IDEAS home Printed from https://ideas.repec.org/e/pel144.html
   My authors  Follow this author

Ghassen El Montasser

Personal Details

First Name:Ghassen
Middle Name:
Last Name:El Montasser
Suffix:
RePEc Short-ID:pel144
[This author has chosen not to make the email address public]

Affiliation

École Supérieure de Commerce de Tunis
Université de la Manouba

Manouba, Tunisia
http://www.esct.rnu.tn/

:


RePEc:edi:ecumatn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Saidi, Hichem & El Montasser, Ghassen & Ajmi, Noomen, 2018. "Renewable Energy, Quality of Institutions and Economic Growth in MENA Countries: a Panel Cointegration Approach," MPRA Paper 84055, University Library of Munich, Germany.
  2. Simplice Asongu & Ghassen El Montasser & Hassen Toumi, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Working Papers of the African Governance and Development Institute. 15/037, African Governance and Development Institute..
  3. Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015. "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers 201519, University of Pretoria, Department of Economics.
  4. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.
  5. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014. "Causal Link between Oil Price and Uncertainty in India," Working Papers 201467, University of Pretoria, Department of Economics.
  6. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries," Working Papers 2014-296, Department of Research, Ipag Business School.
  7. Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014. "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers 201479, University of Pretoria, Department of Economics.
  8. Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period," Working Papers 2014-79, Department of Research, Ipag Business School.
  9. El Montasser, Ghassen, 2014. "The seasonal KPSS Test: some extensions and further results," MPRA Paper 54920, University Library of Munich, Germany.
  10. Ghassen El Montasser & Rangan Gupta, 2014. "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers 201435, University of Pretoria, Department of Economics.
  11. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014. "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers 201438, University of Pretoria, Department of Economics.
  12. Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014. "Convergence in U.S. Metropolitan Statistical Areas," Working Papers 201421, University of Pretoria, Department of Economics.
  13. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi, 2014. "Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach," Working Papers 201426, University of Pretoria, Department of Economics.
  14. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Working Papers 2014-299, Department of Research, Ipag Business School.
  15. El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri, 2013. "The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis," MPRA Paper 46226, University Library of Munich, Germany.
  16. Issaoui, Fakhri & El Montasser, Ghassen, 2013. "Rethinking a New Conceptual Relation Between Economic Justice, Democracy, and liberal system: An economic point of vue," MPRA Paper 44613, University Library of Munich, Germany.
  17. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013. "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers 201380, University of Pretoria, Department of Economics.
  18. Fakhri Issaoui & Talel Boufateh & Ghassen El Montasser, 2013. "The Dynamic Effect of Oil Rent on Industrial Value Added: a SVAR Approach," EERI Research Paper Series EERI RP 2013/04, Economics and Econometrics Research Institute (EERI), Brussels.
  19. Boufateh, Talel & Ajmi, Ahdi Noomen & El Montasser, Ghassen & Issaoui, Fakhri, 2013. "Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach," MPRA Paper 44539, University Library of Munich, Germany.
  20. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers 201386, University of Pretoria, Department of Economics.
  21. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013. "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers 201358, University of Pretoria, Department of Economics.
  22. Ghassen El Montasser, 2011. "The overall seasonal integration tests under non-stationary alternatives: A methodological note," EERI Research Paper Series EERI_RP_2011_06, Economics and Econometrics Research Institute (EERI), Brussels.

Articles

  1. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016. "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, vol. 48(24), pages 2301-2308, May.
  2. Aye, Goodness C. & Balcilar, Mehmet & El Montasser, Ghassen & Gupta, Rangan & Manjez, Nangamso C., 2016. "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 11-32.
  3. Ghassen El Montasser & Rangan Gupta, 2016. "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(4), pages 183-194, October-D.
  4. El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015. "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 19-23.
  5. El Montasser, Ghassen & Aggad, Kenza & Clark, Louise & Gupta, Rangan & Kemp, Shannon, 2015. "Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(4), pages 437-450.
  6. Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015. "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 225-246, November.
  7. Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015. "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, vol. 47(60), pages 6543-6552, December.
  8. Ghassen El Montasser, 2015. "The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-16, May.
  9. Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan, 2014. "Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries," Energy Economics, Elsevier, vol. 45(C), pages 485-490.
  10. Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2167-2177, June.
  11. Fakhri Issaoui & Talel Boufateh & Ghassen El Montasser, 2013. "The long run dynamic of the Dutch disease phenomenon: a SVAR approach," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 3(1/2), pages 43-63.
  12. Ajmi, Ahdi Noomen & El Montasser, Ghassen & Nguyen, Duc Khuong, 2013. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Economic Modelling, Elsevier, vol. 35(C), pages 126-133.
  13. Ghassen El Montasser & Ahdi Noomen Ajmi, 2012. "The fractional integrated bi- parameter smooth transition autoregressive model," Economics Bulletin, AccessEcon, vol. 32(1), pages 755-765.
  14. Ghassen El Montasser, 2011. "The overall seasonal integration tests under non-stationary alternatives," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 54(1), pages 24-38.
  15. Mohamed Ali Houfi & Ghassen El Montasser, 2010. "Effets des points aberrants sur les tests de normalité et de linéarité. Applications à la bourse de Tokyo," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(36), pages 15-51, June.

