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Refk Selmi

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kasmaoui Kamal & Makhlouf Farid & Refk Selmi, 2023. "The Decision to Remit: Is it a Matter of Interpersonal Trust?," Post-Print hal-04075078, HAL.

    Cited by:

    1. Farid Makhlouf & Refk Selmi, 2023. ""From Aspirations for Climate Action to the Reality of Climate Disasters": Can Migrants Play Key Role in Disaster Response?," Working Papers hal-04137400, HAL.

  2. Farid Makhlouf & Refk Selmi, 2021. "The role of remittances in times of socio-political unrest: Evidence from Tunisia," Working Papers hal-03263815, HAL.

    Cited by:

    1. Refk Selmi & Farid Makhlouf, 2021. "Can Venezuelan scenario be repeated in Tunisia? The role of remittances in an inflationary context," Working Papers hal-03429730, HAL.

  3. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.

    Cited by:

    1. Jonas Kibala Kuma, 2020. "World economy vis-a-vis the pandemia of Covid-19 : inventory of fixtures, analyses and prospects [L'économie mondiale face à la pandémie de la Covid-19 : état des lieux, analyses et perspectives]," Working Papers hal-02888395, HAL.
    2. Sarkodie, Samuel Asumadu & Ahmed, Maruf Yakubu & Owusu, Phebe Asantewaa, 2022. "COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin," Finance Research Letters, Elsevier, vol. 44(C).
    3. Refk Selmi & Jamal Bouoiyour, 2020. "Global Market's Diagnosis on Coronavirus : A Tug of War between Hope and Fear," Working Papers hal-02514428, HAL.
    4. Naeem, Muhammad Abubakr & Bouri, Elie & Peng, Zhe & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Asymmetric efficiency of cryptocurrencies during COVID19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).

  4. Refk Selmi & Jamal Bouoiyour & Mark E Wohar & Youssef Errami, 2020. "Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump," Post-Print hal-02482554, HAL.

    Cited by:

    1. Oluwatoyin Abidemi Somoye & Mehdi Seraj & Huseyin Ozdeser & Muhammad Mar’I, 2023. "Quantile relationship between financial development, income, price, CO2 emissions and renewable energy consumption: evidence from Nigeria," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-25, December.
    2. Wang, Yonglian & Wang, Lijun & Pan, Changchun & Hong, Songzhi, 2022. "Economic policy uncertainty and price pass-through effect of exchange rate in China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    3. Mukhtarov, Shahriyar & Yüksel, Serhat & Dinçer, Hasan, 2022. "The impact of financial development on renewable energy consumption: Evidence from Turkey," Renewable Energy, Elsevier, vol. 187(C), pages 169-176.

  5. Refk Selmi & Jamal Bouoiyour, 2020. "Global Market's Diagnosis on Coronavirus : A Tug of War between Hope and Fear," Working Papers hal-02514428, HAL.

    Cited by:

    1. Asima Saleem, 2022. "Action for Action: Mad COVID-19, Falling Markets and Rising Volatility of SAARC Region," Annals of Data Science, Springer, vol. 9(1), pages 33-54, February.
    2. Omer Ahmed Sayed & Hussein Eledum, 2023. "The short‐run response of Saudi Arabia stock market to the outbreak of COVID‐19 pandemic: An event‐study methodology," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2367-2381, July.
    3. Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
    4. Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021. "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, vol. 42(C).

  6. Refk Selmi & Youssef Errami & Mark E Wohar, 2020. "Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war," Post-Print hal-02523186, HAL.

    Cited by:

    1. Arunava Bandyopadhyay & Prabina Rajib, 2023. "The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 858-879, July.

  7. Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020. "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," Post-Print hal-02933536, HAL.

    Cited by:

    1. Tin Hei Alpha Yuen & Wai Kee Thomas Yuen, 2022. "Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 117-123, September.
    2. Sun, Huiqian & Jing, Peng & Wang, Baihui & Cai, Yunhao & Ye, Jie & Wang, Bichen, 2023. "The effect of record-high gasoline prices on the consumers’ new energy vehicle purchase intention: Evidence from the uniform experimental design," Energy Policy, Elsevier, vol. 175(C).
    3. Refk Selmi & Shawkat Hammoudeh & Mark E. Wohar, 2023. "What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants," The World Economy, Wiley Blackwell, vol. 46(3), pages 598-618, March.
    4. Xiaoxiao Hu & Ling He & Qi Cui, 2021. "How Do International Conflicts Impact China’s Energy Security and Economic Growth? A Case Study of the US Economic Sanctions on Iran," Sustainability, MDPI, vol. 13(12), pages 1-21, June.
    5. Olanipekun, Ifedolapo Olabisi & Ozkan, Oktay & Olasehinde-Williams, Godwin, 2023. "Is renewable energy use lowering resource-related uncertainties?," Energy, Elsevier, vol. 271(C).
    6. Refk Selmi & Shawkat Hammoudeh & Mark Wohar, 2022. "What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants," Post-Print hal-03793866, HAL.

  8. Jamal Bouoiyour & Refk Selmi, 2020. "The Gulf Divided: The Economic Impacts of the Qatar Crisis," Post-Print hal-02523284, HAL.

    Cited by:

    1. Dizaji, S.F. & Lis, P. & Murshed, S.M. & Zweiri, M., 2020. "What the political economy literature tells us about blockades and sanctions," ISS Working Papers - General Series 130655, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.

  9. Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh, 2020. "Negative Oil: Coronavirus, a "black swan" event for the industry?," Working Papers hal-02570614, HAL.

    Cited by:

    1. Jan Niklas Buescher & Daria Gottwald & Florian Momm & Alexander Zureck, 2022. "Impact of the COVID-19 Pandemic Crisis on the Efficiency of European Intraday Electricity Markets," Energies, MDPI, vol. 15(10), pages 1-21, May.
    2. Alqahtani, Abdullah & Selmi, Refk & Hongbing, Ouyang, 2021. "The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19," Resources Policy, Elsevier, vol. 72(C).

  10. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals," Post-Print hal-02408851, HAL.

    Cited by:

    1. Helong Li & Guanglong Xu & Qin Huang & Rubin Ruan & Weiguo Zhang, 2024. "COVID-19 Impact on Stock Markets: A Multiscale Event Analysis Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1191-1212, March.
    2. Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021. "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
    3. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
    4. Ihsan Erdem Kayral & Ahmed Jeribi & Sahar Loukil, 2023. "Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?," JRFM, MDPI, vol. 16(4), pages 1-22, April.
    5. Fousekis, Panos & Tzaferi, Dimitra, 2021. "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, vol. 95(C), pages 13-20.
    6. Su, Chi-Wei & Qin, Meng & Tao, Ran & Umar, Muhammad, 2020. "Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    7. Su, Chi-Wei & Qin, Meng & Tao, Ran & Shao, Xue-Feng & Albu, Lucian Liviu & Umar, Muhammad, 2020. "Can Bitcoin hedge the risks of geopolitical events?," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
    8. Refk Selmi, 2022. "A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin," Economics Bulletin, AccessEcon, vol. 42(3), pages 1422-1431.
    9. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    10. Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023. "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 118-127, January.
    11. Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
    12. Mohamad, Azhar, 2022. "Safe flight to which haven when Russia invades Ukraine? A 48-hour story," Economics Letters, Elsevier, vol. 216(C).
    13. Long, Shaobo & Pei, Hongxia & Tian, Hao & Lang, Kun, 2021. "Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model," International Review of Financial Analysis, Elsevier, vol. 78(C).
    14. Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021. "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, vol. 74(C).
    15. Yu Song & Bo Chen & Xin-Yi Wang, 2023. "Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-20, December.
    16. Muhammad Abubakr Naeem & Mudassar Hasan & Muhammad Arif & Syed Jawad Hussain Shahzad, 2020. "Can Bitcoin Glitter More Than Gold for Investment Styles?," SAGE Open, , vol. 10(2), pages 21582440209, May.
    17. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    18. Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021. "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 233-240.
    19. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2022. "Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).

  11. Jamal Bouoiyour & Refk Selmi, 2019. "The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business," Papers 1903.08076, arXiv.org.

    Cited by:

    1. Charfeddine, Lanouar & Al Refai, Hisham, 2019. "Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    2. Tarek Ben Hassen & Hamid El Bilali & Mohammed Al-Maadeed, 2020. "Agri-Food Markets in Qatar: Drivers, Trends, and Policy Responses," Sustainability, MDPI, vol. 12(9), pages 1-31, May.
    3. Jamal Bouoiyour & Refk Selmi, 2018. "The gruesome murder of Jamal Khashoggi : Saudi Arabia's new economy dream at risk ?," Papers 1812.11336, arXiv.org.
    4. Buigut, Steven & Kapar, Burcu, 2020. "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, vol. 37(C).

  12. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices ?," Post-Print hal-02126234, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    2. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).

  13. Jamal Bouoiyour & Refk Selmi, 2019. "Brexit and CDS spillovers across UK and Europe," Post-Print hal-01736525, HAL.

    Cited by:

    1. Christian Manicaro, 2022. "The link between regional CDS spreads and equity returns: a multivariate GARCH approach," SN Business & Economics, Springer, vol. 2(2), pages 1-15, February.
    2. Ozcan Ceylan, 2023. "Analysis of Dynamic Connectedness among Sovereign CDS Premia," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 33-47, June.

  14. Jamal Bouoiyour & Refk Selmi, 2019. "The Qatar-Gulf Crisis and Risk Management in Oil and Gas Markets," Working Papers hal-02101633, HAL.

    Cited by:

    1. Charfeddine, Lanouar & Al Refai, Hisham, 2019. "Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    2. Bigerna, Simona & D'Errico, Maria Chiara & Polinori, Paolo & Simshauer, Paul, 2022. "Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries," MPRA Paper 114164, University Library of Munich, Germany.

  15. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    2. Yu Song & Bo Chen & Xin-Yi Wang, 2023. "Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-20, December.
    3. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    4. Wüstenfeld, Jan & Geldner, Teo, 2022. "Economic uncertainty and national bitcoin trading activity," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    5. Jamal Bouoiyour & Refk Selmi & Olivier Hueber, 2019. "Low on Trust and High on Risks: Is Sidechain a Good Solution to Bitcoin Problems?," Working Papers hal-02348406, HAL.

  16. Refk Selmi & Jamal Bouoiyour, 2019. "The financial costs of political uncertainty: Evidence from the 2016 US presidential elections," Post-Print hal-02408908, HAL.

    Cited by:

    1. Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021. "The energy transition, Trump energy agenda and COVID-19," International Economics, CEPII research center, issue 165, pages 140-153.
    2. Worraphan Trakarnsirinont & Wisuttorn Jitaree & Wonlop Writthym Buachoom, 2023. "Political Uncertainty and Financial Firm Performance: Evidence from the Thai Economy as an Emerging Market in Asia," Economies, MDPI, vol. 11(1), pages 1-12, January.
    3. Jian, Jian-hui & Hu, Dan & Tian, Haiyan & Long, Chengfeng & Yang, Fan, 2023. "Political uncertainty, officials’ characteristics heterogeneity and firm cost stickiness," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 776-791.
    4. Delia DiaconaÅŸu & Seyed Mehdian & Ovidiu Stoica, 2023. "The Global Stock Market Reactions to the 2016 U.S. Presidential Election," SAGE Open, , vol. 13(2), pages 21582440231, June.
    5. Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-49, February.
    6. Refk Selmi & Youssef Errami & Mark E Wohar, 2020. "Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war," Post-Print hal-02523186, HAL.

  17. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Bitcoin: competitor or complement to gold?," Post-Print hal-01994187, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    2. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    3. Helmut Stix, 2021. "Ownership and purchase intention of crypto-assets: survey results," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 65-99, February.
    4. Lin, Mei-Yin & An, Che-Lun, 2021. "The relationship between Bitcoin and resource commodity futures: Evidence from NARDL approach," Resources Policy, Elsevier, vol. 74(C).
    5. Umar, Muhammad & Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Shao, Xue-Feng, 2021. "Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
    6. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1127-1134.
    7. Khaled L. AL-Naif, 2020. "Coronavirus Pandemic Impact on the Nexus Between Gold and Bitcoin Prices," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(5), pages 442-449, October.
    8. Zhang, Shuai & Hou, Xinyu & Ba, Shusong, 2021. "What determines interest rates for bitcoin lending?," Research in International Business and Finance, Elsevier, vol. 58(C).
    9. Prateek Goorha, 2020. "Bitcoinomics 101: principles of the Bitcoin market," Economics Bulletin, AccessEcon, vol. 40(1), pages 163-176.
    10. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    11. R. K. Jana & Indranil Ghosh & Debojyoti Das, 2021. "A differential evolution-based regression framework for forecasting Bitcoin price," Annals of Operations Research, Springer, vol. 306(1), pages 295-320, November.
    12. Aiman Hairudin & Imtiaz Mohammad Sifat & Azhar Mohamad & Yusniliyana Yusof, 2022. "Cryptocurrencies: A survey on acceptance, governance and market dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4633-4659, October.
    13. Serda Selin Ozturk, 2020. "Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns," JRFM, MDPI, vol. 13(11), pages 1-14, November.
    14. Nurkhodzha Akbulaev & Tural Abdulhasanov, 2023. "Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 227-234, January.
    15. Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart & Larisa Yarovaya, 2023. "The role of interpersonal trust in cryptocurrency adoption," Post-Print hal-03946536, HAL.
    16. Nikolaos A. Kyriazis, 2020. "Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings," JRFM, MDPI, vol. 13(5), pages 1-19, May.

  18. Jamal Bouoiyour & Refk Selmi, 2019. "Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business," Working Papers 1337, Economic Research Forum, revised 21 Aug 2019.

    Cited by:

    1. Sweidan, Osama D., 2021. "Is the geopolitical risk an incentive or obstacle to renewable energy deployment? Evidence from a panel analysis," Renewable Energy, Elsevier, vol. 178(C), pages 377-384.
    2. Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).
    3. Zhang, Jialin & Shi, Shaodong, 2023. "Extraction of natural resources and geopolitical risk revisited: A novel perspective of research and development with financial development," Resources Policy, Elsevier, vol. 85(PA).
    4. Sweidan, Osama D. & Elbargathi, Khadiga, 2022. "The effect of oil rent on economic development in Saudi Arabia: Comparing the role of globalization and the international geopolitical risk," Resources Policy, Elsevier, vol. 75(C).
    5. Afnan Al-Malk & Jean-François Maystadt & Maurizio Zanardi, 2022. "The Gravity of Distance: Evidence from a Trade Embargo," LIDAM Discussion Papers IRES 2022014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    6. Sweidan, Osama D. & Elbargathi, Khadiga, 2023. "Economic diversification in Saudi Arabia: Comparing the impact of oil prices, geopolitical risk, and government expenditures," International Economics, Elsevier, vol. 175(C), pages 13-24.
    7. Ferreira, João J. & Gomes, Sofia & Lopes, João M. & Zhang, Justin Z., 2023. "Ticking time bombs: The MENA and SSA regions' geopolitical risks," Resources Policy, Elsevier, vol. 85(PA).

  19. Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar, 2019. "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Post-Print hal-02409062, HAL.

