IDEAS home Printed from https://ideas.repec.org/f/c/pbo522.html
   My authors  Follow this author

Jamal Bouoiyour

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Bouoiyour, Jamal & Miftah, Amal, 2014. "The effects of remittances on poverty and inequality: Evidence from rural southern Morocco," MPRA Paper 55686, University Library of Munich, Germany.

    Mentioned in:

    1. Estimation of the net effects of remittances on poverty and inequality. Evidence from rural southern Morocco
      by pmakdissi in NEP-ARA blog on 2014-10-15 03:08:47

Working papers

  1. Jamal Bouoiyour & Marie Gauthier & Elie Bouri, 2022. "Which is leading: Renewable or brown energy assets?," Post-Print hal-03816031, HAL.

    Cited by:

    1. Cocca, Teodoro & Gabauer, David & Pomberger, Stefan, 2024. "Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures," Energy Economics, Elsevier, vol. 136(C).
    2. Rao, Amar & Lucey, Brian & Kumar, Satish & Lim, Weng Marc, 2023. "Do green energy markets catch cold when conventional energy markets sneeze?," Energy Economics, Elsevier, vol. 127(PA).
    3. Anupam Dutta & Kakali Kanjilal & Sajal Ghosh & Donghyun Park & Gazi Salah Uddin, 2023. "Impact of crude oil volatility jumps on sustainable investments: Evidence from India," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(10), pages 1450-1468, October.
    4. Shinwari, Riazullah & Wang, Yangjie & Gozgor, Giray & Mousavi, Mahdi, 2024. "Does FDI affect energy consumption in the belt and road initiative economies? The role of green technologies," Energy Economics, Elsevier, vol. 132(C).
    5. Chishti, Muhammad Zubair & Sinha, Avik & Zaman, Umer & Shahzad, Umer, 2023. "Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk," Energy Economics, Elsevier, vol. 119(C).
    6. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
    7. Gordo, Natali & Hunt, Alistair & Morley, Bruce, 2024. "Alternative monetary policies and renewable energy stock returns," Energy Economics, Elsevier, vol. 136(C).
    8. 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.
    9. Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024. "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, vol. 129(C).
    10. Wu, Ruirui & Li, Bin & Qin, Zhongfeng, 2024. "Spillovers and dependency between green finance and traditional energy markets under different market conditions," Energy Policy, Elsevier, vol. 192(C).
    11. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024. "Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy," Energy Economics, Elsevier, vol. 129(C).
    12. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).
    13. Nini Johana Marín-Rodríguez & Juan David González-Ruiz & Sergio Botero, 2023. "A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO 2 Emissions," Risks, MDPI, vol. 11(1), pages 1-21, January.

  2. 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. 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.
    3. 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).
    4. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2024. "Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework," Energy Economics, Elsevier, vol. 133(C).
    5. Ren, Yi-Shuai & Klein, Tony & Jiang, Yong & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).

  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. 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).
    2. Refk Selmi & Jamal Bouoiyour, 2020. "Global Market's Diagnosis on Coronavirus : A Tug of War between Hope and Fear," Working Papers hal-02514428, HAL.
    3. Cheng, Jiyang & Tiwari, Sunil & Khaled, Djebbouri & Mahendru, Mandeep & Shahzad, Umer, 2024. "Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
    4. 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.
    5. Pradeep, Moturi & Dyapa, Uday Kumar Reddy & Jalan, Sarika & Pradhan, Priodyuti, 2024. "Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 654(C).
    6. 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).

  4. 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. 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).
    3. Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021. "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, vol. 42(C).
    4. 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.

  5. 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.

  6. 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. 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.
    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. Wang, Ziyang & Dong, Zhiliang, 2024. "Volatility spillover effects among geopolitical risks and international and Chinese crude oil markets——A study utilizing time-varying networks," Resources Policy, Elsevier, vol. 96(C).
    4. Olanipekun, Ifedolapo Olabisi & Ozkan, Oktay & Olasehinde-Williams, Godwin, 2023. "Is renewable energy use lowering resource-related uncertainties?," Energy, Elsevier, vol. 271(C).
    5. 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.
    6. 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.
    7. Muğaloğlu, Erhan & Kuşkaya, Sevda & Aldieri, Luigi & Alnour, Mohammed & Hoque, Mohammad Enamul & Magazzino, Cosimo & Bilgili, Faik, 2023. "Dynamic regime differences in the market behavior of primary natural resources in response to geopolitical risk and economic policy uncertainty," Resources Policy, Elsevier, vol. 87(PB).
    8. 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.

  7. 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. 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).
    2. 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.

  8. 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. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.
    2. Svetoslav Borisov, 2024. "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
    3. Prateek Goorha, 2020. "Bitcoinomics 101: principles of the Bitcoin market," Economics Bulletin, AccessEcon, vol. 40(1), pages 163-176.
    4. Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart & Larisa Yarovaya, 2023. "The role of interpersonal trust in cryptocurrency adoption," Post-Print hal-03946536, HAL.
    5. 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.
    6. Zhang, Shuai & Hou, Xinyu & Ba, Shusong, 2021. "What determines interest rates for bitcoin lending?," Research in International Business and Finance, Elsevier, vol. 58(C).
    7. 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.
    8. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices ?," Post-Print hal-02126234, HAL.
    9. 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.
    10. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    11. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    12. 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).
    13. 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.
    14. Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024. "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 281-289, January.
    15. Nikolaos A. Kyriazis, 2020. "Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings," JRFM, MDPI, vol. 13(5), pages 1-19, May.
    16. 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).
    17. 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.
    18. Serda Selin Ozturk, 2020. "Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns," JRFM, MDPI, vol. 13(11), pages 1-14, November.

  9. 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. 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.
    2. 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).
    3. 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.
    4. 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.
    5. 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).
    6. Raza, Syed Ali & Khan, Komal Akram, 2024. "Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19," Resources Policy, Elsevier, vol. 88(C).
    7. 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.
    8. Mohamad, Azhar, 2022. "Safe flight to which haven when Russia invades Ukraine? A 48-hour story," Economics Letters, Elsevier, vol. 216(C).
    9. 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).
    10. 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).
    11. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    12. 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).
    13. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    14. 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.
    15. 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.
    16. 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).
    17. Fousekis, Panos & Tzaferi, Dimitra, 2021. "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, vol. 95(C), pages 13-20.
    18. 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.
    19. 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).
    20. 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.

  10. 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. Jamal Bouoiyour & Refk Selmi, 2018. "The gruesome murder of Jamal Khashoggi : Saudi Arabia's new economy dream at risk ?," Papers 1812.11336, arXiv.org.
    2. 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).
    3. 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.
    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).

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

    Cited by:

    1. 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.
    2. 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.

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

    Cited by:

    1. 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).
    2. Dun Li & Dezhi Han & Zibin Zheng & Tien-Hsiung Weng & Kuan-Ching Li & Ming Li & Shaokang Cai, 2024. "Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach," Computational Economics, Springer;Society for Computational Economics, vol. 63(4), pages 1649-1671, April.
    3. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.

  13. 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. Lee, Chi-Chuan & Lee, Chien-Chiang, 2024. "Not all are alike: Assessing the effect of geopolitical risk on regional renewable energy development in China," Renewable Energy, Elsevier, vol. 222(C).
    3. Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).
    4. 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).
    5. 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.
    6. Liu, Han & Yang, Peng & He, Yongda & Oxley, Les & Guo, Pengwei, 2024. "Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model," Energy Economics, Elsevier, vol. 129(C).
    7. 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).
    8. Yueyang Chen & Mohamad Zreik, 2025. "Geopolitical Bottlenecks and Air Transport Connectivity Between China and the UAE: Implications for BRICS+ Cooperation and Sustainable Tourism," Sustainability, MDPI, vol. 17(5), pages 1-26, February.
    9. 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).
    10. Pandey, Dharen Kumar & Kumari, Vineeta & Palma, Alessia & Goodell, John W., 2024. "Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict," Finance Research Letters, Elsevier, vol. 60(C).
    11. 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).

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

    Cited by:

    1. 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.
    2. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    3. Wüstenfeld, Jan & Geldner, Teo, 2022. "Economic uncertainty and national bitcoin trading activity," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    4. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    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.

  15. Jamal Bouoiyour & Amal Miftah & Refk Selmi, 2019. "The economic impact of migrants and refugees on Europe," Post-Print hal-02302125, HAL.

    Cited by:

    1. Boguslaw Balza, 2024. "Exploring the Economic Impacts of Immigration in European Union: Opportunities, Challenges, and Legal Implications," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 648-657.

  16. 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.

  17. 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. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
    2. 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).
    3. 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," EconomiX Working Papers 2022-19, University of Paris Nanterre, EconomiX.
    4. Zhang, Zhikai & Wang, Yudong & Xiao, Jihong & Zhang, Yaojie, 2023. "Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions," Resources Policy, Elsevier, vol. 80(C).
    5. Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
    6. 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.
    7. Faheem Aslam & Paulo Ferreira & Haider Ali & Ana Ercília José, 2022. "Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats," Sustainability, MDPI, vol. 14(10), pages 1-23, May.
    8. António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024. "Energy Price Dynamics in the Face of Uncertainty Shocks and the role of Exchange Rate Regimes: A Global Cross-Country Analysis," Working Papers REM 2024/0344, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    9. Kayani, Umar Nawaz & Hassan, M. Kabir & Moussa, Faten & Hossain, Gazi Farid, 2023. "Oil in crisis: What can we learn," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    10. Lee, Chi-Chuan & Tang, Huayun & Li, Ding, 2022. "The roles of oil shocks and geopolitical uncertainties on China’s green bond returns," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 494-505.
    11. 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.
    12. Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2023. "The predictive effect of risk aversion on oil returns under different market conditions," Energy Economics, Elsevier, vol. 126(C).
    13. Dagar, Vishal & Dagher, Leila & Rao, Amar & Doytch, Nadia & Kagzi, Muneza, 2024. "Economic policy uncertainty: Global energy security with diversification," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 248-263.
    14. Dogan, Eyup & Majeed, Muhammad Tariq & Luni, Tania, 2021. "Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents," Resources Policy, Elsevier, vol. 72(C).
    15. Vo, Duc Hong & Tran, Minh Phuoc-Bao, 2024. "Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
    16. Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Mattoussi, Wided, 2023. "Oil price shocks in the age of surging inflation," Energy Economics, Elsevier, vol. 128(C).
    17. Zhang, Yi & Zhang, Leilei & Yu, Hang & Tu, Yanhong, 2023. "Does Geopolitical risk drive natural resources extraction globally? A Case of Global," Resources Policy, Elsevier, vol. 82(C).
    18. Satish Kumar & Rabeh Khalfaoui & Aviral Kumar Tiwari, 2021. "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Post-Print hal-03797578, HAL.
    19. Omid Asadollah & Linda Schwartz Carmy & Md. Rezwanul Hoque & Hakan Yilmazkuday, 2024. "Geopolitical risk, supply chains, and global inflation," The World Economy, Wiley Blackwell, vol. 47(8), pages 3450-3486, August.
    20. 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).
    21. 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).
    22. Lee, Chi-Chuan & Lee, Chien-Chiang, 2024. "Not all are alike: Assessing the effect of geopolitical risk on regional renewable energy development in China," Renewable Energy, Elsevier, vol. 222(C).
    23. Kong, Dongmin & Xiong, Mengxu & Xiang, Junyi, 2021. "Terrorist attacks and energy firms' crash risk in stock markets: Evidence from China," Energy Economics, Elsevier, vol. 102(C).
    24. Chen, Zhuoyi & Liu, Yuanyuan & Zhang, Hongwei, 2024. "Can geopolitical risks impact the long-run correlation between crude oil and clean energy markets? Evidence from a regime-switching analysis," Renewable Energy, Elsevier, vol. 229(C).
    25. Kornher, Lukas & Balezentis, Tomas & Santeramo, Fabio Gaetano, 2024. "EU Food price inflation amid global market turbulences during the COVID-19 pandemic and the Russia-Ukraine War," MPRA Paper 121673, University Library of Munich, Germany.
    26. Guo, Kun & Luan, Liyuan & Cai, Xiaoli & Zhang, Dayong & Ji, Qiang, 2024. "Energy trade stability of China: Policy options with increasing climate risks," Energy Policy, Elsevier, vol. 184(C).
    27. Li, Ye & Chen, Yiyan & Lean, Hooi Hooi, 2024. "Geopolitical risk and crude oil price predictability: Novel decomposition ensemble approach based ternary interval number series," Resources Policy, Elsevier, vol. 92(C).
    28. 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).
    29. 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).
    30. 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).
    31. 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).
    32. Phan, Dinh Hoang Bach & Tran, Vuong Thao & Iyke, Bernard Njindan, 2022. "Geopolitical risk and bank stability," Finance Research Letters, Elsevier, vol. 46(PB).
    33. Jamel Saadaoui & Russell Smyth & Joaquin Vespignani, 2024. "Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals," CAMA Working Papers 2024-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    34. Aysan, Ahmet Faruk & Polat, Ali Yavuz & Tekin, Hasan & Tunalı, Ahmet Semih, 2022. "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," MPRA Paper 112741, University Library of Munich, Germany.
    35. Shen, Huayu & Liang, Yue & Li, Hanwen & Liu, Jie & Lu, Guangxi, 2021. "Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries," Energy Economics, Elsevier, vol. 95(C).
    36. Amjad Taha & Gulcay Tuna, 2023. "Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey," Energies, MDPI, vol. 16(7), pages 1-18, March.
    37. Zhao, Jing, 2023. "Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system," Resources Policy, Elsevier, vol. 82(C).
    38. Kai-Hua Wang & Jia-Min Kan & Cui-Feng Jiang & Chi-Wei Su, 2022. "Is Geopolitical Risk Powerful Enough to Affect Carbon Dioxide Emissions? Evidence from China," Sustainability, MDPI, vol. 14(13), pages 1-16, June.
    39. Liu, Yang & Han, Liyan & Xu, Yang, 2021. "The impact of geopolitical uncertainty on energy volatility," International Review of Financial Analysis, Elsevier, vol. 75(C).
    40. 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.
    41. Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023. "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, vol. 85(PB).
    42. Naif Alsagr & Stefan F. Van Hemmen Almazor, 2020. "Oil Rent, Geopolitical Risk and Banking Sector Performance," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 305-314.
    43. Kočenda, Evžen & Moravcová, Michala, 2024. "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, vol. 69(C).
    44. Lee, Chien-Chiang & Lou, Runchi & Wang, Fuhao, 2023. "Geopolitical risk and the sustainable utilization of natural resources: Evidence from developing countries," Resources Policy, Elsevier, vol. 85(PA).
    45. Wang, Kai-Hua & Zhao, Yan-Xin & Su, Yun Hsuan & Lobonţ, Oana-Ramona, 2023. "Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects," Energy, Elsevier, vol. 273(C).
    46. Haque, Tariq & Pham, Thu Phuong & Yang, Jiaxin, 2023. "Geopolitical risk, financial constraints, and tax avoidance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    47. Yu, Jiangli & Wang, Shuo & Yang, Wantong, 2023. "Natural resources governance and geopolitical risks: A literature review and bibliometric analysis," Resources Policy, Elsevier, vol. 86(PA).
    48. SHANG, Yunfeng & XIA, Zhongwei & XIAO, Zhongyi & SHUM, Wai Yan, 2024. "An analysis of the time-lag effect of global geopolitical risk on business cycle based on visibility graph technique," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
    49. 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.
    50. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
    51. Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022. "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, vol. 258(C).
    52. Aleksander Jagiełło & Marcin Wołek & Wojciech Bizon, 2023. "Comparison of Tender Criteria for Electric and Diesel Buses in Poland—Has the Ongoing Revolution in Urban Transport Been Overlooked?," Energies, MDPI, vol. 16(11), pages 1-17, May.
    53. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
    54. Adra, Samer & Gao, Yang & Huang, Jin & Yuan, Jiayi, 2023. "Geopolitical risk and corporate payout policy," International Review of Financial Analysis, Elsevier, vol. 87(C).
    55. Tamilselvan, M. & Halder, Abhishek & Kannadhasan, M., 2024. "Exploring the ingredients, mixtures, and inclinations of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 187-206.
    56. 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).
    57. Yilmazkuday, Hakan, 2024. "Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices," Energy Economics, Elsevier, vol. 140(C).
    58. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "The impact of the Russia-Ukraine conflict on the connectedness of financial markets," Finance Research Letters, Elsevier, vol. 48(C).
    59. Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
    60. Liu, Xi & Zhang, Xueyong, 2024. "Geopolitical risk and currency returns," Journal of Banking & Finance, Elsevier, vol. 161(C).
    61. Niu, Zibo & Wang, Chenlu & Zhang, Hongwei, 2023. "Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models," International Review of Financial Analysis, Elsevier, vol. 89(C).
    62. Choi, Sun-Yong, 2022. "Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries," Finance Research Letters, Elsevier, vol. 46(PB).
    63. Gong, Xiao-Li & Feng, Yong-Kang & Liu, Jian-Min & Xiong, Xiong, 2023. "Study on international energy market and geopolitical risk contagion based on complex network," Resources Policy, Elsevier, vol. 82(C).
    64. Fiorillo, Paolo & Meles, Antonio & Salerno, Dario & Verdoliva, Vincenzo, 2024. "Geopolitical turmoil and investor green preference: Evidence from the corporate bond market," Journal of International Money and Finance, Elsevier, vol. 149(C).
    65. Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022. "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, vol. 111(C).
    66. Wang, Lu & Ma, Feng & Hao, Jianyang & Gao, Xinxin, 2021. "Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?," International Review of Financial Analysis, Elsevier, vol. 76(C).
    67. Olanipekun, Ifedolapo Olabisi & Ozkan, Oktay & Olasehinde-Williams, Godwin, 2023. "Is renewable energy use lowering resource-related uncertainties?," Energy, Elsevier, vol. 271(C).
    68. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
    69. Fiorillo, Paolo & Meles, Antonio & Pellegrino, Luigi Raffaele & Verdoliva, Vincenzo, 2023. "Geopolitical risk and stock liquidity," Finance Research Letters, Elsevier, vol. 54(C).
    70. 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).
    71. Feng, Chaonan & Han, Liyan & Vigne, Samuel & Xu, Yang, 2023. "Geopolitical risk and the dynamics of international capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    72. Li, Yingli & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies," Resources Policy, Elsevier, vol. 70(C).
    73. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022. "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, vol. 48(C).
    74. Loc Dong Truong & Nhien Tuyet Doan & Anh Thi Kim Nguyen, 2024. "The Effects of Geopolitical Risks on Oil Price Volatility," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 427-432, January.
    75. Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
    76. Cui, Jinxin & Maghyereh, Aktham, 2023. "Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective," Journal of Commodity Markets, Elsevier, vol. 30(C).
    77. Wang, Zhe & Teng, Yin-Pei & Wu, Shuzhao & Liu, Yuxiang & Liu, Xianchang, 2023. "Geopolitical risk, financial system and natural resources extraction: Evidence from China," Resources Policy, Elsevier, vol. 82(C).
    78. 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).
    79. 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.
    80. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
    81. Adeniyi Adeosun, Opeoluwa & Anagreh, Suhaib & Tabash, Mosab I. & Adedokun, Adebayo, 2023. "Revisiting the connectedness between oil prices and uncertainty indicators in BRICS countries," Resources Policy, Elsevier, vol. 86(PA).
    82. Riti, Joshua Sunday & Shu, Yang & Riti, Miriam-Kamah J., 2022. "Geopolitical risk and environmental degradation in BRICS: Aggregation bias and policy inference," Energy Policy, Elsevier, vol. 166(C).
    83. Cedic, Samir & Mahmoud, Alwan & Manera, Matteo & Uddin, Gazi Salah, 2021. "Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach," FEEM Working Papers 310388, Fondazione Eni Enrico Mattei (FEEM).
    84. Su, Chi-Wei & Yang, Shengyao & Dumitrescu Peculea, Adelina & Ioana Biţoiu, Teodora & Qin, Meng, 2024. "Energy imports in turbulent eras: Evidence from China," Energy, Elsevier, vol. 306(C).
    85. Lei, Wei & Yang, Jiaxin, 2022. "Does economic, political, and financial risk cause volatility in natural resources? Comparative study of China and Brazil," Resources Policy, Elsevier, vol. 77(C).
    86. Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021. "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    87. Qin, Yun & Hong, Kairong & Chen, Jinyu & Zhang, Zitao, 2020. "Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions," Energy Economics, Elsevier, vol. 90(C).
    88. Jiang, Wei & Zhang, Yanyu & Wang, Kai-Hua, 2024. "Analyzing the connectedness among geopolitical risk, traditional energy and carbon markets," Energy, Elsevier, vol. 298(C).
    89. Cheikh, Nidhaleddine Ben & Zaied, Younes Ben, 2023. "Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions," Energy Economics, Elsevier, vol. 124(C).
    90. Tomiwa Sunday Adebayo & Seyi Saint Akadiri & Joshua Sunday Riti & Ada Tony Odu, 2023. "Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india," Energy & Environment, , vol. 34(5), pages 1305-1326, August.
    91. Ahmed, Faroque & Gurdgiev, Constantin & Sohag, Kazi & Islam, Md. Monirul & Zeqiraj, Veton, 2024. "Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress," Journal of Multinational Financial Management, Elsevier, vol. 75(C).
    92. 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).
    93. 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).
    94. 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).
    95. Khurshid, Adnan & Khan, Khalid & Rauf, Abdur & Cifuentes-Faura, Javier, 2024. "Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model," Resources Policy, Elsevier, vol. 88(C).
    96. Liu, Han & Yang, Peng & He, Yongda & Oxley, Les & Guo, Pengwei, 2024. "Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model," Energy Economics, Elsevier, vol. 129(C).
    97. 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).
    98. Zhou, Bingjun & Huang, Yan & Gao, Ke & Luo, Chunyang, 2024. "How geopolitical risk and economic policy uncertainty impact coal, natural gas, and oil rent? Evidence from China," Resources Policy, Elsevier, vol. 88(C).
    99. 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.
    100. Le, Thanh Ha, 2023. "Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts," Renewable Energy, Elsevier, vol. 202(C), pages 613-625.
    101. Xia, Mingli & Zhu, Guangfeng, 2024. "The importance of intellectual property: Analyzing the impact of resource efficiency improvements in the mineral sector," Resources Policy, Elsevier, vol. 91(C).
    102. Cai, Yifei & Li, Xiangdong & Zhang, Yahua, 2024. "Oil market responses to Sino–European political relation shock: Insights after China's world trade organization accession," Economic Modelling, Elsevier, vol. 141(C).
    103. Jiaying Peng & Zhenghui Li & Benjamin M. Drakeford, 2020. "Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism," Energies, MDPI, vol. 13(17), pages 1-19, August.
    104. Hao, Xinlei & Ma, Yong & Pan, Dongtao, 2024. "Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets," Journal of Multinational Financial Management, Elsevier, vol. 73(C).
    105. Zhang, Jilu & Guxue, Kaicheng, 2024. "Fostering sustainability: Exploring natural resources, mineral resources, and their impact on carbon reduction, economic growth," Resources Policy, Elsevier, vol. 92(C).
    106. Wang, Kai-Hua & Wen, Cui-Ping & Liu, Hong-Wen & Liu, Lu, 2023. "Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective," Resources Policy, Elsevier, vol. 85(PB).
    107. Smriti Pathak & Jalpa Thakkar & Arpita Gurbaxani & Shreya Virani & Prerak Thakkar, 2023. "Impact of Russia-Ukraine War on Sustainable Development Goals: A Study through Indian Financial Market Perspective," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 389-394, January.
    108. Liang, Xuedong & Luo, Peng & Li, Xiaoyan & Wang, Xia & Shu, Lingli, 2023. "Crude oil price prediction using deep reinforcement learning," Resources Policy, Elsevier, vol. 81(C).
    109. Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
    110. Gong, Xu & Sun, Yi & Du, Zhili, 2022. "Geopolitical risk and China's oil security," Energy Policy, Elsevier, vol. 163(C).
    111. 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.
    112. 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).
    113. Feng, Chao & Liu, Yu-Qi & Yang, Jun, 2024. "Do energy trade patterns affect renewable energy development? The threshold role of digital economy and economic freedom," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
    114. Alola, Andrew Adewale & Özkan, Oktay & Obekpa, Hephzibah Onyeje, 2023. "Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040," Resources Policy, Elsevier, vol. 82(C).
    115. Fiorillo, Paolo & Meles, Antonio & Pellegrino, Luigi Raffaele & Verdoliva, Vincenzo, 2024. "Geopolitical risk and stock price crash risk: The mitigating role of ESG performance," International Review of Financial Analysis, Elsevier, vol. 91(C).
    116. Song, Yuegang & Zhang, Xiaoyu & Hu, Guoheng, 2023. "Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China," Resources Policy, Elsevier, vol. 82(C).
    117. Aloui, Donia & Benkraiem, Ramzi & Guesmi, Khaled & Mzoughi, Hela, 2023. "Managing natural resource prices in a geopolitical risk environment," Resources Policy, Elsevier, vol. 83(C).
    118. Li, Yingli & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2021. "Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks," Resources Policy, Elsevier, vol. 73(C).
    119. Zhang, Yulian & Hamori, Shigeyuki, 2022. "A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 182-203.
    120. Zhang, Hongwei & Wang, Wentao & Niu, Zibo, 2024. "Geopolitical risks and crude oil futures volatility: Evidence from machine learning," Resources Policy, Elsevier, vol. 98(C).
    121. 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).
    122. Wang, Kai-Hua & Su, Chi-Wei & Umar, Muhammad, 2021. "Geopolitical risk and crude oil security: A Chinese perspective," Energy, Elsevier, vol. 219(C).
    123. Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).

