IDEAS home Printed from https://ideas.repec.org/f/pmo1146.html
   My authors  Follow this author

Khaled Mokni

Personal Details

First Name:Khaled
Middle Name:
Last Name:Mokni
Suffix:
RePEc Short-ID:pmo1146

Affiliation

Institut Supérieur de Gestion de Gabès

Gabès, Tunisia
http://www.isggb.rnu.tn/
RePEc:edi:isggbtn (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. 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.
  2. Ben-Salha, Ousama & Mokni, Khaled, 2022. "Detrended cross-correlation analysis in quantiles between oil price and the US stock market," Energy, Elsevier, vol. 242(C).
  3. Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022. "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  4. Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022. "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 60(C).
  5. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022. "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
  6. Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi, 2022. "Investor sentiment and Bitcoin relationship: A quantile-based analysis," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  7. Youssef, Manel & Mokni, Khaled, 2021. "Oil-gold nexus: Evidence from regime switching-quantile regression approach," Resources Policy, Elsevier, vol. 73(C).
  8. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Mokni, Khaled, 2021. "Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm," Resources Policy, Elsevier, vol. 70(C).
  9. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
  10. Hammoudeh, Shawkat & Mokni, Khaled & Ben-Salha, Ousama & Ajmi, Ahdi Noomen, 2021. "Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?," Energy Economics, Elsevier, vol. 103(C).
  11. Mokni, Khaled & Nakhli, Mohamed Sahbi & Mnari, Othman & Bougatef, Khemaies, 2021. "Symmetric and Asymmetric Causal Relationship between Oil Prices and G7 Stock Markets: A Bootstrap Rolling-Window Granger Causality Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 36(4), pages 718-744.
  12. 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.
  13. Mokni, Khaled, 2021. "When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 65-73.
  14. Shahzad, Farrukh & Bouri, Elie & Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility," Resources Policy, Elsevier, vol. 74(C).
  15. 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.
  16. Manel Youssef & Khaled Mokni, 2021. "On the Nonlinear Impact of Oil Price Shocks on the World Food Prices Under Different Markets Conditions," International Economic Journal, Taylor & Francis Journals, vol. 35(1), pages 73-95, January.
  17. Manel Youssef & Khaled Mokni & Ahdi Noomen Ajmi, 2021. "Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
  18. Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021. "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, vol. 74(C).
  19. Mokni, Khaled & Ben-Salha, Ousama, 2020. "Asymmetric causality in quantiles analysis of the oil-food ‏ ‏nexus since the 1960s," Resources Policy, Elsevier, vol. 69(C).
  20. 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).
  21. Youssef, Manel & Mokni, Khaled, 2020. "Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
  22. Mokni, Khaled & Ajmi, Ahdi Noomen & Bouri, Elie & Vo, Xuan Vinh, 2020. "Economic policy uncertainty and the Bitcoin-US stock nexus," Journal of Multinational Financial Management, Elsevier, vol. 57.
  23. Khaled Mokni & Manel Youssef, 2020. "Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 635-654, October.
  24. Mokni, Khaled & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Youssef, Manel, 2020. "Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?," Resources Policy, Elsevier, vol. 69(C).
  25. Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Mokni, Khaled, 2020. "Relationship between green bonds and financial and environmental variables: A novel time-varying causality," Energy Economics, Elsevier, vol. 92(C).
  26. Manel Youssef & Khaled Mokni, 2019. "Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?," Economies, MDPI, vol. 7(3), pages 1-22, July.
  27. Mokni, Khaled & Youssef, Manel, 2019. "Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 14-33.
  28. Youssef, Mouna & Mokni, Khaled, 2018. "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 52-63.
  29. Khaled Mokni, 2018. "Empirical Analysis Of The Relationship Between Oil And Precious Metals Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-20, March.
  30. Mokni, Khaled & Mansouri, Faysal, 2017. "Conditional dependence between international stock markets: A long memory GARCH-copula model approach," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 116-131.
  31. Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled, 2015. "Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach," Energy Economics, Elsevier, vol. 51(C), pages 99-110.
  32. Manel Youssef & Lotfi Belkacem & Khaled Mokni, 2015. "Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(8), pages 371-388, August.
    RePEc:eme:mfipps:mf-01-2020-0028 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Khaled Mokni should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

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