Soheil Roudari
Personal Details
| First Name: | Soheil |
| Middle Name: | |
| Last Name: | Roudari |
| Suffix: | |
| RePEc Short-ID: | pro1409 |
| [This author has chosen not to make the email address public] | |
| Terminal Degree: | Department of Agricultural Economics; Ferdowsi University of Mashhad (from RePEc Genealogy) |
Affiliation
Faculty of Economics and Admionistrative Sciences
Ferdowsi University of Mashhad
Mashhad, Iranhttps://fea.um.ac.ir/
RePEc:edi:fefumir (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Chenarani, Hasan & Roudari, Soheil, 2025. "اولویت بندی واگذاری بنگاه¬های اقتصادی زیر مجموعه صندوق¬های بازنشستگی با تاکید بر مدیریت سرمایه¬گذاری: شواهدی جدید از رویکرد DCC-GARCH R2 decomposed connectedness [Prioritizing the Divestment of Pen," MPRA Paper 126973, University Library of Munich, Germany, revised 14 Oct 2025.
- Sadeghi, Abdorasoul & Roudari, Soheil & Nammouri, Hela, 2025. "Green finance, fossil energy, and institutional factors in the context of sustainable development," MPRA Paper 126836, University Library of Munich, Germany, revised 13 Aug 2025.
- Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan & Chenarani, Hasan, 2025. "بررسی عملکرد مدیریت سرمایه گذاری در وزارت تعاون، کار و رفاه اجتماعی: شواهدی جدید از هلدینگ¬های تابعه [Assessment of Investment Management Performance in the Ministry of Cooperatives, Labor, and Soc," MPRA Paper 126954, University Library of Munich, Germany.
- Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan, 2024. "بررسی سرریز ریسک پویا نامتقارن در بازار فلزات اساسی: شواهدی از مدیریت مواد مصرفی مجتمع صنایع مس شهید باهنر [Examining Asymmetric Dynamic Risk Spillover in the Base Metals Market: Evidence from Mate," MPRA Paper 126957, University Library of Munich, Germany.
- Roudari, Soheil & Omidi, Vahid & Ahmadian-Yazdi, Fazaneh, 2024. "The Dynamics of Fossil Fuels, Cryptocurrencies, and Clean Energy: Dose the Energy market's price volatility create an incentive for cryptocurrency mining?," MPRA Paper 126833, University Library of Munich, Germany.
- Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan & Maghsoodi, Hamidreza, 2024. "منحنی فیلیپس نیوکینزی و درجه عبور نرخ ارز در اقتصاد ایران: شواهدی جدید از الگوی Mcwt [New Keynesian Phillips curve and exchange rate pass-through in Iran's economy: New evidence from the MCWT Model," MPRA Paper 126958, University Library of Munich, Germany.
- Roudari, Soheil, 2024. "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets:," MPRA Paper 126972, University Library of Munich, Germany.
- Roudari, Soheil, 2024. "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper 126952, University Library of Munich, Germany.
- Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Mensi, Walid & Tiwari, Aviral, 2024. "Exploring the ripple effect: Time-frequency dynamics of uncertainty indexes, green bonds, oil, and stocks," MPRA Paper 126835, University Library of Munich, Germany.
- Roudari, Soheil, 2024. "Investigating the Dynamic Spillover among Exchange Rate, Stock Market Index, Housing Price and Inflation in Iran: Does the Severity of Sanctions Matter?," MPRA Paper 126829, University Library of Munich, Germany, revised 15 Sep 2024.
- Roudari, Soheil & Maghsoodi, Hamidreza & Ahmadian- Yazdi, Farzaneh, 2024. "تورم، نرخ ارز، مخارج دولت و نقدینگی: اثرپذیر یا اثرگذار؟ شواهدی جدید از رویکرد Tvp-Var-Sv [Inflation, Exchange Rate, Government Spending, and Liquidity: Effect to or Effect from?New Evidence of TVP," MPRA Paper 127037, University Library of Munich, Germany.