    Cited by:

    1. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
    2. Valérie Mignon & Yifei Cai & Jamel Saadaoui, 2022. "Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market," Working Papers hal-04159797, HAL.
    3. Adra, Samer & Gao, Yang & Huang, Jin & Yuan, Jiayi, 2023. "Geopolitical risk and corporate payout policy," International Review of Financial Analysis, Elsevier, vol. 87(C).
    4. Li, Sufang & Tu, Dalun & Zeng, Yan & Gong, Chenggang & Yuan, Di, 2022. "Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data," Energy Economics, Elsevier, vol. 113(C).
    5. Rao, Sandeep & Koirala, Santosh & Aldhawyan, Sulaiman & Corbet, Shaen, 2023. "Geopolitical risk and M&A: The role of national governance institutions," Economics Letters, Elsevier, vol. 225(C).
    6. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
    7. Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022. "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    8. Mohamed Albaity & Ray Saadaoui Mallek & Hasan Mustafa, 2022. "Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries," Risks, MDPI, vol. 10(2), pages 1-15, February.
    9. Li, Songsong & Zhang, Weiqian & Zhang, Wei, 2023. "Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources," Resources Policy, Elsevier, vol. 82(C).
    10. Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023. "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, vol. 124(C).
    11. Ahmet Faruk Aysan & Ali Polat & Hasan Tekin & Ahmet Tunali, 2022. "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Working Papers hal-03638273, HAL.
    12. Arango-Castillo, Lenin & Orraca, María José & Molina, G. Stefano, 2023. "The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance," Economic Modelling, Elsevier, vol. 120(C).
    13. Xiao, Jihong & Wen, Fenghua & He, Zhifang, 2023. "Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis," Energy, Elsevier, vol. 267(C).
    14. Muhammad Abubakr Naeem & Saqib Farid & Safwan Mohd Nor & Syed Jawad Hussain Shahzad, 2021. "Spillover and Drivers of Uncertainty among Oil and Commodity Markets," Mathematics, MDPI, vol. 9(4), pages 1-26, February.
    15. Xiao, Jihong & Liu, Hong, 2023. "The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?," Resources Policy, Elsevier, vol. 82(C).
    16. Wu, Jie & Zhao, Ruizeng & Sun, Jiasen & Zhou, Xuewei, 2023. "Impact of geopolitical risks on oil price fluctuations: Based on GARCH-MIDAS model," Resources Policy, Elsevier, vol. 85(PB).
    17. Chen, Shengming & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas," Resources Policy, Elsevier, vol. 85(PA).
    18. Lee, Chien-Chiang & Zhou, Hegang & Xu, Chao & Zhang, Xiaoming, 2023. "Dynamic spillover effects among international crude oil markets from the time-frequency perspective," Resources Policy, Elsevier, vol. 80(C).
    19. Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda, 2022. "Booms in commodities price: Assessing disorder and similarity over economic cycles," Resources Policy, Elsevier, vol. 79(C).
    20. Liu, Yang & Han, Liyan & Xu, Yang, 2021. "The impact of geopolitical uncertainty on energy volatility," International Review of Financial Analysis, Elsevier, vol. 75(C).
    21. Pan, Lijun & Wang, Yangjie & Sun, Xiaofei & Sadiq, Muhammad & Dagestani, Abd Alwahed, 2023. "Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective," Resources Policy, Elsevier, vol. 85(PA).
    22. Yang, Tianle & Dong, Qingyuan & Du, Min & Du, Qunyang, 2023. "Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach," Energy Economics, Elsevier, vol. 127(PB).
    23. Layal Mansour-Ichrakieh, 2021. "The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market," JRFM, MDPI, vol. 14(3), pages 1-24, February.
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    1. Chiang, Thomas C., 2022. "The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices," Resources Policy, Elsevier, vol. 76(C).
    2. Jamal Bouoiyour & Refk Selmi, 2019. "The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business," Papers 1903.08076, arXiv.org.
    3. Hoque, Mohammad Enamul & Soo-Wah, Low & Tiwari, Aviral Kumar & Akhter, Tahmina, 2023. "Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market," Resources Policy, Elsevier, vol. 85(PA).
    4. Su, Chi-Wei & Pang, Lidong & Umar, Muhammad & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2022. "Does gold's hedging uncertainty aura fade away?," Resources Policy, Elsevier, vol. 77(C).
    5. Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021. "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, vol. 39(C).
    6. Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2023. "Gold risk premium estimation with machine learning methods," Journal of Commodity Markets, Elsevier, vol. 31(C).
    7. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020. "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers 202010, University of Pretoria, Department of Economics.
    8. Shahid, Muhammad Naeem & Azmi, Wajahat & Ali, Mohsin & Islam, Muhammad Umar & Rizvi, Syed Aun R., 2023. "Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities," Energy Economics, Elsevier, vol. 120(C).
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    31. Refk Selmi & Jamal Bouoiyour, 2020. "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," Post-Print hal-01879682, HAL.
    32. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021. "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, vol. 73(C).
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    37. Cui, Moyang & Wong, Wing-Keung & Wisetsri, Worakamol & Mabrouk, Fatma & Muda, Iskandar & Li, Zeyun & Hassan, Marria, 2023. "Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data," Resources Policy, Elsevier, vol. 80(C).
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    45. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers 201943, University of Pretoria, Department of Economics.
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    61. Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021. "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, vol. 74(C).

  21. Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print hal-01879668, HAL.

    Cited by:

    1. Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023. "Fintech market efficiency: A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 54(C).
    2. Wang, Feng & Ye, Xin & Chen, HongTao & Wu, Congxin, 2021. "A portfolio strategy of stock market based on mean-MF-X-DMA model," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    3. Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).
    4. Tao Yin & Yiming Wang, 2021. "Market Efficiency and Nonlinear Analysis of Soybean Futures," Sustainability, MDPI, vol. 13(2), pages 1-10, January.
    5. Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023. "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, vol. 81(C).
    6. Ghazani, Majid Mirzaee & Ebrahimi, Seyed Babak, 2019. "Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices," Finance Research Letters, Elsevier, vol. 30(C), pages 60-68.
    7. Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018. "The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 658-670.
    8. Jean-Claude Kouakou Brou & Jamal Bouoiyour, 2023. "South Africa's Public Debt: Long-term Dependence, Structural Breaks and Multifractality [La dette publique de l'Afrique du Sud : dépendance à long terme, ruptures structurelles et multifractalité]," Post-Print hal-04327950, HAL.
    9. Deniz Erer & Elif Erer & Selim Güngör, 2023. "The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.

  22. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.

    Cited by:

    1. Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader, 2019. "Does gold or Bitcoin hedge economic policy uncertainty?," Finance Research Letters, Elsevier, vol. 31(C), pages 171-178.
    2. Le, TN-Lan & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2021. "Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
    3. Yuze Li & Shangrong Jiang & Yunjie Wei & Shouyang Wang, 2021. "Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-26, December.
    4. Achraf Ghorbel & Ahmed Jeribi, 2021. "Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 449-467, September.
    5. Maghyereh, Aktham & Abdoh, Hussein, 2020. "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, vol. 71(C).
    6. Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021. "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
    7. Karl Oton Rudolf & Samer Ajour El Zein & Nicola Jackman Lansdowne, 2021. "Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis," Risks, MDPI, vol. 9(9), pages 1-22, August.
    8. Osman, Myriam Ben & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2023. "Diversification in financial and crypto markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
    9. Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
    10. Aniruddha Dutta & Saket Kumar & Meheli Basu, 2019. "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," Papers 1912.11166, arXiv.org.
    11. Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023. "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, vol. 89(C).
    12. Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018. "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, vol. 38(4), pages 2037-2046.
    13. Bakhtiar, Tiam & Luo, Xiaojun & Adelopo, Ismail, 2023. "Network effects and store-of-value features in the cryptocurrency market," Technology in Society, Elsevier, vol. 74(C).
    14. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    15. Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022. "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
    16. Khan, Nasir & Saleem, Asima & Ozkan, Oktay, 2023. "Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach," Resources Policy, Elsevier, vol. 81(C).
    17. Sun, Xiaolei & Liu, Mingxi & Sima, Zeqian, 2020. "A novel cryptocurrency price trend forecasting model based on LightGBM," Finance Research Letters, Elsevier, vol. 32(C).
    18. Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran, 2023. "Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19," Resources Policy, Elsevier, vol. 83(C).
    19. Mensi, Walid & Ur Rehman, Mobeen & Maitra, Debasish & Hamed Al-Yahyaee, Khamis & Sensoy, Ahmet, 2020. "Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach," Research in International Business and Finance, Elsevier, vol. 53(C).
    20. Yıldırım, Durmuş Çağrı & Cevik, Emrah Ismail & Esen, Ömer, 2020. "Time-varying volatility spillovers between oil prices and precious metal prices," Resources Policy, Elsevier, vol. 68(C).
    21. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04250269, HAL.
    22. Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022. "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    23. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states," Resources Policy, Elsevier, vol. 72(C).
    24. Farid Makhlouf & Refk Selmi, 2022. "Do sanctions work in a crypto world? The impact of the removal of Russian Banks from SWIFT on Remittances," Working Papers hal-03599089, HAL.
    25. Aniruddha Dutta & Saket Kumar & Meheli Basu, 2020. "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," JRFM, MDPI, vol. 13(2), pages 1-16, February.
    26. Fasanya, Ismail O. & Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Agbatogun, Taofeek, 2021. "How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?," Resources Policy, Elsevier, vol. 72(C).
    27. Afees A. Salisu & Kingsley Obiora, 2021. "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
    28. Luisanna Cocco & Roberto Tonelli & Michele Marchesi, 2022. "Bitcoin as a Safe Haven during COVID-19 Disease," Future Internet, MDPI, vol. 14(4), pages 1-24, March.
    29. Ding Wu & Zhenqing Luo & Tidong Zhang & Lu Tang & Mahmood Ahmad & Xiaoyun Fang, 2023. "The Linkage between Carbon Market and Green Bond Market: Evidence from Quantile Regression Based on Wavelet Analysis," Sustainability, MDPI, vol. 15(13), pages 1-17, July.
    30. Yao, Can-Zhong & Li, Min-Jian, 2023. "GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    31. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    32. Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023. "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 14-30.
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    34. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print hal-02352004, HAL.
    35. Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020. "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, vol. 67(C).
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    113. Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023. "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, vol. 65(C).
    114. Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas, 2019. "Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 47-56.
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    173. Guo, Xiaochun & Lu, Fengbin & Wei, Yunjie, 2021. "Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19," Research in International Business and Finance, Elsevier, vol. 58(C).
    174. Mohamed Arouri & Sabrine Ayed & Mathieu Gomes & Adel Barguellil, 2023. "War and cryptocurrency markets: An empirical investigation," Economics Bulletin, AccessEcon, vol. 43(4), pages 1614-1625.
    175. Nikolaos A. Kyriazis, 2020. "Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings," JRFM, MDPI, vol. 13(5), pages 1-19, May.
    176. Ren, Xiaohang & Wang, Rui & Duan, Kun & Chen, Jinyu, 2022. "Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold," Research in International Business and Finance, Elsevier, vol. 62(C).
    177. Si Mohammed, K. & Mellit, A., 2023. "The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques," Renewable Energy, Elsevier, vol. 209(C), pages 97-105.
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    180. Liu, Min & Lee, Chien-Chiang, 2022. "Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS," Resources Policy, Elsevier, vol. 76(C).
    181. Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
    182. Hanif, Waqas & Mensi, Walid & Alomari, Mohammad & Andraz, Jorge Miguel, 2023. "Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis," Resources Policy, Elsevier, vol. 81(C).
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    184. Pattnaik, Debidutta & Hassan, M. Kabir & Dsouza, Arun & Tiwari, Aviral & Devji, Shridev, 2023. "Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
    185. Maaz Khan & Umar Nawaz Kayani & Mrestyal Khan & Khurrum Shahzad Mughal & Mohammad Haseeb, 2023. "COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models," JRFM, MDPI, vol. 16(1), pages 1-20, January.
    186. Ming, Lei & Yang, Ping & Tian, Xinyi & Yang, Shenggang & Dong, Minyi, 2023. "Safe haven for crude oil: Gold or currencies?," Finance Research Letters, Elsevier, vol. 54(C).
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  23. Jamal Bouoiyour & Refk Selmi, 2018. "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print hal-01879666, HAL.

    Cited by:

    1. Refk Selmi & Jamal Bouoiyour, 2020. "The financial costs of political uncertainty: Evidence from the 2016 US presidential elections," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(2), pages 166-185, May.
    2. Jamal Bouoiyour & Refk Selmi, 2018. "The gruesome murder of Jamal Khashoggi : Saudi Arabia's new economy dream at risk ?," Papers 1812.11336, arXiv.org.
    3. Delia DiaconaÅŸu & Seyed Mehdian & Ovidiu Stoica, 2023. "The Global Stock Market Reactions to the 2016 U.S. Presidential Election," SAGE Open, , vol. 13(2), pages 21582440231, June.
    4. P. K. Mishra & S. K. Mishra, 2022. "Is the Impact of COVID-19 Significant in Determining Equity Market Integration? Insights from BRICS Economies," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 14(2), pages 137-162, May.
    5. Paritosh Chandra Sinha, 2021. "Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(1), pages 7-32, June.

  24. Jamal Bouoiyour & Refk Selmi, 2018. "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Post-Print hal-02409120, HAL.

    Cited by:

    1. Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
    2. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021. "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, vol. 73(C).
    3. Alqahtani, Abdullah & Selmi, Refk & Hongbing, Ouyang, 2021. "The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19," Resources Policy, Elsevier, vol. 72(C).

  25. Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.

    Cited by:

    1. Refk Selmi & Jamal Bouoiyour, 2020. "The financial costs of political uncertainty: Evidence from the 2016 US presidential elections," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(2), pages 166-185, May.
    2. Jamal Bouoiyour & Refk Selmi, 2016. "The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets," Papers 1612.06200, arXiv.org, revised Mar 2017.
    3. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.
    4. Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
    5. Jamal Bouoiyour & Refk Selmi, 2018. "The gruesome murder of Jamal Khashoggi : Saudi Arabia's new economy dream at risk ?," Papers 1812.11336, arXiv.org.
    6. Maria Ángeles Alcaide & Alberto Celani & Paula Cervera Chasan & Elena De La Poza, 2022. "Mathematical Modeling of the Financial Impact of Air Crashes on Airlines and Involved Manufacturers," Mathematics, MDPI, vol. 10(5), pages 1-18, February.
    7. Nicolau, Juan Luis & Sharma, Abhinav, 2022. "A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu," Annals of Tourism Research, Elsevier, vol. 95(C).
    8. Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair, 2020. "Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency," Finance Research Letters, Elsevier, vol. 34(C).
    9. Lionel De Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: an existence proof," Working Papers hal-02938599, HAL.
    10. Yaghoub Abdi & Xiaoni Li & Xavier Càmara-Turull, 2023. "Firm value in the airline industry: perspectives on the impact of sustainability and Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-24, December.
    11. Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018. "The financial effects of Trumpism," Economic Modelling, Elsevier, vol. 74(C), pages 264-274.

  26. Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017. "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers 201744, University of Pretoria, Department of Economics.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
    2. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.

  27. Jamal Bouoiyour & Refk Selmi, 2017. "The Bitcoin price formation: Beyond the fundamental sources," Papers 1707.01284, arXiv.org.

    Cited by:

    1. Bejaoui, Azza & Mgadmi, Nidhal & Moussa, Wajdi, 2022. "On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis," Resources Policy, Elsevier, vol. 77(C).
    2. Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021. "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 71-85.
    3. Calvo Pardo, Héctor & Olmo, Jose & Mancini, Tullio, 2021. "Machine Learning the Carbon Footprint of Bitcoin Mining," CEPR Discussion Papers 16267, C.E.P.R. Discussion Papers.
    4. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.
    5. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021. "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 910-922.
    6. Nino Antulov-Fantulin & Dijana Tolic & Matija Piskorec & Zhang Ce & Irena Vodenska, 2018. "Inferring short-term volatility indicators from Bitcoin blockchain," Papers 1809.07856, arXiv.org.
    7. Julián A. Parra & Carlos Arango & Joaquín Bernal & José E. Gómez & Javier Gómez & Carlos León & Clara Machado & Daniel Osorio & Daniel Rojas & Nicolás Suárez & Eduardo Yanquen, 2019. "Criptoactivos: análisis y revisión de literatura," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 92, pages 1-37, November.
    8. Khalid Khan & Jiluo Sun & Sinem Derindere Koseoglu & Ashfaq U. Rehman, 2021. "Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty," SAGE Open, , vol. 11(3), pages 21582440211, August.
    9. Park, Sangjin & Jang, Kwahngsoo & Yang, Jae-Suk, 2021. "Information flow between bitcoin and other financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    10. Feng, Hao & Gao, Da & Duan, Kun & Urquhart, Andrew, 2023. "Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework," International Review of Financial Analysis, Elsevier, vol. 89(C).
    11. Duc Huynh, Toan Luu & Burggraf, Tobias & Wang, Mei, 2020. "Gold, platinum, and expected Bitcoin returns," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
    12. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    13. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    14. Burcu Kapar & Jose Olmo, 2021. "Analysis of Bitcoin prices using market and sentiment variables," The World Economy, Wiley Blackwell, vol. 44(1), pages 45-63, January.
    15. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    16. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    17. Juan Carlos Henao & Liliana López-Jiménez, 2021. "Disrupción tecnológica, transformación digital y sociedad. Tomo IV, Aires de revolución : nuevos desafíos tecnológicos a las instituciones económicas, financieras y organizacionales de nuestros tiempo," Books, Universidad Externado de Colombia, Facultad de Derecho, number 1283, October.
    18. Kubal, Jan & Kristoufek, Ladislav, 2022. "Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system," International Review of Financial Analysis, Elsevier, vol. 84(C).
    19. Yuanyuan (Catherine) Chen, 2021. "Empirical analysis of bitcoin price," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 692-715, October.
    20. Anil Savio Kavuri & Alistair Milne, 2019. "FinTech and the future of financial services: What are the research gaps?," CAMA Working Papers 2019-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    21. Walid Bakry & Audil Rashid & Somar Al-Mohamad & Nasser El-Kanj, 2021. "Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach," JRFM, MDPI, vol. 14(7), pages 1-24, June.

