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David Roubaud

Personal Details

First Name:David
Middle Name:
Last Name:Roubaud
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RePEc Short-ID:pro1069
https://scholar.google.com/citations?user=Em0s4iIAAAAJ&hl=fr

Affiliation

Montpellier Business School

Montpellier, France
http://www.montpellier-bs.com/
RePEc:edi:escmpfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.
  2. Shivam Gupta & Régis Meissonier & Vinayak Drave & David Roubaud, 2020. "Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view," Post-Print hal-02914021, HAL.
  3. Fotios Pasiouras & Elie Bouri & David Roubaud & Emilios C. C Galariotis, 2020. "Culture and multiple firm-bank relationships: a matter of secrecy and trust?," Post-Print hal-02885812, HAL.
  4. Fateh Belaid & David Roubaud & Emilios Galariotis, 2019. "Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach," Post-Print hal-01922941, HAL.
  5. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
  6. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019. "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers 15-49, Eastern Mediterranean University, Department of Economics.
  7. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Post-Print hal-02353094, HAL.
  8. 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.
  9. Rameshwar Dubey & Angappa Gunasekaran & Stephen Childe & David Roubaud & Samuel Fosso Wamba & Mihalis Giannakis & Cyril Foropon, 2019. "Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain," Post-Print hal-01996486, HAL.
  10. Shahbaz, Muhammad & Omay, Tolga & Roubaud, David, 2019. "Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward," MPRA Paper 92176, University Library of Munich, Germany, revised 11 Feb 2019.
  11. David Roubaud & Julien Granata & Beysül Aytaç, 2019. "Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster," Post-Print hal-02452552, HAL.
  12. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile," Working Papers 201971, University of Pretoria, Department of Economics.
  13. Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers 201858, University of Pretoria, Department of Economics.
  14. Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Herding Behaviour in the Cryptocurrency Market," Working Papers 201834, University of Pretoria, Department of Economics.
  15. Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud, 2018. "Comovements of gold futures markets and the spot market," Post-Print hal-02091704, HAL.
  16. Mehmet Balcilar & Firat Emir, 2018. "The Dynamics of Energy Intensity Convergence in the EU-28 Countries," Working Papers 15-37, Eastern Mediterranean University, Department of Economics.
  17. Shahbaz, Muhammad & Nasir, Muhammad Ali & Roubaud, David, 2018. "Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations," MPRA Paper 88195, University Library of Munich, Germany, revised 16 Jul 2018.
  18. Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud & Muhammad Shahbaz, 2018. "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Post-Print hal-02061357, HAL.
  19. Amal Aouadi & Mohamed Arouri & David Roubaud, 2018. "Information demand and stock market liquidity: International evidence," Post-Print hal-02011044, HAL.
  20. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2018. "Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing," Post-Print hal-02048581, HAL.
  21. Roubaud, David & Shahbaz, Muhammad, 2018. "Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy," MPRA Paper 87212, University Library of Munich, Germany, revised 06 Jun 2018.
  22. David Roubaud & Bouri Elie & Qiang Ji, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print hal-02081506, HAL.
  23. 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.
  24. Ikram Jebabli & David Roubaud, 2018. "Time-varying efficiency in food and energy markets: Evidence and implications," Post-Print hal-02330557, HAL.
  25. Shirish Jeble & Rameshwar Dubey & Stephen J. Childe & Thanos Papadopoulos & David Roubaud & Anand Prakash, 2018. "Impact of big data and predictive analytics capability on supply chain sustainability," Post-Print hal-02061341, HAL.
  26. Chaudhry, Naukhaiz & Roubaud, David & Akhter, Waheed & Shahbaz, Muhammad, 2018. "Impact of terrorism on stock markets: empirical evidence from the SAARC region," MPRA Paper 84783, University Library of Munich, Germany, revised 19 Feb 2018.
  27. Aviral Kumar Tiwari & R.K. Jana & Debojyoti Das & David Roubaud, 2018. "Informational efficiency of Bitcoin—An extension," Post-Print hal-02091763, HAL.
  28. David Roubaud & Rameshwar Dubey & Cyril Foropon & Angappa Gunasekaran & Stephen J. Childe & Zongwei Luo & Fosso Wamba Samuel, 2018. "Examining the role of big data and predictive analytics on collaborative performance in context to sustainable consumption and production behaviour," Post-Print hal-02051276, HAL.
  29. Shahbaz, Muhammad & HOANG, Thi Hong Van & Kumar, Mantu & Roubaud, David, 2017. "Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis," MPRA Paper 76527, University Library of Munich, Germany, revised 01 Feb 2017.
  30. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017. "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers 201750, University of Pretoria, Department of Economics.
  31. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print hal-02008551, HAL.
  32. Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017. "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print hal-02000698, HAL.
  33. Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017. "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Post-Print hal-02008553, HAL.
  34. Balsalobre-Lorente, Daniel & Shahbaz, Muhammad & Roubaud, David & Farhani, Sahbi, 2017. "How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?," MPRA Paper 82252, University Library of Munich, Germany, revised 23 Oct 2017.
  35. 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.
  36. Rameshwar Dubey & Angappa Gunasekaran & Stephen J. Childe & Thanos Papadopoulos & Benjamin Hazen & Mihalis Giannakis & David Roubaud, 2017. "Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings," Post-Print hal-01558787, HAL.
  37. Osamah Al-Khazali & Elie Bouri & David Roubaud & Taisier Zoubi, 2017. "The impact of religious practice on stock returns and volatility," Post-Print hal-02008554, HAL.
  38. Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print hal-02000697, HAL.
  39. Mohamed Arouri & Christophe Estay & Christophe Rault & David Roubaud, 2016. "Economic policy uncertainty and stock markets: Long-run evidence from the US," Post-Print hal-02009137, HAL.
  40. Mohamed Arouri & David Roubaud, 2016. "On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India," Post-Print hal-02009136, HAL.
  41. 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.
  42. Elie I. Bouri & David Roubaud, 2016. "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Post-Print hal-02009130, HAL.
  43. Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016. "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers 201690, University of Pretoria, Department of Economics.
  44. 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.
  45. David Roubaud & André Lapied & Robert Kast, 2010. "Real Options under Choquet-Brownian Ambiguitys," Working Papers 10-20, LAMETA, Universtiy of Montpellier, revised 2010.