- Roudari, Soheil & Jalili, Esmaeil & Tehranchian, Amirmansour, 2023. "بررسی زمان- فرکانس ارتباط میان نوسانات نرخ ارز، تورم و کسری بودجه دولت در اقتصاد ایران [Investigating the time- frequency relationship between exchange rate, inflation and government budget deficit," MPRA Paper 126799, University Library of Munich, Germany, revised 07 Feb 2024.
- Roudari, Soheil & Ahmadi, Ali Mohammad & Omidi, Vahid, 2023. "بررسی ساز و کار انتقال ریسک آنی در سبد سرمایه¬گذاری با استفاده از رویکرد R2 Connectedness: شواهدی از شرکت سرمایه¬گذاری صندوق بازنشستگی کشور [Examining the mechanism of Contemporaneous risk transmis," MPRA Paper 127024, University Library of Munich, Germany, revised 18 May 2024.
- Roudari, Soheil & Jalili, Esmaeil & Omidi, Vahid, 2023. "مدیریت سبد سرمایه¬گذاری در صنعت پالایشگاهی: بررسی شرایط با بازدهی مثبت و منفی: رویکرد Asymmetric TVP-VAR [Portfolio Management in the Refining Industry: Investigating Conditions with Positive and N," MPRA Paper 127026, University Library of Munich, Germany, revised 05 Jan 2024.
- Roudari, Soheil & Arabi, Seyed Hadi & Shahabadi, abolfazl & Adeli, Omid Ali, 2023. "اثرات سرریز پویای ریسک میان نرخ ارز، سهام، مسکن و سکه در ایران: شواهدی جدید از مقایسه دوران تحریم و غیرتحریم [Effects of dynamic risk spillover between exchange rates, stocks, housing and coins in ," MPRA Paper 127003, University Library of Munich, Germany, revised 15 Jan 2025.
- Omidi, Vahid & Roudari, Soheil & Jamshidi, Amir, 2023. "بررسی ارتباط بین گروه بانکها، خودرو، سیمان، فلزات اساسی و فرآورده های نفتی در بورس اوراق بهادار تهران به تفکیک شرایط با بازدهی مثبت و منفی با استفاده از الگوی Asymmetric TVP-VAR [Investigating The ," MPRA Paper 127027, University Library of Munich, Germany, revised 16 Nov 2023.
- Roudari, Soheil & Arabi, Seyed Hadi & Rahimi Kahkashi, Sanaz, 2023. "بررسی علیت و سرریز نوسانات بین نرخ ارز، تورم و نقدینگی در اقتصاد ایران: رویکرد Tvp-Var-Bk [Volatility Causality and Spillovers between Exchange Rate, Inflation, and Liquidity in the Iranian Economy," MPRA Paper 127038, University Library of Munich, Germany, revised 20 Feb 2024.
- Roudari, Soheil, 2023. "Risk spillovers between S&P500, green bond, real estate, oil markets and dollar index," MPRA Paper 126830, University Library of Munich, Germany.
- Omidi, Vahid & Goudarzi Farahani, Yazdan & Roudari, Soheil, 2022. "نرخ ارز، کسری دوگانه و اثر پاتینکین در اقتصاد ایران: آیا ارتباط مقیاس-زمانی مسئله است؟ [Exchange rate, twin deficit and Patinkin effect in Iran's economy: Is the time-scale relationship a problem?]," MPRA Paper 127008, University Library of Munich, Germany, revised 23 May 2023.
- Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Arabi, Seyed Hadi & Hammoudeh, Shawkat, 2022. "Sanctions and Iranian Stock Market: Does the Institutional Quality Matter?," MPRA Paper 126831, University Library of Munich, Germany, revised 15 Mar 2023.