  28. Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017. "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers 201747, University of Pretoria, Department of Economics.

    Cited by:

    1. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Maitra, Debasish & Al-Jarrah, Idries Mohammad Wanas, 2019. "Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach," Resources Policy, Elsevier, vol. 64(C).

  29. Jamal Bouoiyour & Refk Selmi & Amal Miftah, 2017. "Relationship between Remittances and Macroeconomic Variables in Times of Political and Social Upheaval: Evidence from Tunisia's Arab Spring," Papers 1708.07037, arXiv.org.

    Cited by:

    1. Ahmad, Waheed & Ozturk, Ilhan & Majeed, Muhammad Tariq, 2022. "How do remittances affect environmental sustainability in Pakistan? Evidence from NARDL approach," Energy, Elsevier, vol. 243(C).
    2. Farid Makhlouf & Refk Selmi, 2021. "The role of remittances in times of socio-political unrest: Evidence from Tunisia," Working Papers hal-03263815, HAL.
    3. Segun Subair Awode & Emeka Okoro Akpa & Andy Titus Okwu, 2021. "The effect of remittance and volatility in remittances on macroeconomic performance in Africa: any lessons for COVID-19?," SN Business & Economics, Springer, vol. 1(10), pages 1-15, October.

  30. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Papers 1703.00308, arXiv.org.

    Cited by:

    1. Rehman, Mobeen Ur & Apergis, Nicholas, 2019. "Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests," Resources Policy, Elsevier, vol. 61(C), pages 603-616.
    2. Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
    3. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    4. Lin, Mei-Yin & An, Che-Lun, 2021. "The relationship between Bitcoin and resource commodity futures: Evidence from NARDL approach," Resources Policy, Elsevier, vol. 74(C).
    5. Obryan Poyser, 2019. "Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(1), pages 29-60, March.
    6. Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021. "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, vol. 94(C), pages 896-907.
    7. Nikolaos Daskalakis & Theodoros Daglis, 2023. "The Russian War in Ukraine and its Effect in the Bitcoin Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 3-16.
    8. Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019. "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    9. Anoop S Kumar & Taufeeq Ajaz, 2019. "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-17, December.
    10. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019. "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
    11. Bhanja, Niyati & Shah, Adil Ahmad & Dar, Arif Billah, 2023. "Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency," Resources Policy, Elsevier, vol. 80(C).

  31. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.

    Cited by:

    1. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    2. Nader Trabelsi, 2018. "Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?," JRFM, MDPI, vol. 11(4), pages 1-17, October.
    3. Guesmi, Khaled & Saadi, Samir & Abid, Ilyes & Ftiti, Zied, 2019. "Portfolio diversification with virtual currency: Evidence from bitcoin," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 431-437.
    4. Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min, 2022. "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    5. Bhuiyan, Rubaiyat Ahsan & Husain, Afzol & Zhang, Changyong, 2021. "A wavelet approach for causal relationship between bitcoin and conventional asset classes," Resources Policy, Elsevier, vol. 71(C).

  32. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Jawad Shahzad, 2017. "Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries," Post-Print hal-01879670, HAL.

    Cited by:

    1. Kuang, Wei, 2023. "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, vol. 271(C).
    2. Buket Altınoz & Alican Umut, 2022. "The Relationship of Exchange Rate and Oil Price Volatilities with Stock Returns: Evidence from Borsa Istanbul Sector Indexes," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-1), pages 385-405, June.
    3. Mallick, Hrushikesh & Padhan, Hemachandra & Mahalik, Mantu Kumar, 2019. "Does skewed pattern of income distribution matter for the environmental quality? Evidence from selected BRICS economies with an application of Quantile-on-Quantile regression (QQR) approach," Energy Policy, Elsevier, vol. 129(C), pages 120-131.
    4. Rehman, Mobeen Ur & Nautiyal, Neeraj & Vo, Xuan Vinh & Ghardallou, Wafa & Kang, Sang Hoon, 2023. "Is the impact of oil shocks more pronounced during extreme market conditions?," Resources Policy, Elsevier, vol. 85(PA).
    5. Tiwari, Aviral Kumar & Nasreen, Samia & Hammoudeh, Shawkat & Selmi, Refk, 2021. "Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching," Energy, Elsevier, vol. 220(C).
    6. Qian, Chenqi & Zhang, Tianding & Li, Jie, 2023. "The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China," Resources Policy, Elsevier, vol. 85(PB).
    7. Mokni, Khaled, 2020. "A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries," Energy, Elsevier, vol. 213(C).
    8. Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba, 2018. "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 433-450.
    9. Chandrarin, Grahita & Sohag, Kazi & Cahyaningsih, Diyah Sukanti & Yuniawan, Dani & Herdhayinta, Heyvon, 2022. "The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis," Resources Policy, Elsevier, vol. 77(C).
    10. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021. "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, vol. 58(C).
    11. Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021. "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
    12. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    13. Jiang, Wei & Liu, Yan, 2021. "The asymmetric effect of crude oil prices on stock prices in major international financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    14. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
    15. Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.

  33. Jamal Bouoiyour & Refk Selmi, 2017. "Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?," Papers 1701.02182, arXiv.org.

    Cited by:

    1. Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018. "The financial effects of Trumpism," Economic Modelling, Elsevier, vol. 74(C), pages 264-274.

  34. Jamal Bouoiyour & Refk Selmi, 2016. "The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets," Papers 1612.06200, arXiv.org, revised Mar 2017.

    Cited by:

    1. Aliyu, Shehu Usman Rano, 2020. "What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?," MPRA Paper 110382, University Library of Munich, Germany, revised 06 Jun 2021.
    2. Jamal Bouoiyour & Refk Selmi, 2017. "Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?," Working Papers hal-01429537, HAL.
    3. Frode Kj rland & Maria Meland & Are Oust & Vilde yen, 2018. "How can Bitcoin Price Fluctuations be Explained?," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 323-332.
    4. Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018. "The financial effects of Trumpism," Economic Modelling, Elsevier, vol. 74(C), pages 264-274.

  35. Bouoiyour, Jamal & Selmi, Refk, 2016. "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper 70379, University Library of Munich, Germany.

    Cited by:

    1. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
    2. Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers 2018-01, University of Adelaide, School of Economics and Public Policy.
    3. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers 15-48, Eastern Mediterranean University, Department of Economics.
    4. Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2016. "On the reactions of sectoral equity returns to oil price in France: Implications for portfolio allocation," MPRA Paper 70382, University Library of Munich, Germany.

  36. Bouoiyour, Jamal & Selmi, Refk, 2016. "Is uncertainty over Brexit damaging the UK and European equities?," MPRA Paper 70520, University Library of Munich, Germany.

    Cited by:

    1. Tihana Škrinjarić, 2019. "Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets," IJFS, MDPI, vol. 7(1), pages 1-14, January.

  37. Bouoiyour, Jamal & Selmi, Refk, 2016. "Brexit concerns, UK and European equities: A lose-lose scenario?," MPRA Paper 70519, University Library of Munich, Germany.

    Cited by:

    1. Jamal Bouoiyour, Refk Selmi, 2019. "Brexit and CDS spillovers across UK and Europe," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 16(1), pages 105-124, June.
    2. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    3. Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
    4. Jamal Bouoiyour & Refk Selmi, 2017. "Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?," Working Papers hal-01429537, HAL.

  38. Jamal Bouoiyour & Refk Selmi, 2016. "How Differently Does Oil Price Influences BRICS Stock Markets?," Post-Print hal-01879674, HAL.

    Cited by:

    1. Hazem Marashdeh & Akhsyim Afandi, 2017. "Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 7(5), pages 312-322.
    2. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers 202243, University of Pretoria, Department of Economics.
    3. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Hammoudeh, Shawkat, 2019. "Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look," Energy Economics, Elsevier, vol. 83(C), pages 445-466.
    4. Xie, Qichang & Tang, Guoqiang, 2022. "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, vol. 114(C).
    5. Salisu, Afees A. & Gupta, Rangan, 2021. "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, vol. 48(C).
    6. Julia Kielmann & Hans Manner & Aleksey Min, 2021. "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers 2021-01, University of Graz, Department of Economics.
    7. Julia Kielmann & Hans Manner & Aleksey Min, 2022. "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, vol. 62(4), pages 1543-1574, April.
    8. Naeem, Muhammad Abubakr & Pham, Linh & Senthilkumar, Arunachalam & Karim, Sitara, 2022. "Oil shocks and BRIC markets: Evidence from extreme quantile approach," Energy Economics, Elsevier, vol. 108(C).
    9. Chancharat, Surachai & Sinlapates, Parichat, 2023. "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, vol. 57(C).

  39. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2016. "What drives Bitcoin price?," Post-Print hal-01879673, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    2. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "Cryptocurrencies and the downside risk in equity investments," Finance Research Letters, Elsevier, vol. 33(C).
    3. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Post-Print halshs-01822992, HAL.
    4. Li, Zijian & Meng, Qiaoyu, 2022. "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    5. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    6. Jiang, Shangrong & Li, Yuze & Wang, Shouyang & Zhao, Lin, 2022. "Blockchain competition: The tradeoff between platform stability and efficiency," European Journal of Operational Research, Elsevier, vol. 296(3), pages 1084-1097.
    7. Jamal Bouoiyour & Refk Selmi, 2016. "The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets," Papers 1612.06200, arXiv.org, revised Mar 2017.
    8. Maghyereh, Aktham & Abdoh, Hussein, 2021. "Time–frequency quantile dependence between Bitcoin and global equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    9. Zura Kakushadze, 2018. "Cryptoasset Factor Models," Papers 1811.07860, arXiv.org, revised Feb 2019.
    10. Dominique Guégan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Documents de travail du Centre d'Economie de la Sorbonne 18014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    11. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    12. Haffar, Adlane & Le Fur, Éric, 2022. "Time-varying dependence of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 211-220.
    13. Liu, Mingxi & Li, Guowen & Li, Jianping & Zhu, Xiaoqian & Yao, Yinhong, 2021. "Forecasting the price of Bitcoin using deep learning," Finance Research Letters, Elsevier, vol. 40(C).
    14. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.
    15. Farman Ullah Khan & Faridoon Khan & Parvez Ahmed Shaikh, 2023. "Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms," Future Business Journal, Springer, vol. 9(1), pages 1-11, December.
    16. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    17. Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan, 2021. "Net Buying Pressure and the Information in Bitcoin Option Trades," Papers 2109.02776, arXiv.org, revised Mar 2022.
    18. Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh, 2020. "Common and country-specific uncertainty fluctuations in oil-producing countries : Measures, macroeconomic effects and policy challenges," Post-Print hal-02929898, HAL.
    19. Julián A. Parra & Carlos Arango & Joaquín Bernal & José E. Gómez & Javier Gómez & Carlos León & Clara Machado & Daniel Osorio & Daniel Rojas & Nicolás Suárez & Eduardo Yanquen, 2019. "Criptoactivos: análisis y revisión de literatura," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 92, pages 1-37, November.
    20. Frode Kj rland & Maria Meland & Are Oust & Vilde yen, 2018. "How can Bitcoin Price Fluctuations be Explained?," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 323-332.
    21. Sami MESTIRI, 2022. "Modeling the volatility of Bitcoin returns using Nonparametric GARCH models," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 13(1), pages 2-16, June.
    22. Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo, 2017. "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-16.
    23. Zura Kakushadze & Willie Yu, 2019. "Altcoin-Bitcoin Arbitrage," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 87-110.
    24. Bohdan M. Pavlyshenko, 2022. "Bitcoin Price Predictive Modeling Using Expert Correction," Papers 2201.02729, arXiv.org.
    25. Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019. "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers 201959, University of Pretoria, Department of Economics.
    26. Khalid Khan & Jiluo Sun & Sinem Derindere Koseoglu & Ashfaq U. Rehman, 2021. "Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty," SAGE Open, , vol. 11(3), pages 21582440211, August.
    27. Stephanie Danielle Subramoney & Knowledge Chinhamu & Retius Chifurira, 2021. "Value at Risk estimation using GAS models with heavy tailed distributions for cryptocurrencies," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 10(4), pages 40-54, October.
    28. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    29. Zargar, Faisal Nazir & Kumar, Dilip, 2019. "Informational inefficiency of Bitcoin: A study based on high-frequency data," Research in International Business and Finance, Elsevier, vol. 47(C), pages 344-353.
    30. Stavroyiannis, Stavros & Babalos, Vassilios, 2019. "Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 57-63.
    31. Lin, Boqiang & Su, Tong, 2020. "Does oil price have similar effects on the exchange rates of BRICS?," International Review of Financial Analysis, Elsevier, vol. 69(C).
    32. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Working Papers hal-01480031, HAL.
    33. Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2020. "Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin," Economic Modelling, Elsevier, vol. 87(C), pages 212-224.
    34. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019. "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 412-426, January.
    35. Zargar, Faisal Nazir & Kumar, Dilip, 2019. "Long range dependence in the Bitcoin market: A study based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 625-640.
    36. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    37. Zura Kakushadze & Willie Yu, 2019. "Altcoin-Bitcoin Arbitrage," Papers 1903.06033, arXiv.org, revised Apr 2019.
    38. Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
    39. Costantini, Mauro & Maaitah, Ahmad & Mishra, Tapas & Sousa, Ricardo M., 2023. "Bitcoin market networks and cyberattacks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    40. Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E., 2020. "Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    41. Osamah Al-Khazali & Elie Bouri & David Roubaud, 2018. "The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin," Economics Bulletin, AccessEcon, vol. 38(1), pages 373-382.
    42. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    43. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    44. Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2018. "The Price of BitCoin: GARCH Evidence from High Frequency Data," EERI Research Paper Series EERI RP 2018/14, Economics and Econometrics Research Institute (EERI), Brussels.
    45. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    46. Jamal Bouoiyour & Refk Selmi, 2017. "The Bitcoin price formation: Beyond the fundamental sources," Papers 1707.01284, arXiv.org.
    47. Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021. "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, vol. 95(C), pages 21-34.
    48. Anoop S Kumar & Taufeeq Ajaz, 2019. "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-17, December.
    49. Son, Dong-Hoon, 2023. "On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 171(C).
    50. Su, Chi-Wei & Li, Zheng-Zheng & Tao, Ran & Si, Deng-Kui, 2018. "Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test," Japan and the World Economy, Elsevier, vol. 46(C), pages 56-63.
    51. Lennart Ante, 2020. "A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 124(2), pages 1305-1333, August.
    52. Klender Cortez & Martha del Pilar Rodríguez-García & Samuel Mongrut, 2020. "Exchange Market Liquidity Prediction with the K-Nearest Neighbor Approach: Crypto vs. Fiat Currencies," Mathematics, MDPI, vol. 9(1), pages 1-15, December.
    53. Xiao Li & Weili Wu, 2020. "A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction," Papers 2008.09667, arXiv.org.
    54. Yin, Libo & Nie, Jing & Han, Liyan, 2021. "Understanding cryptocurrency volatility: The role of oil market shocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 233-253.
    55. Stübinger, Johannes, 2018. "Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500," FAU Discussion Papers in Economics 01/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    56. Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
    57. Alexander, Carol & Deng, Jun & Feng, Jianfen & Wan, Huning, 2023. "Net buying pressure and the information in bitcoin option trades," Journal of Financial Markets, Elsevier, vol. 63(C).
    58. Cristina Chinazzo & Vahidin Jeleskovic, 2024. "Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches," Papers 2401.02049, arXiv.org.
    59. Bedi, Prateek & Nashier, Tripti, 2020. "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
    60. Ying Chen & Paolo Giudici & Branka Hadji Misheva & Simon Trimborn, 2020. "Lead Behaviour in Bitcoin Markets," Risks, MDPI, vol. 8(1), pages 1-14, January.
    61. Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
    62. Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
    63. Seyed Alireza Athari & Ngo Thai Hung, 2022. "Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 736-756, October.
    64. Senarathne Chamil W. & Šoja Tijana, 2019. "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(3), pages 35-45, September.
    65. Kyriazis, Nikolaos & Papadamou, Stephanos & Corbet, Shaen, 2020. "A systematic review of the bubble dynamics of cryptocurrency prices," Research in International Business and Finance, Elsevier, vol. 54(C).
    66. Marius Cristian Frunza & Dominique Guégan, 2018. "Is the Bitcoin Rush Over?," Working Papers 2018:10, Department of Economics, University of Venice "Ca' Foscari".
    67. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01822992, HAL.
    68. Sayed Mohammad Mousavi & Yazdan Shahin Rad, 2023. "Challenges and Legal Aspects of Financing Projects Through Cryptocurrencies in Iran," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 13(4), pages 127-151.
    69. Dulani Jayasuriya Daluwathumullagamage & Alexandra Sims, 2021. "Fantastic Beasts: Blockchain Based Banking," JRFM, MDPI, vol. 14(4), pages 1-43, April.
    70. Kliber, Agata & Marszałek, Paweł & Musiałkowska, Ida & Świerczyńska, Katarzyna, 2019. "Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 246-257.
    71. Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
    72. Mehmet Levent ERDAS & Abdullah Emre CAGLAR, 2018. "Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 27-45, December.
    73. Xun Zhang & Fengbin Lu & Rui Tao & Shouyang Wang, 2021. "The time-varying causal relationship between the Bitcoin market and internet attention," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
    74. Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud, 2021. "Risk aversion and Bitcoin returns in extreme quantiles," Economics Bulletin, AccessEcon, vol. 41(3), pages 1374-1386.
    75. Lian, Yu-Min & Chen, Jun-Home, 2021. "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 424-439.
    76. Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020. "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 156-164.
    77. Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019. "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 322-330.
    78. Zura Kakushadze & Jim Kyung-Soo Liew, 2018. "CryptoRuble: From Russia with Love," Papers 1801.05760, arXiv.org.
    79. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining, 2018. "Pricing Cryptocurrency options: the case of CRIX and Bitcoin," IRTG 1792 Discussion Papers 2018-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    80. Walid Bakry & Audil Rashid & Somar Al-Mohamad & Nasser El-Kanj, 2021. "Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach," JRFM, MDPI, vol. 14(7), pages 1-24, June.
    81. Frode Kjærland & Aras Khazal & Erlend A. Krogstad & Frans B. G. Nordstrøm & Are Oust, 2018. "An Analysis of Bitcoin’s Price Dynamics," JRFM, MDPI, vol. 11(4), pages 1-18, October.
    82. Manavi, Seyed Alireza & Jafari, Gholamreza & Rouhani, Shahin & Ausloos, Marcel, 2020. "Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
    83. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, December.