  18. 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. 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.
    2. Chatjuthamard, Pattanaporn & Mook Lee, Sang & Kim, Young S. & Jiraporn, Pornsit & Potosky, Denise, 2024. "Climate change and shareholder value: Evidence from textual analysis and Trump’s unexpected victory," Journal of Business Research, Elsevier, vol. 180(C).
    3. 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.
    4. 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.
    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. 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.
    7. 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.
    8. Hartwell, Christopher A. & Hubschmid-Vierheilig, Elena, 2024. "Do markets pay attention to political disinformation?," Finance Research Letters, Elsevier, vol. 70(C).

  19. 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. 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).
    2. 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).
    3. 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).
    4. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.
    5. Tarchella, Salma & Khalfaoui, Rabeh & Hammoudeh, Shawkat, 2024. "The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods," Research in International Business and Finance, Elsevier, vol. 67(PB).
    6. Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022. "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, vol. 63(3), pages 1543-1570, September.
    7. Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko & Muchtadi-Alamsyah, Intan & Arbi, Lukman, 2022. "Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk," Resources Policy, Elsevier, vol. 79(C).
    8. Hau, Liya & Zhu, Huiming & Shahbaz, Muhammad & Sun, Wuqin, 2021. "Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    9. 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).
    10. Wu, Bi-Bo, 2021. "The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?," Journal of Commodity Markets, Elsevier, vol. 23(C).
    11. Feriel Gharbi, 2019. "Time-varying volatility spillovers among bitcoin and commodity currencies," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-2.
    12. Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
    13. John W Goodell & Stéphane Goutte, 2020. "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Working Papers halshs-02613277, HAL.
    14. 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.
    15. Ding, Qian & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2022. "Does political risk matter for gold market fluctuations? A structural VAR analysis," Research in International Business and Finance, Elsevier, vol. 60(C).
    16. Min Bai & Ly Ho, 2023. "How do gold and oil react to the COVID-19 pandemic: A review," Energy & Environment, , vol. 34(7), pages 2876-2902, November.
    17. 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.
    18. 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.
    19. Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021. "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    20. 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.
    21. 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).
    22. 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.
    23. Ladislav Kristoufek, 2020. "Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics," Papers 2004.00047, arXiv.org.
    24. 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.
    25. José Alves & Clarisse Wagner, 2024. "Leveraging interest-growth differentials: Hidden effects of government financial assets in the European Union," Working Papers REM 2024/0307, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    26. 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).
    27. 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).
    28. Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022. "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, vol. 79(C).
    29. Sam Hartmann & Sebastian Thomas, 2020. "Applying Blockchain to the Australian Carbon Market," Economic Papers, The Economic Society of Australia, vol. 39(2), pages 133-151, June.
    30. Jiri Kukacka & Ladislav Kristoufek, 2023. "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
    31. Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023. "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
    32. Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110774, University Library of Munich, Germany.
    33. Nguyen, Bao Khac Quoc & Pham, Dung Thi Ngoc, 2025. "Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum," Research in International Business and Finance, Elsevier, vol. 73(PA).
    34. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019. "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers 201965, University of Pretoria, Department of Economics.
    35. Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021. "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 789-816, December.
    36. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022. "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, vol. 108(C).
    37. Afshan, Sahar & Yaqoob, Tanzeela & Zaied, Younes Ben & Mishra, Shekhar & Mishra, Sibanjan, 2024. "Oil shocks and currency behavior: A dual approach to digital and traditional currencies," Global Finance Journal, Elsevier, vol. 62(C).
    38. Aniruddha Dutta & Saket Kumar & Meheli Basu, 2019. "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," Papers 1912.11166, arXiv.org.
    39. Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
    40. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019. "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 37-51.
    41. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    42. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023. "Interdependence of clean energy and green markets with cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
    43. Binh Nguyen Quang & Thai‐Ha Le & Canh Nguyen Phuc, 2022. "Influences of uncertainty on the returns and liquidity of cryptocurrencies: Evidence from a portfolio approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2497-2513, April.
    44. Tang, Yusui & Ma, Feng, 2023. "The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching," Resources Policy, Elsevier, vol. 83(C).
    45. 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).
    46. 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.
    47. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, Elsevier, vol. 159(C), pages 121-139.
    48. Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
    49. Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023. "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 617-634.
    50. 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).
    51. Bedoui, Rihab & Benkraiem, Ramzi & Guesmi, Khaled & Kedidi, Islem, 2023. "Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model," Technological Forecasting and Social Change, Elsevier, vol. 197(C).
    52. Raheem, Ibrahim D., 2021. "COVID-19 pandemic and the safe haven property of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 370-375.
    53. Zhang, Hongwei & Wang, Peijin, 2021. "Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 629-648.
    54. Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024. "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    55. 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.
    56. 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.
    57. Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021. "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, vol. 102(C).
    58. Feng, Jingyu & Yuan, Ying & Jiang, Mingxuan, 2024. "Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 275-301.
    59. Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020. "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    60. Ariannejad , Aghil & Tehrani , Reza, 2021. "Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 377-398, September.
    61. Abdollah Ah Mand, 2025. "Cryptocurrency returns and cryptocurrency uncertainty: a time–frequency analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
    62. Shang, Yue & Wei, Yu & Chen, Yongfei, 2022. "Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach," Finance Research Letters, Elsevier, vol. 50(C).
    63. Li, Xingyi & Gan, Kai & Zhou, Qi, 2023. "Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 51(C).
    64. Dimitrios Koutmos & Timothy King & Constantin Zopounidis, 2021. "Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(4), pages 815-837, December.
    65. Rivera-Alonso, David & Iglesias, Emma M., 2024. "Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?," Resources Policy, Elsevier, vol. 90(C).
    66. Pham, Linh & Karim, Sitara & Naeem, Muhammad Abubakr & Long, Cheng, 2022. "A tale of two tails among carbon prices, green and non-green cryptocurrencies," International Review of Financial Analysis, Elsevier, vol. 82(C).
    67. Okorie, David Iheke & Lin, Boqiang, 2020. "Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy," Energy Economics, Elsevier, vol. 87(C).
    68. Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
    69. 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).
    70. 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.
    71. Ahmed, Walid M.A. & Al Mafrachi, Mustafa, 2021. "Do higher-order realized moments matter for cryptocurrency returns?," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 483-499.
    72. Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Post-Print halshs-04250269, HAL.
    73. 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).
    74. Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.
    75. Będowska-Sójka, Barbara & Kliber, Agata, 2022. "Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective," Energy Economics, Elsevier, vol. 115(C).
    76. Agnese, Pablo & Rios, Francisco, 2024. "Spillover effects of energy transition metals in Chile," Energy Economics, Elsevier, vol. 134(C).
    77. Sercan Demiralay & Selçuk Bayracı, 2021. "Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6188-6204, October.
    78. Wang, Peijin & Zhang, Hongwei & Yang, Cai & Guo, Yaoqi, 2021. "Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges," Research in International Business and Finance, Elsevier, vol. 58(C).
    79. Yousaf, Imran & Pham, Linh & Goodell, John W., 2023. "The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    80. Zhang, Dingxuan & Sun, Yuying & Duan, Hongbo & Hong, Yongmiao & Wang, Shouyang, 2023. "Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin," International Review of Financial Analysis, Elsevier, vol. 88(C).
    81. Ayush Singh & Anshu K. Jha & Amit N. Kumar, 2024. "Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation," Papers 2405.12988, arXiv.org.
    82. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    83. Toan Luu Duc Huynh & Muhammad Shahbaz & Muhammad Ali Nasir & Subhan Ullah, 2022. "Financial modelling, risk management of energy instruments and the role of cryptocurrencies," Annals of Operations Research, Springer, vol. 313(1), pages 47-75, June.
    84. 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.
    85. Sun, Xiaolei & Liu, Mingxi & Sima, Zeqian, 2020. "A novel cryptocurrency price trend forecasting model based on LightGBM," Finance Research Letters, Elsevier, vol. 32(C).
    86. Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    87. Jiang, Shangrong & Li, Yuze & Lu, Quanying & Wang, Shouyang & Wei, Yunjie, 2022. "Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
    88. Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, vol. 60(5), pages 2177-2201, May.
    89. Tiwari, Sunil & Si Mohammed, Kamel & Guesmi, Khaled, 2023. "A way forward to end energy poverty in China: Role of carbon-cutting targets and net-zero commitments," Energy Policy, Elsevier, vol. 180(C).
    90. A. S. M. Sohel Azad & Aziz Hayat & Huson Joher Ali Ahmed, 2024. "Does the energy sector serve as a hedge and safe haven?," Annals of Operations Research, Springer, vol. 339(1), pages 369-395, August.
    91. Naeem, Muhammad Abubakr & Iqbal, Najaf & Karim, Sitara & Lucey, Brian M., 2023. "From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets," Finance Research Letters, Elsevier, vol. 55(PB).
    92. 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).
    93. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023. "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    94. Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 398-406.
    95. 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).
    96. 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.
    97. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2020. "Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models," Papers 2011.03741, arXiv.org, revised Dec 2020.
    98. 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).
    99. 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.
    100. Choudhary, Sangita & Jain, Anshul & Biswal, Pratap Chandra, 2024. "Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective," Finance Research Letters, Elsevier, vol. 62(PB).
    101. Tayyaba Ahsan & Krystian Zawadzki & Mubashir Khan, 2024. "Cryptocurrencies as a Speculative Asset: How Much Uncertainty is Included in Cryptocurrency Price?," SAGE Open, , vol. 14(2), pages 21582440241, June.
    102. 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).
    103. Chirwa, Themba G & Odhiambo, Nicholas M, 2020. "Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks," Working Papers 26643, University of South Africa, Department of Economics.
    104. Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu, 2020. "Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?," Research in International Business and Finance, Elsevier, vol. 54(C).
    105. Kurka, Josef, 2019. "Do cryptocurrencies and traditional asset classes influence each other?," Finance Research Letters, Elsevier, vol. 31(C), pages 38-46.
    106. Al Mamun, Md & Uddin, Gazi Salah & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2020. "Geopolitical risk, uncertainty and Bitcoin investment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    107. Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024. "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    108. Seyram P. Kumah, 2024. "Cryptocurrency and African fiat currencies: A peaceful coexistence?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 53(1), February.
    109. 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.
    110. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Hedging the extreme risk of cryptocurrency," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    111. 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).
    112. Yuze Li & Shangrong Jiang & Xuerong Li & Shouyang Wang, 2022. "Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-24, December.
    113. Virk, Nader, 2022. "Bitcoin and integration patterns in the forex market," Finance Research Letters, Elsevier, vol. 44(C).
    114. Osman, Myriam Ben & Urom, Christian & Guesmi, Khaled & Benkraiem, Ramzi, 2024. "Economic sentiment and the cryptocurrency market in the post-COVID-19 era," International Review of Financial Analysis, Elsevier, vol. 91(C).
    115. 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).
    116. 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).
    117. 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.
    118. 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).
    119. Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024. "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    120. 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).
    121. Zhu, Xuehong & Niu, Zibo & Zhang, Hongwei & Huang, Jiaxin & Zuo, Xuguang, 2022. "Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach," Resources Policy, Elsevier, vol. 79(C).
    122. Yousaf, Imran & Yarovaya, Larisa, 2022. "Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication," Global Finance Journal, Elsevier, vol. 53(C).
    123. De Pace, Pierangelo & Rao, Jayant, 2023. "Comovement and instability in cryptocurrency markets," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 173-200.
    124. Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
    125. Roman Matkovskyy & Akanksha Jalan & Michael Dowling & Taoufik Bouraoui, 2021. "From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks," Post-Print hal-04273124, HAL.
    126. 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).
    127. Sa Xu & Ziqing Du & Hai Zhang, 2020. "Can Crude Oil Serve as a Hedging Asset for Underlying Securities?—Research on the Heterogenous Correlation between Crude Oil and Stock Index," Energies, MDPI, vol. 13(12), pages 1-19, June.
    128. Tunc, Ahmet, 2024. "ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    129. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices ?," Post-Print hal-02126234, HAL.
    130. Wen, Danyan & Wang, Yudong & Ma, Chaoqun & Zhang, Yaojie, 2020. "Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?," Resources Policy, Elsevier, vol. 69(C).
    131. Huilian Huang & Tao Xiong, 2023. "A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 968-1035, July.
    132. 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.
    133. Duan, Kun & Zhang, Liya & Urquhart, Andrew & Yao, Kai & Peng, Long, 2024. "Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency," Research in International Business and Finance, Elsevier, vol. 70(PB).
    134. 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.
    135. Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022. "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
    136. 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).
    137. González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021. "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
    138. Enilov, Martin & Mensi, Walid & Stankov, Petar, 2023. "Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic," Journal of Commodity Markets, Elsevier, vol. 29(C).
    139. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    140. 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.
    141. 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).
    142. 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).
    143. 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).
    144. Bouteska, Ahmed & Hassan, M. Kabir & Rashid, Mamunur & Bilgin, Mehmet Hüseyin, 2024. "The dynamics of bonds, commodities and bitcoin based on NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 58-70.
    145. Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022. "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, vol. 77(C).
    146. 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.
    147. Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin & Yarovaya, Larisa, 2019. "The role of uncertainty measures on the returns of gold," Economics Letters, Elsevier, vol. 185(C).
    148. Ángeles Cebrián-Hernández & Enrique Jiménez-Rodríguez, 2021. "Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models," Mathematics, MDPI, vol. 9(3), pages 1-16, January.
    149. Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie, 2022. "Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    150. Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024. "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, vol. 93(C).
    151. Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020. "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
    152. Ha, Le Thanh & Bouteska, Ahmed & Mefteh-Wali, Salma & The Anh, Pham, 2023. "Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model," Resources Policy, Elsevier, vol. 86(PB).
    153. Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    154. Zeng, Sheng & Liu, Xinchun & Li, Xiafei & Wei, Qi & Shang, Yue, 2019. "Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    155. 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.
    156. Sharma, Gagan Deep & Shahbaz, Muhammad & Singh, Sanjeet & Chopra, Ritika & Cifuentes-Faura, Javier, 2023. "Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States," Resources Policy, Elsevier, vol. 80(C).
    157. Das, Debojyoti & Le Roux, Corlise Liesl & Jana, R.K. & Dutta, Anupam, 2020. "Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar," Finance Research Letters, Elsevier, vol. 36(C).
    158. Rym Regaieg & Wajdi Moussa & Nidhal Mgadmi, 2024. "Can We Reckon Bitcoin as a Hedge, a Safe Haven or a Diversifier for US Dollars?," Global Business Review, International Management Institute, vol. 25(2_suppl), pages 138-150, April.
    159. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2021. "Bitcoin versus high-performance technology stocks in diversifying against global stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
    160. Syed Abul, Basher & Perry, Sadorsky, 2022. "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper 113293, University Library of Munich, Germany.
    161. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021. "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
    162. 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).
    163. 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.
    164. 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.
    165. Qureshi, Saba & Aftab, Muhammad & Bouri, Elie & Saeed, Tareq, 2020. "Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    166. Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022. "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, vol. 254(PB).
    167. Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021. "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, vol. 40(C).
    168. John W Goodell & Stéphane Goutte, 2021. "Cryptocurrencies and COVID-19: What have we learned?," Working Papers halshs-03211702, HAL.
    169. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Bitcoin: competitor or complement to gold?," Post-Print hal-01994187, HAL.
    170. Md Akther Uddin & Md Hakim Ali & Mansur Masih, 2020. "Bitcoin—A hype or digital gold? Global evidence," Australian Economic Papers, Wiley Blackwell, vol. 59(3), pages 215-231, September.
    171. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Ko, Hee-Un & Yoon, Seong-Min & Kang, Sang Hoon, 2020. "Why cryptocurrency markets are inefficient: The impact of liquidity and volatility," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    172. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 96-113.
    173. Ben Osman, Myriam & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2024. "Are markets sentiment driving the price bubbles in the virtual?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 272-285.
    174. Chen, James Ming & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning," Resources Policy, Elsevier, vol. 73(C).
    175. 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.
    176. 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.
    177. Seyram Pearl Kumah & Jones Odei Mensah, 2022. "Are cryptocurrencies connected to gold? A wavelet‐based quantile‐in‐quantile approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3640-3659, July.
    178. 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).
    179. Kalyvas, Antonios & Papakyriakou, Panayiotis & Sakkas, Athanasios & Urquhart, Andrew, 2020. "What drives Bitcoin’s price crash risk?," Economics Letters, Elsevier, vol. 191(C).
    180. Azimli, Asil, 2022. "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, vol. 77(C).
    181. 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.
    182. 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.
    183. Pham, Linh & Huynh, Toan Luu Duc & Hanif, Waqas, 2023. "Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments," Global Finance Journal, Elsevier, vol. 58(C).
    184. Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh & BenSaïda, Ahmed & Hernandez, Jose Arreola & Kang, Sang Hoon, 2023. "Dependence and risk management of portfolios of metals and agricultural commodity futures," Resources Policy, Elsevier, vol. 82(C).
    185. Le, Thanh Ha, 2023. "Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts," Renewable Energy, Elsevier, vol. 202(C), pages 613-625.
    186. 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).
    187. Mensi, Walid & Lee, Yun-Jung & Vo, Xuan Vinh & Yoon, Seong-Min, 2021. "Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes," Resources Policy, Elsevier, vol. 74(C).
    188. Donoiu Paul Cristian & Iacob Delia, 2023. "The Cryptocurrency Market and the Financial Stability," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 17(1), pages 1769-1778, July.
    189. 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.
    190. Moussa, Wajdi & Mgadmi, Nidhal & Béjaoui, Azza & Regaieg, Rym, 2021. "Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model," Resources Policy, Elsevier, vol. 74(C).
    191. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 702-715.
    192. Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020. "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, vol. 90(C), pages 209-220.
    193. Syuhada, Khreshna & Suprijanto, Djoko & Hakim, Arief, 2022. "Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach," Finance Research Letters, Elsevier, vol. 46(PB).
    194. Nikolaos A. Kyriazis, 2020. "Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings," JRFM, MDPI, vol. 13(5), pages 1-19, May.
    195. 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).
    196. 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).
    197. 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).
    198. 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).
    199. 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.
    200. Soni, Rajat Kumar & Nandan, Tanuj & Sawarn, Ujjawal, 2024. "Investment modeling between energy futures and responsible investment," Research in International Business and Finance, Elsevier, vol. 70(PB).
    201. Baur, Dirk G. & Hoang, Lai T. & Hossain, Md Zakir, 2022. "Is Bitcoin a hedge? How extreme volatility can destroy the hedge property," Finance Research Letters, Elsevier, vol. 47(PB).
    202. Ko, Hyungjin & Son, Bumho & Lee, Jaewook, 2024. "Portfolio insurance strategy in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 67(PA).
    203. Taicir Mezghani & Mouna Boujelbène Abbes, 2023. "Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 505-530, September.
    204. Joubert, Thomas H.A., 2024. "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    205. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024. "Seeking a shock haven: Hedging extreme upward oil price changes," International Review of Financial Analysis, Elsevier, vol. 94(C).
    206. Lan, Jing & Wei, Yiming & Guo, Jie & Li, Qiuming & Liu, Zhen, 2023. "The effect of green finance on industrial pollution emissions: Evidence from China," Resources Policy, Elsevier, vol. 80(C).
    207. Achraf Ghorbel & Ahmed Jeribi, 2021. "Investigating the relationship between volatilities of cryptocurrencies and other financial assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 817-843, December.
    208. 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).
    209. Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020. "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, vol. 37(C).
    210. Raggad, Bechir & Bouri, Elie, 2023. "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, vol. 86(PA).
    211. 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.
    212. Liu, Peng & Yuan, Ying, 2024. "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    213. Jia, Zhenzhen & Tiwari, Sunil & Zhou, Jianhua & Farooq, Muhammad Umar & Fareed, Zeeshan, 2023. "Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates," Resources Policy, Elsevier, vol. 81(C).
    214. Waqas Hanif & Hee-Un Ko & Linh Pham & Sang Hoon Kang, 2023. "Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
    215. Duc Huynh, Toan Luu & Burggraf, Tobias & Wang, Mei, 2020. "Gold, platinum, and expected Bitcoin returns," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
    216. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    217. Salisu, Afees A. & Vo, Xuan Vinh & Lawal, Adedoyin, 2021. "Hedging oil price risk with gold during COVID-19 pandemic," Resources Policy, Elsevier, vol. 70(C).
    218. Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2019. "Multiresolution analysis and spillovers of major cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 49(C), pages 191-206.
    219. 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.
    220. José, Barrales-Ruíz & Pino, Gabriel, 2024. "On the effect of short-run and long-run US economic expectations on oil and gold volatilities," Resources Policy, Elsevier, vol. 91(C).
    221. 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.
    222. Sasan Barak & Navid Parvini, 2023. "Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1695-1726, December.
    223. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas & Hamdi, Atef & Kang, Sang Hoon, 2019. "Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 104-120.
    224. Huang, Jie & Cao, Yu & Zhong, Pengshu, 2022. "Searching for a safe haven to crude oil: Green bond or precious metals?," Finance Research Letters, Elsevier, vol. 50(C).
    225. 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).
    226. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024. "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, vol. 60(C).
    227. Jareño, Francisco & González, María de la O. & López, Raquel & Ramos, Ana Rosa, 2021. "Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
    228. Khaled Mokni & Elie Bouri & Ahdi Noomen Ajmi & Xuan Vinh Vo, 2021. "Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis," SAGE Open, , vol. 11(2), pages 21582440211, May.
    229. Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
    230. Yousaf, Imran & Assaf, Ata & Demir, Ender, 2024. "Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach," Research in International Business and Finance, Elsevier, vol. 69(C).
    231. Wen, Fenghua & Tong, Xi & Ren, Xiaohang, 2022. "Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    232. Seoung Ju Hong & Jordan James O. Go & Miles Patrice T. Villegas & Julianna Nicole D. De Leon, 2024. "Hedging nickel and copper commodities using bitcoin and gold: are they safe havens?," SN Business & Economics, Springer, vol. 4(9), pages 1-29, September.
    233. 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).
    234. Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023. "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    235. 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).
    236. Serda Selin Ozturk, 2020. "Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns," JRFM, MDPI, vol. 13(11), pages 1-14, November.
    237. Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019. "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers 2019-018, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