Citations

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

Working papers

  1. Simplice Asongu & Ghassen El Montasser & Hassen Toumi, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Working Papers of the African Governance and Development Institute. 15/037, African Governance and Development Institute..

    Cited by:

    1. Meniago, Christelle & Asongu, Simplice A., 2018. "Revisiting the finance-inequality nexus in a panel of African countries," Research in International Business and Finance, Elsevier, vol. 46(C), pages 399-419.
    2. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 19/011, Research Africa Network (RAN).
    3. Simplice A. Asongu & Nicholas M. Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," AFEA Working Papers 18/015, African Finance and Economic Association (AFEA).
    4. Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers 18/023, Research Africa Network (RAN).
    5. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," CEREDEC Working Papers 19/010, Centre de Recherche pour le Développement Economique (CEREDEC).
    6. Asongu, Simplice, 2017. "ICT, Openness and CO2 emissions in Africa," MPRA Paper 85058, University Library of Munich, Germany.
    7. Alexis Vessat, 2016. "Energy Consumption-Economic Growth nexus in Sub-Saharan Countries: what can we learn from a meta-analysis? (1996-2016)," Post-Print hal-01944514, HAL.
    8. Asongu, Simplice, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," MPRA Paper 85487, University Library of Munich, Germany, revised Dec 2017.
    9. Xiaopeng Guo & Jiaxing Shi & Dongfang Ren & Jing Ren & Qilin Liu, 2017. "Correlations between air pollutant emission, logistic services, GDP, and urban population growth from vector autoregressive modeling: a case study of Beijing," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 87(2), pages 885-897, June.
    10. Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 17/025, Research Africa Network (RAN).
    11. Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 17/039, African Governance and Development Institute..
    12. Bismark Ameyaw & Li Yao, 2018. "Analyzing the Impact of GDP on CO 2 Emissions and Forecasting Africa’s Total CO 2 Emissions with Non-Assumption Driven Bidirectional Long Short-Term Memory," Sustainability, MDPI, Open Access Journal, vol. 10(9), pages 1-23, August.
    13. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Environmental degradation and inclusive human development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(1), pages 25-34, January.
    14. Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2017. "Environmental degradation, ICT and inclusive development in Sub-Saharan Africa," Energy Policy, Elsevier, vol. 111(C), pages 353-361.
    15. Asongu, Simplice & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 91510, University Library of Munich, Germany.
    16. Ishmael Ackah, 2016. "Policy interventions in renewable energy for sustainable development: is Ghana on the right path to achieve SDG 7?," Working Papers of the African Governance and Development Institute. 16/013, African Governance and Development Institute..
    17. Jamiu Adetola Odugbesan & Husam Rjoub, 2019. "Relationship among HIV/AIDS Prevalence, Human Capital, Good Governance, and Sustainable Development: Empirical Evidence from Sub-Saharan Africa," Sustainability, MDPI, Open Access Journal, vol. 11(5), pages 1-17, March.

  2. Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015. "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers 201519, University of Pretoria, Department of Economics.

    Cited by:

    1. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
    2. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, Open Access Journal, vol. 11(10), pages 1-12, May.
    3. Gabriela-Victoria Anghelache & Stela Jakova & Dumitru-Cristian Oanea, 2016. "Fiscal Policy and Capital Market Performance: Evidence from EU Countries from Central and Eastern Europe," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(2), pages 34-43, April.

  3. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.