  40. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," Post-Print hal-01879675, HAL.

    Cited by:

    1. Bajo Rubio, Oscar & Berke, Burcu & McMillan, David G., 2019. "Exchange rate volatility in the eurozone," Economics Discussion Papers 2019-56, Kiel Institute for the World Economy (IfW Kiel).
    2. Obsa Urgessa Ayana & Jima Degaga, 2022. "Effects of rural electrification on household welfare: a meta-regression analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 69(2), pages 209-261, June.
    3. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  41. Jamal Bouoiyour & Refk Selmi & Amal Miftah, 2016. "What mitigates Economic Growth Volatility in Morocco? Remittances or FDI," Post-Print hal-01879671, HAL.

    Cited by:

    1. Lisa Chauvet & Marin Ferry & Patrick Guillaumont & Sylviane Guillaumont Jeanneney & Sampawende J.-A. Tapsoba & Laurent Wagner, 2019. "Volatility widens inequality. Could aid and remittances help?," Post-Print hal-02276800, HAL.
    2. Jamal Bouoiyour & Amal Miftah, 2017. "Do Migrants Transfer Political and Cultural Norms to Their Origin Country? Some Evidence From Some Arab Countries," Working Papers 1098, Economic Research Forum, revised 05 2017.
    3. Amr Hosny, 2020. "Remittance Concentration and Volatility: Evidence from 72 Developing Countries," IMF Working Papers 2020/015, International Monetary Fund.

  42. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Aviral Kumar Tiwari, 2015. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Post-Print hal-01879678, HAL.

    Cited by:

    1. Khalfaoui, Rabeh, 2018. "Oil–gold time varying nexus: A time–frequency analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 86-104.
    2. Ichiro Iwasaki & Mathilde Maurel, 2017. "The Impact of Crisis on Firm Creation and Regeneration in Russia: Regional Panel Data Analysis," Post-Print halshs-01505659, HAL.
    3. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Bachmeier, Lance, 2019. "Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches," Energy Economics, Elsevier, vol. 81(C), pages 1011-1028.
    4. Jamal Bouoiyour & Refk Selmi, 2016. "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers hal-01880323, HAL.
    5. Malik, Farooq & Umar, Zaghum, 2019. "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, vol. 84(C).
    6. Ji, Qiang & Liu, Bing-Yue & Fan, Ying, 2019. "Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model," Energy Economics, Elsevier, vol. 77(C), pages 80-92.
    7. Yuliana Vladimirovna Solovieva & Maxim Vasilyevich Chernyaev & Nezhnikova Ekaterina Vladimirovna, 2021. "Brent and Urals Oil Price Control Mechanisms," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 571-577.
    8. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.
    9. Sokhanvar, Amin & Çiftçioğlu, Serhan & Lee, Chien-Chiang, 2023. "The effect of energy price shocks on commodity currencies during the war in Ukraine," Resources Policy, Elsevier, vol. 82(C).
    10. Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021. "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, vol. 100(C).
    11. Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang, 2022. "Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    12. Baghestani, Hamid & Chazi, Abdelaziz & Khallaf, Ashraf, 2019. "A directional analysis of oil prices and real exchange rates in BRIC countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 450-456.
    13. Fakhri Hasanov & Jeyhun Mikayilov & Cihan Bulut & Elchin Suleymanov & Fuzuli Aliyev, 2017. "The Role of Oil Prices in Exchange Rate Movements: The CIS Oil Exporters," Economies, MDPI, vol. 5(2), pages 1-18, April.
    14. Lv, Xin & Lien, Donald & Chen, Qian & Yu, Chang, 2018. "Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries," Energy Economics, Elsevier, vol. 76(C), pages 325-343.
    15. Kazeem O. Isah & Abdulkader C. Mahomedy & Elias A. Udeaja & Ojo J. Adelakun & Yusuf Yakubu & Danmecca Musa, 2022. "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 329-348, September.
    16. Chandrarin, Grahita & Sohag, Kazi & Cahyaningsih, Diyah Sukanti & Yuniawan, Dani & Herdhayinta, Heyvon, 2022. "The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis," Resources Policy, Elsevier, vol. 77(C).
    17. Martin Baumgärtner & Jens Klose, 2019. "Forecasting exchange rates with commodity prices—a global country analysis," The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
    18. Khraief, Naceur & Shahbaz, Muhammad & Mahalik, Mantu Kumar & Bhattacharya, Mita, 2021. "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
    19. Karunanithi Kriskkumar & Niaz Ahmad Mohd Naseem & Wan Ngah Wan Azman-Saini, 2022. "Investigating the Asymmetric Effect of Oil Price on the Economic Growth in Malaysia: Applying Augmented ARDL and Nonlinear ARDL Techniques," SAGE Open, , vol. 12(1), pages 21582440221, March.
    20. Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020. "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 198-206.
    21. Su, Chi-Wei & Qin, Meng & Tao, Ran & Umar, Muhammad, 2020. "Does oil price really matter for the wage arrears in Russia?," Energy, Elsevier, vol. 208(C).
    22. Bwo-Nung Huang & Chi-Chuan Lee & Yu-Fang Chang & Chien-Chiang Lee, 2021. "Dynamic linkage between oil prices and exchange rates: new global evidence," Empirical Economics, Springer, vol. 61(2), pages 719-742, August.
    23. Ahmad, Wasim & Prakash, Ravi & Uddin, Gazi Salah & Chahal, Rishman Jot Kaur & Rahman, Md. Lutfur & Dutta, Anupam, 2020. "On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?," Energy Economics, Elsevier, vol. 91(C).
    24. Hashem A. AlNemer & Besma Hkiri & Muhammed Asif Khan, 2021. "Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework," JRFM, MDPI, vol. 14(6), pages 1-19, June.
    25. Xu, Yang & Han, Liyan & Wan, Li & Yin, Libo, 2019. "Dynamic link between oil prices and exchange rates: A non-linear approach," Energy Economics, Elsevier, vol. 84(C).
    26. Chen, Hongtao & Liu, Li & Wang, Yudong & Zhu, Yingming, 2016. "Oil price shocks and U.S. dollar exchange rates," Energy, Elsevier, vol. 112(C), pages 1036-1048.
    27. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Wen, Shaobo & Hao, Xiaoqing, 2017. "The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia," Applied Energy, Elsevier, vol. 194(C), pages 667-678.
    28. Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad, 2020. "Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies," Energies, MDPI, vol. 13(17), pages 1-19, August.
    29. Gao Wenxin & Wen Jun & Mahmood Hamid & Zakaria Muhammad, 2022. "Nonlinear and Asymmetric Impact of Oil Prices on Exchange Rates: Evidence from South Asia," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 243-256, January.
    30. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    31. Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).
    32. Amin Sokhanvar & Chien-Chiang Lee, 2023. "How do energy price hikes affect exchange rates during the war in Ukraine?," Empirical Economics, Springer, vol. 64(5), pages 2151-2164, May.
    33. Allah Morad Seif & Hossein Panahi & Davoud Hamidi Razi, 2017. "An Estimation of The Impact of Economic Sanctions and Oil Price Shocks on Iran-Russian Trade: Evidence from a Gravity- VEC Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 21(3), pages 469-497, Summer.
    34. Taufeeque Ahmad Siddiqui & Haseen Ahmed & Mohammad Naushad & Uzma Khan, 2023. "The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 566-578, May.

  43. Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015. "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper 70942, University Library of Munich, Germany.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2016. "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper 70379, University Library of Munich, Germany.

  44. Jamal Bouoiyour & Refk Selmi, 2015. "GCC countries and the nexus between exchange rate and oil price: what wavelet decomposition and non parametric causality reveal?," Post-Print hal-01879679, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Aviral Kumar Tiwari, 2015. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Post-Print hal-01879678, HAL.

  45. Jamal Bouoiyour & Refk Selmi, 2015. "What Does Bitcoin Look Like?," Post-Print hal-01879683, HAL.

    Cited by:

    1. Paolo Pagnottoni & Thomas Dimpfl, 2019. "Price discovery on Bitcoin markets," Digital Finance, Springer, vol. 1(1), pages 139-161, November.
    2. Dimitrios Koutmos, 2020. "Market risk and Bitcoin returns," Annals of Operations Research, Springer, vol. 294(1), pages 453-477, November.
    3. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    4. Maghyereh, Aktham & Abdoh, Hussein, 2020. "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, vol. 71(C).
    5. Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016. "The economics of BitCoin price formation," Applied Economics, Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
    6. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working Papers hal-01880330, HAL.
    7. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2016. "What drives Bitcoin price?," Economics Bulletin, AccessEcon, vol. 36(2), pages 843-850.
    8. Weili Chen & Jun Wu & Zibin Zheng & Chuan Chen & Yuren Zhou, 2019. "Market Manipulation of Bitcoin: Evidence from Mining the Mt. Gox Transaction Network," Papers 1902.01941, arXiv.org.
    9. Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 29-36.
    10. Reginald D. Smith, 2017. "Bitcoin Average Dormancy: A Measure of Turnover and Trading Activity," Papers 1712.10287, arXiv.org, revised Feb 2018.
    11. Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018. "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, vol. 38(4), pages 2037-2046.
    12. Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Papers 2102.08107, arXiv.org.
    13. Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022. "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper 114521, University Library of Munich, Germany.
    14. Cole, Benjamin M. & Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri, 2022. "Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    15. Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017. "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series EERI RP 2017/02, Economics and Econometrics Research Institute (EERI), Brussels.
    16. Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023. "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, vol. 126(C).
    17. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    18. Haffar, Adlane & Le Fur, Éric, 2022. "Time-varying dependence of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 211-220.
    19. Ao Shu & Feiyang Cheng & Jianlei Han & Zini Liang & Zheyao Pan, 2023. "Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(5), pages 5183-5210, December.
    20. Elsayed, Ahmed H. & Sousa, Ricardo M., 2022. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
    21. Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021. "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, vol. 38(C).
    22. Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print hal-01879667, HAL.
    23. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 5-24.
    24. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    25. Tomić, Bojan, 2020. "BITCOIN: Systematic Force of Cryptocurrency Portfolio," MPRA Paper 101290, University Library of Munich, Germany, revised 26 May 2020.
    26. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers 201812, University of Pretoria, Department of Economics.
    27. Yadong Liu & Nathee Naktnasukanjn & Anukul Tamprasirt & Tanarat Rattanadamrongaksorn, 2023. "Comparison of the Asymmetric Relationship between Bitcoin and Gold, Crude Oil, and the U.S. Dollar before and after the COVID-19 Outbreak," JRFM, MDPI, vol. 16(10), pages 1-17, October.
    28. Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020. "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, vol. 52(C).
    29. Holtfort, Thomas & Horsch, Andreas & Schwarz, Joachim, 2022. "Economic, technological and social drivers of cryptocurrency market evolution and its managerial impact," Freiberg Working Papers 2022/01, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
    30. Rodrigo Hakim das Neves, 2020. "Bitcoin pricing: impact of attractiveness variables," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-18, December.
    31. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    32. Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
    33. Frode Kj rland & Maria Meland & Are Oust & Vilde yen, 2018. "How can Bitcoin Price Fluctuations be Explained?," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 323-332.
    34. Jona Derks & Jaap Gordijn & Arjen Siegmann, 2018. "From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016," Electronic Markets, Springer;IIM University of St. Gallen, vol. 28(3), pages 321-338, August.
    35. Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018. "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print hal-03533197, HAL.
    36. Ahmed, Walid M.A., 2020. "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, vol. 108(C).
    37. Kwon, Ji Ho, 2020. "Tail behavior of Bitcoin, the dollar, gold and the stock market index," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
    38. Andrew Burnie, 2018. "Exploring the Interconnectedness of Cryptocurrencies using Correlation Networks," Papers 1806.06632, arXiv.org.
    39. Feng, Hao & Gao, Da & Duan, Kun & Urquhart, Andrew, 2023. "Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework," International Review of Financial Analysis, Elsevier, vol. 89(C).
    40. Corbet, Shaen & Larkin, Charles & Lucey, Brian & Meegan, Andrew & Yarovaya, Larisa, 2020. "Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position," Journal of Financial Stability, Elsevier, vol. 46(C).
    41. Lin, Mei-Yin & An, Che-Lun, 2021. "The relationship between Bitcoin and resource commodity futures: Evidence from NARDL approach," Resources Policy, Elsevier, vol. 74(C).
    42. Ahmed, Walid M.A., 2021. "Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    43. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    44. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Working Papers hal-01480031, HAL.
    45. Garcia-Jorcano, Laura & Benito, Sonia, 2020. "Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying," Research in International Business and Finance, Elsevier, vol. 54(C).
    46. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1127-1134.
    47. Sofoklis Vogiazas & Constantinos Alexiou, 2019. "Bitcoin: The Road to Hell Is Paved With Good Promises," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    48. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019. "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 412-426, January.
    49. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    50. Murat Akkaya, 2021. "The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 35(1), pages 87-97.
    51. Bergsli, Lykke Øverland & Lind, Andrea Falk & Molnár, Peter & Polasik, Michał, 2022. "Forecasting volatility of Bitcoin," Research in International Business and Finance, Elsevier, vol. 59(C).
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    53. Burcu Kapar & Jose Olmo, 2021. "Analysis of Bitcoin prices using market and sentiment variables," The World Economy, Wiley Blackwell, vol. 44(1), pages 45-63, January.
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    56. Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016. "The digital agenda of virtual currencies: Can BitCoin become a global currency?," Information Systems and e-Business Management, Springer, vol. 14(4), pages 883-919, November.
    57. Pinar Deniz & Thanasis Stengos, 2020. "Cryptocurrency Returns before and after the Introduction of Bitcoin Futures," JRFM, MDPI, vol. 13(6), pages 1-21, June.
    58. Ballis, Antonis & Drakos, Konstantinos, 2020. "A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market," MPRA Paper 109329, University Library of Munich, Germany.
    59. de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier, 2019. "The drivers of Bitcoin demand: A short and long-run analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 21-34.
    60. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    61. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    62. Ed Saiedi & Anders Broström & Felipe Ruiz, 2021. "Global drivers of cryptocurrency infrastructure adoption," Small Business Economics, Springer, vol. 57(1), pages 353-406, June.
    63. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021. "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, vol. 61(6), pages 2963-2983, December.
    64. Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2018. "The Price of BitCoin: GARCH Evidence from High Frequency Data," EERI Research Paper Series EERI RP 2018/14, Economics and Econometrics Research Institute (EERI), Brussels.
    65. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    66. Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018. "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 203-213.
    67. Achraf Ghorbel & Wajdi Frikha & Yasmine Snene Manzli, 2022. "Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 387-425, September.
    68. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.
    69. Jamal Bouoiyour & Refk Selmi, 2017. "The Bitcoin price formation: Beyond the fundamental sources," Papers 1707.01284, arXiv.org.
    70. Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023. "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
    71. Domingo, Ribeiro-Soriano & Piñeiro-Chousa, Juan & Ángeles López-Cabarcos, M., 2020. "What factors drive returns on initial coin offerings?," Technological Forecasting and Social Change, Elsevier, vol. 153(C).
    72. Toan Luu Duc Huynh, 2019. "Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas," JRFM, MDPI, vol. 12(2), pages 1-19, April.
    73. Charfeddine, Lanouar & Benlagha, Noureddine & Maouchi, Youcef, 2020. "Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors," Economic Modelling, Elsevier, vol. 85(C), pages 198-217.
    74. Long, Shaobo & Pei, Hongxia & Tian, Hao & Lang, Kun, 2021. "Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model," International Review of Financial Analysis, Elsevier, vol. 78(C).
    75. Son, Dong-Hoon, 2023. "On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 171(C).
    76. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2017. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 5-28.
    77. Gurdgiev, Constantin & O’Loughlin, Daniel, 2020. "Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
    78. Su, Chi-Wei & Li, Zheng-Zheng & Tao, Ran & Si, Deng-Kui, 2018. "Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test," Japan and the World Economy, Elsevier, vol. 46(C), pages 56-63.
    79. Yong Jiang & Gang-Jin Wang & Dan-Yan Wen & Xiao-guang Yang, 2020. "Business conditions, uncertainty shocks and Bitcoin returns," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 415-424, July.
    80. Lennart Ante, 2020. "A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 124(2), pages 1305-1333, August.
    81. Lim, Siok Jin & Masih, Mansur, 2017. "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper 79752, University Library of Munich, Germany.
    82. Bouoiyour, Jamal & Selmi, Refk, 2015. "Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?," MPRA Paper 65317, University Library of Munich, Germany.
    83. Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, vol. 54(C).
    84. Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander, 2022. "What threatens stock markets more - The coronavirus or the hype around it?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 519-539.
    85. Yin, Libo & Nie, Jing & Han, Liyan, 2021. "Understanding cryptocurrency volatility: The role of oil market shocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 233-253.
    86. Yuanyuan (Catherine) Chen, 2021. "Empirical analysis of bitcoin price," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 692-715, October.
    87. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    88. Cristina Chinazzo & Vahidin Jeleskovic, 2024. "Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches," Papers 2401.02049, arXiv.org.
    89. Bedi, Prateek & Nashier, Tripti, 2020. "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
    90. Muhammad Owais Qarni & Saiqb Gulzar, 2021. "Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
    91. Bhuiyan, Rubaiyat Ahsan & Husain, Afzol & Zhang, Changyong, 2021. "A wavelet approach for causal relationship between bitcoin and conventional asset classes," Resources Policy, Elsevier, vol. 71(C).
    92. Mark Mizraki, 2015. "Conversation with Mark Mizruchi:“There is Very Little Organizational Theory Left in Sociology Departments”," Journal of Economic Sociology, National Research University Higher School of Economics, vol. 16(3), pages 14-25.
    93. Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
    94. Helder Sebastião & Pedro Godinho, 2021. "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
    95. Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa, 2019. "Cryptocurrencies as a financial asset: A systematic analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 182-199.
    96. López-Martín, Carmen & Arguedas-Sanz, Raquel & Muela, Sonia Benito, 2022. "A cryptocurrency empirical study focused on evaluating their distribution functions," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 387-407.
    97. Senarathne Chamil W., 2019. "Possible Impact of Facebook’s Libra on Volatility of Bitcoin: Evidence from Initial Coin Offer Funding Data," Management of Organizations: Systematic Research, Sciendo, vol. 81(1), pages 87-100, June.
    98. Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli, 2021. "Causal effect of regulated Bitcoin futures on volatility and volume," Papers 2109.15052, arXiv.org.
    99. Aalborg, Halvor Aarhus & Molnár, Peter & de Vries, Jon Erik, 2019. "What can explain the price, volatility and trading volume of Bitcoin?," Finance Research Letters, Elsevier, vol. 29(C), pages 255-265.
    100. Frankovic, Jozo & Liu, Bin & Suardi, Sandy, 2022. "On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia," Global Finance Journal, Elsevier, vol. 54(C).
    101. John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
    102. Liu, Jiajia & Li, Xuerong & Wang, Shouyang, 2020. "What have we learnt from 10 years of fintech research? a scientometric analysis," Technological Forecasting and Social Change, Elsevier, vol. 155(C).
    103. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019. "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
    104. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.
    105. Marthinsen, John E. & Gordon, Steven R., 2022. "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 280-288.
    106. Kliber, Agata & Marszałek, Paweł & Musiałkowska, Ida & Świerczyńska, Katarzyna, 2019. "Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 246-257.
    107. Rubaiyat Ahsan Bhuiyan & Afzol Husain & Changyong Zhang, 2023. "Diversification evidence of bitcoin and gold from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-36, December.
    108. Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
    109. Mehmet Levent ERDAS & Abdullah Emre CAGLAR, 2018. "Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 27-45, December.
    110. Wang, Chen & Shen, Dehua & Li, Youwei, 2022. "Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective," Finance Research Letters, Elsevier, vol. 49(C).
    111. Xun Zhang & Fengbin Lu & Rui Tao & Shouyang Wang, 2021. "The time-varying causal relationship between the Bitcoin market and internet attention," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
    112. Neveen Ahmed & Omar Farooq & Nidaa Hamed, 2023. "Relation Between Bitcoin and Its Forks: An Empirical Investigation," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 49(2), pages 249-261, April.
    113. Bouoiyour, Jamal & Selmi, Refk, 2015. "Bitcoin Price: Is it really that New Round of Volatility can be on way?," MPRA Paper 65580, University Library of Munich, Germany.
    114. Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020. "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 156-164.
    115. Spencer Wheatley & Didier Sornette & Tobias Huber & Max Reppen & Robert N. Gantner, 2018. "Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model," Papers 1803.05663, arXiv.org.
    116. Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019. "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 322-330.
    117. Li, Yi & Zhang, Wei & Urquhart, Andrew & Wang, Pengfei, 2022. "The role of media coverage in the bubble formation: Evidence from the Bitcoin market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    118. Zura Kakushadze & Jim Kyung-Soo Liew, 2018. "CryptoRuble: From Russia with Love," Papers 1801.05760, arXiv.org.
    119. Wen hsiang Chiu & Shih-wei Hung & Chiung-ju Liang, 2020. "The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking," Economics Bulletin, AccessEcon, vol. 40(3), pages 1985-1993.
    120. Frode Kjærland & Aras Khazal & Erlend A. Krogstad & Frans B. G. Nordstrøm & Are Oust, 2018. "An Analysis of Bitcoin’s Price Dynamics," JRFM, MDPI, vol. 11(4), pages 1-18, October.