- Rahimi Kahkashi, Sanaz & Adeli, OmidAli & Maleki, Mohammad Hassan & Roudari, Soheil, 2022. "پیش بینی نحوه اثرگذاری عوامل مؤثر بر رشد اقتصادی ایران با رویکرد مدل میانگین گیری پویا [Predicting the effect of factors affecting the economic growth of Iran with the approach of dynamic averaging," MPRA Paper 127009, University Library of Munich, Germany, revised 23 May 2023.
- Roudari, Soheil & Farahanifard, Saeed & Shahabadi, Abolfazl & Adeli, OmidAli, 2022. "بررسی مقیاس-زمان سرریز نوسانات میان نرخ ارز، تورم، سهام و مسکن در ایران [Investigating the time-frequency volatility spillover between exchange rate, inflation, stocks, and housing in Iran]," MPRA Paper 127004, University Library of Munich, Germany, revised 01 Nov 2022.
- Roudari, Soheil & Tehranchian, Amirmansour & Arabi, Seyed Hadi & Adeli, OmidAli, 2022. "بررسی نقش آستانه¬ای تحریم بر اثرگذاری درآمدهای نفتی بر نقدینگی در ایران: شواهدی جدید از الگوی Tsvar [Investigating the threshold role of sanctions on the effect of oil revenues on liquidity in Iran," MPRA Paper 127006, University Library of Munich, Germany, revised 07 Feb 2023.
- Roudari, Soheil & Ghasemi, Hamidreza & Ghoreshi, Davood, 2021. "The role of institutional quality in the impact of oil rents on financial development in Brazil and Norway," MPRA Paper 126832, University Library of Munich, Germany, revised 23 Dec 2021.
- Tehranchian, Amirmansour & Roudari, Soheil & Hedayati, Hosein & Bahrami, Hedayat, 2021. "بررسی تاثیر نوسانات نرخ ارز بر میزان قاچاق کالا در کشور در شرایط تحریم [Investigating the Effect of Exchange rate Fluctuations on the Smuggling rate of Goods in the Country under Sanctions Situatio," MPRA Paper 127010, University Library of Munich, Germany, revised 07 Sep 2021.
- Roudari, Soheil & Homayounifar, Masoud, 2020. "بررسی تاثیر شیوع ویروس کرونا بر بازار سهام ایران با لحاظ تغییرات رژیم [Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes]," MPRA Paper 127011, University Library of Munich, Germany, revised 23 Aug 2020.
- Roudari, Soheil & Tehranchian, Amirmansour, 2020. "نقش اقتصاد غیررسمی بر کارآفرینی با تاکید بر شاخص کیفیت نهادی [The role of Informal Economy on Entrepreneurship with Emphasis on Institutional Quality Index]," MPRA Paper 127022, University Library of Munich, Germany, revised 21 Oct 2020.
- Roudari, Soheil, 2020. "تاثیر رشد قیمت نفت بر کارایی تسهیلات اعطایی به بخش صنعت: کاربردی از الگوهای Bdea و Str [The effect of oil price growth on the efficiency of facilities granted to the industrial sector: Application ," MPRA Paper 127023, University Library of Munich, Germany.
- Roudari, Soheil & Tehranchian, Amirmansour & Zarei, Pegah, 2020. "آیا نفت نفرین است یا موهبت برای توسعه مالی ایران؟ [Is oil curse or a blessing for Iran's financial development?]," MPRA Paper 127015, University Library of Munich, Germany, revised 01 Sep 2021.
- Roudari, Soheil & Tehranchian, Amirmansour & Zarei, Pegah & kakaei, hamid, 2020. "ارزيابي اثر تکانه درآمد نفت بر شاخص سهام در ايران: کاربردي از الگوي مارکوف سويچينگ خودرگرسيون برداري [Evaluating the effect of oil revenue shock on stock market index in Iran: Application of Markov," MPRA Paper 127014, University Library of Munich, Germany, revised 23 May 2021.
