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 2 3 8 105
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 1 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 0 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 2 2 3 13
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 1 3 46
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 2 2 11 480
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 1 5 95
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 3 4 15 241
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 0 4 84
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 2 2 2 117 2 2 7 302
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 0 52 0 2 5 118
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 2 2 9 40
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 0 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 1 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 0 57 0 1 7 145
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 0 6 89
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 1 1 9 167
Impact of terrorism on stock markets: empirical evidence from the SAARC region 2 2 2 29 3 4 9 92
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 0 1 3 31
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 1 1 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 2 203
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 2 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 1 2 0 3 16 182
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 2 5 19 329
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 2 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 1 65 1 1 6 187
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 1 1 2 162
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 1 5 10 108
The impact of religious practice on stock returns and volatility 0 0 0 0 0 0 1 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 4 5 9 1,087 22 53 232 6,503


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 1 12 0 1 5 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 1 2 14 112
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 0 1 5 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 0 3 42 133 23 49 196 558
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 1 2 20 64 10 16 75 421
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 1 1 2 55 1 2 16 218
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 3 6 11 67 4 14 35 249
Bitcoin price–volume: A multifractal cross-correlation approach 0 2 4 38 3 7 19 121
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 0 3 13 122 1 12 48 432
Can big data and predictive analytics improve social and environmental sustainability? 1 2 6 45 1 3 26 206
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 1 3 12 279 1 6 33 895
Co-explosivity in the cryptocurrency market 5 5 18 148 7 10 41 413
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 3 26 1 3 8 116
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 0 6 0 0 2 32
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 1 15 0 0 2 68
Cryptocurrencies and the downside risk in equity investments 0 8 12 47 5 23 37 168
Cryptocurrencies as hedges and safe-havens for US equity sectors 6 11 21 76 17 37 60 266
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 1 4 9 55
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 27 3 3 6 75
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 2 2 4 37
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? 1 1 1 45 1 7 12 162
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 2 4 6 146
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 4 13 217 12 23 64 689
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 3 4 10 81 9 13 38 290
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 0 2 10 79 3 14 39 311
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 17 0 1 2 89
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 0 4 0 0 3 22
Economic policy uncertainty and stock markets: Long-run evidence from the US 1 2 13 153 2 7 35 485
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 1 4 16 41 9 16 48 158
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 68 0 2 15 343
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 1 4 17 147 9 27 102 817
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 1 9 46 1 4 36 227
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 1 1 1 14 1 2 8 167
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 1 8 0 0 5 31
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 1 1 3 13 1 2 10 69
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 1 3 2 2 4 16
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 1 1 1 11 1 1 4 70
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 1 1 5 88
Herding behaviour in cryptocurrencies 3 4 18 142 5 12 56 477
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 3 16 117 4 25 82 589
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 1 2 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 2 8 30 409 14 44 143 1,330
Information demand and stock market liquidity: International evidence 0 0 0 18 0 0 4 166
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 2 72 2 3 17 201
Informational efficiency of Bitcoin—An extension 2 4 7 105 4 8 21 365
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 3 25 0 0 4 68
Is Bitcoin a better safe-haven investment than gold and commodities? 3 8 22 159 5 28 87 562
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 2 6 102
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 2 2 35
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 1 1 19 0 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 0 2 3 25 0 5 13 181
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 2 34 2 4 15 170
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 0 2 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 0 6 111
Oil volatility and sovereign risk of BRICS 0 1 6 36 2 4 13 116
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 3 71 1 6 14 252
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 6 14 48 435 21 70 185 1,298
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 0 3 7 45 0 3 13 188
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 6 13 29 138 11 28 69 429
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 0 2 129
Spillover across Eurozone credit market sectors and determinants 0 1 1 4 0 2 6 23
Spillovers between Bitcoin and other assets during bear and bull markets 1 1 7 34 3 15 37 163
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 1 2 5 1 3 4 56
Tail dependence in the return-volume of leading cryptocurrencies 0 0 2 9 0 0 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 0 2 7 37
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 0 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 2 5 14 244 5 9 34 866
The impact of religious practice on stock returns and volatility 0 0 2 23 1 1 6 99
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 2 14 1 1 7 59
The profitability of technical trading rules in the Bitcoin market 2 3 11 69 6 8 27 162
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 0 10 0 0 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 0 5 10 89 3 20 42 281
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 0 2 12 75
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 0 15 1 1 5 57
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 18 1 2 5 95
Total Journal Articles 57 149 531 4,878 229 635 2,064 18,619


Statistics updated 2025-06-06