  46. Jamal Bouoiyour & Refk Selmi, 2015. "Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," Post-Print hal-01879685, HAL.

    Cited by:

    1. Osama M. Badr & Ahmed F. El-khadrawi, 2018. "Exchange Rate Volatility and Trade: An Empirical Investigation from the Egyptian Economy," Applied Economics and Finance, Redfame publishing, vol. 5(4), pages 140-149, July.
    2. Bouoiyour, Jamal & Selmi, Refk, 2013. "Exchange rate uncertainty and export performance: what meta-analysis reveals?," MPRA Paper 49249, University Library of Munich, Germany, revised Aug 2013.
    3. Ramesh C. Paudel & Resham Thapa-Parajuli & Majed Alharthi, 2020. "Electricity Consumption and Export Performance: Evidence from Nepal," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 529-535.
    4. Bouoiyour, Jamal & Selmi, Refk, 2015. "A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis," MPRA Paper 65737, University Library of Munich, Germany.
    5. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," Working Papers hal-01880321, HAL.
    6. He, Kaijian & Chen, Yanhui & Tso, Geoffrey K.F., 2018. "Forecasting exchange rate using Variational Mode Decomposition and entropy theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 15-25.
    7. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper 57505, University Library of Munich, Germany.
    8. Charline Uwilingiyimana & Abdou Kâ Diongue, 2020. "Rwanda Currency Market Risk Analysis: Evidence From Asymmetry Effects," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(2), pages 1-2.
    9. Bouoiyour, jamal & Selmi, Refk, 2014. "Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co-spectral Analysis," MPRA Paper 59368, University Library of Munich, Germany.
    10. Bouoiyour, Jamal & Selmi, Refk, 2013. "Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework," MPRA Paper 52414, University Library of Munich, Germany.
    11. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.
    12. Kaijian He & Rui Zha & Jun Wu & Kin Keung Lai, 2016. "Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price," Sustainability, MDPI, vol. 8(4), pages 1-11, April.

  47. Bouoiyour, Jamal & Selmi, Refk, 2015. "Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?," MPRA Paper 65317, University Library of Munich, Germany.

    Cited by:

    1. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    2. Bouoiyour, Jamal & Selmi, Refk, 2015. "Is the Internet Search Driving Oil Market? A Revisit through Time-Frequency approaches," MPRA Paper 66214, University Library of Munich, Germany.
    3. Bouoiyour, Jamal & Selmi, Refk, 2015. "Bitcoin Price: Is it really that New Round of Volatility can be on way?," MPRA Paper 65580, University Library of Munich, Germany.

  48. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis," Post-Print hal-01879684, HAL.

    Cited by:

    1. Gideon Boako & Aviral Kumar Tiwari & David Roubaud, 2019. "Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market," International Economics, CEPII research center, issue 158, pages 77-90.
    2. Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016. "The economics of BitCoin price formation," Applied Economics, Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
    3. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working Papers hal-01880330, HAL.
    4. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2016. "What drives Bitcoin price?," Economics Bulletin, AccessEcon, vol. 36(2), pages 843-850.
    5. Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017. "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series EERI RP 2017/02, Economics and Econometrics Research Institute (EERI), Brussels.
    6. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E, 2018. "How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?," MPRA Paper 91253, University Library of Munich, Germany.
    7. Ziaul Haque Munim & Mohammad Hassan Shakil & Ilan Alon, 2019. "Next-Day Bitcoin Price Forecast," JRFM, MDPI, vol. 12(2), pages 1-15, June.
    8. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    9. Stavros Stavroyiannis, 2017. "Value-at-Risk and Expected Shortfall for the major digital currencies," Papers 1708.09343, arXiv.org.
    10. Kristoufek, Ladislav, 2019. "Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    11. Sofoklis Vogiazas & Constantinos Alexiou, 2019. "Bitcoin: The Road to Hell Is Paved With Good Promises," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    12. Burcu Kapar & Jose Olmo, 2021. "Analysis of Bitcoin prices using market and sentiment variables," The World Economy, Wiley Blackwell, vol. 44(1), pages 45-63, January.
    13. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    14. Pradipta Kumar Sahoo & Dinabandhu Sethi, 2024. "Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1569-1580, April.
    15. Zvonko Merkaš & Vlasta Roška, 2021. "The Impact of Unsystematic Factors on Bitcoin Value," JRFM, MDPI, vol. 14(11), pages 1-17, November.
    16. Su, Chi-Wei & Li, Zheng-Zheng & Tao, Ran & Si, Deng-Kui, 2018. "Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test," Japan and the World Economy, Elsevier, vol. 46(C), pages 56-63.
    17. Brauneis, Alexander & Mestel, Roland, 2019. "Cryptocurrency-portfolios in a mean-variance framework," Finance Research Letters, Elsevier, vol. 28(C), pages 259-264.
    18. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Bitcoin Looks Like?," MPRA Paper 58091, University Library of Munich, Germany.
    19. Pradipta Kumar SAHOO, 2017. "Bitcoin as digital money: Its growth and future sustainability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(613), W), pages 53-64, Winter.
    20. Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
    21. Kyriazis, Nikolaos & Papadamou, Stephanos & Corbet, Shaen, 2020. "A systematic review of the bubble dynamics of cryptocurrency prices," Research in International Business and Finance, Elsevier, vol. 54(C).
    22. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper 57907, University Library of Munich, Germany.
    23. Brandvold, Morten & Molnár, Peter & Vagstad, Kristian & Andreas Valstad, Ole Christian, 2015. "Price discovery on Bitcoin exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 18-35.

  49. Bouoiyour, Jamal & Selmi, Refk, 2015. "Bitcoin Price: Is it really that New Round of Volatility can be on way?," MPRA Paper 65580, University Library of Munich, Germany.

    Cited by:

    1. Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2022. "On the volatility of cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 62(C).
    2. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo.
    4. Gregor Dorfleitner & Carina Lung, 2018. "Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 472-494, December.
    5. Klaus Grobys, 2021. "When the blockchain does not block: on hackings and uncertainty in the cryptocurrency market," Quantitative Finance, Taylor & Francis Journals, vol. 21(8), pages 1267-1279, August.
    6. Nader Trabelsi, 2018. "Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?," JRFM, MDPI, vol. 11(4), pages 1-17, October.
    7. Chappell, Daniel, 2018. "Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models," MPRA Paper 90682, University Library of Munich, Germany.
    8. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    9. Shazia Salamat & Niu Lixia & Sobia Naseem & Muhammad Mohsin & Muhammad Zia-ur-Rehman & Sajjad Ahmad Baig, 2020. "Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1580-1596, March.
    10. Bergsli, Lykke Øverland & Lind, Andrea Falk & Molnár, Peter & Polasik, Michał, 2022. "Forecasting volatility of Bitcoin," Research in International Business and Finance, Elsevier, vol. 59(C).
    11. Ze Shen & Qing Wan & David J. Leatham, 2021. "Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN," JRFM, MDPI, vol. 14(7), pages 1-18, July.
    12. Kumar, Anoop S. & Anandarao, S., 2019. "Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 448-458.
    13. Ahmed Jeribi & Mohamed Fakhfekh, 2021. "Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula," Journal of Asset Management, Palgrave Macmillan, vol. 22(3), pages 224-239, May.
    14. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    15. Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
    16. Fakhfekh, Mohamed & Jeribi, Ahmed, 2020. "Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models," Research in International Business and Finance, Elsevier, vol. 51(C).
    17. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    18. Leandro Maciel, 2021. "Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4840-4855, July.
    19. Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022. "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, vol. 54(C).
    20. Katsiampa, Paraskevi, 2017. "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, vol. 158(C), pages 3-6.
    21. Nidhi Malhotra & Saumya Gupta, 2019. "Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 208-215.
    22. Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020. "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, vol. 51(C).
    23. Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
    24. Beata Szetela & Grzegorz Mentel & Stanislaw Gedek, 2016. "Dependency analysis between Bitcoin and selected global currencies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 133-144.
    25. Noshaba Zulfiqar & Saqib Gulzar, 2021. "Implied volatility estimation of bitcoin options and the stylized facts of option pricing," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
    26. M. Safiullin R. & A. Abdukaeva A. & L. El’shin A. & М. Сафиуллин Р. & А. Абдукаева А. & Л. Ельшин А., 2018. "Методические Подходы К Прогнозированию Динамики Курса Криптовалют С Применением Инструментов Стохастического Анализа (На Примере Биткоина) // Methodological Approaches To Forecasting Dynamics Of Crypt," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(4), pages 38-51.

  50. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Bitcoin Looks Like?," MPRA Paper 58091, University Library of Munich, Germany.

    Cited by:

    1. Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 97-117, June.
    2. Taoufik Bouraoui, 2020. "The drivers of Bitcoin trading volume in selected emerging countries," Post-Print hal-03004413, HAL.
    3. Shimeng Shi & Yukun Shi, 2021. "Bitcoin futures: trade it or ban it?," The European Journal of Finance, Taylor & Francis Journals, vol. 27(4-5), pages 381-396, March.
    4. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis," Post-Print hal-01879684, HAL.
    5. Ziaul Haque Munim & Mohammad Hassan Shakil & Ilan Alon, 2019. "Next-Day Bitcoin Price Forecast," JRFM, MDPI, vol. 12(2), pages 1-15, June.
    6. Kristoufek, Ladislav, 2019. "Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    7. Zvonko Merkaš & Vlasta Roška, 2021. "The Impact of Unsystematic Factors on Bitcoin Value," JRFM, MDPI, vol. 14(11), pages 1-17, November.
    8. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income Or Speculative Foolery? New Ideas Through An Improved Frequency Domain Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-23.
    9. Bouoiyour, Jamal & Selmi, Refk, 2015. "Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?," MPRA Paper 65317, University Library of Munich, Germany.
    10. Helder Miguel Correia Virtuoso Sebastião & Paulo José Osório Rupino Da Cunha & Pedro Manuel Cortesão Godinho, 2021. "Cryptocurrencies and blockchain. Overview and future perspectives," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 21(3), pages 305-342.
    11. Bouoiyour, Jamal & Selmi, Refk, 2015. "Bitcoin Price: Is it really that New Round of Volatility can be on way?," MPRA Paper 65580, University Library of Munich, Germany.
    12. Brandvold, Morten & Molnár, Peter & Vagstad, Kristian & Andreas Valstad, Ole Christian, 2015. "Price discovery on Bitcoin exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 18-35.