    Cited by:

    1. Emmanuel Apergis & Nicholas Apergis, 2018. "What is extracted from earth is gold: are rare earths telling a new tale to economic growth?," Journal of Economic Studies, Emerald Group Publishing, vol. 45(1), pages 177-192, January.
    2. Frédéric Teulon & Dominique Bonet Fernandez, 2014. "Pays riche, population pauvre : quelle stratégie de développement pour l’Algérie ?," Working Papers 2014-244, Department of Research, Ipag Business School.
    3. Ge, Wei & Kinnucan, Henry, 2016. "Does Dutch Disease Hit Mongolia?," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229564, Southern Agricultural Economics Association.
    4. Eric W. Djimeu & Luc-Désiré Omgba, 2018. "Oil windfalls and export diversification in oil-producing countries: evidence from oil booms," Post-Print hal-01946573, HAL.

  4. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014. "Causal Link between Oil Price and Uncertainty in India," Working Papers 201467, University of Pretoria, Department of Economics.

    Cited by:

    1. Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016. "Uncertainty and crude oil returns," Energy Economics, Elsevier, vol. 55(C), pages 92-100.

  5. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries," Working Papers 2014-296, Department of Research, Ipag Business School.

    Cited by:

    1. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    2. Rajan Parajuli & Omkar Joshi & Tek Maraseni, 2019. "Incorporating Forests, Agriculture, and Energy Consumption in the Framework of the Environmental Kuznets Curve: A Dynamic Panel Data Approach," Sustainability, MDPI, Open Access Journal, vol. 11(9), pages 1-11, May.
    3. Firat Emir & Mehmet Balcilar & Muhammad Shahbaz, 2018. "Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence," Working Papers 15-38, Eastern Mediterranean University, Department of Economics.

  6. Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014. "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers 201479, University of Pretoria, Department of Economics.

    Cited by:

    1. Laurini, Márcio Poletti, 2017. "The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 1-12.
    2. Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.

  7. Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period," Working Papers 2014-79, Department of Research, Ipag Business School.

    Cited by:

    1. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    2. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.
    3. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015. "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, vol. 47(46), pages 4996-5011, October.
    4. Fenech, Jean-Pierre & Vosgha, Hamed, 2019. "Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models," Economic Modelling, Elsevier, vol. 77(C), pages 81-91.
    5. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017. "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 453-483.
    6. Xiao, Jihong & Zhou, Min & Wen, Fengming & Wen, Fenghua, 2018. "Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index," Energy Economics, Elsevier, vol. 74(C), pages 777-786.
    7. Ahmed, Walid M.A., 2018. "On the interdependence of natural gas and stock markets under structural breaks," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 149-161.
    8. Bouri, Elie & de Boyrie, Maria E. & Pavlova, Ivelina, 2017. "Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 155-165.
    9. Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014. "Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets," Economic Modelling, Elsevier, vol. 41(C), pages 365-374.
    10. Gogolin, Fabian & Kearney, Fearghal & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A., 2018. "Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis," Energy Economics, Elsevier, vol. 76(C), pages 584-593.
    11. Abdulnasser Hatemi-J & Abdulrahman Al Shayeb & Eduardo Roca, 2017. "The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1584-1592, April.
    12. Hendranastiti, Nur Dhani, 2016. "Sharī‘ah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 24, pages 77-103.
    13. Smyth, Russell & Narayan, Paresh Kumar, 2018. "What do we know about oil prices and stock returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 148-156.
    14. Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016. "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 115-127.
    15. Ahmed, Walid M.A., 2017. "On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt," Research in International Business and Finance, Elsevier, vol. 42(C), pages 61-74.
    16. You, Wanhai & Guo, Yawei & Zhu, Huiming & Tang, Yong, 2017. "Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression," Energy Economics, Elsevier, vol. 68(C), pages 1-18.
    17. Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016. "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, vol. 55(C), pages 30-41.
    18. Zhu, Huiming & Huang, Hui & Peng, Cheng & Yang, Yan, 2016. "Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression," Economics Discussion Papers 2016-46, Kiel Institute for the World Economy (IfW).

  8. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014. "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers 201438, University of Pretoria, Department of Economics.

