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2024International Journal of Finance & Economics: Vol. 29, Issue 1Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysisNajaf Iqbal, Elie Bouri, Guangrui Liu, Ashish Kumarhttp://dx.doi.org/10.1002/ijfe.2717
2024International Journal of Financial Studies: Vol. 12, Issue 1Market Shocks and Stock Volatility: Evidence from Emerging and Developed MarketsMosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad, Mujeeb Saif Mohsen Al-Absyhttp://dx.doi.org/10.3390/ijfs12010002
2024The Energy Journal: Vol. 45, Issue 3Understanding Intraday Oil Price Dynamics during the COVID-19 Pandemic: New Evidence from Oil and Stock Investor SentimentsMohamed Arbi Madani, Zied Ftitihttp://dx.doi.org/10.5547/01956574.45.3.mmad
2023Mathematics: Vol. 11, Issue 2Time-Varying Granger Causality of COVID-19 News on Emerging Financial Markets: The Latin American CaseSemei Coronado, Jose N. Martinez, Victor Gualajara, Rafael Romero-Meza, Omar Rojashttp://dx.doi.org/10.3390/math11020394
2023Annals of Operations Research: Vol. 330, Issue 1-2Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?Zied Ftiti, Wael Louhichi, Hachmi Ben Ameurhttp://dx.doi.org/10.1007/s10479-021-04116-x
2023Annals of Operations ResearchReexamining the oil price & islamic finance relationship: a multicriteria time series analysisFredj Jawadi, Abdoul karim Idi Cheffou, Nabila Jawadihttp://dx.doi.org/10.1007/s10479-023-05503-2
2023Annals of Operations ResearchForecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models Haithem Awijen, Hachmi Ben Ameur, Zied Ftiti, Waël Louhichihttp://dx.doi.org/10.1007/s10479-023-05400-8
2023The Energy Journal: Vol. 44, Issue 1Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?Yue-Jun Zhang, Han Zhanghttp://dx.doi.org/10.5547/ej44-1-Zhang
2022Journal of Economic Behavior & Organization: Vol. 197Positive information shocks, investor behavior and stock price crash riskXin Cui, Ahmet Sensoy, Duc Khuong Nguyen, Shouyu Yao, Yiyao Wuhttp://dx.doi.org/10.1016/j.jebo.2022.03.016
2022International Journal of Finance & Economics: Vol. 27, Issue 4On the effect of oil price in the context of Covid‐19Fredj Jawadi, Mohamed Sellamihttp://dx.doi.org/10.1002/ijfe.2195
2022Entropy: Vol. 24, Issue 10Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 PandemicSemei Coronado, Jose N. Martinez, Victor Gualajara, Omar Rojashttp://dx.doi.org/10.3390/e24101420
2021Economic Modelling: Vol. 99Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock marketZied Ftiti, Hachmi Ben Ameur, Waël Louhichihttp://dx.doi.org/10.1016/j.econmod.2021.03.003
2021Energies: Vol. 14, Issue 23On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 EraVincenzo Candila, Denis Maximov, Alexey Mikhaylov, Nikita Moiseev, Tomonobu Senjyu, Nicole Tryndinahttp://dx.doi.org/10.3390/en14238046

 

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