  51. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz, 2014. "The Electricity Consumption in a Rentier State: Do Institutions Matter ?," Working Papers hal-01880334, HAL.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
    2. Bellakhal, Rihab & Ben Kheder, Sonia & Haffoudhi, Houda, 2019. "Governance and renewable energy investment in MENA countries:How does trade matter?," Energy Economics, Elsevier, vol. 84(C).

  52. Jamal Bouoiyour & Refk Selmi & Ilhan Ozturk, 2014. "The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta-Analysis," Post-Print hal-01879691, HAL.

    Cited by:

    1. Abdulkadir Abdulrashid Rafindadi, 2015. "Econometric Prediction on the Effects of Financial Development and Trade Openness on the German Energy Consumption: A Startling Revelation," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 182-196.
    2. Lu s Miguel Marques & Jos Alberto Fuinhas & Ant nio Cardoso Marques, 2017. "On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 208-215.
    3. Cuma Bozkurt & M. Akif Destek, 2015. "Renewable Energy and Sustainable Development Nexus in Selected OECD Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 507-514.
    4. Huanying Cui, 2016. "China s Economic Growth and Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 349-355.
    5. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz, 2014. "The Electricity Consumption in a Rentier State: Do Institutions Matter ?," Working papers of CATT hal-01880334, HAL.
    6. Najia Saqib, 2021. "Energy Consumption and Economic Growth: Empirical Evidence from MENA Region," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 191-197.
    7. Munshi Naser Ibne Afzal & Munshi Naser Ibne Afzal & Jeff Gow & Jeff Gow, 2016. "Electricity Consumption and Information and Communication Technology in the Next Eleven Emerging Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 381-388.
    8. Peter Buhanist, 2015. "Path Dependency in the Energy Industry: The Case of Long-term Oil-indexed Gas Import Contracts in Continental Europe," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 934-948.
    9. Tuyen Ngoc Nguyen & Winai Wongsurawat, 2017. "Multivariate Cointegration and Causality between Electricity Consumption, Economic Growth, Foreign Direct Investment and Exports: Recent Evidence from Vietnam," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 287-293.
    10. Klodian Mu o & Enzo Valentini & Stefano Lucarelli, 2021. "The Relationships between GDP growth, Energy Consumption, Renewable Energy Production and CO2 Emissions in European Transition Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 362-373.
    11. Bouoiyour, jamal & Selmi, Refk & Ozturk, Ilhan, 2014. "The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta Analysis," MPRA Paper 55238, University Library of Munich, Germany.
    12. Ali Matar & Hussain Ali Bekhet, 2015. "Causal Interaction among Electricity Consumption, Financial Development, Exports and Economic Growth in Jordan: Dynamic Simultaneous Equation Models," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 955-967.
    13. Murad, Wahid & Alam, Md. Mahmudul & Noman, Abu Hanifa Md. & OZTURK, Ilhan, 2019. "Dynamics Of Technological Innovation, Energy Consumption, Energy Price And Economic Growth In Denmark," SocArXiv 4m27y, Center for Open Science.
    14. Amri, Fethi, 2017. "The relationship amongst energy consumption (renewable and non-renewable), and GDP in Algeria," Renewable and Sustainable Energy Reviews, Elsevier, vol. 76(C), pages 62-71.
    15. Adeyemi A. Ogundipe & Opeyemi Akinyemi & Oluwatomisin M. Ogundipe, 2016. "Electricity Consumption and Economic Development in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 6(1), pages 134-143.
    16. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," Working Papers hal-01880321, HAL.
    17. Jannatul Ferdaus & Bismark Kusi Appiah & Shapan Chandra Majumder & Anouba Acha Arnaud Martial, 2020. "A Panel Dynamic Analysis on Energy Consumption, Energy Prices and Economic Growth in Next 11 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 87-99.
    18. Djula Borozan, 2018. "Efficiency of Energy Taxes and the Validity of the Residential Electricity Environmental Kuznets Curve in the European Union," Sustainability, MDPI, vol. 10(7), pages 1-16, July.
    19. Majed S. Almozaini, 2019. "The Causality Relationship between Economic Growth and Energy Consumption in The World s top Energy Consumers," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 40-53.
    20. Mohammed Issa Shahateet, 2014. "Modeling Economic Growth and Energy Consumption in Arab Countries: Cointegration and Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 349-359.
    21. Atif Awad & Ishak Yossof, 2016. "Electricity Production, Economic Growth and Employment Nexus in Sudan: A Cointegration Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 6(1), pages 6-13.
    22. Hlalefang Khobai, 2018. "Electricity Consumption and Economic Growth: A Panel Data Approach for Brazil, Russia, India, China and South Africa Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 283-289.
    23. Doaa Akl Ahmed & Amira Akl Ahmed, 2019. "The Impact of Energy Prices on Electricity Production in Egypt," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 194-206.
    24. Dakpogan, Arnaud & Smit, Eon, 2018. "The effect of electricity losses on GDP in Benin," MPRA Paper 89545, University Library of Munich, Germany.
    25. Olugbenga A. Onafowora & Oluwole Owoye, 2015. "Structural Vector Auto Regression Analysis of the Dynamic Effects of Shocks in Renewable Electricity Generation on Economic Output and Carbon Dioxide Emissions: China, India and Japan," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1022-1032.
    26. Qusai Mohammad Qasim Alabed & Fathin Faizah Said & Zulkefly Abdul Karim & Mohd Azlan Shah Zaidi & Mohammed Daher Alshammary, 2021. "Energy–Growth Nexus in the MENA Region: A Dynamic Panel Threshold Estimation," Sustainability, MDPI, vol. 13(22), pages 1-18, November.
    27. Besma TALBI, 2015. "Energy Consumption and Economic Growth in MENA: An Analysis Using the Bounds Testing Approach to Cointegration," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 3(3), pages 146-155, September.
    28. Muhammed Sehid Gorus, 2021. "Applicability of Energy Conservation Policies in Turkey - A Sectoral Analysis Through the Fourier Approximation," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-4.
    29. Ahmed Nahar Al-Hussaini, 2019. "The Role of Financial Management in Testing Environmental Kuznets Curve in Kuwait: Evidence from ARDL Bound Testing Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 353-359.
    30. Lamia Arfaoui, 2016. "Modelling Economic Growth and Energy Consumption in MENA Countries: Cointergration and Causality Analysis," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(4), pages 274-286, April.
    31. Mudassir Zaman & Farzana Shaheen & Azad Haider & Sadia Qamar, 2015. "Examining Relationship between Electricity Consumption and its Major Determinants in Pakistan," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 998-1009.

  53. Bouoiyour, Jamal & Selmi, Refk, 2014. "Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper 59568, University Library of Munich, Germany, revised 2014.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," Working Papers hal-01880321, HAL.

  54. Jamal Bouoiyour & Refk Selmi, 2014. "Exchange volatility and trade performance in Morocco and Tunisia : what have we learned so far ?," Post-Print hal-01879686, HAL.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2015. "A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis," MPRA Paper 65737, University Library of Munich, Germany.
    2. Jamal Bouoiyour & Refk Selmi, 2014. "Commodity price uncertainty and manufactured exports in Morocco and Tunisia: Some insights from a novel GARCH model," Post-Print hal-01879687, HAL.
    3. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," Working Papers hal-01880321, HAL.
    4. Umar Bala & Lee Chin & Ghulam Mustafa, 2022. "Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa," Journal of Economic Impact, Science Impact Publishers, vol. 4(1), pages 14-27.
    5. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.

  55. Bouoiyour, Jamal & Miftah, Amal & Selmi, Refk, 2014. "Brain Drain or Brain Gain? The case of Moroccan Students in France," MPRA Paper 56630, University Library of Munich, Germany.

    Cited by:

    1. Weisser, Reinhard A., 2021. "Run, graduate, run: Internationally mobile students' reactions to changing political landscapes in Europe," GLO Discussion Paper Series 872, Global Labor Organization (GLO).
    2. Reinhard Weisser, 2021. "Run, graduate, run: Internationally mobile students’ reactions to changing political landscapes in Europe," Working Papers 2021.06, International Network for Economic Research - INFER.

  56. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper 57505, University Library of Munich, Germany.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2015. "A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis," MPRA Paper 65737, University Library of Munich, Germany.
    2. Ronald Miranda & Gabriela Mordecki, 2015. "Real exchange rate volatility impact on exports: A comparative study 1990-2013," Documentos de Trabajo (working papers) 15-18, Instituto de Economía - IECON.
    3. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.

  57. Bouoiyour, jamal & Selmi, Refk, 2014. "Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co-spectral Analysis," MPRA Paper 59368, University Library of Munich, Germany.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Aviral Kumar Tiwari, 2015. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Post-Print hal-01879678, HAL.
    2. Izunna Chima Anyikwa & Lehlohonolo Domela, 2022. "Asymmetric effects of exchange rate volatility on trade flows in BRICS economies," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 46(3), pages 224-247, July.
    3. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," Working Papers hal-01880321, HAL.
    4. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper 57505, University Library of Munich, Germany.
    5. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Wen, Shaobo & Hao, Xiaoqing, 2017. "The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia," Applied Energy, Elsevier, vol. 194(C), pages 667-678.

  58. Jamal Bouoiyour & Refk Selmi, 2014. "Commodity price uncertainty and manufactured exports in Morocco and Tunisia: Some insights from a novel GARCH model," Post-Print hal-01879687, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Aviral Kumar Tiwari, 2015. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Post-Print hal-01879678, HAL.
    2. Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
    3. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    4. Delbianco, Fernando & Fioriti, Andrés, 2018. "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 51-76, January.
    5. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    6. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper 57505, University Library of Munich, Germany.
    7. Bouoiyour, jamal & Selmi, Refk, 2014. "Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co-spectral Analysis," MPRA Paper 59368, University Library of Munich, Germany.
    8. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.
    9. Bouoiyour, Jamal & Miftah, Amal & Selmi, Refk, 2014. "Do Financial Flows raise or reduce Economic growth Volatility? Some Lessons from Moroccan case," MPRA Paper 57258, University Library of Munich, Germany.
    10. Bouoiyour, Jamal & Selmi, Refk, 2015. "Bitcoin Price: Is it really that New Round of Volatility can be on way?," MPRA Paper 65580, University Library of Munich, Germany.

  59. Bouoiyour, Jamal & Miftah, Amal & Selmi, Refk, 2014. "Do Financial Flows raise or reduce Economic growth Volatility? Some Lessons from Moroccan case," MPRA Paper 57258, University Library of Munich, Germany.

    Cited by:

    1. Jamal Bouoiyour & Amal Miftah, 2015. "Why do migrants remit? Testing hypotheses for the case of Morocco," Post-Print hal-01879680, HAL.
    2. Aisha Tauqir & Muhammad Tariq Majeed & Sadaf Kashif, 2022. "Foreign Direct Investment and Output Volatility Nexus: A Global Analysis," Foreign Trade Review, , vol. 57(3), pages 283-309, August.

  60. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper 57907, University Library of Munich, Germany.

    Cited by:

    1. Taufeeq Ajaz & Anoop S. Kumar, 2018. "Herding In Crypto-Currency Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-15, June.
    2. Panpan Zhu & Xing Zhang & You Wu & Hao Zheng & Yinpeng Zhang, 2021. "Investor attention and cryptocurrency: Evidence from the Bitcoin market," PLOS ONE, Public Library of Science, vol. 16(2), pages 1-28, February.

  61. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.

    Cited by:

    1. Ronald Miranda & Gabriela Mordecki, 2015. "Real exchange rate volatility impact on exports: A comparative study 1990-2013," Documentos de Trabajo (working papers) 15-18, Instituto de Economía - IECON.

  62. Bouoiyour, Jamal & Selmi, Refk, 2014. "GCC Countries and the Nexus between Exchange Rate and Oil Price: What wavelet decomposition reveals?," MPRA Paper 55871, University Library of Munich, Germany.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Aviral Kumar Tiwari, 2015. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Post-Print hal-01879678, HAL.
    2. Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.

  63. Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print hal-01879689, HAL.

    Cited by:

    1. Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta, 2015. "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working Papers 201591, University of Pretoria, Department of Economics.
    2. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2019. "Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(5), pages 673-702, November.
    3. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  64. Bouoiyour, Jamal & Selmi, Refk, 2013. "Exchange rate uncertainty and export performance: what meta-analysis reveals?," MPRA Paper 49249, University Library of Munich, Germany, revised Aug 2013.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2014. "Exchange volatility and trade performance in Morocco and Tunisia : what have we learned so far ?," Post-Print hal-01879686, HAL.
    2. Pabai Fofanah, 2020. "Impact of real exchange rate fluctuations on aggregate cocoa and coffee exports in Sierra Leone," Journal of Economics and Behavioral Studies, AMH International, vol. 12(2), pages 34-56.

  65. Bouoiyour, Jamal & Selmi, Refk, 2013. "The controversial link between exchange rate volatility and exports: Evidence from Tunisian case," MPRA Paper 49133, University Library of Munich, Germany, revised Mar 2013.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2013. "Exchange rate uncertainty and export performance: what meta-analysis reveals?," MPRA Paper 49249, University Library of Munich, Germany, revised Aug 2013.
    2. Bouoiyour, Jamal & Selmi, Refk, 2014. "Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper 59568, University Library of Munich, Germany, revised 2014.

  66. Jamal Bouoiyour & Refk Selmi, 2013. "The effects of central banks' independence on inflation outcomes in emerging countries: Does the choice of exchange regime matter?," Post-Print hal-01886584, HAL.

    Cited by:

    1. Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
    2. Bouoiyour, Jamal & Selmi, Refk, 2013. "Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework," MPRA Paper 52414, University Library of Munich, Germany.
    3. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  67. Bouoiyour, Jamal & Selmi, Refk, 2013. "Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework," MPRA Paper 52414, University Library of Munich, Germany.

    Cited by:

    1. William Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.

  68. Jamal Bouoiyour & Refk Selmi, 2013. "The Nexus between electricity consumption and economic growth in MENA CountrieThe Nexus between electricity consumption and economic growth in MENA Countries," Post-Print hal-01879692, HAL.

    Cited by:

    1. Yilmaz Bayar & Marius Dan Gavriletea, 2019. "Energy efficiency, renewable energy, economic growth: evidence from emerging market economies," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 2221-2234, July.
    2. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz, 2014. "The Electricity Consumption in a Rentier State: Do Institutions Matter ?," Working papers of CATT hal-01880334, HAL.
    3. Najia Saqib, 2021. "Energy Consumption and Economic Growth: Empirical Evidence from MENA Region," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 191-197.
    4. Klodian Mu o & Enzo Valentini & Stefano Lucarelli, 2021. "The Relationships between GDP growth, Energy Consumption, Renewable Energy Production and CO2 Emissions in European Transition Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 362-373.
    5. Bouoiyour, jamal & Selmi, Refk & Ozturk, Ilhan, 2014. "The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta Analysis," MPRA Paper 55238, University Library of Munich, Germany.
    6. Oluwasola E Omoju & Jinkai Li & Jin Zhang & Abdul Rauf & Victor Edem Sosoo, 2020. "Implications of shocks in energy consumption for energy policy in sub-Saharan Africa," Energy & Environment, , vol. 31(6), pages 1077-1097, September.
    7. Murad, Wahid & Alam, Md. Mahmudul & Noman, Abu Hanifa Md. & OZTURK, Ilhan, 2019. "Dynamics Of Technological Innovation, Energy Consumption, Energy Price And Economic Growth In Denmark," SocArXiv 4m27y, Center for Open Science.
    8. Mohammed Issa Shahateet, 2014. "Modeling Economic Growth and Energy Consumption in Arab Countries: Cointegration and Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 349-359.
    9. Dakpogan, Arnaud & Smit, Eon, 2018. "The effect of electricity losses on GDP in Benin," MPRA Paper 89545, University Library of Munich, Germany.
    10. Qusai Mohammad Qasim Alabed & Fathin Faizah Said & Zulkefly Abdul Karim & Mohd Azlan Shah Zaidi & Mohammed Daher Alshammary, 2021. "Energy–Growth Nexus in the MENA Region: A Dynamic Panel Threshold Estimation," Sustainability, MDPI, vol. 13(22), pages 1-18, November.
    11. Besma TALBI, 2015. "Energy Consumption and Economic Growth in MENA: An Analysis Using the Bounds Testing Approach to Cointegration," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 3(3), pages 146-155, September.
    12. Lin, Boqiang & Omoju, Oluwasola E. & Okonkwo, Jennifer U., 2015. "Will disruptions in OPEC oil supply have permanent impact on the global oil market?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1312-1321.
    13. Rahman, Md. Saifur & Noman, Abu Hanifa Md. & Shahari, Farihana & Aslam, Mohamed & Gee, Chan Sok & Isa, Che Ruhana & Pervin, Sajeda, 2016. "Efficient energy consumption in industrial sectors and its effect on environment: A comparative analysis between G8 and Southeast Asian emerging economies," Energy, Elsevier, vol. 97(C), pages 82-89.
    14. Lamia Arfaoui, 2016. "Modelling Economic Growth and Energy Consumption in MENA Countries: Cointergration and Causality Analysis," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(4), pages 274-286, April.

