Access Statistics for David Roubaud

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 0 0 17 0 1 6 103
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 2 4 372
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 0 4 134
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 0 1 5 506
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 2 3 93
Comovements of gold futures markets and the spot market 0 0 0 0 0 0 2 29
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 0 1 11
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 2 3 46
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 0 1 9 478
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 1 6 95
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 2 13 238
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 0 1 38
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 0 1 4 84
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 0 115 0 0 5 300
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 9 0 0 3 60
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 1 52 2 3 6 118
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 0 0 0 0 0 0 33
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 0 2 9 38
Examining the role of big data and predictive analytics on collaborative performance in context to sustainable consumption and production behaviour 0 0 0 0 0 1 3 27
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 0 0 1 30
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 0 41 0 2 6 99
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 0 0 16
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 1 2 46
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 0 0 4 310
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 57 1 2 9 145
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 2 7 89
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 1 10 166
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 27 0 3 6 89
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 0 0 25
Information demand and stock market liquidity: International evidence 0 0 0 0 1 1 3 31
Informational efficiency of Bitcoin—An extension 0 0 0 0 1 1 2 91
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 0 0 10
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 0 3 653
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 1 3 203
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 0 0 0 3 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 1 2 0 4 17 182
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 0 1 119
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 0 1 3 79
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 1 4 113
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 1 2 102 0 1 4 162
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 0 20
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 1 6 19 327
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 1 3 14 108
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 0 2 65 0 0 6 186
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 1 53 0 0 2 161
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 2 5 9 107
The impact of religious practice on stock returns and volatility 0 0 0 0 0 0 2 38
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 0 1 11
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 0 1 16
Total Working Papers 0 1 9 1,083 10 54 229 6,481


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quantile regression analysis of flights-to-safety with implied volatilities 0 0 2 12 0 1 6 47
Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization 0 0 3 28 0 1 14 111
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 1 16 0 1 7 55
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 2 4 46 133 15 34 189 535
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 5 20 63 3 14 69 411
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 3 54 0 4 21 217
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 3 3 10 64 5 14 37 245
Bitcoin price–volume: A multifractal cross-correlation approach 1 3 4 38 1 7 16 118
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 2 5 15 122 7 16 56 431
Can big data and predictive analytics improve social and environmental sustainability? 0 1 5 44 0 5 29 205
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 0 0 4 72
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 2 14 278 2 6 44 894
Co-explosivity in the cryptocurrency market 0 2 15 143 1 7 38 406
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 3 26 1 2 10 115
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 0 6 0 1 4 32
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 2 15 0 0 3 68
Cryptocurrencies and the downside risk in equity investments 6 9 13 47 11 20 35 163
Cryptocurrencies as hedges and safe-havens for US equity sectors 3 5 17 70 11 25 47 249
Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods 0 0 3 18 2 3 10 54
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 27 0 0 3 72
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 1 16 0 0 2 96
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 0 0 2 35
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 1 17 0 1 4 95
Do Bitcoin and other cryptocurrencies jump together? 0 0 1 44 2 8 13 161
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 0 2 6 144
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 2 4 15 216 6 14 60 677
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 7 78 3 6 29 281
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 0 1 46
Dynamic connectedness and integration in cryptocurrency markets 1 3 10 79 5 13 36 308
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 17 0 2 2 89
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 0 4 0 1 3 22
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 2 13 152 3 10 38 483
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 3 5 15 40 5 14 39 149
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 68 1 3 19 343
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 4 18 146 6 32 102 808
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 1 10 46 0 8 36 226
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 0 0 13 1 2 7 166
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 2 8 0 1 6 31
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 2 12 1 2 10 68
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 1 3 0 0 2 14
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 10 0 0 3 69
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 0 12 0 0 1 40
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 1 19 0 0 4 87
Herding behaviour in cryptocurrencies 0 2 18 139 2 9 59 472
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 5 17 116 9 32 90 585
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 1 4 51
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 0 0 49
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 5 10 34 407 19 46 140 1,316
Information demand and stock market liquidity: International evidence 0 0 0 18 0 0 5 166
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 4 72 1 2 19 199
Informational efficiency of Bitcoin—An extension 1 2 7 103 3 7 20 361
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 1 3 25 0 1 6 68
Is Bitcoin a better safe-haven investment than gold and commodities? 3 8 20 156 15 34 86 557
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 0 1 5 101
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 1 2 3 35
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 1 1 1 19 1 1 2 145
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 0 0 1 79
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 2 3 3 25 3 7 15 181
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 2 34 1 3 13 168
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 0 4 57
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 0 0 3 70
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 0 1 20 0 1 6 111
Oil volatility and sovereign risk of BRICS 0 1 6 36 1 2 14 114
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 4 71 1 5 15 251
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 18 49 429 25 73 178 1,277
Quantile causality between banking stock and real estate securities returns in the US 0 0 1 5 0 0 1 26
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 3 3 7 45 3 3 13 188
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 5 10 23 132 7 23 60 418
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 1 2 129
Spillover across Eurozone credit market sectors and determinants 1 1 1 4 1 4 8 23
Spillovers between Bitcoin and other assets during bear and bull markets 0 0 7 33 8 12 36 160
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 2 2 5 0 3 5 55
Tail dependence in the return-volume of leading cryptocurrencies 0 1 2 9 0 1 2 28
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 9 2 2 7 37
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 2 3 31
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 2 23 0 1 5 89
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 4 15 242 0 8 38 861
The impact of religious practice on stock returns and volatility 0 0 2 23 0 0 6 98
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 2 2 14 0 5 8 58
The profitability of technical trading rules in the Bitcoin market 0 2 11 67 0 4 26 156
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 0 10 0 3 7 66
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 0 1 54
Trading volume and the predictability of return and volatility in the cryptocurrency market 2 5 11 89 10 19 42 278
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 8 0 0 2 59
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 0 2 12 2 3 13 75
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 18 1 1 5 94
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 15 0 0 5 56
Total Journal Articles 50 142 538 4,821 208 602 2,050 18,390


Statistics updated 2025-05-12