    Cited by:

    1. Peter Vinkler, 2018. "Structure of the scientific research and science policy," Scientometrics, Springer;Akadémiai Kiadó, vol. 114(2), pages 737-756, February.
    2. Saad Ahmed Javed & Sifeng Liu, 2018. "Predicting the research output/growth of selected countries: application of Even GM (1, 1) and NDGM models," Scientometrics, Springer;Akadémiai Kiadó, vol. 115(1), pages 395-413, April.
    3. Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016. "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers 201673, University of Pretoria, Department of Economics.
    4. Özşahin, Şerife & Üçler, Gülbahar, 2017. "Asymmetric Relationship between Institutional Quality and Remittance Inflows: Empirical Evidence for Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 189-204, July-Sept.
    5. Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018. "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 49-57, February.

  9. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi, 2014. "Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach," Working Papers 201426, University of Pretoria, Department of Economics.

    Cited by:

    1. Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016. "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers 201656, University of Pretoria, Department of Economics.

  10. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Working Papers 2014-299, Department of Research, Ipag Business School.

    Cited by:

    1. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    2. Ye, Wuyi & Guo, Ranran & Jiang, Ying & Liu, Xiaoquan & Deschamps, Bruno, 2019. "Professional macroeconomic forecasts and Chinese commodity futures prices," Finance Research Letters, Elsevier, vol. 28(C), pages 130-136.
    3. Tugcu, Can Tansel & Topcu, Mert, 2018. "Total, renewable and non-renewable energy consumption and economic growth: Revisiting the issue with an asymmetric point of view," Energy, Elsevier, vol. 152(C), pages 64-74.
    4. Shahbaz, Muhammad & Zakaria, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar, 2018. "The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach," Energy Economics, Elsevier, vol. 71(C), pages 282-301.
    5. Saafi Sami & Farhat Abdeljelil & Haj Mohamed Meriem Bel, 2015. "Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 585-608, December.
    6. M-Ali Sotoudeh & Andrew C. Worthington, 2016. "A comparative analysis of monetary responses to global oil price changes: net oil producing vs. net oil consuming countries," International Economics and Economic Policy, Springer, vol. 13(4), pages 623-640, October.
    7. Jain, Anshul & Biswal, Pratap Chandra, 2019. "Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India," Resources Policy, Elsevier, vol. 61(C), pages 501-507.
    8. Menegaki, Angeliki N. & Tugcu, Can Tansel, 2017. "Energy consumption and Sustainable Economic Welfare in G7 countries; A comparison with the conventional nexus," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 892-901.
    9. Narayan, Seema, 2016. "Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups," Economic Modelling, Elsevier, vol. 54(C), pages 515-521.
    10. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    11. Xiaoli He & Hongwu Wang & Haoran Pan, 2014. "Energy Consumption, Economic Development and Temperature in China: Evidence from PSTR Model," Frontiers of Economics in China, Higher Education Press, vol. 9(4), pages 695-712, December.
    12. Cerdeira Bento, João Paulo & Moutinho, Victor, 2016. "CO2 emissions, non-renewable and renewable electricity production, economic growth, and international trade in Italy," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 142-155.
    13. Jain, Anshul & Biswal, P.C., 2016. "Dynamic linkages among oil price, gold price, exchange rate, and stock market in India," Resources Policy, Elsevier, vol. 49(C), pages 179-185.
    14. Azam, Muhammad & Khan, Abdul Qayyum & Bakhtyar, B. & Emirullah, Chandra, 2015. "The causal relationship between energy consumption and economic growth in the ASEAN-5 countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 47(C), pages 732-745.
    15. Ben Jebli, Mehdi & Ben Youssef, Slim, 2015. "Renewable Energy Consumption and Agriculture: Evidence for Cointegration and Granger causality for Tunisian Economy," MPRA Paper 68018, University Library of Munich, Germany.
    16. Bouri, Elie & Jain, Anshul & Biswal, P.C. & Roubaud, David, 2017. "Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices," Resources Policy, Elsevier, vol. 52(C), pages 201-206.
    17. Schulte, Isabella & Heindl, Peter, 2017. "Price and income elasticities of residential energy demand in Germany," Energy Policy, Elsevier, vol. 102(C), pages 512-528.
    18. Gautam, Tej K. & Paudel, Krishna P., 2018. "The demand for natural gas in the Northeastern United States," Energy, Elsevier, vol. 158(C), pages 890-898.
    19. Azam, Muhammad & Khan, Abdul Qayyum & Zaman, Khalid & Ahmad, Mehboob, 2015. "Factors determining energy consumption: Evidence from Indonesia, Malaysia and Thailand," Renewable and Sustainable Energy Reviews, Elsevier, vol. 42(C), pages 1123-1131.
    20. Sami Saafi & Meriem Haj mohamed & Abdeljelil Farhat, 2015. "Is there a causal relationship between unemployment and informal economy in Tunisia: evidence from linear and non-linear Granger causality," Economics Bulletin, AccessEcon, vol. 35(2), pages 1191-1204.
    21. 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.
    22. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid & Chaibi, Anissa, 2014. "What does MENA region initially need: Grow output or mitigate CO2 emissions?," Economic Modelling, Elsevier, vol. 38(C), pages 270-281.
    23. Fang, Zheng & Chen, Yang, 2017. "Human capital, energy, and economic development – Evidence from Chinese provincial data," RIEI Working Papers 2017-03, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
    24. Ben-Salha, Ousama & Hkiri, Besma & Aloui, Chaker, 2018. "Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach," Energy Economics, Elsevier, vol. 72(C), pages 75-96.