  69. Bouoiyour, Jamal & Selmi, Refk, 2012. "Modeling exchange volatility in Egypt using GARCH models," MPRA Paper 49131, University Library of Munich, Germany, revised Mar 2013.

    Cited by:

    1. Sayo Ayodeji, 2015. "Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 4(3), pages 1-2.

  70. Bouoiyour, Jamal & Selmi, Refk, 2012. "Electricity consumption and economic growth nexus: Evidence from MENA countries," MPRA Paper 49136, University Library of Munich, Germany, revised Nov 2012.

    Cited by:

    1. P. Tonkovic, Michael & Hussain, Syed Azfar, 2017. "Residential and non-residential electricity dynamics," Energy Economics, Elsevier, vol. 64(C), pages 262-271.

  71. Fethi Ayachi & Jamal Bouoiyour & Refk Selmi, 2012. "Another look at the interaction between oil price uncertainty and exchange rate volatility: The case of small open economies," Post-Print hal-01879693, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Aviral Kumar Tiwari, 2015. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Post-Print hal-01879678, HAL.
    2. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013. "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, vol. 40(C), pages 714-733.
    3. Zied Ftiti & Aviral Tiwari & Ibrahim Fatnassi, 2014. "Oil price and macroeconomy in India – An evolutionary cospectral coherence approach," Working Papers 2014-68, Department of Research, Ipag Business School.
    4. Bouoiyour, Jamal & Selmi, Refk, 2013. "The controversial link between exchange rate volatility and exports: Evidence from Tunisian case," MPRA Paper 49133, University Library of Munich, Germany, revised Mar 2013.
    5. Zankawah, Mutawakil M. & Stewart, Chris, 2019. "Measuring volatility spill-over effects of crude oil prices on Ghana’s exchange rate and stock market between 1991 and 2015," Economics Discussion Papers 2019-1, School of Economics, Kingston University London.
    6. Kassouri, Yacouba & Altıntaş, Halil, 2022. "The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks," Journal of Commodity Markets, Elsevier, vol. 28(C).

Articles

  1. Walid Mensi & Debasish Maitra & Refk Selmi & Xuan Vinh Vo, 2023. "Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.

    Cited by:

    1. Rui Manuel Dias & Mariana Chambino & Nuno Teixeira & Paulo Alexandre & Paula Heliodoro, 2023. "Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?," Energies, MDPI, vol. 16(20), pages 1-21, October.

  2. Kamal Kasmaoui & Farid Makhlouf & Refk Selmi, 2023. "The decision to remit is a matter of interpersonal trust," Economics Bulletin, AccessEcon, vol. 43(2), pages 733-747.
    See citations under working paper version above.
  3. Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022. "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, vol. 109(C).

    Cited by:

    1. Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda, 2022. "Booms in commodities price: Assessing disorder and similarity over economic cycles," Resources Policy, Elsevier, vol. 79(C).
    2. Chang, Lei & Mohsin, Muhammad & Gao, Zhennan & Taghizadeh-Hesary, Farhad, 2023. "Asymmetric impact of oil price on current account balance: Evidence from oil importing countries," Energy Economics, Elsevier, vol. 123(C).
    3. Hasan, Mohammad Maruf & Du, Fang, 2023. "The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development," Resources Policy, Elsevier, vol. 80(C).
    4. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.
    5. Dai, Xingyu & Li, Matthew C. & Xiao, Ling & Wang, Qunwei, 2022. "COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis," Resources Policy, Elsevier, vol. 79(C).

  4. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).

    Cited by:

    1. Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain, 2022. "Is geopolitical risk priced in the cross-section of cryptocurrency returns?," Finance Research Letters, Elsevier, vol. 49(C).
    2. Cheng, Sheng & Zhang, Zongyou & Cao, Yan, 2022. "Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis," Resources Policy, Elsevier, vol. 79(C).

  5. Refk Selmi & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021. "Is COVID-19 Related Anxiety an Accelerator for Responsible and Sustainable Investing ? A Sentiment Analysis," Applied Economics, Taylor & Francis Journals, vol. 53(13), pages 1528-1539, March.

    Cited by:

    1. Refk Selmi, 2023. "Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities," Post-Print hal-04133736, HAL.
    2. Khyati Kathuria & Nand Kumar, 2022. "Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 361-379, October.
    3. Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
    4. Jing Lu & Kathleen Rodenburg & Lianne Foti & Ann Pegoraro, 2022. "Are firms with better sustainability performance more resilient during crises?," Business Strategy and the Environment, Wiley Blackwell, vol. 31(7), pages 3354-3370, November.

  6. Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021. "The energy transition, Trump energy agenda and COVID-19," International Economics, CEPII research center, issue 165, pages 140-153.

    Cited by:

    1. Ullah, Atta & Ullah, Saif & Pinglu, Chen & Khan, Saba, 2023. "Impact of FinTech, governance and environmental taxes on energy transition: Pre-post COVID-19 analysis of belt and road initiative countries," Resources Policy, Elsevier, vol. 85(PA).
    2. Selmi, Refk & Makhlouf, Farid & Kasmaoui, Kamal & Errami, Youssef & Ben Atta, Oussama, 2022. "“There is No vaccine for climate change” - How well Governments’COVID-19 green stimulus announcements contribute to business sustainability?," International Economics, Elsevier, vol. 171(C), pages 1-17.
    3. Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2023. "Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets," Energy & Environment, , vol. 34(5), pages 1433-1470, August.

  7. Jamal Bouoiyour, Refk Selmi, 2021. "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 18(1), pages 87-104, June.

    Cited by:

    1. Mahdi Salehi & Grzegorz Zimon & Hayder Adnan Hashim & Ryszard Jędrzejczak & Adam Sadowski, 2022. "Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market," Risks, MDPI, vol. 10(10), pages 1-24, October.

  8. Abdullah Alqahtani & Shawkat Hammoudeh & Refk Selmi, 2021. "Relationship between different sources of geopolitical risks and stock markets in the GCC region: a dynamic correlation analysis," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(2), pages 296-316, January.

    Cited by:

    1. Alsagr, Naif & Cumming, Douglas J. & Davis, Justin G. & Sewaid, Ahmed, 2023. "Geopolitical risk and crowdfunding performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    2. Du, Yuqiu & Wang, Wendi, 2023. "The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China," Resources Policy, Elsevier, vol. 82(C).

  9. Alqahtani, Abdullah & Selmi, Refk & Hongbing, Ouyang, 2021. "The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19," Resources Policy, Elsevier, vol. 72(C).

    Cited by:

    1. Öztunç Kaymak, Öznur & Kaymak, Yiğit, 2022. "Prediction of crude oil prices in COVID-19 outbreak using real data," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
    2. Shehabi, Manal, 2022. "Modeling long-term impacts of the COVID-19 pandemic and oil price declines on Gulf oil economies," Economic Modelling, Elsevier, vol. 112(C).
    3. Ni, Xiewen, 2023. "Natural resources and COP26 targets of developed countries: Pandemic perspective of natural resources extraction," Resources Policy, Elsevier, vol. 83(C).
    4. Zhang, Chuanguo & Shang, Hongli, 2023. "Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from China's automobile markets," Energy Policy, Elsevier, vol. 172(C).
    5. Su, Chi Wei & Shao, Xuefeng & Jia, Zhijie & Nepal, Rabindra & Umar, Muhammad & Qin, Meng, 2023. "The rise of green energy metal: Could lithium threaten the status of oil?," Energy Economics, Elsevier, vol. 121(C).
    6. Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022. "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, vol. 109(C).
    7. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021. "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, vol. 73(C).
    8. Lei, Xiying & Yang, Yao & Alharthi, Majed & Rasul, Farhat & Faraz Raza, Syed Muhammad, 2022. "Immense reliance on natural resources and environmental challenges in G-20 economies through the lens of COP-26 targets," Resources Policy, Elsevier, vol. 79(C).
    9. Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    10. Imen Gam, 2022. "Does a sanitary crisis drive oil prices and carbon emissions in the USA? Evidence from VECM modeling," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(9), pages 10616-10632, September.
    11. Radosław Puka & Bartosz Łamasz & Iwona Skalna & Beata Basiura & Jerzy Duda, 2023. "Knowledge Discovery to Support WTI Crude Oil Price Risk Management," Energies, MDPI, vol. 16(8), pages 1-14, April.
    12. Gharib, Cheima & Mefteh-Wali, Salma & Serret, Vanessa & Ben Jabeur, Sami, 2021. "Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach," Resources Policy, Elsevier, vol. 74(C).
    13. Dai, Xingyu & Li, Matthew C. & Xiao, Ling & Wang, Qunwei, 2022. "COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis," Resources Policy, Elsevier, vol. 79(C).
    14. Li, Xiafei & Liao, Yin & Lu, Xinjie & Ma, Feng, 2022. "An oil futures volatility forecast perspective on the selection of high-frequency jump tests," Energy Economics, Elsevier, vol. 116(C).

  10. Tiwari, Aviral Kumar & Nasreen, Samia & Hammoudeh, Shawkat & Selmi, Refk, 2021. "Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching," Energy, Elsevier, vol. 220(C).

    Cited by:

    1. Tan, Xueping & Geng, Yong & Vivian, Andrew & Wang, Xinyu, 2021. "Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework," Resources Policy, Elsevier, vol. 74(C).
    2. Tiwari, Aviral Kumar & Trabelsi, Nader & Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Lee, Chien-Chiang, 2023. "An empirical analysis of the dynamic relationship between clean and dirty energy markets," Energy Economics, Elsevier, vol. 124(C).
    3. Khalfaoui, Rabeh & Mefteh-Wali, Salma & Viviani, Jean-Laurent & Ben Jabeur, Sami & Abedin, Mohammad Zoynul & Lucey, Brian M., 2022. "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    4. Xiaohong Qi & Guofu Zhang & Yuqi Wang, 2022. "Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
    5. Liu, Wei & Shen, Yedan & Razzaq, Asim, 2023. "How renewable energy investment, environmental regulations, and financial development derive renewable energy transition: Evidence from G7 countries," Renewable Energy, Elsevier, vol. 206(C), pages 1188-1197.
    6. Dan Nie & Yanbin Li & Xiyu Li & Xuejiao Zhou & Feng Zhang, 2022. "The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains," Energies, MDPI, vol. 15(11), pages 1-28, May.
    7. Zheng, Biao & Zhang, Yuquan W. & Qu, Fang & Geng, Yong & Yu, Haishan, 2022. "Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach," Energy, Elsevier, vol. 251(C).
    8. Zhao, Xin & Mahendru, Mandeep & Ma, Xiaowei & Rao, Amar & Shang, Yuping, 2022. "Impacts of environmental regulations on green economic growth in China: New guidelines regarding renewable energy and energy efficiency," Renewable Energy, Elsevier, vol. 187(C), pages 728-742.
    9. Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).

  11. Mensi, Walid & Selmi, Refk & Al-Yahyaee, Khamis Hamed, 2020. "Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence," Resources Policy, Elsevier, vol. 69(C).

    Cited by:

    1. Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022. "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    2. Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
    3. Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021. "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 73(C).
    4. Naeem, Muhammad Abubakr & Karim, Sitara & Tiwari, Aviral Kumar, 2022. "Quantifying systemic risk in US industries using neural network quantile regression," Research in International Business and Finance, Elsevier, vol. 61(C).
    5. Kumar, Suresh & Choudhary, Sangita & Singh, Gurcharan & Singhal, Shelly, 2021. "Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model," Resources Policy, Elsevier, vol. 73(C).
    6. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021. "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, vol. 73(C).
    7. Alkathery, Mohammed A. & Chaudhuri, Kausik & Nasir, Muhammad Ali, 2023. "Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis," Energy Economics, Elsevier, vol. 121(C).
    8. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
    9. Yang, Yang & Liu, Zhen & Saydaliev, Hayot Berk & Iqbal, Sajid, 2022. "Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves," Resources Policy, Elsevier, vol. 77(C).
    10. Mensi, Walid & Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis," Resources Policy, Elsevier, vol. 79(C).
    11. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.
    12. Walid Chkili, 2022. "The links between gold, oil prices and Islamic stock markets in a regime switching environment," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 169-186, March.
    13. Liu, Fang & Umair, Muhammad & Gao, Junjun, 2023. "Assessing oil price volatility co-movement with stock market volatility through quantile regression approach," Resources Policy, Elsevier, vol. 81(C).

  12. Refk Selmi & Jamal Bouoiyour & Mark E. Wohar & Youssef Errami, 2020. "Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump," Applied Economics, Taylor & Francis Journals, vol. 52(35), pages 3858-3873, July.
    See citations under working paper version above.
  13. Refk Selmi & Jamal Bouoiyour, 2020. "The financial costs of political uncertainty: Evidence from the 2016 US presidential elections," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(2), pages 166-185, May.
    See citations under working paper version above.
  14. Refk Selmi & Jamal Bouoiyour, 2020. "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, CEPII research center, issue 161, pages 100-119.
    See citations under working paper version above.
  15. Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020. "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, CEPII research center, issue 164, pages 18-35.
    See citations under working paper version above.
  16. Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019. "Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals," Applied Economics, Taylor & Francis Journals, vol. 51(57), pages 6076-6088, December.
    See citations under working paper version above.
  17. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    See citations under working paper version above.
  18. Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019. "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Energy Economics, Elsevier, vol. 84(C).
    See citations under working paper version above.
  19. Jamal Bouoiyour, Refk Selmi, 2019. "Brexit and CDS spillovers across UK and Europe," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 16(1), pages 105-124, June.
    See citations under working paper version above.
  20. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1127-1134.
    See citations under working paper version above.
  21. Jamal Bouoiyour & Refk Selmi & Amal Miftah, 2019. "The relationship between remittances and macroeconomic variables in times of political and social upheaval: Evidence from Tunisia's Arab Spring," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 27(2), pages 355-394, February.
    See citations under working paper version above.
  22. Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019. "Bitcoin: competitor or complement to gold?," Economics Bulletin, AccessEcon, vol. 39(1), pages 186-191.
    See citations under working paper version above.
  23. Selmi, Refk & Mensi, Walid & Hammoudeh, Shawkat & Bouoiyour, Jamal, 2018. "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Energy Economics, Elsevier, vol. 74(C), pages 787-801.
    See citations under working paper version above.
  24. Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
    See citations under working paper version above.
  25. Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018. "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 87-96.