Articles

  1. Rameshwar Dubey & Angappa Gunasekaran & Stephen J. Childe & Samuel Fosso Wamba & David Roubaud & Cyril Foropon, 2021. "Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience," International Journal of Production Research, Taylor & Francis Journals, vol. 59(1), pages 110-128, January.
  2. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2021. "Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?," The World Economy, Wiley Blackwell, vol. 44(1), pages 188-233, January.
  3. Anupam Dutta & Elie Bouri & David Roubaud, 2021. "Modelling the volatility of crude oil returns: Jumps and volatility forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 889-897, January.
  4. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages," Finance Research Letters, Elsevier, vol. 33(C).
  5. Atil, Ahmed & Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2020. "Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization," Resources Policy, Elsevier, vol. 67(C).
  6. Albulescu, C.T. & Bouri, E. & Tiwari, A.K. & Roubaud, D., 2020. "Quantile causality between banking stock and real estate securities returns in the US," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 251-260.
  7. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "Cryptocurrencies and the downside risk in equity investments," Finance Research Letters, Elsevier, vol. 33(C).
  8. 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.
  9. Dubey, Rameshwar & Gunasekaran, Angappa & Childe, Stephen J. & Bryde, David J. & Giannakis, Mihalis & Foropon, Cyril & Roubaud, David & Hazen, Benjamin T., 2020. "Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations," International Journal of Production Economics, Elsevier, vol. 226(C).
  10. Naeem, Muhammad & Bouri, Elie & Boako, Gideon & Roubaud, David, 2020. "Tail dependence in the return-volume of leading cryptocurrencies," Finance Research Letters, Elsevier, vol. 36(C).
  11. Bouri, Elie & Hussain Shahzad, Syed Jawad & Roubaud, David, 2020. "Cryptocurrencies as hedges and safe-havens for US equity sectors," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 294-307.
  12. Gerritsen, Dirk F. & Bouri, Elie & Ramezanifar, Ehsan & Roubaud, David, 2020. "The profitability of technical trading rules in the Bitcoin market," Finance Research Letters, Elsevier, vol. 34(C).
  13. Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2020. "Do Bitcoin and other cryptocurrencies jump together?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 396-409.
  14. Rameshwar Dubey & Angappa Gunasekaran & Stephen J. Childe & Thanos Papadopoulos & Zongwei Luo & David Roubaud, 2020. "Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective," Annals of Operations Research, Springer, vol. 290(1), pages 343-367, July.
  15. Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020. "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, vol. 137(C).
  16. 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.
  17. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "Dynamics and determinants of spillovers across the option-implied volatilities of US equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 257-264.
  18. K. T. Shibin & Rameshwar Dubey & Angappa Gunasekaran & Benjamin Hazen & David Roubaud & Shivam Gupta & Cyril Foropon, 2020. "Examining sustainable supply chain management of SMEs using resource based view and institutional theory," Annals of Operations Research, Springer, vol. 290(1), pages 301-326, July.
  19. Aviral Kumar Tiwari & Adeolu O. Adewuyi & David Roubaud, 2019. "Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods," The World Economy, Wiley Blackwell, vol. 42(7), pages 2172-2214, July.
  20. Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David, 2019. "Trading volume and the predictability of return and volatility in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 29(C), pages 340-346.
  21. 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.
  22. Alaoui, Marwane El & Bouri, Elie & Roubaud, David, 2019. "Bitcoin price–volume: A multifractal cross-correlation approach," Finance Research Letters, Elsevier, vol. 31(C).
  23. 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.
  24. 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," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 885-912, December.
  25. Bouri, Elie & Jalkh, Naji & Roubaud, David, 2019. "Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach," Resources Policy, Elsevier, vol. 61(C), pages 385-392.
  26. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019. "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 412-426, January.
  27. Tiwari, Aviral Kumar & Jana, R.K. & Roubaud, David, 2019. "The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis," Finance Research Letters, Elsevier, vol. 31(C).
  28. Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David, 2019. "Co-explosivity in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 29(C), pages 178-183.
  29. Dutta, Anupam & Bouri, Elie & Roubaud, David, 2019. "Nonlinear relationships amongst the implied volatilities of crude oil and precious metals," Resources Policy, Elsevier, vol. 61(C), pages 473-478.