  11. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013. "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers 201380, University of Pretoria, Department of Economics.

    Cited by:

    1. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017. "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers 201757, University of Pretoria, Department of Economics.
    2. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019. "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, vol. 180(C), pages 15-20.
    3. Goodness C. Aye & Rangan Gupta, 2018. "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers 201832, University of Pretoria, Department of Economics.
    4. Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016. "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers 201674, University of Pretoria, Department of Economics.

  12. Boufateh, Talel & Ajmi, Ahdi Noomen & El Montasser, Ghassen & Issaoui, Fakhri, 2013. "Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach," MPRA Paper 44539, University Library of Munich, Germany.

    Cited by:

    1. Ben Jebli, Mehdi & Ben Youssef, Slim, 2015. "The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 47(C), pages 173-185.

  13. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers 201386, University of Pretoria, Department of Economics.

    Cited by:

    1. Jian-Xin Wu & Ling-Yun He, 2016. "The distribution dynamics of Carbon Dioxide Emission intensity across Chinese provinces: A weighted Approach," Papers 1612.02658, arXiv.org.
    2. Cai, Yifei & Chang, Tsangyao & Inglesi-Lotz, Roula, 2018. "Asymmetric persistence in convergence for carbon dioxide emissions based on quantile unit root test with Fourier function," Energy, Elsevier, vol. 161(C), pages 470-481.
    3. Mehmet Balcilar & Firat Emir & David Roubaud, 2018. "The Dynamics of Energy Intensity Convergence in the EU-28 Countries," Working Papers 15-37, Eastern Mediterranean University, Department of Economics.
    4. Shahbaz, Muhammad & Khraief, Naceur & Hammoudeh, Shawkat, 2019. "How Do Carbon Emissions Respond to Economic Shocks? Evidence from Low-, Middle- and High-Income Countries," MPRA Paper 93976, University Library of Munich, Germany, revised 15 May 2019.

  14. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013. "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers 201358, University of Pretoria, Department of Economics.

    Cited by:

    1. Blanka Škrabić Perić & Petar Sorić, 2018. "A Note on the “Economic Policy Uncertainty Index”," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 137(2), pages 505-526, June.
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
    3. David Gabauer & Rangan Gupta, 2019. "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers 201944, University of Pretoria, Department of Economics.
    4. Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016. "Uncertainty and crude oil returns," Energy Economics, Elsevier, vol. 55(C), pages 92-100.
    5. Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Tran, Vuong Thao, 2018. "Can economic policy uncertainty predict stock returns? Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 134-150.
    6. Yao, Can-Zhong & Sun, Bo-Yi, 2018. "The study on the tail dependence structure between the economic policy uncertainty and several financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 245-265.
    7. Petar Soric & Ivana Lolic, 2017. "Economic uncertainty and its impact on the Croatian economy," Public Sector Economics, Institute of Public Finance, vol. 41(4), pages 443-477.
    8. Yonghong JIANG & Juan MENG & He NIE, 2018. "Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 80-94, December.
    9. Tsai, I-Chun, 2018. "Flash crash and policy uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 248-260.
    10. Gabauer, David & Gupta, Rangan, 2018. "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, vol. 171(C), pages 63-71.
    11. Wen-Yi Chen, 2017. "Demographic structure and monetary policy effectiveness: evidence from Taiwan," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2521-2544, November.

