Shawkat Hammoudeh, Ricardo M. Sousa
Do global factors impact BRICS stock markets? A quantile regression approach
published 2014 · Emerging Markets Review · 429 citations
with Walid Mensi, Shawkat Hammoudeh, Juan C. Reboredo
Dynamic spillovers among major energy and cereal commodity prices
published 2014 · Energy Economics · 259 citations
with Walid Mensi, Shawkat Hammoudeh, Seong-Min Yoon
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
published 2014 · Applied Economics · 91 citations
with Ahdi Noomen Ajmi, Ghassen El Montasser, Shawkat Hammoudeh
An Empirical Analysis of Energy Demand in Tunisia
published 2014 · Economics bulletin · 4 citations
with Besma Talbi
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Overview of the special issue on “Rethinking Risks in International Financial Markets: Modeling Tools and Applications”
published 2014 · Economic Modelling · 2 citations
Time-varying regional integration of stock markets in Southeast Europe
published 2014 · Applied Economics · 24 citations · first circulated 2013
with Khaled Guesmi
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
published 2014 · Energy Economics · 69 citations
with Riadh Aloui, Mohamed Safouane Ben Aïssa, Shawkat Hammoudeh
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
published 2013 · Research in International Business and Finance · 269 citations
with Walid Chkili
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
published 2013 · Journal of International Financial Markets Institutions and Money · 246 citations
with Ahdi Noomen Ajmi, Shawkat Hammoudeh, Soodabeh Sarafrazi
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
published 2013 · Energy Economics · 229 citations
with Walid Chkili, Shawkat Hammoudeh
Understanding Return And Volatility Spillovers Among Major Agricultural Commodities
published 2013 · Journal of Applied Business Research (JABR) · 44 citations
with Amine Lahiani, Thierry Vo
On the short-and long-run efficiency of energy and precious metal markets
published 2013 · Energy Economics · 48 citations
with Mohamed El Hédi Arouri, Shawkat Hammoudeh, Amine Lahiani
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
published 2013 · Energy Policy · 258 citations
with Ahmed Atil, Amine Lahiani
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
published 2013 · Economic Modelling · 70 citations
with Ahdi Noomen Ajmi, Ghassen El Montasser
A time-varying copula approach to oil and stock market dependence: The case of transition economies
published 2013 · Energy Economics · 223 citations
with Riadh Aloui, Shawkat Hammoudeh
Time-Scale Comovement Between The Indian And World Stock Markets
published 2013 · Journal of Applied Business Research (JABR) · 7 citations
with Rahul Deora
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
published 2013 · Journal of Macroeconomics · 16 citations
with Mohamed El Hédi Arouri, Fredj Jawadi
Further Evidence on the Determinants of Regional Stock Market Integration in Latin America
published 2013 · The European journal of comparative economics · 12 citations
with Khaled Guesmi, Frédèric Teulon
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Information technology sector and equity markets: an empirical investigation
published 2012 · Applied Financial Economics · 6 citations
with Fredj Jawadi, Nabila Jawadi, Hassan Obeid
Oil-stock volatility transmission, portfolio selection and hedging
published 2012 · Economics bulletin
with Mohamed El Hédi Arouri, Amine Lahiani
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Assessing the impacts of oil price fluctuations on stock returns in emerging markets” [Economic Modelling Volume 29/6 pages 2686–2695
published 2012 · Economic Modelling · 169 citations
with Chaker Aloui, Hassen Njeh
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
published 2012 · Economics bulletin · 2 citations
with Mohamed El Hédi Arouri, Fredj Jawadi
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Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
published 2012 · Journal of International Money and Finance · 291 citations
with Riadh Aloui, Mohamed Safouane Ben Aïssa
An international CAPM for partially integrated markets: Theory and empirical evidence
published 2012 · Journal of Banking & Finance · 64 citations · first circulated 2011
with Mohamed El Hédi Arouri, Kuntara Pukthuanthong
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
published 2012 · Journal of International Financial Markets Institutions and Money · 79 citations
with Walid Chkili, Chaker Aloui
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
published 2012 · Macroeconomic Dynamics · 9 citations · first circulated 2010
with Mohamed El Hédi Arouri, Fredj Jawadi
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
published 2012 · The Quarterly Review of Economics and Finance · 161 citations
with Mohamed El Hédi Arouri, Shawkat Hammoudeh, Amine Lahiani
Euro-Mediterranean Economics and Finance Review