- Roudari, Soheil & Zarei, Pegah & Tehranchian, Amirmansour, 2020. "بررسی رفتار غیرخطی بی ثباتی مالی در ایران: رهیافت خودرگرسیون برداری ساختاری آستانه ای [Examining the Nonlinear Behavior of Financial Instability in Iran: A Threshold Structural Vector Autoregressio," MPRA Paper 127021, University Library of Munich, Germany, revised 30 Jan 2021.
- Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2020. "أثیر سرمایه اجتماعی بر مطالبات بانکی از بخش خصوصی و دولتی با تأکید بر کارآیی مخارج دول [The Impact of Social Capital on Bank Claims on the Private and Public Sectors with an Emphasis on Government ," MPRA Paper 127012, University Library of Munich, Germany, revised 29 Oct 2020.
- Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2019. "بررسی همبستگی میان نوسانات نرخ ارز، نوسانات مخارج جاری دولت و بدهی دولت به شبکه بانکی با تاکید بر مقیاس-زمان [Investigating the correlation between exchange rate fluctuations, current government ex," MPRA Paper 127019, University Library of Munich, Germany, revised 29 Apr 2020.
- Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2019. "تاثیر نوسانات نرخ ارز اسمی و چرخه¬های تجاری بر مطالبات شبکه بانکی کشور با تاکید بر تغییرات رژیم و زمان- مقیاس [Impact of Nominal Foreign Exchange Rate Fluctuations and Business Cycles on Nonperform," MPRA Paper 127020, University Library of Munich, Germany, revised 07 Jan 2020.
Articles
- Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025. "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
- Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Ahmadian-Yazdi, Farzaneh & Roudari, Soheil & Omidi, Vahid & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024. "Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications," International Review of Economics & Finance, Elsevier, vol. 95(C).
- Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023. "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, vol. 118(C).
- Sadeghi, Abdorasoul & Tayebi, Seyed Komail & Roudari, Soheil, 2023. "Financial markets, inflation and growth: The impact of monetary policy under different political structures," Journal of Policy Modeling, Elsevier, vol. 45(5), pages 935-956.
- Roudari, Soheil & Sadeghi, Abdorasoul & Gholami, Samad & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2023. "Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market," Resources Policy, Elsevier, vol. 83(C).
- Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023. "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, vol. 173(C), pages 343-358.
- Farzaneh Ahmadian-Yazdi & Mahsa Mesgarani & Soheil Roudari, 2022. "Natural Resource Rents and Social Capital Interaction: New Evidence on the Role of Financial Development," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., vol. 24(01), pages 1-30, March.
- Sadeghi, Abdorasoul & Roudari, Soheil, 2022. "Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, vol. 76(C).
- Roudari, Soheil & Salmani, Yunes, 2020. "Macroeconomic Effects of Government Debt to Banks in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(4), pages 403-422, October.
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
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Sorry, no citations of working papers recorded.
Articles
- Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024.
"Extreme Connectedness Across Chinese Stock and Commodity Futures Markets,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
Cited by:
- Mensi, Walid & El Khoury, Rim & Al-Kharusi, Sami & Kang, Sang Hoon, 2024. "Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
- Mahdi Ghaemi Asl, 2025. "A novel AI-driven approach to greenwashing: breakthroughs in the future fit between domain-specific Islamic enterprises with varying developmental progress and ESG landscapes," Future Business Journal, Springer, vol. 11(1), pages 1-38, December.
- Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025. "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
- Huang, Zhigang & Zhang, Weilan, 2024. "Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective," Research in International Business and Finance, Elsevier, vol. 72(PB).
- Ahmadian-Yazdi, Farzaneh & Roudari, Soheil & Omidi, Vahid & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024.
"Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications,"
International Review of Economics & Finance, Elsevier, vol. 95(C).
Cited by:
- Ting Zhang & Peng-Fei Li & Wei-Xing Zhou, 2025.
"Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis,"
Papers
2503.06599, arXiv.org.