  30. Belaïd, Fateh & Roubaud, David & Galariotis, Emilios, 2019. "Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach," Energy Policy, Elsevier, vol. 125(C), pages 277-285.
  31. Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2019. "Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy," Resources Policy, Elsevier, vol. 60(C), pages 277-287.
  32. Dubey, Rameshwar & Gunasekaran, Angappa & Childe, Stephen J. & Papadopoulos, Thanos & Luo, Zongwei & Wamba, Samuel Fosso & Roubaud, David, 2019. "Can big data and predictive analytics improve social and environmental sustainability?," Technological Forecasting and Social Change, Elsevier, vol. 144(C), pages 534-545.
  33. Jena, Sangram Keshari & Tiwari, Aviral Kumar & Hammoudeh, Shawkat & Roubaud, David, 2019. "Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests," Energy Economics, Elsevier, vol. 78(C), pages 615-628.
  34. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
  35. 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.
  36. Tiwari, Aviral Kumar & Kumar, Satish & Pathak, Rajesh & Roubaud, David, 2019. "Testing the oil price efficiency using various measures of long-range dependence," Energy Economics, Elsevier, vol. 84(C).
  37. Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
  38. 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.
  39. Julien Granata & Beysül Aytaç & David Roubaud, 2019. "Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 36(3), pages 249-255.
  40. Troster, Victor & Bouri, Elie & Roubaud, David, 2019. "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, vol. 62(C), pages 482-495.
  41. Seles, Bruno Michel Roman Pais & Lopes de Sousa Jabbour, Ana Beatriz & Jabbour, Charbel Jose Chiappetta & Latan, Hengky & Roubaud, David, 2019. "Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective," Ecological Economics, Elsevier, vol. 163(C), pages 189-204.
  42. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
  43. Dubey, Rameshwar & Gunasekaran, Angappa & Childe, Stephen J. & Roubaud, David & Fosso Wamba, Samuel & Giannakis, Mihalis & Foropon, Cyril, 2019. "Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain," International Journal of Production Economics, Elsevier, vol. 210(C), pages 120-136.
  44. Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, vol. 29(C), pages 216-221.
  45. Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David, 2018. "Comovements of gold futures markets and the spot market: A wavelet analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 19-24.
  46. Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018. "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, vol. 70(C), pages 194-202.
  47. Zongwei Luo & Rameshwar Dubey & Thanos Papadopoulos & Benjamin Hazen & David Roubaud, 2018. "Explaining Environmental Sustainability in Supply Chains Using Graph Theory," Computational Economics, Springer;Society for Computational Economics, vol. 52(4), pages 1257-1275, December.
  48. Belaïd, Fateh & Bakaloglou, Salomé & Roubaud, David, 2018. "Direct rebound effect of residential gas demand: Empirical evidence from France," Energy Policy, Elsevier, vol. 115(C), pages 23-31.
  49. Elie Bouri & Donald Lien & David Roubaud & Syed Jawad Hussain Shahzad, 2018. "Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 25(3), pages 441-454, September.
  50. Shahbaz, Muhammad & Nasir, Muhammad Ali & Roubaud, David, 2018. "Environmental degradation in France: The effects of FDI, financial development, and energy innovations," Energy Economics, Elsevier, vol. 74(C), pages 843-857.
  51. Tiwari, Aviral Kumar & Jana, R.K. & Das, Debojyoti & Roubaud, David, 2018. "Informational efficiency of Bitcoin—An extension," Economics Letters, Elsevier, vol. 163(C), pages 106-109.
  52. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5935-5949, November.
  53. 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.
  54. Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, vol. 27(C), pages 65-79.
  55. Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad, 2018. "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Finance Research Letters, Elsevier, vol. 24(C), pages 247-255.
  56. Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, vol. 75(C), pages 14-27.
  57. Roubaud, David & Arouri, Mohamed, 2018. "Oil prices, exchange rates and stock markets under uncertainty and regime-switching," Finance Research Letters, Elsevier, vol. 27(C), pages 28-33.
  58. Chaudhry, Naukhaiz & Roubaud, David & Akhter, Waheed & Shahbaz, Muhammad, 2018. "Impact of terrorism on stock markets: Empirical evidence from the SAARC region," Finance Research Letters, Elsevier, vol. 26(C), pages 230-234.
  59. Ji, Qiang & Bouri, Elie & Roubaud, David, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 1-12.
  60. Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018. "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 297-307.