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

    Cited by:

    1. 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).
    2. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, Elsevier, vol. 159(C), pages 121-139.
    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).

  21. Jamal Bouoiyour & Kamal Kasmaoui & Mazhar Mughal, 2018. "Does trust influence economic growth? Evidence from the Arab World," Post-Print hal-01879669, HAL.

    Cited by:

    1. Arayssi, Mahmoud & Fakih, Ali & Haimoun, Nathir, 2019. "Did the Arab Spring Reduce MENA Countries' Growth?," IZA Discussion Papers 12161, Institute of Labor Economics (IZA).
    2. Rania S. Miniesy & Mariam AbdelKarim, 2021. "Generalized Trust and Economic Growth: The Nexus in MENA Countries," Economies, MDPI, vol. 9(1), pages 1-22, March.
    3. Bougharriou, Nouha & Benayed, Walid & Gabsi, Foued Badr, 2022. "Democratic transition and fiscal policy in the Arab world," Economic Systems, Elsevier, vol. 46(2).
    4. 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.
    5. Mohammed N. Abu Alfoul & Ibrahim N. Khatatbeh & Ayman Hassan Bazhair, 2024. "The Effect of ICT Usage on Economic Growth in the MENA Region: Does the Level of Education Matter?," Economies, MDPI, vol. 12(10), pages 1-18, October.
    6. Klára Katona, 2020. "Is Lack of Morality an Explanation for the Economic and Financial Crisis? A Catholic Point of View," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(4), pages 407-418, November.
    7. Eliane El Badaoui, 2023. "Which dimensions of religiosity matter for trust? New insights from the MENA region," Post-Print hal-03996315, HAL.
    8. Kamal Kasmaoui & Farid Makhlouf & Youssef Errami, 2020. "Does Trust in Home Countries Matter for Formal Remittances?," Working Papers hal-02886563, HAL.

  22. Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers 1806.07623, arXiv.org.

    Cited by:

    1. 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).
    2. 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.
    3. Carmen Orden‐Cruz & Jessica Paule‐Vianez & Júlio Lobão, 2023. "The effect of Economic Policy Uncertainty on the credit risk of US commercial banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3420-3436, July.
    4. 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.
    5. 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).
    6. Islam, Md. Monirul & Sohag, Kazi & Mariev, Oleg, 2023. "Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis," Resources Policy, Elsevier, vol. 80(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. 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.
    9. 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.
    10. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022. "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, vol. 108(C).
    11. 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).
    12. Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020. "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    13. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
    14. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
    15. Aslam, Faheem & Zil-e-huma, & Bibi, Rashida & Ferreira, Paulo, 2022. "Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis," Resources Policy, Elsevier, vol. 75(C).
    16. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers 202004, University of Pretoria, Department of Economics.
    17. Adediran, Idris A. & Yinusa, Olalekan D. & Lakhani, Kanwal Hammad, 2021. "Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?," Resources Policy, Elsevier, vol. 70(C).
    18. Chiang, Thomas C., 2022. "The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices," Resources Policy, Elsevier, vol. 76(C).
    19. Ana Alzate-Ortega & Natalia Garzón & Jesús Molina-Muñoz, 2024. "Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold," Energies, MDPI, vol. 17(2), pages 1-19, January.
    20. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021. "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, vol. 77(C).
    21. Hasan, Md. Bokhtiar & Kabir Hassan, M. & Gider, Zeynullah & Tahsin Rafia, Humaira & Rashid, Mamunur, 2023. "Searching hedging instruments against diverse global risks and uncertainties," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    22. Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022. "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, vol. 79(C).
    23. Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, vol. 89(C).
    24. Zhu, Xuehong & Zhang, Shishi & Ding, Qian, 2024. "Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 91(C).
    25. Yilanci, Veli & Kilci, Esra N., 2021. "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, vol. 72(C).
    26. Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, vol. 60(5), pages 2177-2201, May.
    27. Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers 202135, University of Pretoria, Department of Economics.
    28. 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).
    29. Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2023. "Gold risk premium estimation with machine learning methods," Journal of Commodity Markets, Elsevier, vol. 31(C).
    30. Jessica Paule-Vianez & Júlio Lobão & Raúl Gómez-Martínez & Camilo Prado-Román, 2021. "Momentum strategies in times of economic policy uncertainty," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(3), pages 285-300, April.
    31. Huang, Jianbai & Dong, Xuesong & Chen, Jinyu & Zhong, Meirui, 2022. "Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 433-445.
    32. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021. "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1889-1897, December.
    33. Takashi Miyazaki, 2019. "Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions," JRFM, MDPI, vol. 12(1), pages 1-18, February.
    34. 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.
    35. Mohammad Enamul Hoque & Soo-Wah Low, 2022. "Reactions of Bitcoin and Gold to Categorical Financial Stress: New Evidence from Quantile Estimation," Risks, MDPI, vol. 10(7), pages 1-10, July.
    36. Chi-Wei Su & Lidong Pang & Muhammad Umar & Oana-Ramona Lobonţ, 2022. "Will Gold Always Shine amid World Uncertainty?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3425-3438, September.
    37. Md. Monirul Islam & Kazi Sohag & Faheem ur Rehman, 2022. "Do Geopolitical Tensions and Economic Policy Uncertainties Reorient Mineral Imports in the USA? A Fat-Tailed Data Analysis Using Novel Quantile Approaches," Mathematics, MDPI, vol. 11(1), pages 1-25, December.
    38. Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers 201951, University of Pretoria, Department of Economics.
    39. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019. "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    40. 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).
    41. Huilian Huang & Tao Xiong, 2023. "A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 968-1035, July.
    42. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
    43. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
    44. Sercan Demiralay & Erhan Kilincarslan, 2024. "Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 545-584, October.
    45. Qadan, Mahmoud & Idilbi, Yasmeen, 2022. "Presidential honeymoons, political cycles and the commodity market," Resources Policy, Elsevier, vol. 77(C).
    46. Zhu, Xuehong & Liao, Jianhui & Chen, Ying, 2021. "Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security," Energy Economics, Elsevier, vol. 97(C).
    47. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Bitcoin: competitor or complement to gold?," Post-Print hal-01994187, HAL.
    48. Qin, Meng & Su, Chi-Wei & Tao, Ran & Umar, Muhammad, 2020. "Is factionalism a push for gold price?," Resources Policy, Elsevier, vol. 67(C).
    49. Paule-Vianez, Jessica & Alcázar-Blanco, Antonio & Coca-Pérez, José Luis, 2022. "Effect of Economic Policy Uncertainty on the investment in numismatic assets: Evidence for the Walking Liberty Half Dollar," Finance Research Letters, Elsevier, vol. 46(PB).
    50. 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.
    51. 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).
    52. Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024. "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, vol. 95(C).
    53. Tanin, Tauhidul Islam & Sarker, Ashutosh & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2021. "Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 214-235.
    54. Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024. "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 210-228.
    55. Riadh El Abed & Abderrazek Ben Hamouda, 2024. "Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 546-561, March.
    56. 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.
    57. Li, Jingwen & Wang, Yue & Song, Yubing & Su, Chi Wei, 2023. "How resistant is gold to stress? New evidence from global supply chain," Resources Policy, Elsevier, vol. 85(PB).
    58. Zhou, Mei-Jing & Huang, Jian-Bai & Chen, Jin-Yu, 2020. "The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis," Resources Policy, Elsevier, vol. 68(C).
    59. Johannes Eugster & Giovanni Donato, 2022. "The exchange rate elasticity of the Swiss current account," Working Papers 2022-14, Swiss National Bank.
    60. Khaskheli, Asadullah & Zhang, Hongyu & Raza, Syed Ali & Khan, Komal Akram, 2022. "Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period," Resources Policy, Elsevier, vol. 79(C).
    61. Duc Huynh, Toan Luu & Burggraf, Tobias & Wang, Mei, 2020. "Gold, platinum, and expected Bitcoin returns," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
    62. 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.
    63. Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
    64. Kazi Sohag & Anna Gainetdinova & Shawkat Hammoudeh & Riad Shams, 2022. "Dynamic Connectedness among Vaccine Companies’ Stock Prices: Before and after Vaccines Released," Mathematics, MDPI, vol. 10(15), pages 1-26, August.
    65. Yu, Fanchao, 2023. "Macroeconomic information, global economic policy uncertainty and gold futures return predictability," Finance Research Letters, Elsevier, vol. 55(PA).
    66. Esperanza García-Gonzalo & Paulino José García-Nieto & Gregorio Fidalgo Valverde & Pedro Riesgo Fernández & Fernando Sánchez Lasheras & Sergio Luis Suárez Gómez, 2024. "Hybrid DE-Optimized GPR and NARX/SVR Models for Forecasting Gold Spot Prices: A Case Study of the Global Commodities Market," Mathematics, MDPI, vol. 12(7), pages 1-18, March.

