Tarek Bouazizi

Personal Details

First Name:	Tarek
Middle Name:
Last Name:	Bouazizi
Suffix:
RePEc Short-ID:	pbo1195
	https://www.researchgate.net/profile/Tarek-Bouazizi

Citations

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Working papers

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Articles

1. Bouazizi, Tarek & Galariotis, Emilios & Guesmi, Khaled & Makrychoriti, Panagiota, 2023. "Investigating the nature of interaction between crypto-currency and commodity markets," International Review of Financial Analysis, Elsevier, vol. 88(C).

   Cited by:

   1. Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
   2. Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).

2. Tarek Bouazizi & Fatma Mrad & Arafet Hamida & Sawsen Nafti, 2022. "Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 53-71, March.

   Cited by:

   1. Thobekile Qabhobho, 2023. "Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 231-239, March.

3. Tarek Bouazizi & Mongi Lassoued & Zouhaier Hadhek, 2021. "Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 281-292.

   Cited by:

   1. Zhang, Yanyan & chang, Hsuling & Saliba, Chafic & Hasnaoui, Amir, 2022. "Metallic natural resources commodity prices volatility in the pandemic: Evidence for silver, platinum, and palladium," Resources Policy, Elsevier, vol. 78(C).
   2. Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad & Rizvi, Syed Kumail Abbas, 2023. "Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential," Energy Economics, Elsevier, vol. 128(C).
   3. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
   4. Zhou, Yang & Wang, Xiaoxiao & Dong, Rebecca Kechen & Pu, Ruihui & Yue, Xiao-Guang, 2022. "Natural resources commodity prices volatility: Evidence from COVID-19 for the US economy," Resources Policy, Elsevier, vol. 78(C).
   5. Christian Bucio-Pacheco & Miriam Sosa-Castro & Francisco Reyes-Zarate, 2023. "Volatilidad dinamica en el sector bancario en Mexico: evidencia DCC-GARCH vs Copula-GARCH," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 20(2), pages 69-93, Julio-Dic.
   6. Khurram Shehzad & Umer Zaman & Xiaoxing Liu & Jarosław Górecki & Carlo Pugnetti, 2021. "Examining the Asymmetric Impact of COVID-19 Pandemic and Global Financial Crisis on Dow Jones and Oil Price Shock," Sustainability, MDPI, vol. 13(9), pages 1-13, April.
   7. Luan, Yunpeng & Ye, Shili & Li, Yanmei & Jia, Lu & Yue, Xiao-Guang, 2022. "Revisiting natural resources volatility via TGARCH and EGARCH," Resources Policy, Elsevier, vol. 78(C).

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