  61. Rameshwar Dubey & Angappa Gunasekaran & Stephen J. Childe & Thanos Papadopoulos & Benjamin T. Hazen & David Roubaud, 2018. "Examining top management commitment to TQM diffusion using institutional and upper echelon theories," International Journal of Production Research, Taylor & Francis Journals, vol. 56(8), pages 2988-3006, April.
  62. Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018. "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, vol. 70(C), pages 258-269.
  63. Balsalobre-Lorente, Daniel & Shahbaz, Muhammad & Roubaud, David & Farhani, Sahbi, 2018. "How economic growth, renewable electricity and natural resources contribute to CO2 emissions?," Energy Policy, Elsevier, vol. 113(C), pages 356-367.
  64. Ana Beatriz Lopes de Sousa Jabbour & Charbel Jose Chiappetta Jabbour & Moacir Godinho Filho & David Roubaud, 2018. "Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations," Annals of Operations Research, Springer, vol. 270(1), pages 273-286, November.
  65. Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018. "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 203-213.
  66. Jebabli, Ikram & Roubaud, David, 2018. "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, vol. 70(C), pages 97-114.
  67. Wen, Xiaoqian & Bouri, Elie & Roubaud, David, 2018. "Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 23-30.
  68. Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, vol. 20(C), pages 192-198.
  69. Wen, Xiaoqian & Bouri, Elie & Roubaud, David, 2017. "Can energy commodity futures add to the value of carbon assets?," Economic Modelling, Elsevier, vol. 62(C), pages 194-206.
  70. Shahbaz, Muhammad & Hoang, Thi Hong Van & Mahalik, Mantu Kumar & Roubaud, David, 2017. "Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis," Energy Economics, Elsevier, vol. 63(C), pages 199-212.
  71. Elie Bouri & Imad Kachacha & Donald Lien & David Roubaud, 2017. "Short- and long-run causality across the implied volatility of crude oil and agricultural commodities," Economics Bulletin, AccessEcon, vol. 37(2).
  72. Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier, 2017. "The impact of religious practice on stock returns and volatility," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 172-189.
  73. Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017. "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, vol. 66(C), pages 122-139.
  74. Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David, 2017. "Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis," Energy Economics, Elsevier, vol. 68(C), pages 327-339.
  75. Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017. "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Finance Research Letters, Elsevier, vol. 23(C), pages 23-30.
  76. David Roubaud & Alain Lapied & Robert Kast, 2017. "Modelling under ambiguity with two correlated Choquet-Brownian motions," Economics Bulletin, AccessEcon, vol. 37(2), pages 1012-1020.
  77. Luo, Zongwei & Dubey, Rameshwar & Gunasekaran, Angappa & Childe, Stephen J. & Papadopoulos, Thanos & Hazen, Benjamin & Roubaud, David, 2017. "Sustainable production framework for cement manufacturing firms: A behavioural perspective," Renewable and Sustainable Energy Reviews, Elsevier, vol. 78(C), pages 495-502.
  78. 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.
  79. Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017. "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Applied Economics, Taylor & Francis Journals, vol. 49(50), pages 5063-5073, October.
  80. Dubey, Rameshwar & Gunasekaran, Angappa & Childe, Stephen J. & Papadopoulos, Thanos & Hazen, Benjamin & Giannakis, Mihalis & Roubaud, David, 2017. "Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings," International Journal of Production Economics, Elsevier, vol. 193(C), pages 63-76.
  81. Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017. "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, vol. 23(C), pages 87-95.
  82. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
  83. Mohamed Arouri & David Roubaud, 2016. "On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India," Economics Bulletin, AccessEcon, vol. 36(2), pages 760-770.
  84. Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David, 2016. "Economic policy uncertainty and stock markets: Long-run evidence from the US," Finance Research Letters, Elsevier, vol. 18(C), pages 136-141.
  85. Bouri, Elie I. & Roubaud, David, 2016. "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Journal of Wine Economics, Cambridge University Press, vol. 11(2), pages 233-248, August.
  86. Kast, Robert & Lapied, André & Roubaud, David, 2014. "Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
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  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
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  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors
  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Number of Journal Pages
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  18. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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  23. Wu-Index