Articles

  1. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016. "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, vol. 48(24), pages 2301-2308, May.
    See citations under working paper version above.
  2. El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015. "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 19-23.
    See citations under working paper version above.
  3. Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015. "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 225-246, November.
    See citations under working paper version above.
  4. Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015. "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, vol. 47(60), pages 6543-6552, December.
    See citations under working paper version above.
  5. Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan, 2014. "Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries," Energy Economics, Elsevier, vol. 45(C), pages 485-490.

    Cited by:

    1. Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Smyth, Russell, 2016. "Oil curse and finance–growth nexus in Malaysia: The role of investment," Energy Economics, Elsevier, vol. 57(C), pages 154-165.
    2. Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Clark, Jeremy, 2017. "The evolution of the natural resource curse thesis: A critical literature survey," Resources Policy, Elsevier, vol. 51(C), pages 123-134.
    3. Emmanuel Apergis & Nicholas Apergis, 2018. "What is extracted from earth is gold: are rare earths telling a new tale to economic growth?," Journal of Economic Studies, Emerald Group Publishing, vol. 45(1), pages 177-192, January.
    4. Ge, Wei & Kinnucan, Henry, 2016. "Does Dutch Disease Hit Mongolia?," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229564, Southern Agricultural Economics Association.
    5. Eric W. Djimeu & Luc-Désiré Omgba, 2018. "Oil windfalls and export diversification in oil-producing countries: evidence from oil booms," Post-Print hal-01946573, HAL.
    6. Han, Liyan & Zhou, Yimin & Yin, Libo, 2015. "Exogenous impacts on the links between energy and agricultural commodity markets," Energy Economics, Elsevier, vol. 49(C), pages 350-358.
    7. Eric W. Djimeu & Luc-Désiré Omgba, 2018. "Oil windfalls might not be the problem in oil-producing countries: evidence from the impact of oil shocks on export diversification," EconomiX Working Papers 2018-18, University of Paris Nanterre, EconomiX.
    8. Boufateh, Talel, 2016. "Cycle-Trend Dichotomy of the Dutch Disease Phenomenon," MPRA Paper 71741, University Library of Munich, Germany.

  6. Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2167-2177, June.
    See citations under working paper version above.
  7. Fakhri Issaoui & Talel Boufateh & Ghassen El Montasser, 2013. "The long run dynamic of the Dutch disease phenomenon: a SVAR approach," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 3(1/2), pages 43-63.

    Cited by:

    1. Boufateh, Talel, 2016. "Cycle-Trend Dichotomy of the Dutch Disease Phenomenon," MPRA Paper 71741, University Library of Munich, Germany.

  8. Ajmi, Ahdi Noomen & El Montasser, Ghassen & Nguyen, Duc Khuong, 2013. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Economic Modelling, Elsevier, vol. 35(C), pages 126-133.
    See citations under working paper version above.
  9. Ghassen El Montasser, 2011. "The overall seasonal integration tests under non-stationary alternatives," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 54(1), pages 24-38.

    Cited by:

    1. James Anderson, 2001. "Migration, FDI, and the Margins of Trade," EERI Research Paper Series EERI_RP_2001_05, Economics and Econometrics Research Institute (EERI), Brussels.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (9) 2013-03-16 2013-03-30 2014-05-24 2014-05-24 2014-11-12 2014-12-24 2015-09-26 2016-03-10 2018-02-05. Author is listed
  2. NEP-ARA: MENA - Middle East & North Africa (4) 2013-03-16 2014-05-24 2016-03-10 2018-02-05
  3. NEP-ETS: Econometric Time Series (4) 2011-04-16 2013-04-20 2013-04-27 2014-04-05
  4. NEP-ECM: Econometrics (3) 2011-04-16 2013-04-20 2014-04-05
  5. NEP-ENV: Environmental Economics (3) 2014-05-24 2015-09-26 2016-02-29
  6. NEP-URE: Urban & Real Estate Economics (3) 2014-01-17 2015-04-11 2016-09-25
  7. NEP-GRO: Economic Growth (2) 2015-09-26 2016-02-29
  8. NEP-MAC: Macroeconomics (2) 2013-03-30 2014-11-12
  9. NEP-AFR: Africa (1) 2016-02-29
  10. NEP-AGR: Agricultural Economics (1) 2014-12-24
  11. NEP-CDM: Collective Decision-Making (1) 2013-03-16
  12. NEP-EUR: Microeconomic European Issues (1) 2014-01-17
  13. NEP-HPE: History & Philosophy of Economics (1) 2013-03-16

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, Ghassen El Montasser 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 hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.