- Zhang, Ting & Li, Peng-Fei & Zhou, Wei-Xing, 2025. "Spillover effects between climate policy uncertainty, energy markets, and food markets: A time–frequency analysis," Finance Research Letters, Elsevier, vol. 82(C).
- Zhao, Wen & Zhang, Dongping & Zhao, Yufei, 2025. "The impact of carbon emissions trading on agricultural economic development: Evidence from China's carbon emissions trading pilot policies," International Review of Economics & Finance, Elsevier, vol. 101(C).
- Raza, Ali & Alsulami, Faizah, 2025. "Positive and negative shocks of financial markets on sustainable finance in europe: Evidence from vector auto regression and granger causality," International Review of Economics & Finance, Elsevier, vol. 99(C).
- Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025. "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
- Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas, 2024. "Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty," Energy Economics, Elsevier, vol. 138(C).
- Ting Zhang & Peng-Fei Li & Wei-Xing Zhou, 2025.
"Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis,"
Papers
2503.06599, arXiv.org.
- Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023.
"Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy,"
Energy Economics, Elsevier, vol. 118(C).
Cited by:
- Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1176-1197.
- Su, Xianfang & Zhao, Yachao, 2023. "What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials," Energy Economics, Elsevier, vol. 128(C).
- Chishti, Muhammad Zubair & Xia, Xiqiang & Dogan, Eyup, 2024.
"Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement,"
Energy Economics, Elsevier, vol. 131(C).
- Chishti, Muhammad Zubair & Xia, Xiqiang & Dogan, Eyup, 2025. "Corrigendum to “Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement” [Energy Economics Volume 131, March 2024, 107388]," Energy Economics, Elsevier, vol. 142(C).
- Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Gong, Zhenting & Chen, Yanbei & Zhang, He & Chen, Fan, 2024. "Tail risk connectedness in the Carbon-Finance nexus: Evidence from a quantile spillover approach in China," Finance Research Letters, Elsevier, vol. 67(PB).
- Yang, Jie & Feng, Yun & Yang, Hao, 2024. "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, vol. 140(C).
- Razi, Ummara & Ramzan, Muhammad, 2025. "Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era," Applied Energy, Elsevier, vol. 389(C).
- Tripathi, Abhinava & Jha, Ravi Raushan & Vadhava, Charu, 2025. "A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022)," Energy Economics, Elsevier, vol. 143(C).
- Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025. "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
- Shuo YANG, 2025. "Identifying Multiple Bubbles and Time-Varying Contagion Effect between Iron Ore and China's Stock Markets: A New Recursive Evolving Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-100, April.
- Huifu Nong & Qian Huang, 2025. "Total, quantile, and frequency risk transmission among metal commodities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 2311-2326, July.
- Su, Xianfang & Zhao, Yachao, 2025. "Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?," Global Finance Journal, Elsevier, vol. 64(C).
- Jin, Xiu & Liu, Yueli & Yu, Jinming & Huang, Weiqiang, 2023. "COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
- Xiaoye Jin, 2024. "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
- Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).
- Sadeghi, Abdorasoul & Tayebi, Seyed Komail & Roudari, Soheil, 2023.
"Financial markets, inflation and growth: The impact of monetary policy under different political structures,"
Journal of Policy Modeling, Elsevier, vol. 45(5), pages 935-956.
Cited by:
- Tillaguango, Brayan & Hossain, Mohammad Razib & Cuesta, Lizeth & Ahmad, Munir & Alvarado, Rafael & Murshed, Muntasir & Rehman, Abdul & Işık, Cem, 2024. "Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach," Energy, Elsevier, vol. 302(C).
- Contreras-Reyes, Javier E. & Jeldes-Delgado, Fabiola & Carrasco, Raúl, 2024. "Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 654(C).
- Roudari, Soheil & Sadeghi, Abdorasoul & Gholami, Samad & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2023.
"Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market,"
Resources Policy, Elsevier, vol. 83(C).