  23. 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. Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).
    2. 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.
    3. Tao Yin & Yiming Wang, 2021. "Market Efficiency and Nonlinear Analysis of Soybean Futures," Sustainability, MDPI, vol. 13(2), pages 1-10, January.
    4. 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.
    5. Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023. "Fintech market efficiency: A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 54(C).
    6. 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).
    7. 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).
    8. 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.
    9. Belhoula, Mohamed Malek & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024. "Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises," Resources Policy, Elsevier, vol. 98(C).
    10. 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.

  24. Jamal Bouoiyour & Refk Selmi, 2018. "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print hal-01879666, HAL.

    Cited by:

    1. Jamal Bouoiyour & Refk Selmi, 2018. "The gruesome murder of Jamal Khashoggi : Saudi Arabia's new economy dream at risk ?," Papers 1812.11336, arXiv.org.
    2. 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.
    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.

  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 & 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.
    2. 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.
    3. 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.
    4. Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working papers of CATT hal-01880322, HAL.
    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. 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.
    7. Lionel De Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: an existence proof," Working Papers hal-02938599, HAL.
    8. 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.
    9. 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).
    10. 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).
    11. 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.

  26. 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.

    Cited by:

    1. Frédéric Docquier & Aysit Tansel & Riccardo Turati, 2017. "Do emigrants self-select along cultural traits? Evidence from the MENA countries," LIDAM Discussion Papers IRES 2017024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Riccardo Turati, 2020. "Network-based Connectedness and the Diffusion of Cultural Traits," LIDAM Discussion Papers IRES 2020012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

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

    Cited by:

    1. 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).
    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. 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.
    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. 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.

  28. 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. Farid Makhlouf & Refk Selmi, 2021. "The role of remittances in times of socio-political unrest: Evidence from Tunisia," Working Papers hal-03263815, HAL.
    2. 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).
    3. Farid Makhlouf & Refk Selmi, 2024. "‘From aspirations for climate action to the reality of climate disasters’: Can remittances play key role in disaster response?," The World Economy, Wiley Blackwell, vol. 47(8), pages 3487-3510, August.
    4. Strike Mbulawa & Samuel Chingoiro & Robert Machera, 2022. "Dynamics of the remittances: Fnancial development nexus in Sub Saharan Africa (SSA)," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(4), pages 171-182, June.
    5. 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.
    6. Bashier Al-Abdulrazag & Musa Foudeh, 2022. "Does inflation reduce remittance outflows in Saudi Arabia?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2141424-214, December.

  29. 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. 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).
    2. Mesfer Mahdi Al Mesfer Al Ajmi, 2024. "Impact Of Oil Prices On Boursa Kuwait," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 12(1), pages 21-29.
    3. 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).
    4. 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).
    5. 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.
    6. Kuang, Wei, 2023. "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, vol. 271(C).
    7. 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).
    8. 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.
    9. 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).
    10. 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).
    11. Syed Jawad Hussain Shahzad & Jose Areola Hernandez & Waqas Hanif & Ghulam Mujtaba Kayani, 2018. "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Post-Print hal-01813245, HAL.
    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. Wu, Jie & Guluzada, Esmira & Karimzada, Mehriban, 2024. "The sustainable use of natural resource markets: Moving toward greener horizons," Resources Policy, Elsevier, vol. 89(C).
    14. 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).
    15. 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.
    16. Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya, 2024. "Dynamic spillover between oil price shocks and technology stock indices: A country level analysis," Research in International Business and Finance, Elsevier, vol. 69(C).
    17. 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.
    18. 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.

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

    Cited by:

    1. Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
    2. 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.
    3. 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.
    4. Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021. "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, vol. 94(C), pages 896-907.
    5. 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).
    6. 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).
    7. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    8. 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).
    9. 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.
    10. 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.
    11. 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.

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

    Cited by:

    1. 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.
    2. Hector F. Calvo-Pardo & Tullio Mancini & Jose Olmo, 2022. "Machine Learning the Carbon Footprint of Bitcoin Mining," JRFM, MDPI, vol. 15(2), pages 1-30, February.
    3. 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.
    4. 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).
    5. Carbó, José Manuel & Gorjón, Sergio, 2024. "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 123-140.
    6. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    7. 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).
    8. 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.
    9. 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, August.
    10. 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).
    11. 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).
    12. 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).
    13. 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.
    14. 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.
    15. 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 República, issue 92, pages 1-37, November.
    16. 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.
    17. 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.
    18. 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).
    19. Duc Huynh, Toan Luu & Burggraf, Tobias & Wang, Mei, 2020. "Gold, platinum, and expected Bitcoin returns," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
    20. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    21. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024. "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, vol. 60(C).
    22. 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.
    23. 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.

  32. 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.

  33. Jamal Bouoiyour & Amal Miftah & Christophe Muller, 2017. "Maghreb Rural-Urban Migration: The Movement to Morocco’s Towns," Working Papers 1082, Economic Research Forum, revised 04 Oct 2017.

    Cited by:

    1. Baghdadi, F. & Rauktis, M.E. & Hands, C. & John, A. & Khanom, A. & El Mhamdi, S. & Soussi, A. & Snooks, H., 2024. "Using a systems perspective to examine child protection systems and practice: A scoping review on child abandonment and institutionalisation in the Maghreb," Children and Youth Services Review, Elsevier, vol. 157(C).

  34. Jamal Bouoiyour & Amal Miftah & El Mouhoub Mouhoud, 2016. "Education, male gender preference and migrants' remittances: Interactions in rural Morocco," Post-Print hal-01879665, HAL.

    Cited by:

    1. Randazzo, Teresa & Piracha, Matloob, 2019. "Remittances and household expenditure behaviour: Evidence from Senegal∗," Economic Modelling, Elsevier, vol. 79(C), pages 141-153.
    2. Khatia Antia & Johannes Boucsein & Andreas Deckert & Peter Dambach & Justina Račaitė & Genė Šurkienė & Thomas Jaenisch & Olaf Horstick & Volker Winkler, 2020. "Effects of International Labour Migration on the Mental Health and Well-Being of Left-Behind Children: A Systematic Literature Review," IJERPH, MDPI, vol. 17(12), pages 1-17, June.
    3. Adel Ben Youssef & Mohamed El Hedi Arouri & Cuong Nguyen-Viet, 2016. "Does Urbanization Reduce Rural Poverty? Evidence from Vietnam," Post-Print halshs-01384725, HAL.
    4. Thakurata, Indrajit & D'Souza, Errol, 2018. "Child labour and human capital in developing countries - A multi-period stochastic model," Economic Modelling, Elsevier, vol. 69(C), pages 67-81.
    5. Agradi, Mawunyo, 2023. "Does remittance inflow influence energy poverty?," Applied Energy, Elsevier, vol. 335(C).
    6. Azizi, SeyedSoroosh, 2018. "The impacts of workers' remittances on human capital and labor supply in developing countries," Economic Modelling, Elsevier, vol. 75(C), pages 377-396.
    7. Arogundade, Sodiq & Hassan, Adewale & Bila, Santos, 2021. "Diaspora Income, Financial Development and Ecological footprint in Africa," MPRA Paper 110819, University Library of Munich, Germany.
    8. Imen Mohamed Sghaier, 2022. "Foreign Capital Inflows and Economic Growth in North African Countries: the Role of Human Capital," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 2804-2821, December.
    9. Imen Mohamed Sghaier, 2021. "Foreign Financial Flows, Human Capital and Economic Growth in North African Countries," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 355-371, September.
    10. Hemachandra Padhan & Deepak Kumar Behera & Santosh Kumar Sahu & Umakant Dash, 2023. "Does Corruption Hinderance Economic Growth Despite Surge of Remittance and Capital Inflows Since Economic Liberalization in an Emerging Economy, India," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(1), pages 426-449, March.
    11. Gaurav Datt & Liang Choon Wang & Samia Badji, 2020. "Is emigration of workers contributing to better schooling outcomes in Nepal?," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 1046-1075, September.

  35. 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.

  36. 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. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.
    2. 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.
    3. Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working papers of CATT hal-01880322, HAL.
    4. Jamal Bouoiyour & Refk Selmi, 2017. "Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?," Working Papers hal-01429537, HAL.

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

    Cited by:

    1. 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).
    2. 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.
    3. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, vol. 51(C).
    4. 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.
    5. 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).
    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. 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).

  38. 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, 2017. "Volatility Widens Inequality. Could Aid and Remittances Help?," Working Papers P158, FERDI.
    2. Amr Hosny, 2020. "Remittance Concentration and Volatility: Evidence from 72 Developing Countries," IMF Working Papers 2020/015, International Monetary Fund.
    3. 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.

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

    Cited by:

    1. Shah, Adil Ahmad & Sahay, Arvind, 2024. "Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures," Energy, Elsevier, vol. 305(C).
    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 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.
    4. 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.
    5. 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.
    6. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016. "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers 201654, University of Pretoria, Department of Economics.
    12. 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.
    13. Jamal Bouoiyour & Refk Selmi, 2017. "The Bitcoin price formation: Beyond the fundamental sources," Working Papers hal-01548710, HAL.
    14. 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.
    15. 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).
    16. Marius Cristian Frunza & Dominique Guégan, 2018. "Is the Bitcoin Rush Over?," Working Papers 2018:10, Department of Economics, University of Venice "Ca' Foscari".
    17. 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.
    18. 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.
    19. 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.
    20. Xiao Li & Weili Wu, 2020. "A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction," Papers 2008.09667, arXiv.org.
    21. Zura Kakushadze & Jim Kyung-Soo Liew, 2018. "CryptoRuble: From Russia with Love," Papers 1801.05760, arXiv.org.
    22. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, March.
    23. 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.
    24. 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).
    25. Dulani Jayasuriya Daluwathumullagamage & Alexandra Sims, 2021. "Fantastic Beasts: Blockchain Based Banking," JRFM, MDPI, vol. 14(4), pages 1-43, April.
    26. 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.
    27. 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.
    28. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    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. 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.
    31. 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).
    32. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Papers 1703.00308, arXiv.org.
    33. 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.
    34. 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.
    35. 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).
    36. 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).
    37. 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.
    38. 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).
    39. 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.
    40. 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.
    41. Ying Chen & Paolo Giudici & Branka Hadji Misheva & Simon Trimborn, 2020. "Lead Behaviour in Bitcoin Markets," Risks, MDPI, vol. 8(1), pages 1-14, January.
    42. 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.
    43. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    44. 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.
    45. 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.
    46. Zura Kakushadze & Willie Yu, 2019. "Altcoin-Bitcoin Arbitrage," Papers 1903.06033, arXiv.org, revised Apr 2019.
    47. 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.
    48. 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.
    49. 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.
    50. 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.
    51. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    52. 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 República, issue 92, pages 1-37, November.
    53. Cristina Chinazzo & Vahidin Jeleskovic, 2024. "Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches," Papers 2401.02049, arXiv.org.
    54. 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.
    55. Zura Kakushadze & Willie Yu, 2019. "Altcoin-Bitcoin Arbitrage," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 87-110.
    56. 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.
    57. 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.
    58. Kayani, Umar & Ullah, Mirzat & Aysan, Ahmet Faruk & Nazir, Sidra & Frempong, Josephine, 2024. "Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
    59. 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.
    60. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    61. 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.
    62. 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.
    63. 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.
    64. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Post-Print halshs-01822992, HAL.
    65. Bohdan M. Pavlyshenko, 2022. "Bitcoin Price Predictive Modeling Using Expert Correction," Papers 2201.02729, arXiv.org.
    66. Gill-de-Albornoz, Belén & Lafuente, Juan A. & Monfort, Mercedes & Ordoñez, Javier, 2024. "Bitcoin attention and economic policy uncertainty," Finance Research Letters, Elsevier, vol. 60(C).
    67. 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.
    68. 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.
    69. Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024. "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 281-289, January.
    70. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01822992, HAL.
    71. 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).
    72. 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.
    73. 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).
    74. 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.
    75. 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.
    76. 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).
    77. 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".
    78. Zura Kakushadze, 2018. "Cryptoasset Factor Models," Papers 1811.07860, arXiv.org, revised Feb 2019.
    79. 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.
    80. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    81. 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.
    82. 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.
    83. Podhorsky, Andrea, 2024. "Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?," International Review of Financial Analysis, Elsevier, vol. 93(C).
    84. Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
    85. 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).
    86. 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.
    87. 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).

  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. 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.
    2. 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).
    3. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  41. 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. Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019. "Linkages between oil price shocks and stock returns revisited," Energy Economics, Elsevier, vol. 82(C), pages 42-61.
    3. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, vol. 134(C).
    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.

  42. 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. 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.
    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. 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.
    4. 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.

  43. Jamal Bouoiyour & Amal Miftah, 2016. "The impact of remittances on children's human capital accumulation: Evidence from Morocco," Post-Print hal-01879677, HAL.

    Cited by:

    1. Oussama Ben Atta & Kamal Kasmaoui & Mazhar Yasin Mughal & Farid Makhlouf, 2021. "More remittances, fewer kids—Impact of remittances on fertility in Morocco," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(8), pages 1238-1256, November.
    2. Boburmirzo Ibrokhimov & Rashid Javed & Mazhar Mughal, 2023. "Migrants remittances and fertility in the Post-Soviet states," Post-Communist Economies, Taylor & Francis Journals, vol. 35(6), pages 574-596, August.
    3. Liu, Mengqi & Villa, Kira M., 2020. "Solution or isolation: Is boarding school a good solution for left-behind children in rural China?," China Economic Review, Elsevier, vol. 61(C).
    4. Peter Nderitu GITHAIGA, 2019. "Foreign Remittances, Private Sector Investment and Banking Sector Development," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 85-112.
    5. José R. Bucheli & Alok K. Bohara & Matías Fontenla, 2018. "Mixed effects of remittances on child education," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 8(1), pages 1-18, December.

  44. Jamal Bouoiyour & Amal Miftah, 2015. "Migration, remittances and educational levels of household members left behind: Evidence from rural Morocco," Post-Print hal-01879676, HAL.

    Cited by:

    1. Khraiche, Maroula & Boudreau, James, 2020. "Can lower remittance costs improve human capital accumulation in Africa?," Journal of Policy Modeling, Elsevier, vol. 42(5), pages 1000-1021.
    2. Hines, Annie Laurie & Simpson, Nicole B., 2018. "Migration, Remittances and Human Capital Investment in Kenya," IZA Discussion Papers 11835, Institute of Labor Economics (IZA).
    3. Tiza, Fahana Tahi & Farid, Kazi Shek & Mozumdar, Lavlu, 2020. "Impact Of Remittances On Educational Attainment Of The Migrant Households: A Micro Level Study," Bangladesh Journal of Agricultural Economics, Bangladesh Agricultural University, vol. 40(01&2), February.
    4. Funda H. Sezgin & Gökçe Tekin Turhan & Gamze Sart & Marina Danilina, 2023. "Impact of Financial Development and Remittances on Educational Attainment within the Context of Sustainable Development: A Panel Evidence from Emerging Markets," Sustainability, MDPI, vol. 15(16), pages 1-14, August.
    5. Cornelia Serena, PASCA, 2016. "Monetary Remittance - Romania Case Study," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 1(3), pages 50-59.
    6. José R. Bucheli & Alok K. Bohara & Matías Fontenla, 2018. "Mixed effects of remittances on child education," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 8(1), pages 1-18, December.
    7. Jamal Bouoiyour & Amal Miftah & Christophe Muller, 2017. "Maghreb Rural-Urban Migration: The Movement to Morocco’s Towns," Working Papers 1082, Economic Research Forum, revised 04 Oct 2017.

  45. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.

  46. 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. 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.
    2. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    3. 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.

  47. 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. 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.
    2. 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).
    3. Khraief, Naceur & Shahbaz, Muhammad & Kumar Mahalik, Mantu & Bhattacharya, Mita, 2020. "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," MPRA Paper 103526, University Library of Munich, Germany, revised 13 Oct 2020.
    4. 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).
    5. 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.
    6. 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).
    7. Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024. "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, vol. 33(C).
    8. 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.
    9. 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).
    10. 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.
    11. Abdulkader C. Mahomedy & Elias Udeaja & Kazeem Isah & Ojo Adelakun & Yusuf Yakubua, 2022. "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price-exchange rate-asymmetry perspectives," Working Papers 875, Economic Research Southern Africa.
    12. 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.
    13. 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.
    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. 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.
    16. 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.
    17. Malik, Farooq & Umar, Zaghum, 2019. "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, vol. 84(C).
    18. Jha, Nimish & Kumar Tanneru, Hemanth & Palla, Sridhar & Hussain Mafat, Iradat, 2024. "Multivariate analysis and forecasting of the crude oil prices: Part I – Classical machine learning approaches," Energy, Elsevier, vol. 296(C).
    19. Gao Wenxin & Wen Jun & Zakaria Muhammad & Mahmood Hamid, 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.
    20. Ichiro Iwasaki & Mathilde Maurel, 2017. "The Impact of Crisis on Firm Creation and Regeneration in Russia: Regional Panel Data Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01505659, HAL.
    21. 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.
    22. Jamal Bouoiyour & Refk Selmi, 2016. "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working papers of CATT hal-01880323, HAL.
    23. 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.
    24. 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).
    25. 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).
    26. 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).
    27. 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).
    28. 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.
    29. 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.
    30. 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).
    31. 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.
    32. 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.
    33. 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.
    34. 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.
    35. 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.
    36. 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.

  48. 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. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    2. 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.
    3. 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).
    4. 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.
    5. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
    6. 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).
    7. Chappell, Daniel, 2018. "Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models," MPRA Paper 90682, University Library of Munich, Germany.
    8. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2018. "Periodicity in Bitcoin returns: A time-varying volatility approach," MPRA Paper 122529, University Library of Munich, Germany, revised 28 Oct 2024.
    9. 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.
    10. 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.
    11. 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.
    12. Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "On the volatility of cryptocurrencies," Working Papers 2202, University of Guelph, Department of Economics and Finance.
    13. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," Discussion Papers of DIW Berlin 1703, DIW Berlin, German Institute for Economic Research.
    20. 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.
    21. 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.
    22. 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).
    23. 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).
    24. Obanya, Praise Otito & Seitshiro, Modisane & Olivier, Carel Petrus & Verster, Tanja, 2024. "A permutation entropy analysis of Bitcoin volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 638(C).
    25. 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.
    26. Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
    27. Xiaolong Tang & Yuping Song & Xingrui Jiao & Yankun Sun, 2024. "On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 2011-2033, May.
    28. Katsiampa, Paraskevi, 2017. "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, vol. 158(C), pages 3-6.
    29. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    30. 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.

  49. Jamal Bouoiyour & Amal Miftah, 2015. "Why do migrants remit? Testing hypotheses for the case of Morocco," Post-Print hal-01879680, HAL.