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 19 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-PAY: Payment Systems and Financial Technology (8) 2016-07-16 2016-08-21 2017-01-08 2017-04-30 2017-07-02 2018-03-12 2018-06-18 2019-04-08. Author is listed
  2. NEP-ENE: Energy Economics (7) 2017-02-05 2017-12-03 2018-07-23 2018-08-20 2018-12-10 2019-02-25 2019-06-10. Author is listed
  3. NEP-RMG: Risk Management (4) 2017-07-02 2018-06-18 2018-09-24 2019-04-08
  4. NEP-ENV: Environmental Economics (2) 2017-12-03 2018-08-20
  5. NEP-FMK: Financial Markets (2) 2018-03-12 2019-04-08
  6. NEP-MAC: Macroeconomics (2) 2018-07-23 2019-06-10
  7. NEP-REG: Regulation (2) 2017-12-03 2018-12-10
  8. NEP-BIG: Big Data (1) 2019-02-25
  9. NEP-CFN: Corporate Finance (1) 2018-03-26
  10. NEP-CIS: Confederation of Independent States (1) 2019-06-10
  11. NEP-ECM: Econometrics (1) 2019-02-25
  12. NEP-ETS: Econometric Time Series (1) 2018-07-23
  13. NEP-EUR: Microeconomic European Issues (1) 2017-12-03
  14. NEP-FDG: Financial Development and Growth (1) 2018-07-23
  15. NEP-GER: German Papers (1) 2016-07-16
  16. NEP-MON: Monetary Economics (1) 2019-06-10
  17. NEP-TRA: Transition Economics (1) 2018-12-10
  18. NEP-UPT: Utility Models and Prospect Theory (1) 2010-11-20

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