published 2012 · Economics bulletin · 10 citations
no link
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
published 2012 · Economic Modelling · 101 citations
with Mohamed El Hédi Arouri, Fredj Jawadi
Crude oil market efficiency: An empirical investigation via the Shannon entropy
published 2012 · International Economics · 27 citations
with Walid Mensi, Chaker Aloui, Manel Hamdi
Further evidence on the time-varying efficiency of crude oil markets
published 2012 · Energy Studies Review · 4 citations
with Chaker Aloui, Manel Hamdi, Walid Mensi
Did the Securitization Contribute to the Release of the Subprime Crisis? Empirical Investigation of American Banks
published 2012 · International Journal of Business · 1 citations
with Ons El Gaied, Chaker Aloui, Ousama Ben-Salha
no link
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
published 2011 · Energy Economics · 163 citations
with Mohamed El Hédi Arouri, Amine Lahiani, Aldo Lévy
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
published 2011 · Energy Economics · 485 citations
with Mohamed El Hédi Arouri, Jamel Jouini
How strong is the global integration of emerging market regions? An empirical assessment
published 2011 · Economic Modelling · 51 citations
with Khaled Guesmi
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
published 2011 · Journal of International Money and Finance · 670 citations
with Mohamed El Hédi Arouri, Jamel Jouini
Return and volatility transmission between world oil prices and stock markets of the GCC countries
published 2011 · Economic Modelling · 414 citations
with Mohamed El Hédi Arouri, Amine Lahiani
Modeling the volatility of Mediterranean stock markets: a regime-switching approach
published 2011 · Economics bulletin · 8 citations
with Walid Chkili
no link
Further Evidence on the Responses of Stock Prices in GCC Countries to Oil Price Shocks
published 2011 · International Journal of Business · 18 citations
with Mohamed El, Hedi Arouri, Mondher Bellalah
no link
L’intégration financière des marchés d’actions émergents : une analyse au niveau régional
published 2011 · Économie appliquée
with Khaled Guesmi
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
published 2010 · Journal of Banking & Finance · 569 citations
with Riadh Aloui, Mohamed Safouane Ben Aïssa, Mohamed Ben Aissa
Stock Market Integration in the EURO Area: Segmentation or Linear Modelling Misspecification?
published 2010 · International Journal of Business · 4 citations
with Fredj Jawadi, Mohamed El, Hedi Arouri
no link
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
published 2010 · Energy Policy · 495 citations
with Mohamed El Hédi Arouri
Time-varying predictability in crude-oil markets: the case of GCC countries
published 2010 · Energy Policy · 53 citations
with Mohamed El Hédi Arouri, Thanh Huong Dinh
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
published 2010 · Applied Financial Economics · 18 citations
with Fredj Jawadi, Mohamed El Hédi Arouri
The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications
published 2010 · Medical Entomology and Zoology · 29 citations
with Fredj Jawadi, Mohamed El Hédi Arouri
no link
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context
published 2010 · International Journal of Global Energy Issues · 5 citations
with Mohamed El Hédi Arouri
La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux
published 2010 · Économie & prévision · 6 citations
Time‐varying characteristics of cross‐market linkages with empirical application to Gulf stock markets
published 2009 · Managerial Finance · 51 citations
with Mohamed El Hédi Arouri
Stock market integration in Mexico and Argentina: are short-and long-term considerations different?
published 2009 · Applied Economics Letters · 9 citations
with Fredj Jawadi, Mohamed El Hédi Arouri
The comovements in international stock markets: new evidence from Latin American emerging countries
published 2009 · Applied Economics Letters · 61 citations · first circulated 2008
with Mohamed El Hédi Arouri, Mondher Bellalah
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure
published 2009 · Economics bulletin
with Adel Boubaker
no link
La valorisation des instruments financiers en juste valeur et performance de marché en temps de crise : le cas des sociétés du CAC 40
published 2009 · Economics Papers from University Paris Dauphine
with Nessrine Ben Hamida
no link
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility
published 2008 · Review of Accounting and Finance · 26 citations · first circulated 2007
with Mondher Bellalah
More on corporate diversification, firm size and value creation
published 2008 · Economics bulletin · 14 citations
with Walid Mensi, Adel Boubaker
no link
The global and regional factors in the volatility of emerging sovereign bond markets
published 2008 · American J of Finance and Accounting · 1 citations
with Thanh Huong Dinh
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