    Cited by:

    1. Bredtmann, Julia & Martínez Flores, Fernanda & Otten, Sebastian, 2018. "Remittances and the Brain Drain: Evidence from Microdata for Sub-Saharan Africa," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-22.
    2. Sankar Mukhopadhyay & Miaomiao Zou, 2020. "Will Skill-Based Immigration Policies Lead to Lower Remittances? An Analysis of the Relations between Education, Sponsorship, and Remittances," Journal of Development Studies, Taylor & Francis Journals, vol. 56(3), pages 489-508, March.
    3. Jamal Bouoiyour, Amal Miftah, 2015. "Migration, remittances and educational levels of household members left behind: Evidence from rural Morocco," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 12(1), pages 21-40, July.
    4. Maelan Le Goff, 2016. "Feminization of migration and trends in remittances," IZA World of Labor, Institute of Labor Economics (IZA), pages 220-220, January.
    5. Farole, Thomas & Cho, Yoonyoung & Bossavie, Laurent Loic Yves & Aterido,Reyes, 2017. "Bangladesh Jobs Diagnostic," Jobs Group Papers, Notes, and Guides 28032673, The World Bank.
    6. Giulia Bettin & Riccardo Lucchetti, 2014. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Mo.Fi.R. Working Papers 97, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    7. RANA Rezwanul Hasan & HASHMI Rubayyat, 2015. "The Determinants Of Worker Remittance In Terms Of Foreign Factors: The Case Of Bangladesh," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(3), pages 81-93, December.
    8. Oludele Akinloye Akinboade & Anrich Daseman & Trevor Taft & Victor M.S Molobi, 2017. "Regulation, Cross Border Migrants and the Choice of Remittance Channels in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 9(2), pages 201-214.
    9. Mduduzi Biyase & Fiona Tregenna, 2016. "Determinants of remittances in South Africa," SALDRU Working Papers 176, Southern Africa Labour and Development Research Unit, University of Cape Town.
    10. Ayse Ari, 2022. "Remittances and Energy Consumption: APanel Data Analysis for MENA Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 120-125.
    11. Sònia Parella & Javier Silvestre & Alisa Petroff, 2021. "A Mixed‐Method Analysis of Remittance Scripts Among Bolivian Immigrants in Spain," Journal of International Development, John Wiley & Sons, Ltd., vol. 33(1), pages 256-274, January.
    12. Bettin, Giulia & Lucchetti, Riccardo & Pigini, Claudia, 2018. "A dynamic double hurdle model for remittances: evidence from Germany," Economic Modelling, Elsevier, vol. 73(C), pages 365-377.
    13. Giulia Bettin & Riccardo Lucchetti & Claudia Pigini, 2016. "State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany," Mo.Fi.R. Working Papers 127, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    14. Lillo, Felipe & García, Leidy & Santander, Valentín, 2017. "Dynamics of global remittances: A graph-based analysis," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 64-71.
    15. Chantha Hor & Pheara Pheang, 2017. "Analysis Determinant Factors Effect on Migrant Workers' Remittances Flow to the CLMV Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 202-207.
    16. Bezon Kumar & Md. Elias Hossain & Md. Ataul Gani Osmani, 2018. "Utilization of International Remittances in Bangladesh," Remittances Review, Remittances Review, vol. 3(1), pages 5-18, May.
    17. Jamal Bouoiyour & Amal Miftah & Christophe Muller, 2017. "Maghreb Rural-Urban Migration: The Movement to Morocco’s Towns," Working Papers 1082, Economic Research Forum, revised 04 Oct 2017.
    18. Hasan, Syed & Shakur, Shamim & Breunig, Robert, 2021. "Exchange rates and expenditure of households with foreign-born members: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 977-997.

  50. 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.

  51. 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 & Aviral Kumar Tiwari & Muhammad Shahbaz, 2014. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working papers of CATT hal-01880335, HAL.

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

    Cited by:

    1. 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.
    2. 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.
    3. Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Papers 2102.08107, arXiv.org.
    4. 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.
    5. 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.
    6. 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.
    7. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.
    8. 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.
    9. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper 71946, University Library of Munich, Germany, revised 2016.
    10. 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.
    11. Tomić, Bojan, 2020. "BITCOIN: Systematic Force of Cryptocurrency Portfolio," MPRA Paper 101290, University Library of Munich, Germany, revised 26 May 2020.
    12. 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.
    13. 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.
    14. 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).
    15. 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).
    16. 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.
    17. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016. "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers 201654, University of Pretoria, Department of Economics.
    18. Jamal Bouoiyour & Refk Selmi, 2017. "The Bitcoin price formation: Beyond the fundamental sources," Working Papers hal-01548710, HAL.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019. "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers 201965, University of Pretoria, Department of Economics.
    24. 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.
    25. 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.
    26. KOUAKOU, Thiédjé Gaudens-Omer, 2025. "Volatilité et régulation des cryptomonnaies : approche monétaire orthodoxe versus approche monétaire hétérodoxe [Volatility and regulation of cryptocurrencies: orthodox monetary approach versus het," MPRA Paper 123774, University Library of Munich, Germany.
    27. 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.
    28. 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.
    29. 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).
    30. Carbó, José Manuel & Gorjón, Sergio, 2024. "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 123-140.
    31. 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.
    32. Zura Kakushadze & Jim Kyung-Soo Liew, 2018. "CryptoRuble: From Russia with Love," Papers 1801.05760, arXiv.org.
    33. Paolo Pagnottoni & Thomas Dimpfl, 2019. "Price discovery on Bitcoin markets," Digital Finance, Springer, vol. 1(1), pages 139-161, November.
    34. Reginald D. Smith, 2017. "Bitcoin Average Dormancy: A Measure of Turnover and Trading Activity," Papers 1712.10287, arXiv.org, revised Feb 2018.
    35. 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).
    36. 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.
    37. 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).
    38. 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.
    39. 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.
    40. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working Papers hal-01880330, HAL.
    41. 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).
    42. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    43. 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.
    44. 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.
    45. 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.
    46. 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).
    47. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Papers 1703.00308, arXiv.org.
    48. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.
    49. 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.
    50. Zhang, Guangyue & Sannella, Alexander & Brennan, Gerard & Talha Afzal, Muhammad, 2024. "Fair value estimates for illiquid cryptocurrency," International Journal of Accounting Information Systems, Elsevier, vol. 54(C).
    51. Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh, 2022. "Persistence and volatility spillovers of bitcoin price to gold and silver prices," Resources Policy, Elsevier, vol. 79(C).
    52. 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.
    53. Stefan Behringer & Florian Follert, 2022. "Controlling von Kryptowährungen," Springer Books, in: Jessica Hastenteufel & Susanne Weber & Thomas Röhm (ed.), Digitale Transformation im Controlling, chapter 0, pages 183-195, Springer.
    54. 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).
    55. 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.
    56. 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.
    57. Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 398-406.
    58. 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.
    59. 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).
    60. 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).
    61. 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).
    62. 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.
    63. Elsayed, Ahmed H. & Sousa, Ricardo M., 2024. "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.
    64. 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).
    65. 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).
    66. 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).
    67. Pinar Deniz & Thanasis Stengos, 2020. "Cryptocurrency Returns before and after the Introduction of Bitcoin Futures," JRFM, MDPI, vol. 13(6), pages 1-21, June.
    68. Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2017. "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," JRC Working Papers in Economics and Finance 2017-05, Joint Research Centre, European Commission.
    69. 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.
    70. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2016. "What drives Bitcoin price?," Post-Print hal-01879673, HAL.
    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. 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).
    73. 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.
    74. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    75. 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.
    76. 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).
    77. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices ?," Post-Print hal-02126234, HAL.
    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. 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.
    80. 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.
    81. Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers 201729, University of Pretoria, Department of Economics.
    82. 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.
    83. Jamal Bouoiyour & Refk Selmi, 2019. "Beyond the Big Challenges facing Facebook's Libra," Working Papers hal-02309316, HAL.
    84. 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).
    85. 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).
    86. Fantazzini, Dean & Zimin, Stephan, 2019. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper 95988, University Library of Munich, Germany.
    87. 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.
    88. Cristina Chinazzo & Vahidin Jeleskovic, 2024. "Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches," Papers 2401.02049, arXiv.org.
    89. Dimitrios Koutmos, 2020. "Market risk and Bitcoin returns," Annals of Operations Research, Springer, vol. 294(1), pages 453-477, November.
    90. Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020. "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, vol. 52(C).
    91. Ballis, Antonis & Drakos, Konstantinos, 2020. "A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market," MPRA Paper 109329, University Library of Munich, Germany.
    92. 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).
    93. 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.
    94. Li, Xiao & Wu, Ruoxi & Wang, Chen, 2024. "Impacts of bitcoin on monetary system: Is China's bitcoin ban necessary?," Research in International Business and Finance, Elsevier, vol. 69(C).
    95. 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.
    96. John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
    97. 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.
    98. 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.
    99. Andrew Burnie, 2018. "Exploring the Interconnectedness of Cryptocurrencies using Correlation Networks," Papers 1806.06632, arXiv.org.
    100. 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.
    101. Md Akther Uddin & Md Hakim Ali & Mansur Masih, 2020. "Bitcoin—A hype or digital gold? Global evidence," Australian Economic Papers, Wiley Blackwell, vol. 59(3), pages 215-231, September.
    102. 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.
    103. 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).
    104. Ed Saiedi & Anders Broström & Felipe Ruiz, 2021. "Global drivers of cryptocurrency infrastructure adoption," Small Business Economics, Springer, vol. 57(1), pages 353-406, June.
    105. Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli, 2021. "Causal effect of regulated Bitcoin futures on volatility and volume," Papers 2109.15052, arXiv.org.
    106. 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).
    107. 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).
    108. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    109. Joubert, Thomas H.A., 2024. "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    110. 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.
    111. 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.
    112. 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.
    113. Jamal Bouoiyour & Refk Selmi, 2020. "Coronavirus Spreads and Bitcoin's 2020 Rally: Is There a Link ?," Working Papers hal-02493309, HAL.
    114. 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.
    115. 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.
    116. 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.
    117. 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.
    118. 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).
    119. 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).
    120. Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023. "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, vol. 126(C).
    121. Levulytė, Laura & Šapkauskienė, Alfreda, 2021. "Cryptocurrency in context of fiat money functions," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 44-54.
    122. 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).
    123. 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).
    124. 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.
    125. 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).
    126. 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.

  53. Jamal Bouoiyour & Amal Miftah, 2015. "The impact of migrant workers'remittances on the living standards of families in Morocco: A propensity score matching approach," Post-Print hal-01879681, HAL.

    Cited by:

    1. Yitong Chen & Keye Wu & Yue Li & Jianjun Sun, 2023. "Impacts of inter-institutional mobility on scientific performance from research capital and social capital perspectives," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(6), pages 3473-3506, June.
    2. Hayot Berk Saydaliev & Lee Chin, 2023. "The necessity of social infrastructure for enhancing educational attainment: evidence from high remittance recipient LMICs," Economic Change and Restructuring, Springer, vol. 56(3), pages 1823-1847, June.
    3. Nguyen, Giang, 2018. "Consumption behavior of migrant households in Vietnam: Remittances, duration of stay, and the household registration system," Journal of Asian Economics, Elsevier, vol. 57(C), pages 1-12.
    4. Peković Drinka, 2017. "Effects of Remittances on Rural and Regional Poverty in the Republic of Serbia," Economic Themes, Sciendo, vol. 55(1), pages 105-120, March.
    5. Muhammad Azam & Syed Ali Raza, 2016. "Do Workers’ Remittances Boost Human Capital Development?," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(2), pages 123-149.
    6. Afsal Kalangadan & Muhammad Thalil & Muhammad Rishad & Reshmi Ramachandran Sukumari, 2024. "Standard of Living of Migrant and Non-Migrant Households in Kerala: a Comparative Study Based on Migration Survey 2018," SAGE Open, , vol. 14(3), pages 21582440241, September.
    7. Bouoiyour, Jamal & Miftah, Amal & Mouhoud, El Mouhoub, 2016. "Education, male gender preference and migrants' remittances: Interactions in rural Morocco," Economic Modelling, Elsevier, vol. 57(C), pages 324-331.
    8. Bertranna Muruthi & Kimberly Watkins & Megan McCoy & James R. Muruthi & Felisters J. Kiprono, 2017. ""I Feel Happy that I Can be Useful to Others": Preliminary Study of East African Women and Their Remittance Behavior," Journal of Family and Economic Issues, Springer, vol. 38(3), pages 315-326, September.
    9. Imtiaz Arif & Syed Ali Raza & Anita Friemann & Muhammad Tahir Suleman, 2019. "The Role of Remittances in the Development of Higher Education: Evidence from Top Remittance Receiving Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 141(3), pages 1233-1243, February.
    10. Jelena Arsenijevic & Wim Groot, 2018. "Lifestyle differences between older migrants and non-migrants in 14 European countries using propensity score matching method," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 63(3), pages 337-347, April.

  54. 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. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    3. 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.
    4. 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).
    5. 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).
    6. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working Papers hal-01880330, HAL.
    7. 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.
    8. 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.
    9. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper 57907, University Library of Munich, Germany.
    10. 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.
    11. Zvonko Merkaš & Vlasta Roška, 2021. "The Impact of Unsystematic Factors on Bitcoin Value," JRFM, MDPI, vol. 14(11), pages 1-17, November.
    12. Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2017. "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," JRC Working Papers in Economics and Finance 2017-05, Joint Research Centre, European Commission.
    13. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2016. "What drives Bitcoin price?," Post-Print hal-01879673, HAL.
    14. 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.
    15. Pradipta Kumar Sahoo, 2021. "COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(2), pages 454-468, March.
    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. 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.
    18. Bouoiyour, Jamal & Selmi, Refk, 2014. "What Bitcoin Looks Like?," MPRA Paper 58091, University Library of Munich, Germany.
    19. Ziaul Haque Munim & Mohammad Hassan Shakil & Ilan Alon, 2019. "Next-Day Bitcoin Price Forecast," JRFM, MDPI, vol. 12(2), pages 1-15, June.
    20. Stavros Stavroyiannis, 2017. "Value-at-Risk and Expected Shortfall for the major digital currencies," Papers 1708.09343, arXiv.org.
    21. 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.
    22. Brauneis, Alexander & Mestel, Roland, 2019. "Cryptocurrency-portfolios in a mean-variance framework," Finance Research Letters, Elsevier, vol. 28(C), pages 259-264.
    23. Pradipta Kumar SAHOO, 2017. "Bitcoin as digital money: Its growth and future sustainability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(613), W), pages 53-64, Winter.
    24. 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.

  55. 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. 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.
    2. Clément Landormy, 2024. "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA 2024-31, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    3. 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.

  56. Jamal Bouoiyour & Amal Miftah, 2014. "The effects of remittances on poverty and inequality: Evidence from rural southern Morocco," Working Papers hal-01880333, HAL.

    Cited by:

    1. Isaac K. Ofori & Emmanuel Gbolonyo & Marcel A. T. Dossou & Richard K. Nkrumah, 2022. "Remittances and Income Inequality in Africa: Financial Development Thresholds for Economic Policy," Working Papers 22/035, European Xtramile Centre of African Studies (EXCAS).
    2. Zsoka Koczan & Franz Loyola, 2018. "How Do Migration and Remittances Affect Inequality? A Case Study of Mexico," IMF Working Papers 2018/136, International Monetary Fund.
    3. 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.
    4. Ms. Kimberly Beaton & Ms. Svetlana Cerovic & Misael Galdamez & Metodij Hadzi-Vaskov & Franz Loyola & Zsoka Koczan & Mr. Bogdan Lissovolik & Mr. Jan Kees Martijn & Ms. Yulia Ustyugova & Joyce Wong, 2017. "Migration and Remittances in Latin America and the Caribbean: Engines of Growth and Macroeconomic Stabilizers?," IMF Working Papers 2017/144, International Monetary Fund.
    5. Nimesh Salike & Jingyi Wang & Paulo Regis, 2022. "Remittance and its Effect on Poverty and Inequality: A Case of Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 34(2), pages 1-29, October.

  57. Jamal Bouoiyour & Amal Miftah, 2014. "Socio-economic profile of return migrants: case of Moroccan migrants resident in France," Post-Print hal-01879690, HAL.

    Cited by:

    1. Potjaporn Joonlaoun, 2017. "Remitting behaviors and intention to return home of Thai migrant workers in Australia: A study of income, employment and legal satisfaction," Journal of Advances in Humanities and Social Sciences, Dr. Yi-Hsing Hsieh, vol. 3(1), pages 29-41.

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

    Cited by:

    1. 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.
    2. 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.
    3. 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).
    4. Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers 2018-06, Centre for Business and Economics Research (CeBER), University of Coimbra.
    5. Taoufik Bouraoui, 2020. "The drivers of Bitcoin trading volume in selected emerging countries," Post-Print hal-03004413, HAL.
    6. 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.
    7. 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.
    8. 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.
    9. Zvonko Merkaš & Vlasta Roška, 2021. "The Impact of Unsystematic Factors on Bitcoin Value," JRFM, MDPI, vol. 14(11), pages 1-17, November.
    10. Ziaul Haque Munim & Mohammad Hassan Shakil & Ilan Alon, 2019. "Next-Day Bitcoin Price Forecast," JRFM, MDPI, vol. 12(2), pages 1-15, June.
    11. 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.
    12. 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.

  59. 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 & Aviral Kumar Tiwari & Muhammad Shahbaz, 2014. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working papers of CATT hal-01880335, HAL.
    2. 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.
    3. 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.
    4. 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.
    5. 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.

  60. Jamal Bouoiyour & Amal Miftah, 2014. "Household Welfare, International Migration and Children Time Allocation in Rural Morocco," Post-Print hal-01879688, HAL.

    Cited by:

    1. Tang, Can & Zhao, Liqiu & Zhao, Zhong, 2016. "Child Labor in China," IZA Discussion Papers 9976, Institute of Labor Economics (IZA).
    2. Jamal Bouoiyour & Amal Miftah, 2015. "The impact of remittances on household investments in children's human capital: Evidence from Morocco," Working papers of CATT hal-01880327, HAL.

  61. Bouoiyour, Jamal & Miftah, Amal, 2014. "Education, Genre et Transferts de fonds des migrants: Quelles interactions dans le Maroc rural ? [Education, Gender and Remittances: What interactions in rural Morocco?]," MPRA Paper 57051, University Library of Munich, Germany.

    Cited by:

    1. Jamal Bouoiyour & Amal Miftah, 2013. "Transferts de fonds, éducation et travail des enfants au Maroc. Une analyse par score de propension," Working papers of CATT hal-01880343, HAL.
    2. Bouoiyour, Jamal & Miftah, Amal, 2014. "Les transferts de fonds réduisent-ils la pauvreté et les inégalités de revenus? Une vérification empirique à travers une enquête dans le milieu rural marocain [Remittances, Poverty and Income Inequ," MPRA Paper 57052, University Library of Munich, Germany.