Cited by:
- Xiao, Renrong & Zhao, Pengjun & Huang, Kangzheng & Ma, Tianyu & He, Zhangyuan & Zhang, Caixia & Lyu, Di, 2025. "Liquefied natural gas trade network changes and its mechanism in the context of the Russia–Ukraine conflict," Journal of Transport Geography, Elsevier, vol. 123(C).
- Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Bigerna, Simona, 2024. "Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries," Resources Policy, Elsevier, vol. 88(C).
- Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Dong, Feng & Li, Zhicheng & Huang, Zihuang & Liu, Yu, 2024. "Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets," Energy Economics, Elsevier, vol. 137(C).
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- Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023.
"Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?,"
International Economics, Elsevier, vol. 173(C), pages 343-358.
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- Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024. "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, vol. 34(C).
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"Natural Resource Rents and Social Capital Interaction: New Evidence on the Role of Financial Development,"
Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., vol. 24(01), pages 1-30, March.
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- Jin Sheng & Yubin Gao, 2023. "Combining the financial development and stock market return for green economic recovery in selected developing economies," Economic Change and Restructuring, Springer, vol. 56(6), pages 3885-3908, December.
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- Liu, Zhen & Li, Ruotong & Cai, Renjie & Lan, Jing, 2023. "A nexus of income inequality and natural resource utilization efficiency: Effect on the road to green economic recovery," Resources Policy, Elsevier, vol. 85(PA).
- Sun, Yizhong & Jin, Keyan & Wang, Deyong & Wu, Qingyang & Li, Zhezhou, 2023. "Revisiting the natural resources-financial development nexus in China: The importance of economic policy uncertainty," Resources Policy, Elsevier, vol. 86(PB).
- Xiaomeng Zhao & Kangyin Dong & Jun Zhao & Qingzhe Jiang, 2024. "RETRACTED ARTICLE: Paths to sustainable development in China: why green finance and green technology matter?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-26, April.
- Zhao, Xue & Xie, Chengyuan & Huang, Lu & Wang, Yaru & Han, Tongyun, 2023. "How digitalization promotes the sustainable integration of culture and tourism for economic recovery," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 988-1000.
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- Shuang Cai, 2023. "Impact of digitization on green economic recovery: an empirical evidence from China," Economic Change and Restructuring, Springer, vol. 56(5), pages 3139-3161, October.
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"Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries,"
Resources Policy, Elsevier, vol. 76(C).
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- Roudari, Soheil & Sadeghi, Abdorasoul & Gholami, Samad & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2023. "Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market," Resources Policy, Elsevier, vol. 83(C).
- Wang, Kai-Hua & Liu, Lu & Li, Xin & Oana-Ramona, Lobonţ, 2022. "Do oil price shocks drive unemployment? Evidence from Russia and Canada," Energy, Elsevier, vol. 253(C).
- Yufeng Chen & Zulkifr Abdallah Msofe & Chuwen Wang & Minghui Chen, 2025. "Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters," Computational Economics, Springer;Society for Computational Economics, vol. 66(2), pages 1035-1069, August.
- Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
- Cadena-Silva, Javier Patricio & Sanz Lara, José Ángel & Rodríguez Fernández, José Miguel, 2025. "Stock market volatility and oil shocks: A study of G7 economies," International Review of Financial Analysis, Elsevier, vol. 103(C).
- Bingchun Liu & Xia Zhang & Yuan Gao & Minghui Xu & Xiaobo Wang, 2025. "China’s Energy Stock Price Index Prediction Based on VECM–BiLSTM Model," Energies, MDPI, vol. 18(5), pages 1-21, March.
- Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024. "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023. "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, vol. 173(C), pages 343-358.
- Ullah, Aziz & Peng, Kang-Lin & Lu, Chih-Chiang & Jin, Ying, 2025. "Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
- Yang, Junqi & Geng, Jiang-Bo & Liang, Ziwei, 2024. "Time-varying effects of structural oil price shocks on financial market uncertainty," Energy Economics, Elsevier, vol. 139(C).
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