    Cited by:

    1. Pattanaporn Chatjuthamard & Sirimon Treepongkaruna & Pornsit Jiraporn & Napatsorn Jiraporn, 2021. "Does firm‐level political risk influence corporate social responsibility (CSR)? Evidence from earnings conference calls," The Financial Review, Eastern Finance Association, vol. 56(4), pages 721-741, November.
    2. Khuntia, Sashikanta & Pattanayak, J.K., 2020. "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, vol. 32(C).
    3. Yang, Dong-Xiao & Wu, Bi-Bo & Tong, Jing-Yang, 2021. "Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods," Resources Policy, Elsevier, vol. 74(C).
    4. Beyer, Deborah B. & Fan, Zaifeng S., 2023. "The calming effects of conflict: The impact of partisan conflict on market volatility," International Review of Financial Analysis, Elsevier, vol. 85(C).
    5. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018. "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers 201880, University of Pretoria, Department of Economics.
    6. Yonghong Jiang & Gengyu Tian & Yiqi Wu & Bin Mo, 2022. "Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 320-333, January.
    7. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023. "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, vol. 51(C).
    8. Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2020. "Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    9. Jia, Boxiang & Goodell, John W. & Shen, Dehua, 2021. "US partisan conflict and high-yield exchange rates," Finance Research Letters, Elsevier, vol. 40(C).
    10. Umar, Muhammad & Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Shao, Xue-Feng, 2021. "Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
    11. Jiang, Yong & Ren, Yi-Shuai & Ma, Chao-Qun & Liu, Jiang-Long & Sharp, Basil, 2020. "Does the price of strategic commodities respond to U.S. partisan conflict?," Resources Policy, Elsevier, vol. 66(C).
    12. Han, Liyan & Liu, Yang & Yin, Libo, 2019. "Uncertainty and currency performance: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 702-729.
    13. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020. "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers 202088, University of Pretoria, Department of Economics.
    14. Iqbal, Najaf & Fareed, Zeeshan & Wan, Guangcai & Shahzad, Farrukh, 2021. "Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market," International Review of Financial Analysis, Elsevier, vol. 73(C).
    15. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019. "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers 201978, University of Pretoria, Department of Economics.
    16. Hau, Liya & Zhu, Huiming & Huang, Rui & Ma, Xiang, 2020. "Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression," Energy, Elsevier, vol. 213(C).
    17. Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy) & Hankins, William B. & Stone, Anna-Leigh, 2018. "Partisan conflict, policy uncertainty and aggregate corporate cash holdings," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 78-90.
    18. Su, Chi-Wei & Khan, Khalid & Umar, Muhammad & Chang, Tsangyao, 2022. "Renewable energy in prism of technological innovation and economic uncertainty," Renewable Energy, Elsevier, vol. 189(C), pages 467-478.
    19. Rufei Zhang & Haizhen Zhang & Qingzhu Fan & Wang Gao & Xue Luo & Shixiong Yang, 2022. "Partisan Conflict, National Security Policy Uncertainty and Tourism," Sustainability, MDPI, vol. 14(17), pages 1-22, August.
    20. William B. Hankins & Anna‐Leigh Stone & Chak Hung Jack Cheng & Ching‐Wai (Jeremy) Chiu, 2020. "Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings," The Financial Review, Eastern Finance Association, vol. 55(2), pages 307-337, May.
    21. Oktay Ozkan, 2020. "Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 34(2), pages 101-113.
    22. Yifei Cai & Angeliki Menegaki, 2021. "FDI, growth and trade partisan conflict in the US: TVP-BVAR approach," Empirical Economics, Springer, vol. 60(3), pages 1335-1362, March.
    23. Khan, Khalid & Su, Chi-Wei & Zhu, Meng Nan, 2022. "Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach," Energy, Elsevier, vol. 239(PE).
    24. Yong Jiang & Yi-Shuai Ren & Chao-Qun Ma & Jiang-Long Liu & Basil Sharp, 2018. "Does the price of strategic commodities respond to U.S. Partisan Conflict?," Papers 1810.08396, arXiv.org, revised Feb 2020.
    25. George S. Atsalakis & Elie Bouri & Fotios Pasiouras, 2021. "Natural disasters and economic growth: a quantile on quantile approach," Annals of Operations Research, Springer, vol. 306(1), pages 83-109, November.
    26. Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022. "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    27. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2022. "Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2146-2152, April.

  26. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
    See citations under working paper version above.
  27. Bouoiyour, Jamal & Selmi, Refk, 2018. "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(3), pages 488-513.
    See citations under working paper version above.
  28. Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018. "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, vol. 38(4), pages 2037-2046.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    2. Park, Sangjin & Jang, Kwahngsoo & Yang, Jae-Suk, 2021. "Information flow between bitcoin and other financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    3. Costantini, Mauro & Maaitah, Ahmad & Mishra, Tapas & Sousa, Ricardo M., 2023. "Bitcoin market networks and cyberattacks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    4. S. Arshad & S.A.R. Rizvi & O. Haroon & Fahad Mehmood & Q. Gong, 2021. "Are Oil Prices Efficient?," Post-Print hal-04317811, HAL.
    5. Huynh, Toan Luu Duc, 2021. "Does Bitcoin React to Trump’s Tweets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    6. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021. "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, vol. 203(C).
    7. Cesario Mateus & Bao Trung Hoang, 2021. "Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 499-526, December.
    8. Konstantin Gorgen & Jonas Meirer & Melanie Schienle, 2022. "Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests," Papers 2203.08224, arXiv.org, revised Jun 2022.
    9. Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud, 2021. "Risk aversion and Bitcoin returns in extreme quantiles," Economics Bulletin, AccessEcon, vol. 41(3), pages 1374-1386.

  29. Bouoiyour, Jamal & Selmi, Refk, 2018. "Are BRICS Markets Equally Exposed to Trump’s Agenda?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(2), pages 1203-1233.
    See citations under working paper version above.
  30. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
    See citations under working paper version above.
  31. Bouoiyour, Jamal & Selmi, Refk & Hussain Shahzad, Syed Jawad & Shahbaz, Muhammad, 2017. "Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 32(4), pages 913-936.
    See citations under working paper version above.
  32. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2016. "What Mitigates Economic Growth Volatility in Morocco? : Remittances or FDI," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 31(1), pages 65-102.
    See citations under working paper version above.
  33. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2016. "What drives Bitcoin price?," Economics Bulletin, AccessEcon, vol. 36(2), pages 843-850.
    See citations under working paper version above.
  34. Jamal Bouoiyour & Refk Selmi, 2016. "A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis," The International Trade Journal, Taylor & Francis Journals, vol. 30(4), pages 263-294, August.
    See citations under working paper version above.
  35. Jamal Bouoiyour & Refk Selmi, 2016. "Brexit concerns, UK and European equities: A lose-lose scenario?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1686-1693.
    See citations under working paper version above.
  36. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.

    Cited by:

    1. Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 29-36.
    2. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 59(C).
    3. Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
    4. Utku Altunoz, 2023. "Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 73(73-1), pages 615-643, June.
    5. Jamal Bouoiyour & Refk Selmi, 2016. "The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets," Papers 1612.06200, arXiv.org, revised Mar 2017.
    6. Apopo, Natalay & Phiri, Andrew, 2019. "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper 94712, University Library of Munich, Germany.
    7. Venelina Nikolova & Juan E. Trinidad Segovia & Manuel Fernández-Martínez & Miguel Angel Sánchez-Granero, 2020. "A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets," Mathematics, MDPI, vol. 8(8), pages 1-15, July.
    8. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Economics Bulletin, AccessEcon, vol. 39(1), pages 513-520.
    9. Yhlas Sovbetov, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 1-27.
    10. Elsayed, Ahmed H. & Sousa, Ricardo M., 2022. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
    11. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    12. Etienne Harb & Charbel Bassil & Talie Kassamany & Roland Baz, 2024. "Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 951-981, March.
    13. He Siyun & Ibragimov Rustam, 2022. "Predictability of cryptocurrency returns: evidence from robust tests," Dependence Modeling, De Gruyter, vol. 10(1), pages 191-206, January.
    14. Gregor Dorfleitner & Carina Lung, 2018. "Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 472-494, December.
    15. Klaus Grobys, 2021. "When the blockchain does not block: on hackings and uncertainty in the cryptocurrency market," Quantitative Finance, Taylor & Francis Journals, vol. 21(8), pages 1267-1279, August.
    16. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    17. Khalid Khan & Jiluo Sun & Sinem Derindere Koseoglu & Ashfaq U. Rehman, 2021. "Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty," SAGE Open, , vol. 11(3), pages 21582440211, August.
    18. Caporale, Guglielmo Maria & Zekokh, Timur, 2019. "Modelling volatility of cryptocurrencies using Markov-Switching GARCH models," Research in International Business and Finance, Elsevier, vol. 48(C), pages 143-155.
    19. Aharon, David Yechiam & Qadan, Mahmoud, 2019. "Bitcoin and the day-of-the-week effect," Finance Research Letters, Elsevier, vol. 31(C).
    20. Corbet, Shaen & Larkin, Charles & Lucey, Brian & Meegan, Andrew & Yarovaya, Larisa, 2020. "Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position," Journal of Financial Stability, Elsevier, vol. 46(C).
    21. Obryan Poyser, 2019. "Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(1), pages 29-60, March.
    22. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1127-1134.
    23. Tetsuya Takaishi & Takanori Adachi, 2020. "Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 145-154, March.
    24. Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023. "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, vol. 119(C).
    25. Ma, Donglian & Tanizaki, Hisashi, 2019. "The day-of-the-week effect on Bitcoin return and volatility," Research in International Business and Finance, Elsevier, vol. 49(C), pages 127-136.
    26. Pinar Deniz & Thanasis Stengos, 2020. "Cryptocurrency Returns before and after the Introduction of Bitcoin Futures," JRFM, MDPI, vol. 13(6), pages 1-21, June.
    27. Osamah Al-Khazali & Elie Bouri & David Roubaud, 2018. "The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin," Economics Bulletin, AccessEcon, vol. 38(1), pages 373-382.
    28. Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019. "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, vol. 30(C), pages 187-193.
    29. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    30. Sonia Arsi & Soumaya Ben Khelifa & Yosra Ghabri & Hela Mzoughi, 2021. "Cryptocurrencies: Key Risks and Challenges," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 7, pages 121-145, World Scientific Publishing Co. Pte. Ltd..
    31. Parthajit Kayal & G. Balasubramanian, 2021. "Excess Volatility in Bitcoin: Extreme Value Volatility Estimation," IIM Kozhikode Society & Management Review, , vol. 10(2), pages 222-231, July.
    32. Tak Kuen Siu, 2023. "Bayesian nonlinear expectation for time series modelling and its application to Bitcoin," Empirical Economics, Springer, vol. 64(1), pages 505-537, January.
    33. Anoop S Kumar & Taufeeq Ajaz, 2019. "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-17, December.
    34. Ze Shen & Qing Wan & David J. Leatham, 2021. "Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN," JRFM, MDPI, vol. 14(7), pages 1-18, July.
    35. Ahmed Jeribi & Mohamed Fakhfekh, 2021. "Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula," Journal of Asset Management, Palgrave Macmillan, vol. 22(3), pages 224-239, May.
    36. Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
    37. Fakhfekh, Mohamed & Jeribi, Ahmed, 2020. "Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models," Research in International Business and Finance, Elsevier, vol. 51(C).
    38. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    39. Baur, Dirk G. & Dimpfl, Thomas, 2018. "Asymmetric volatility in cryptocurrencies," Economics Letters, Elsevier, vol. 173(C), pages 148-151.
    40. Leandro Maciel, 2021. "Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4840-4855, July.
    41. Tetsuya Takaishi, 2021. "Time-varying properties of asymmetric volatility and multifractality in Bitcoin," Papers 2102.07425, arXiv.org.
    42. C. Y. Tan & Y. B. Koh & K. H. Ng & K. H. Ng, 2019. "Structural Change Analysis of Active Cryptocurrency Market," Papers 1909.10679, arXiv.org.
    43. Katsiampa, Paraskevi, 2017. "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, vol. 158(C), pages 3-6.
    44. Mario I. Contreras-Valdez & José Antonio Núñez & Guillermo Benavides Perales, 2022. "Bitcoin in Portfolio Selection: A Multivariate Distribution Approach," SAGE Open, , vol. 12(2), pages 21582440221, May.
    45. Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
    46. Dirk G. Baur & Thomas Dimpfl, 2021. "The volatility of Bitcoin and its role as a medium of exchange and a store of value," Empirical Economics, Springer, vol. 61(5), pages 2663-2683, November.
    47. D’Amato, Valeria & Levantesi, Susanna & Piscopo, Gabriella, 2022. "Deep learning in predicting cryptocurrency volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
    48. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019. "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
    49. Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020. "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics 202034, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    50. T. Takaishi, 2021. "Power-Law Return-Volatility Cross Correlations of Bitcoin," Papers 2102.08187, arXiv.org.
    51. Afees A. Salisu & Idris Adediran, 2018. "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers 060, Centre for Econometric and Allied Research, University of Ibadan.
    52. Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
    53. Jiahua Xu & Benjamin Livshits, 2018. "The Anatomy of a Cryptocurrency Pump-and-Dump Scheme," Papers 1811.10109, arXiv.org, revised Aug 2019.
    54. Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
    55. Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019. "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers 201980, University of Pretoria, Department of Economics.
    56. Neveen Ahmed & Omar Farooq & Nidaa Hamed, 2023. "Relation Between Bitcoin and Its Forks: An Empirical Investigation," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 49(2), pages 249-261, April.
    57. Celeste, Valerio & Corbet, Shaen & Gurdgiev, Constantin, 2020. "Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 310-324.
    58. Frode Kjærland & Aras Khazal & Erlend A. Krogstad & Frans B. G. Nordstrøm & Are Oust, 2018. "An Analysis of Bitcoin’s Price Dynamics," JRFM, MDPI, vol. 11(4), pages 1-18, October.
    59. Zhang, Yuanyuan & Chan, Stephen & Chu, Jeffrey & Nadarajah, Saralees, 2019. "Stylised facts for high frequency cryptocurrency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 598-612.

  37. Jamal Bouoiyour & Refk Selmi, 2015. "What Does Bitcoin Look Like?," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 449-492, November.
    See citations under working paper version above.
  38. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income Or Speculative Foolery? New Ideas Through An Improved Frequency Domain Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-23.

    Cited by:

    1. Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016. "The economics of BitCoin price formation," Applied Economics, Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
    2. Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020. "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, vol. 191(C).
    3. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
    4. Aslanidis, Nektarios & Fernández Bariviera, Aurelio & López, Óscar G., 2021. "The link between cryptocurrencies and Google Trends attention," Working Papers 2072/534919, Universitat Rovira i Virgili, Department of Economics.
    5. Boido, Claudio & Aliano, Mauro, 2023. "Digital art and non-fungible-token: Bubble or revolution?," Finance Research Letters, Elsevier, vol. 52(C).
    6. Elsayed, Ahmed H. & Sousa, Ricardo M., 2022. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
    7. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 5-24.
    8. Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016. "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers 201690, University of Pretoria, Department of Economics.
    9. Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 238-252.
    10. Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
    11. Gregor Dorfleitner & Carina Lung, 2018. "Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 472-494, December.
    12. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    13. Bohdan M. Pavlyshenko, 2022. "Bitcoin Price Predictive Modeling Using Expert Correction," Papers 2201.02729, arXiv.org.
    14. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    15. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Working Papers hal-01480031, HAL.
    16. Sofoklis Vogiazas & Constantinos Alexiou, 2019. "Bitcoin: The Road to Hell Is Paved With Good Promises," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    17. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019. "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 412-426, January.
    18. Davide Provenzano & Rodolfo Baggio, 2021. "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 941-955, December.
    19. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016. "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers 201662, University of Pretoria, Department of Economics.
    20. Jarunee Wonglimpiyarat, 2016. "Technological Change of the Innovation Payment System," International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-20, August.
    21. Jamal Bouoiyour & Refk Selmi, 2015. "What Does Bitcoin Look Like?," Post-Print hal-01879683, HAL.
    22. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2017. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 5-28.
    23. Lim, Siok Jin & Masih, Mansur, 2017. "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper 79752, University Library of Munich, Germany.
    24. Pradipta Kumar SAHOO, 2017. "Bitcoin as digital money: Its growth and future sustainability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(613), W), pages 53-64, Winter.
    25. Benjamin M. Blau & Ryan J. Whitby, 2019. "The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects," Economics Bulletin, AccessEcon, vol. 39(2), pages 1030-1038.
    26. Mark Mizraki, 2015. "Conversation with Mark Mizruchi:“There is Very Little Organizational Theory Left in Sociology Departments”," Journal of Economic Sociology, National Research University Higher School of Economics, vol. 16(3), pages 14-25.
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  39. Jamal Bouoiyour & Refk Selmi, 2015. "GCC countries and the nexus between exchange rate and oil price: What wavelet decomposition reveals?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 5(1), pages 55-70.
    See citations under working paper version above.
  40. Jamal Bouoiyour & Refk Selmi, 2015. "Exchange volatility and trade performance in Morocco and Tunisia: what have we learned so far?," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(3), pages 244-274, November.
    See citations under working paper version above.
  41. Jamal Bouoiyour & Refk Selmi, 2015. "Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 24(2), pages 201-227, March.
    See citations under working paper version above.
  42. Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2015. "The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis," Energy Economics, Elsevier, vol. 51(C), pages 54-66.
    See citations under working paper version above.
  43. Jamal BOUOIYOUR & Refk SELMI & Ilhan OZTURK, 2014. "The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta-Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 621-635.
    See citations under working paper version above.
  44. Jamal Bouoiyour & Refk Selmi, 2014. "Commodity price uncertainty and manufactured exports in Morocco and Tunisia: Some insights from a novel GARCH model," Economics Bulletin, AccessEcon, vol. 34(1), pages 220-233.
    See citations under working paper version above.
  45. Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Economics Bulletin, AccessEcon, vol. 34(4), pages 2093-2106.
    See citations under working paper version above.
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