  62. 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. 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.
    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).

  63. 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.

  64. Jamal Bouoiyour & Amal Miftah, 2014. "Why do migrants remit? An insightful analysis for Moroccan case," Working Papers hal-01880332, HAL.

    Cited by:

    1. Loxha Arbëresha, 2019. "Do Remittances reduce poverty in Kosovo? - A counterfactual analysis," South East European Journal of Economics and Business, Sciendo, vol. 14(2), pages 117-132, December.

  65. 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. Jamal Bouoiyour & Refk Selmi & Ilhan Ozturk, 2014. "The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta Analysis," Working Papers hal-01880336, HAL.
    2. Dakpogan, Arnaud & Smit, Eon, 2018. "The effect of electricity losses on GDP in Benin," MPRA Paper 89545, University Library of Munich, Germany.
    3. 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.
    4. 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.
    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. 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.
    7. 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.
    8. 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.
    9. 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.
    10. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz, 2014. "The Electricity Consumption in a Rentier State: Do Institutions Matter ?," Working Papers hal-01880334, HAL.
    11. 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.
    12. 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.
    13. 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.
    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.
    15. 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.
    16. 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.
    17. 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.
    18. Huanying Cui, 2016. "China s Economic Growth and Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 349-355.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. 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.
    24. 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.
    25. 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.
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. 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.
    31. 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.

  66. 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 & Aviral Kumar Tiwari & Muhammad Shahbaz, 2014. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working papers of CATT hal-01880335, HAL.
    2. 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.

  67. 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.

  68. 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, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.
    2. 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.
    3. Bouoiyour, Jamal & Selmi, Refk, 2013. "Commodity Price Uncertainty and Manufactured Exports in Morocco and Tunisia: Some Insights from a Novel GARCH Model," MPRA Paper 53412, University Library of Munich, Germany, revised Nov 2013.
    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, 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.

  69. 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. Karim Gassemi & Loubna Aniba, 2024. "The Brain Drain of Moroccan IT Profiles: An Exploratory Qualitative Study within Y and Z Generations," International Review of Management and Marketing, Econjournals, vol. 14(4), pages 37-45, July.
    3. 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.

  70. 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 & Aviral Kumar Tiwari & Muhammad Shahbaz, 2014. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working papers of CATT hal-01880335, HAL.
    2. 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.
    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.
    4. Fernando Delbianco & Andrés Fioriti, 2018. "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 51-76, Enero - J.
    5. Jamal Bouoiyour & Refk Selmi, 2017. "Ether: Bitcoin's competitor or ally?," Papers 1707.07977, arXiv.org.
    6. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.
    7. 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.
    8. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    9. 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.
    10. 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.

  71. 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. 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.
    2. 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.
    3. 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.

  72. 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 Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2016. "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working papers 2016-12, University of Connecticut, 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.

  73. 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. 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.
    2. Jamal Bouoiyour & Amal Miftah, 2015. "Why do migrants remit? Testing hypotheses for the case of Morocco," Post-Print hal-01879680, HAL.
    3. Aisha Tauqir & Muhammad Tariq Majeed, 2021. "Remittances and Output Volatility: The Role of Financial Development," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 26(2), pages 77-110, July-Dec.

  74. 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, 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.
    2. 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.
    3. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  75. 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. 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.
    2. Jamal Bouoiyour & Refk Selmi & Ilhan Ozturk, 2014. "The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta Analysis," Working Papers hal-01880336, HAL.
    3. Dakpogan, Arnaud & Smit, Eon, 2018. "The effect of electricity losses on GDP in Benin," MPRA Paper 89545, University Library of Munich, Germany.
    4. 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.
    5. 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.
    6. 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.
    7. Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz, 2014. "The Electricity Consumption in a Rentier State: Do Institutions Matter ?," Working Papers hal-01880334, HAL.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.

  76. 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.

  77. 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. Barnett William A. & Jawadi Fredj & Ftiti Zied, 2020. "Causal relationships between inflation and inflation uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-26, December.

  78. Bouoiyour, Jamal, 2013. "Les transferts des fonds des migrants marocains : Leviers de croissance et du développement [Remittances of Moroccan migrants: Levers of growth and development]," MPRA Paper 50537, University Library of Munich, Germany.

    Cited by:

    1. Farid Makhlouf, 2014. "The Impact of Exchange Rate Policy on Remittances in Morocco: A Threshold VAR Analysis," Working Papers 2102, Groupe ESC Pau, Research Department, revised Dec 2014.
    2. 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.

  79. 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.

  80. Jamal Bouoiyour & Oscar Kuikeu, 2012. "Pertinence de la dévaluation du Franc CFA de janvier 1994 : une évaluation par le taux de change réel d'équilibre. Cas de l'économie camerounaise," Working Papers hal-01880344, HAL.

    Cited by:

    1. Kuikeu, Oscar, 2011. "Arguments contre la zone franc [Against the cfa franc zone]," MPRA Paper 33710, University Library of Munich, Germany.
    2. Kuikeu, Oscar, 2021. "Pertinence de la dévaluation du franc cfa de Janvier 1994: une approche par le taux de change réel d’équilibre. Cas de l’économie camerounaise ― Nouveaux Résultats [Relevance of the cfa franc deval," MPRA Paper 106993, University Library of Munich, Germany.
    3. Kuikeu, Oscar, 2021. "Convergence économique : la place de la Région [Economic convergence: the Role of Region]," MPRA Paper 107389, University Library of Munich, Germany.
    4. Kuikeu, Oscar, 2021. "Le Change: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021 [Exchange rate: issue of continental African competition. The case of AFCON 2021]," MPRA Paper 107025, University Library of Munich, Germany.
    5. Kuikeu, Oscar, 2021. "A Bird eye from covid-19 crisis on the Relevance of the cfa franc devaluation of January 1994 and the honeymoon effect: an assessment with the equilibrium real exchange rate. Cases of Cameroonian and ," MPRA Paper 107719, University Library of Munich, Germany.

  81. 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 & Aviral Kumar Tiwari & Muhammad Shahbaz, 2014. "The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working papers of CATT hal-01880335, HAL.
    2. 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.
    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. 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.
    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).

  82. 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.

  83. 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.

  84. Jamal Bouoiyour, 2010. "La diaspora scientifique marocaine comme ressource d'expertise et d'enseignement," Working Papers hal-01880672, HAL.

    Cited by:

    1. Bouoiyour, Jamal, 2013. "Les transferts des fonds des migrants marocains : Leviers de croissance et du développement [Remittances of Moroccan migrants: Levers of growth and development]," MPRA Paper 50537, University Library of Munich, Germany.

  85. Jamal Bouoiyour & Hicham Hanchane & El Mouhoub Mouhoud, 2009. "Investissements directs étrangers capital humain et productivité : quelles interactions dans le cas des Pays du Moyen Orient et d’Afrique du Nord ?," Post-Print hal-01879694, HAL.

    Cited by:

    1. Kuikeu, Oscar, 2021. "La Convergence économique: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021 [Economic convergence: issue of African continental Competition. The case of AFCON 2021]," MPRA Paper 107325, University Library of Munich, Germany.
    2. Kamel Malik BENSAFTA & Gervasio SEMEDO, 2015. "Les structures économiques des pays du Maghreb : convergence ou divergence vis-à-vis de l'Europe ? (annule et remplace le DR LEO 2013-05)," LEO Working Papers / DR LEO 2092, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    3. Kamel Malik Bensafta & Gervasio Semedo, 2015. "Les structures économiques des pays du Maghreb : convergence ou divergence vis-à-vis de l'Europe ?," Working Papers halshs-01252121, HAL.
    4. Bouoiyour, jamal, 2010. "Libéralisation commerciale et marché du travail : Cas de la Tunisie [Trade liberalization and labor market: Case of Tunisia]," MPRA Paper 31358, University Library of Munich, Germany.
    5. Kuikeu, Oscar, 2021. "The main attempts of the making of an special economic area in Cameroon: lessons from the covid-19 crisis," MPRA Paper 107978, University Library of Munich, Germany.
    6. Caroline DAYMON, 2012. "Ouverture Commerciale, Inégalités De Revenu Et Répartition Salariale Dans Les Pays Du Sud Et De L’Est De La Méditerranée," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 35, pages 81-98.
    7. Kuikeu, Oscar, 2020. "Droit à l’avortement: sur quelle base légiférer ? enseignements tirés des Modèles de fertilité. Le cas de la Communauté économique et Monétaire de l’Afrique centrale (CEMAC) [An Econometric Model o," MPRA Paper 104195, University Library of Munich, Germany.
    8. Bouras, Hela & Sossi Alaoui, Fatima Zorha & Fekih Soussi, Boutaïna & Machrafi, Mustapha, 2014. "Performance des Télécommunications, Qualité institutionnelle et IDE en Afrique du Nord: CAS du MAROC et la TUNISIE [Performance of Telecommunication, Institutionnel Quality and FDI in North Africa ," MPRA Paper 58797, University Library of Munich, Germany.
    9. Kuikeu, Oscar, 2021. "Le Change: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021 [Exchange rate: issue of continental African competition. The case of AFCON 2021]," MPRA Paper 107025, University Library of Munich, Germany.
    10. Kuikeu, Oscar, 2022. "Export performance and productivity: Rationale for a macro level evidence in Economic Community of Central African States (ECCAS). Case of AFCON 2021," MPRA Paper 111953, University Library of Munich, Germany.
    11. Kamel Malik BENSAFTA & Gervasio SEMEDO, 2013. "Les structures économiques de pays du Maghreb : convergence ou divergence vis-à-vis de l'Europe ? (annulé et remplacé par le DR LEO 2015-11)," LEO Working Papers / DR LEO 1148, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    12. Sami SAAFI & Fouzi SBOUI, 2011. "LES OPPORTUNITES DES INVESTISSEMENTS DIRECTS ETRANGERS LES OPPORTUNITES DES INVESTISSEMENTS DIRECTS ETRANGERS, DIFFUSION TECHNOLOGIQUE ET DEMANDE DE LA MAIN-D’OEUVRE PAR QUALIFICATION DES INDUSTRIES T," Working Papers 240, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.

  86. bouoiyour, jamal, 2009. "La formation professionnelle en Tunisie: Forces et faiblesses [Vocational training in Tunisia Strengths and weaknesses]," MPRA Paper 29033, University Library of Munich, Germany, revised Feb 2011.

    Cited by:

    1. Bouoiyour, Jamal & Hanchane, Said, 2008. "Formation professionnelle et croissance économique Quelles interactions dans les cas du Maroc et la Tunisie ? [Professional training and economic growth: What interactions in Morocco and Tunisia?]," MPRA Paper 38222, University Library of Munich, Germany.

  87. Bouoiyour, Jamal & Hanchane, Said, 2008. "Formation professionnelle et croissance économique Quelles interactions dans les cas du Maroc et la Tunisie ? [Professional training and economic growth: What interactions in Morocco and Tunisia?]," MPRA Paper 38222, University Library of Munich, Germany.

    Cited by:

    1. Audrey Dumas & Saïd Hanchane, 2008. "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines," Working Papers halshs-00382948, HAL.
    2. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.

  88. bouoiyour, jamal, 2008. "Diaspora et dévelopement: Quelles intercations dans le cas marocain? [Diaspora and developement: What intercations in the Moroccan case?]," MPRA Paper 37216, University Library of Munich, Germany.

    Cited by:

    1. 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.
    2. Bouoiyour, Jamal, 2013. "Les transferts des fonds des migrants marocains : Leviers de croissance et du développement [Remittances of Moroccan migrants: Levers of growth and development]," MPRA Paper 50537, University Library of Munich, Germany.
    3. Bouoiyour, Jamal & Hanchane, Said, 2008. "Formation professionnelle et croissance économique Quelles interactions dans les cas du Maroc et la Tunisie ? [Professional training and economic growth: What interactions in Morocco and Tunisia?]," MPRA Paper 38222, University Library of Munich, Germany.

  89. Audrey Dumas & Saïd Hanchane, 2008. "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines," Working Papers halshs-00382948, HAL.

    Cited by:

    1. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.

  90. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.

    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. Bouoiyour, jamal, 2010. "Libéralisation commerciale et marché du travail : Cas de la Tunisie [Trade liberalization and labor market: Case of Tunisia]," MPRA Paper 31358, University Library of Munich, Germany.
    3. Anissa Hanafi & Wafa Koussani & Faten Khamassi & Nadhira Ben Aissa & Nicolas Faysse, 2022. "International cooperation projects in support of entrepreneurship in southern Tunisia: activities and relations with public actors," Post-Print hal-04115861, HAL.

  91. bouoiyour, jamal, 2007. "The Determining factors of foreign firect investment in Morocco," MPRA Paper 37030, University Library of Munich, Germany.

    Cited by:

    1. Mustafa METE, 2014. "The Factors Affecting Foreign Trade in Turkey and an Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 2(8), pages 321-332, August.
    2. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    3. Erdal Demirhan & Mahmut Masca, 2008. "Determinants of foreign direct investment flows to developing countries: a cross-sectional analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2008(4), pages 356-369.
    4. Horas Djulius, 2017. "Energy Use, Trade Openness, and Exchange Rate Impact on Foreign Direct Investment in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 7(5), pages 166-170.
    5. Bijou, Mohammed & Elhassouni, Mohammed, 2016. "L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine [The attractiveness of foreign direct investments Case of the Moroccan manufacturing industry]," MPRA Paper 75815, University Library of Munich, Germany.
    6. Henry C., Alphin Jr & Jennie, Lavine, 2016. "Higher Education and Philanthropy Potential in the GCC States: Analysis of Challenges and Opportunities for FDI and Venture Philanthropy in the MENA Region," MPRA Paper 70781, University Library of Munich, Germany.
    7. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.
    8. Kodhelaj, Mimoza & Molla, Jonida, 2010. "Foreign Direct Investments in Albanian Market as part of Global Market and Globalization," MPRA Paper 51657, University Library of Munich, Germany.
    9. Bouoiyour, Jamal, 2004. "Foreign direct investment in Morocco," MPRA Paper 31457, University Library of Munich, Germany.

  92. Bouoiyour, jamal, 2006. "Migration, Diaspora et développement humain [Migration, Diaspora and Human Development]," MPRA Paper 37014, University Library of Munich, Germany.

    Cited by:

    1. 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," Post-Print hal-01879664, HAL.
    2. Jamal Bouoiyour & Amal Miftah, 2012. "Le retour des migrants marocains dans leur pays d'origine, quand ? Dans quelles circonstances ?," Working Papers hal-01880345, HAL.
    3. World Bank, 2006. "Fostering Higher Growth and Employment in the Kingdom of Morocco," World Bank Publications - Books, The World Bank Group, number 7114.
    4. 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.
    5. DIANI, Morad & GHIFFI, Noufel, 2012. "« Brain drain » vs. « Brain gain » ? Division internationale des connaissances et promesses de co-développement [“Brain drain” vs. “Brain gain”? International division of knowledge and promises of ," MPRA Paper 44317, University Library of Munich, Germany.
    6. Dorsaf Sridi & Imene Guetat, 2020. "The direct and indirect risk impacts on remittances: A cross‐regional specific effects," African Development Review, African Development Bank, vol. 32(3), pages 288-302, September.
    7. Farid Makhlouf, 2014. "The Impact of Exchange Rate Policy on Remittances in Morocco: A Threshold VAR Analysis," Working Papers 2102, Groupe ESC Pau, Research Department, revised Dec 2014.
    8. Bouoiyour, Jamal, 2013. "Les transferts des fonds des migrants marocains : Leviers de croissance et du développement [Remittances of Moroccan migrants: Levers of growth and development]," MPRA Paper 50537, University Library of Munich, Germany.
    9. bouoiyour, jamal, 2008. "Diaspora et dévelopement: Quelles intercations dans le cas marocain? [Diaspora and developement: What intercations in the Moroccan case?]," MPRA Paper 37216, University Library of Munich, Germany.

  93. Bouoiyour, Jamal & Emonnot, Claude & Rey, Serge, 2005. "Régimes de change intermédiaires dans les économies émergentes: le cas du Maroc [Intermediate Exchange Rate Regimes in Emerging Economies: The Case of Morocco]," MPRA Paper 30215, University Library of Munich, Germany.

    Cited by:

    1. Bouoiyour, Jamal, 2013. "Les transferts des fonds des migrants marocains : Leviers de croissance et du développement [Remittances of Moroccan migrants: Levers of growth and development]," MPRA Paper 50537, University Library of Munich, Germany.
    2. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.
    3. Bouoiyour, Jamal & Hanchane, Said, 2008. "Formation professionnelle et croissance économique Quelles interactions dans les cas du Maroc et la Tunisie ? [Professional training and economic growth: What interactions in Morocco and Tunisia?]," MPRA Paper 38222, University Library of Munich, Germany.

  94. Jamal Bouoiyour & Serge Rey, 2005. "Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: Morocco," Post-Print hal-01879695, HAL.

    Cited by:

    1. Naseem, N.A.M & Tan, Hui-Boon & Hamizah, M.S, 2008. "Exchange Rate Misalignment, Volatility and Import Flows in Malaysia," MPRA Paper 41571, University Library of Munich, Germany.
    2. Ebenezer Bugri Anarfo & Abel Mawuko Agoba & Robert Abebreseh, 2017. "Foreign Direct Investment in Ghana: The Role of Infrastructural Development and Natural Resources," African Development Review, African Development Bank, vol. 29(4), pages 575-588, December.
    3. Naseeem, N.A.M & Tan, Hui & Mohd, Siti, 2010. "Exchange Rate Regime, Exchange Rate Variability and Flows of Malaysia’s Foreign Trade," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 35-49.
    4. Osei-Fosu & Baba Insah Anthony & Ofori-Boateng Kenneth, 2015. "Real Exchange Rate Volatility and Foreign Direct Investment Inflows: The Ghanaian Experience," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(6), pages 336-344.
    5. Warren Moraghen & Boopen Seetanah & Noor Sookia, 2019. "Explaining Heterogeneity in the Effect of the Exchange Rate and Exchange Rate Volatility on Foreign Direct Investment: A Meta‐Analysis Approach," African Development Review, African Development Bank, vol. 31(3), pages 275-291, September.
    6. Cushman, David O. & De Vita, Glauco, 2017. "Exchange rate regimes and FDI in developing countries: A propensity score matching approach," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 143-163.
    7. Ferjani, Sabrine & Saafi, Sami & Nouira, Ridha & Rault, Christophe, 2022. "The Impacts of the Dollar-Renminbi Exchange Rate Misalignment on the China-United States Commodity Trade: An Asymmetric Analysis," IZA Discussion Papers 15235, Institute of Labor Economics (IZA).
    8. 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.
    9. Claudio Bravo-Ortega, 2013. "Do Multilateral Trade Linkages Explain Bilateral Real Exchange Rate Volatility?," Working Papers wp377, University of Chile, Department of Economics.
    10. Kawtar Dkhissi, 2014. "Impact des accords de libre échange sur la propension et l'intensité des exportations des entreprises au Maroc," Post-Print hal-01335587, HAL.
    11. KAFANDO, Namalguebzanga, 2014. "L'industrialisation de l'Afrique: l'importance des facteurs structurels et du régime de change [The industrialization of Africa: the importance of structural factors and exchange rate regime]," MPRA Paper 68736, University Library of Munich, Germany.
    12. Gulzar Ali & Zhaohua Li, 2017. "An Empirical Investigation on the Role of exports, imports and its Determinants in Foreign Trade of Pakistan," Information Management and Business Review, AMH International, vol. 8(6), pages 39-58.
    13. n.a.m, Naseem & m.s, Hamizah, 2013. "Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia," MPRA Paper 52447, University Library of Munich, Germany.

  95. Bouoiyour, Jamal & REY, Serge, 2005. "Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The case of Morocco," MPRA Paper 38643, University Library of Munich, Germany.

    Cited by:

    1. Naseem, N.A.M & Tan, Hui-Boon & Hamizah, M.S, 2008. "Exchange Rate Misalignment, Volatility and Import Flows in Malaysia," MPRA Paper 41571, University Library of Munich, Germany.
    2. Ebenezer Bugri Anarfo & Abel Mawuko Agoba & Robert Abebreseh, 2017. "Foreign Direct Investment in Ghana: The Role of Infrastructural Development and Natural Resources," African Development Review, African Development Bank, vol. 29(4), pages 575-588, December.
    3. Naseeem, N.A.M & Tan, Hui & Mohd, Siti, 2010. "Exchange Rate Regime, Exchange Rate Variability and Flows of Malaysia’s Foreign Trade," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 35-49.
    4. Osei-Fosu & Baba Insah Anthony & Ofori-Boateng Kenneth, 2015. "Real Exchange Rate Volatility and Foreign Direct Investment Inflows: The Ghanaian Experience," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(6), pages 336-344.
    5. Warren Moraghen & Boopen Seetanah & Noor Sookia, 2019. "Explaining Heterogeneity in the Effect of the Exchange Rate and Exchange Rate Volatility on Foreign Direct Investment: A Meta‐Analysis Approach," African Development Review, African Development Bank, vol. 31(3), pages 275-291, September.
    6. Cushman, David O. & De Vita, Glauco, 2017. "Exchange rate regimes and FDI in developing countries: A propensity score matching approach," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 143-163.
    7. Ferjani, Sabrine & Saafi, Sami & Nouira, Ridha & Rault, Christophe, 2022. "The Impacts of the Dollar-Renminbi Exchange Rate Misalignment on the China-United States Commodity Trade: An Asymmetric Analysis," IZA Discussion Papers 15235, Institute of Labor Economics (IZA).
    8. 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.
    9. Zuzana Brixiova & Balázs Égert & Essid Thouraya Hadj Amor, 2014. "The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia," Post-Print hal-01386042, HAL.
    10. niaz ahmad mohd, Naseem & yusop, Zulkornain & masron, Tajul ariffin, 2009. "How did the Malaysian real exchange rate misalign during the 1997 Asian crisis?," MPRA Paper 44922, University Library of Munich, Germany.
    11. Claudio Bravo-Ortega, 2013. "Do Multilateral Trade Linkages Explain Bilateral Real Exchange Rate Volatility?," Working Papers wp377, University of Chile, Department of Economics.
    12. Kawtar Dkhissi, 2014. "Impact des accords de libre échange sur la propension et l'intensité des exportations des entreprises au Maroc," Post-Print hal-01335587, HAL.
    13. Bouoiyour, Jamal, 2007. "The determining factors of foreign direct investment in Morocco," MPRA Paper 37326, University Library of Munich, Germany.
    14. Zuzana Brixiova & Balázs Égert & Thouraya Hadj Amor Essid, 2013. "Working Paper 187 - The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia," Working Paper Series 991, African Development Bank.
    15. bouoiyour, jamal, 2003. "Trade and GDP Growth in Morocco: Short-run or Long-run Causality?," MPRA Paper 28859, University Library of Munich, Germany.
    16. Yosri Nasr Ahmed & Mohamad Alnafissa & Mosatafa M. Negm & Yasmine Mohieeldin Gharieb & Abdullah Algarini & Taghreed Abdel-Aziz Hassouba, 2024. "Analyzing Exchange Rate Effects on Trade: Empirical Evidence," Sustainability, MDPI, vol. 16(10), pages 1-14, May.
    17. KAFANDO, Namalguebzanga, 2014. "L'industrialisation de l'Afrique: l'importance des facteurs structurels et du régime de change [The industrialization of Africa: the importance of structural factors and exchange rate regime]," MPRA Paper 68736, University Library of Munich, Germany.
    18. Fatiha El agri & Mounir Jerry & Ahlam Qafas & Youness Manzah, 2024. "Determinants of the Export Function in Morocco: Evidence from ARDL and Dynamic ARDL Models," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(1), pages 98-129, January.
    19. Gulzar Ali & Zhaohua Li, 2017. "An Empirical Investigation on the Role of exports, imports and its Determinants in Foreign Trade of Pakistan," Information Management and Business Review, AMH International, vol. 8(6), pages 39-58.
    20. n.a.m, Naseem & m.s, Hamizah, 2013. "Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia," MPRA Paper 52447, University Library of Munich, Germany.
    21. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.
    22. Warren Moraghen & Boopen Seetanah & Noor Sookia, 2021. "Impact of exchange rate and exchange rate volatility on foreign direct investment inflow for Mauritius: A dynamic time series approach," African Development Review, African Development Bank, vol. 33(4), pages 581-591, December.

  96. Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey, 2004. "Taux de change réel d’équilibre et politique de change au Maroc: une approche non paramétrique," Post-Print hal-01879696, HAL.

    Cited by:

    1. Nader NEFZI & Joël OUDINET & Mouez SOUSSI, 2020. "Transferts de fonds des migrants et mésalignement du change réel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 51, pages 87-114.
    2. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    3. El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi, 2008. "LES déterminants du taux de change au Maroc : Une étude empirique [THE Exchange Rate Determinants in Morocco: An Empirical Investigation]," MPRA Paper 24115, University Library of Munich, Germany.
    4. Khaled Chnaina & Farid Makhlouf, 2012. "Impact des Transferts de Fonds sur le Taux de Change Réel Effectif en Tunisie," Working papers of CATT hal-01885155, HAL.
    5. Rabhi, Ayoub, 2020. "Taux de change d’équilibre et compétitivité au Maroc : Estimation par le Modèle ARDL de cointégration [Equilibrium exchange rate and competitiveness in Morocco: Estimation by ARDL Cointegration Mod," MPRA Paper 98294, University Library of Munich, Germany.
    6. Ferdinand Owoundi, 2017. "Investigating the link between the exchange rate regime and underlying misalignments," Post-Print hal-02524069, HAL.
    7. Bouoiyour, Jamal & Rey, Serge, 2005. "Régime de change, taux de change réel, flux commerciaux et investissements directs étrangers: le cas du Maroc [Real exchange rate, trade flows and foreign direct investments: the Moroccan case]," MPRA Paper 49503, University Library of Munich, Germany.
    8. BIKAI, J. Landry & OWOUNDI F., Ferdinand, 2016. "Does the choice of an exchange rate regime limits exchange rate misalignments? The example of sub-Saharan African countries," MPRA Paper 89110, University Library of Munich, Germany.
    9. Jamal Bouoiyour & Oscar Kuikeu, 2012. "Pertinence de la dévaluation du Franc CFA de janvier 1994 : une évaluation par le taux de change réel d'équilibre. Cas de l'économie camerounaise," Working papers of CATT hal-01880344, HAL.
    10. Mohamed BOUZAHZAH & Radouane BACHAR, 2014. "Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 122-134.
    11. Kuikeu, Oscar, 2011. "Comment la dernière crise financière a relancé le débat relatif à l'arrimage du fcfa à l'euro [How the recent financial crisis have revived the debate on the parity between fcfa and euro]," MPRA Paper 32077, University Library of Munich, Germany.
    12. Bouoiyour, Jamal, 2005. "Partenariat Euro-marocain et dynamique des investissements directs étrangers [Euro-Moroccan partnership and dynamic investment foreign direct]," MPRA Paper 45992, University Library of Munich, Germany.
    13. Belhadj, Aam, 2009. "Heterogeneity of the Maghreb: the results of optimized monetary rules," MPRA Paper 40374, University Library of Munich, Germany.
    14. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.

  97. Bouoiyour, Jamal, 2004. "Foreign direct investment in Morocco," MPRA Paper 31457, University Library of Munich, Germany.

    Cited by:

    1. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    2. Serge Rey, 2009. "L’apport du Natrex à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," Post-Print hal-01885310, HAL.
    3. Bouoiyour, Jamal & Rey, Serge, 2005. "Régime de change, taux de change réel, flux commerciaux et investissements directs étrangers: le cas du Maroc [Real exchange rate, trade flows and foreign direct investments: the Moroccan case]," MPRA Paper 49503, University Library of Munich, Germany.
    4. Neil Foster-McGregor, 2012. "Innovation and Technology Transfer across Countries," wiiw Research Reports 380, The Vienna Institute for International Economic Studies, wiiw.
    5. Klaus E Meyer & Evis Sinani, 2009. "When and where does foreign direct investment generate positive spillovers? A meta-analysis," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 40(7), pages 1075-1094, September.
    6. Leonardo Becchetti & Nada Kobeissi, 2010. "Role of Governance and Institutional Environment in Affecting Cross Border M&As, Alliances and Project Financing: Evidence from Emerging Markets," CEIS Research Paper 156, Tor Vergata University, CEIS, revised 28 May 2010.
    7. Bakri Abdul Karim & Zulkefly Abdul Karim & Mohamad Naufal Nasharuddin, 2018. "Corruption and Foreign Direct Investment (FDI) in ASEAN-5: A Panel Evidence," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 64, pages 145-156, Desember.
    8. Bouoiyour, Jamal, 2005. "Partenariat Euro-marocain et dynamique des investissements directs étrangers [Euro-Moroccan partnership and dynamic investment foreign direct]," MPRA Paper 45992, University Library of Munich, Germany.
    9. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.

  98. Bouoiyour, jamal, 2003. "Système National d’Innovation au Maroc [National Innovation System In Morocco]," MPRA Paper 29303, University Library of Munich, Germany.

    Cited by:

    1. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    2. Bouoiyour, jamal, 2006. "Migration, Diaspora et développement humain [Migration, Diaspora and Human Development]," MPRA Paper 37014, University Library of Munich, Germany.
    3. Bouoiyour, Jamal & Emonnot, Claude & Rey, Serge, 2005. "Régimes de change intermédiaires dans les économies émergentes: le cas du Maroc [Intermediate Exchange Rate Regimes in Emerging Economies: The Case of Morocco]," MPRA Paper 30215, University Library of Munich, Germany.
    4. Audrey Dumas & Saïd Hanchane, 2008. "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines," Working Papers halshs-00382948, HAL.
    5. Bouoiyour, Jamal, 2005. "Partenariat Euro-marocain et dynamique des investissements directs étrangers [Euro-Moroccan partnership and dynamic investment foreign direct]," MPRA Paper 45992, University Library of Munich, Germany.

  99. Bouoiyour, Jamal & Toufik, Said, 2003. "Productivité des industries manufacturières marocaines et investissements directs étrangers [Productivity in Moroccan manufacturing and foreign direct investment]," MPRA Paper 38097, University Library of Munich, Germany.

    Cited by:

    1. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    2. Bouoiyour, jamal, 2006. "Migration, Diaspora et développement humain [Migration, Diaspora and Human Development]," MPRA Paper 37014, University Library of Munich, Germany.
    3. Bouoiyour, Jamal, 2005. "Partenariat Euro-marocain et dynamique des investissements directs étrangers [Euro-Moroccan partnership and dynamic investment foreign direct]," MPRA Paper 45992, University Library of Munich, Germany.
    4. Bouoiyour, Jamal, 2004. "Foreign direct investment in Morocco," MPRA Paper 31457, University Library of Munich, Germany.

  100. Jamal Bouoiyour & Mohamed Jellal & Francois Charles Wolff, 2003. "Effective cost of brain drain," Post-Print hal-03913181, HAL.

    Cited by:

    1. Driouchi, Ahmed & Boboc, Cristina & Zouag, Nada, 2009. "Emigration of Highly Skilled Labor: Determinants & Impacts," MPRA Paper 21567, University Library of Munich, Germany, revised 23 Mar 2010.
    2. Peter Schaeffer, 2005. "Human capital, migration strategy, and brain drain," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(3), pages 319-335.
    3. Jellal, Mohamed, 2014. "Diaspora famille transferts et contrat implicite [Diaspora famille and transfers as implicit cintract]," MPRA Paper 57387, University Library of Munich, Germany.
    4. Farid Makhlouf & Adil Naamane, 2013. "The Impact of Remittances on Economic Growth: The Evidence from Morocco," Working papers of CATT hal-01885148, HAL.

  101. bouoiyour, jamal, 2003. "Trade and GDP Growth in Morocco: Short-run or Long-run Causality?," MPRA Paper 28859, University Library of Munich, Germany.

    Cited by:

    1. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    2. Bakari, Sayef, 2017. "The Nexus between Export, Import, Domestic Investment and Economic Growth in Japan," MPRA Paper 76110, University Library of Munich, Germany.
    3. Navaratnam Ravinthirakumaran, 2014. "Applicability of Openness-led Growth Hypothesis in Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 15(2), pages 241-263, September.
    4. Md Mahmudul Alam & Md Wahid Murad, 2020. "The impacts of economic growth, trade openness and technological progress on renewable energy use in organization for economic co-operation and development countries," Post-Print hal-03520120, HAL.
    5. El Alaoui, Aicha, 2015. "Causality and cointegration between export, import and economic growth: evidence from Morocco," MPRA Paper 65431, University Library of Munich, Germany.
    6. Kawtar Dkhissi, 2014. "Impact des accords de libre échange sur la propension et l'intensité des exportations des entreprises au Maroc," Post-Print hal-01335587, HAL.
    7. World Bank, 2006. "Fostering Higher Growth and Employment in the Kingdom of Morocco," World Bank Publications - Books, The World Bank Group, number 7114.
    8. Irina Travkina, 2015. "Export and GDP Growth in Lithuania: Short-run or Middle-run Causality?," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 3(1), pages 74-84, September.
    9. Bakari, Sayef, 2016. "Impact of Exports and Imports on Economic Growth in Canada: Empirical Analysis Based on Causality," MPRA Paper 75910, University Library of Munich, Germany.
    10. Bouoiyour, Jamal, 2007. "The determining factors of foreign direct investment in Morocco," MPRA Paper 37326, University Library of Munich, Germany.
    11. Alam, Md. Mahmudul & Murad, Wahid, 2019. "The Impacts of Economic Growth, Trade Openness and Technological Progress on Renewable Energy Use in Organization for Economic Co-Operation and Development Countries," SocArXiv wj45u_v1, Center for Open Science.
    12. Walkenhorst, Peter & Malouche, Mariem, 2006. "Trade Policy and Export Performance in Morocco," MPRA Paper 23119, University Library of Munich, Germany.
    13. Saida Daly & Mohamed Abdouli, 2023. "The Nexus between Environmental Quality, Economic Growth, and Trade Openness in Saudi Arabia (1990-2017)," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 579-598, July.
    14. Adel Shakeeb Mohsen, 2015. "Effects of Oil and Non-Oil Exports on the Economic Growth of Syria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(2), pages 69-78, June.
    15. Thomas Gries & Margarete Redlin, 2012. "Trade Openness and Economic Growth: A Panel Causality Analysis," Working Papers CIE 52, Paderborn University, CIE Center for International Economics.
    16. Bouoiyour, Jamal, 2005. "Partenariat Euro-marocain et dynamique des investissements directs étrangers [Euro-Moroccan partnership and dynamic investment foreign direct]," MPRA Paper 45992, University Library of Munich, Germany.
    17. Gulzar Ali & Zhaohua Li, 2016. "Analyzing the role of Imports in Economic Growth of Pakistan; Evidence from ARDL Bound Testing Approach," 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(9), pages 19-37, September.

  102. bouoiyour, jamal & bennaghmouch, Saloua, 2002. "Capital humain et croissance économique au Maroc [Human Capital and Economic Growth in Morocco]," MPRA Paper 29163, University Library of Munich, Germany.

    Cited by:

    1. Omar Essardi & Redouane Razzouk, 2017. "Human Capital and Economic Growth in Morocco: Evidence from Bayesian Model Averaging," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 167-182, December.
    2. Bouoiyour, Jamal, 2013. "Les transferts des fonds des migrants marocains : Leviers de croissance et du développement [Remittances of Moroccan migrants: Levers of growth and development]," MPRA Paper 50537, University Library of Munich, Germany.

  103. Bouoiyour, Jamal, 2001. "Productivité et ouverture en Afrique du Nord : une étude empirique [Productivity and openness in North Africa: an empirical study]," MPRA Paper 51685, University Library of Munich, Germany.

    Cited by:

    1. Laurence Cecchini & Charles Lai-Tong, 2008. "The links between openness and productivity in Mediterranean countries," Applied Economics, Taylor & Francis Journals, vol. 40(6), pages 685-697.
    2. Bouoiyour, Jamal & Toufik, Said, 2003. "Productivité des industries manufacturières marocaines et investissements directs étrangers [Productivity in Moroccan manufacturing and foreign direct investment]," MPRA Paper 38097, University Library of Munich, Germany.

  104. bouoiyour, jamal, 2000. "Relation éducation croissance économique au Maroc Long terme ou court terme? [Education and Economic Growth in Morocco: short-term or long term relationship?]," MPRA Paper 29162, University Library of Munich, Germany.

    Cited by:

    1. Omar Essardi & Redouane Razzouk, 2017. "Human Capital and Economic Growth in Morocco: Evidence from Bayesian Model Averaging," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 167-182, December.

  105. Bennaghmouch, S. & Bouoiyour, J., 1998. "Qualification de la main-d'oeuvre, productivite et croissance economique. Le cas du Maroc," Papers 280, LIRHE - Universite des sciences sociales Toulouse.

    Cited by:

    1. Bouoiyour, Jamal, 2001. "Productivité et ouverture en Afrique du Nord : une étude empirique [Productivity and openness in North Africa: an empirical study]," MPRA Paper 51685, University Library of Munich, Germany.

Articles

  1. Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).

    Cited by:

    1. Ernaningsih, Indria & Smaoui, Houcem & Ben Salah, Ines, 2024. "Competition, regulation, and systemic risk in dual banking systems," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1087-1103.
    2. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
    3. Chen, Naixi & Fan, Hong & Pang, Congyuan, 2024. "Contagion mechanism of liquidity risk in the interbank network," Economic Modelling, Elsevier, vol. 140(C).
    4. Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).

  2. Bouoiyour, Jamal & Gauthier, Marie & Bouri, Elie, 2023. "Which is leading: Renewable or brown energy assets?," Energy Economics, Elsevier, vol. 117(C).
    See citations under working paper version above.
  3. 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. 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).
    2. 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).

  4. 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).

    Cited by:

    1. Oguzhan Ozcelebi & Jose Pérez-Montiel & Sang Hoon Kang, 2025. "Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-31, December.

  5. 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. Refk Selmi & Farid Makhlouf & Kamal Kasmaoui & Youssef Errami & Oussama Ben Atta, 2022. "“There is No vaccine for climate change” - How well Governments’COVID-19 green stimulus announcements contribute to business sustainability?," International Economics, CEPII research center, issue 171, pages 1-17.
    2. Miguel Cardoso & Brandon Malloy, 2024. "Spillovers from government policy during a crisis: Evidence from international trade during COVID‐19 lockdowns," Review of International Economics, Wiley Blackwell, vol. 32(3), pages 1238-1269, August.
    3. 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).
    4. 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.

  6. 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. Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024. "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, vol. 95(C).
    2. 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.

  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Kamal Kasmaoui & Mazhar Mughal & Jamal Bouoiyour, 2018. "Does Trust Influence Economic Growth? Evidence from the Arab World," Economics Bulletin, AccessEcon, vol. 38(2), pages 880-891.
    See citations under working paper version above.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. Jamal Bouoiyour & Amal Miftah, 2016. "The Impact of Remittances on Children's Human Capital Accumulation: Evidence from Morocco," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(2), pages 266-280, March. See citations under working paper version above.
  27. 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.
  28. 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.
  29. Bouoiyour, Jamal & Miftah, Amal & Mouhoud, El Mouhoub, 2016. "Education, male gender preference and migrants' remittances: Interactions in rural Morocco," Economic Modelling, Elsevier, vol. 57(C), pages 324-331.
    See citations under working paper version above.
  30. 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.
  31. 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.
  32. 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. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    3. Jamal Bouoiyour & Refk Selmi, 2019. "Should Bitcoin be used to help devastated economies? Evidence from Greece," Post-Print hal-02407994, HAL.
    4. 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.
    5. 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.
    6. 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).
    7. 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.
    8. 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.
    9. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
    10. 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.
    11. 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.
    12. Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
    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. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 59(C).
    15. 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.
    16. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2018. "Periodicity in Bitcoin returns: A time-varying volatility approach," MPRA Paper 122529, University Library of Munich, Germany, revised 28 Oct 2024.
    17. Aharon, David Yechiam & Qadan, Mahmoud, 2019. "Bitcoin and the day-of-the-week effect," Finance Research Letters, Elsevier, vol. 31(C).
    18. 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.
    19. 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..
    20. 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.
    21. 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.
    22. 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.
    23. 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).
    24. 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.
    25. 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.
    26. 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.
    27. Guglielmo Maria Caporale & Timur Zekokh, 2018. "Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models," CESifo Working Paper Series 7167, CESifo.
    28. 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.
    29. 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.
    30. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    31. 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.
    32. Elsayed, Ahmed H. & Sousa, Ricardo M., 2024. "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.
    33. Pinar Deniz & Thanasis Stengos, 2020. "Cryptocurrency Returns before and after the Introduction of Bitcoin Futures," JRFM, MDPI, vol. 13(6), pages 1-21, June.
    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. 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.
    37. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    38. 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.
    39. 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.
    40. Jamal Bouoiyour & Refk Selmi, 2019. "How do futures contracts affect Bitcoin prices ?," Post-Print hal-02126234, HAL.
    41. Sovbetov, Yhlas, 2018. "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper 85036, University Library of Munich, Germany.
    42. 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.
    43. 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.
    44. 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).
    45. 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).
    46. 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.
    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. T. Takaishi, 2021. "Power-Law Return-Volatility Cross Correlations of Bitcoin," Papers 2102.08187, arXiv.org.
    49. Umara Noreen & Zaheer Ahmad & Ohoud Saud Mohammed Alfirm & Nouf Ahmad Hamad Alhomoudi, 2021. "Any Luck with Bitcoin in Saudi Arabia?," Springer Books, in: Nafis Alam & Syed Nazim Ali (ed.), Fintech, Digital Currency and the Future of Islamic Finance, edition 1, chapter 0, pages 209-222, Springer.
    50. 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.
    51. Ahmed, Mohamed Shaker & El-Masry, Ahmed A. & Al-Maghyereh, Aktham I. & Kumar, Satish, 2024. "Cryptocurrency volatility: A review, synthesis, and research agenda," Research in International Business and Finance, Elsevier, vol. 71(C).
    52. Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
    53. 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.
    54. 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.
    55. Katsiampa, Paraskevi, 2017. "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, vol. 158(C), pages 3-6.
    56. 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.
    57. Baur, Dirk G. & Dimpfl, Thomas, 2018. "Asymmetric volatility in cryptocurrencies," Economics Letters, Elsevier, vol. 173(C), pages 148-151.
    58. Jiahua Xu & Benjamin Livshits, 2018. "The Anatomy of a Cryptocurrency Pump-and-Dump Scheme," Papers 1811.10109, arXiv.org, revised Aug 2019.
    59. 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.
    60. 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.
    61. 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.
    62. 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.
    63. Tetsuya Takaishi, 2021. "Time-varying properties of asymmetric volatility and multifractality in Bitcoin," Papers 2102.07425, arXiv.org.

  33. 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.
  34. Jamal Bouoiyour & Amal Miftah, 2015. "Why do migrants remit? Testing hypotheses for the case of Morocco," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-20, December.
    See citations under working paper version above.
  35. 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.
  36. 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.
  37. 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. Bildirici, Melike E. & Sonustun, Bahri, 2021. "Chaotic behavior in gold, silver, copper and bitcoin prices," Resources Policy, Elsevier, vol. 74(C).
    2. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper 71946, University Library of Munich, Germany, revised 2016.
    3. 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).
    4. Boido, Claudio & Aliano, Mauro, 2023. "Digital art and non-fungible-token: Bubble or revolution?," Finance Research Letters, Elsevier, vol. 52(C).
    5. 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.
    6. Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017. "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print hal-02008552, HAL.
    7. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016. "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers 201654, University of Pretoria, Department of Economics.
    8. 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.
    9. Zura Kakushadze & Jim Kyung-Soo Liew, 2018. "CryptoRuble: From Russia with Love," Papers 1801.05760, arXiv.org.
    10. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, March.
    11. 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.
    12. 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.
    13. 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.
    14. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Papers 1703.00308, arXiv.org.
    15. 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.
    16. Jamal Bouoiyour & Refk Selmi, 2016. "Bitcoin: a beginning of a new phase?," Economics Bulletin, AccessEcon, vol. 36(3), pages 1430-1440.
    17. 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.
    18. Kai Meng & Khalid Khan, 2024. "Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2225-2246, June.
    19. 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).
    20. Elsayed, Ahmed H. & Sousa, Ricardo M., 2024. "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. 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).
    22. 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.
    23. Alessandra Cretarola & Gianna Figà-Talamanca, 2021. "Detecting bubbles in Bitcoin price dynamics via market exuberance," Annals of Operations Research, Springer, vol. 299(1), pages 459-479, April.
    24. 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.
    25. 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.
    26. 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.
    27. Fantazzini, Dean & Zimin, Stephan, 2019. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper 95988, University Library of Munich, Germany.
    28. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
    29. John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
    30. Lahmiri, Salim & Bekiros, Stelios, 2019. "Cryptocurrency forecasting with deep learning chaotic neural networks," Chaos, Solitons & Fractals, Elsevier, vol. 118(C), pages 35-40.
    31. 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.
    32. Bohdan M. Pavlyshenko, 2022. "Bitcoin Price Predictive Modeling Using Expert Correction," Papers 2201.02729, arXiv.org.
    33. 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.
    34. Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022. "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, vol. 47(PA).
    35. Joubert, Thomas H.A., 2024. "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    36. 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.
    37. 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.
    38. Pradipta Kumar SAHOO, 2017. "Bitcoin as digital money: Its growth and future sustainability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(613), W), pages 53-64, Winter.
    39. 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.
    40. 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.

  38. Jamal Bouyiour & Amal Miftah, 2015. "The impact of migrant workers' remittances on the living standards of families in Morocco: A propensity score matching approach," Migration Letters, Migration Letters, vol. 12(1), pages 13-27, January. See citations under working paper version above.
  39. Jamal Bouoiyour, Amal Miftah, 2015. "Migration, remittances and educational levels of household members left behind: Evidence from rural Morocco," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 12(1), pages 21-40, July. See citations under working paper version above.
  40. 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.
  41. 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.
  42. Jamal Bouoiyour & Amal Miftah, 2014. "Household Welfare, International Migration And Children Time Allocation In Rural Morocco," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 39(2), pages 75-95, June. 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. "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.
  45. 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.
  46. Bouoiyour , Jamal & Miftah , Amal, 2014. "Socio-economic profile of return migrants: case of Moroccan migrants resident in France," European Economic Letters, European Economics Letters Group, vol. 3(1), pages 26-31. See citations under working paper version above.
  47. Jamal Bouoiyour & Hicham Hanchane & El Mouhoud Mouhoub, 2009. "Investissements directs étrangers et productivité. Quelles interactions dans le cas des pays du Moyen Orient et d'Afrique du Nord ?," Revue économique, Presses de Sciences-Po, vol. 60(1), pages 109-131.

    Cited by:

    1. Kuikeu, Oscar, 2021. "La Convergence économique: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021 [Economic convergence: issue of African continental Competition. The case of AFCON 2021]," MPRA Paper 107325, University Library of Munich, Germany.
    2. Kamel Malik BENSAFTA & Gervasio SEMEDO, 2015. "Les structures économiques des pays du Maghreb : convergence ou divergence vis-à-vis de l'Europe ? (annule et remplace le DR LEO 2013-05)," LEO Working Papers / DR LEO 2092, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    3. Kamel Malik Bensafta & Gervasio Semedo, 2015. "Les structures économiques des pays du Maghreb : convergence ou divergence vis-à-vis de l'Europe ?," Working Papers halshs-01252121, HAL.
    4. Francisco Serranito, 2013. "Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries," Post-Print hal-01384675, HAL.
    5. Bouoiyour, jamal, 2010. "Libéralisation commerciale et marché du travail : Cas de la Tunisie [Trade liberalization and labor market: Case of Tunisia]," MPRA Paper 31358, University Library of Munich, Germany.
    6. Kuikeu, Oscar, 2021. "The main attempts of the making of an special economic area in Cameroon: lessons from the covid-19 crisis," MPRA Paper 107978, University Library of Munich, Germany.
    7. Caroline DAYMON, 2012. "Ouverture Commerciale, Inégalités De Revenu Et Répartition Salariale Dans Les Pays Du Sud Et De L’Est De La Méditerranée," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 35, pages 81-98.
    8. Kuikeu, Oscar, 2020. "Droit à l’avortement: sur quelle base légiférer ? enseignements tirés des Modèles de fertilité. Le cas de la Communauté économique et Monétaire de l’Afrique centrale (CEMAC) [An Econometric Model o," MPRA Paper 104195, University Library of Munich, Germany.
    9. Bouras, Hela & Sossi Alaoui, Fatima Zorha & Fekih Soussi, Boutaïna & Machrafi, Mustapha, 2014. "Performance des Télécommunications, Qualité institutionnelle et IDE en Afrique du Nord: CAS du MAROC et la TUNISIE [Performance of Telecommunication, Institutionnel Quality and FDI in North Africa ," MPRA Paper 58797, University Library of Munich, Germany.
    10. Kuikeu, Oscar, 2021. "Le Change: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021 [Exchange rate: issue of continental African competition. The case of AFCON 2021]," MPRA Paper 107025, University Library of Munich, Germany.
    11. Kuikeu, Oscar, 2022. "Export performance and productivity: Rationale for a macro level evidence in Economic Community of Central African States (ECCAS). Case of AFCON 2021," MPRA Paper 111953, University Library of Munich, Germany.
    12. Kamel Malik BENSAFTA & Gervasio SEMEDO, 2013. "Les structures économiques de pays du Maghreb : convergence ou divergence vis-à-vis de l'Europe ? (annulé et remplacé par le DR LEO 2015-11)," LEO Working Papers / DR LEO 1148, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    13. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.
    14. Bouoiyour, Jamal & Hanchane, Said, 2008. "Formation professionnelle et croissance économique Quelles interactions dans les cas du Maroc et la Tunisie ? [Professional training and economic growth: What interactions in Morocco and Tunisia?]," MPRA Paper 38222, University Library of Munich, Germany.
    15. Sami SAAFI & Fouzi SBOUI, 2011. "LES OPPORTUNITES DES INVESTISSEMENTS DIRECTS ETRANGERS LES OPPORTUNITES DES INVESTISSEMENTS DIRECTS ETRANGERS, DIFFUSION TECHNOLOGIQUE ET DEMANDE DE LA MAIN-D’OEUVRE PAR QUALIFICATION DES INDUSTRIES T," Working Papers 240, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.

  48. Jamal BOUOIYOUR & Saïd TOUFIK, 2007. "L Impact Des Investissements Directs Étrangers Et Du Capital Humain Sur La Productivité Des Industries Manufacturières Marocaines," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 25, pages 115-136.

    Cited by:

    1. Rafik Baccouche & Jamal Bouoiyour & Sami Mouley, 2011. "Interaction entre IDE, productivité et capital humain Cas des industries manufacturières tunisiennes," Working Papers hal-01880353, HAL.
    2. Benabdelkader, Mohamed, 2016. "Productivité, innovation et politique sectorielle des industries de transformation au Maroc (1985-2013) : Fondements théoriques et proposition d’une méthodologie [Productivity, Innovation and Secto," MPRA Paper 70950, University Library of Munich, Germany.
    3. Khaled Thabet, 2015. "Industrial structure and total factor productivity: the Tunisian manufacturing sector between 1998 and 2004," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 639-662, March.
    4. Olfa CHEHAIDER, 2009. "LES DeTERMINANTS DE L’ACTIVITe DE RECHERCHE ET DeVELOPPEMENT DES ENTREPRISES MANUFACTURIeRES TUNISIENNES," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 29, pages 159-179.
    5. NAPO, Fousséni, 2018. "Capital humain, productivité manufacturière et croissance économique dans les pays de l’UEMOA [Human capital, manufacturing productivity and economic growth in WAEMU countries]," MPRA Paper 89450, University Library of Munich, Germany, revised 12 Oct 2018.

  49. Jamal bouoiyour & Al Akhawayn, 2005. "Labour Productivity, Technological Gap and Spillovers Evidence from Moroccan Manufacturing Industries," The African Finance Journal, Africagrowth Institute, vol. 7(2), pages 1-17.

    Cited by:

    1. Binyam A. Demena & Peter A. G. van Bergeijk, 2017. "A Meta-Analysis Of Fdi And Productivity Spillovers In Developing Countries," Journal of Economic Surveys, Wiley Blackwell, vol. 31(2), pages 546-571, April.
    2. bouoiyour, jamal, 2006. "Productivité du travail, capital humain et écart technologique dans les industries manufacturières marocaines [Labor productivity, human capital and technology gap in manufacturing Moroccan]," MPRA Paper 37035, University Library of Munich, Germany.
    3. Alaya MAROUANE (Université de Tunis) & Dalila NICET-CHENAF (GREThA-GRES) & Eric ROUGIER (GREThA-GRES), 2008. "The law of growth and attraction: an endogenous model of absorptive capacities, FDI and income for MENA countries," Cahiers du GRES (2002-2009) 2008-21, Groupement de Recherches Economiques et Sociales.
    4. Benabdelkader, Mohamed, 2016. "Productivité, innovation et politique sectorielle des industries de transformation au Maroc (1985-2013) : Fondements théoriques et proposition d’une méthodologie [Productivity, Innovation and Secto," MPRA Paper 70950, University Library of Munich, Germany.
    5. MOUSSIR Charaf-Eddine & LIOUAEDDINE Mariem, 2023. "Foreign Direct Investment, Foreign Certification And Firm Performance In Morocco: Evidence From The World Bank Enterprise Survey," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 18(3), pages 198-213, December.
    6. Dalila NICET-CHENAF & Eric ROUGIER, 2009. "FDI and growth: A new look at a still puzzling issue," Cahiers du GREThA (2007-2019) 2009-13, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    7. Liwiusz Wojciechowski, 2017. "Productivity gap: chance or obstacle in absorbing benefits from FDI in host country," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 5(4), pages 153-170.
    8. Bouoiyour, Jamal, 2007. "The determining factors of foreign direct investment in Morocco," MPRA Paper 37326, University Library of Munich, Germany.
    9. Tomáš Havránek & Zuzana Iršová, 2010. "Meta-Analysis of Intra-Industry FDI Spillovers: Updated Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(2), pages 151-174, May.
    10. Dalila NICET- CHENAF & Eric ROUGIER, 2008. "Recent exports matter: export discoveries, FDI and Growth, an empirical assessment for MENA countries," Cahiers du GREThA (2007-2019) 2008-22, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    11. Mohamed Amara & AbdelRahmen El Lahga, 2015. "A note on MAR and Jacobs externalities in the Tunisian manufacturing industries," Letters in Spatial and Resource Sciences, Springer, vol. 8(2), pages 151-167, July.
    12. Bouoiyour, Jamal, 2005. "Partenariat Euro-marocain et dynamique des investissements directs étrangers [Euro-Moroccan partnership and dynamic investment foreign direct]," MPRA Paper 45992, University Library of Munich, Germany.
    13. Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.
    14. Bouoiyour, Jamal & Hanchane, Said, 2008. "Formation professionnelle et croissance économique Quelles interactions dans les cas du Maroc et la Tunisie ? [Professional training and economic growth: What interactions in Morocco and Tunisia?]," MPRA Paper 38222, University Library of Munich, Germany.
    15. Bouoiyour, Jamal, 2004. "Foreign direct investment in Morocco," MPRA Paper 31457, University Library of Munich, Germany.

  50. Jamal Bouoiyour & Serge Rey, 2005. "Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The Case of Morocco," African Development Review, African Development Bank, vol. 17(2), pages 302-334.
    See citations under working paper version above.
  51. Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey, 2004. "Taux de change reel d'equilibre et politique de change au Maroc : une approche non parametrique," Economie Internationale, CEPII research center, issue 97, pages 81-104.
    See citations under working paper version above.
  52. Bouoiyour, Jamal, 1992. "Monte Carlo sampling procedure and Bayesian encompassing tests : Normal case," Economics Letters, Elsevier, vol. 38(2), pages 127-132, February.

    Cited by:

    1. Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.