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 4 6 14 111
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 0 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 2 5 508
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 0 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 2 13
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 1 4 47
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 0 3 13 483
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 2 7 97
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 0 3 13 244
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 1 1 5 85
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 2 117 1 1 7 303
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 9 1 3 6 63
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 0 52 0 0 3 118
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 0 7 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 1 1 2 28
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 1 2 5 101
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 1 1 17
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 1 3 47
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 2 3 5 313
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 0 57 0 0 5 145
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 2 8 91
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 2 9 169
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 2 29 1 2 10 94
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 1 1 26
Information demand and stock market liquidity: International evidence 0 0 0 0 0 0 3 31
Informational efficiency of Bitcoin—An extension 0 0 0 0 2 4 5 95
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 1 2 654
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 1 1 2 204
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 1 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 1 3 2 6 19 188
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 80
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 2 5 115
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 0 1 102 0 0 1 162
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 2 2 22
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 0 1 16 330
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 0 14 108
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 1 1 2 66 2 2 6 189
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 1 1 3 163
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 3 3 11 111
The impact of religious practice on stock returns and volatility 0 0 0 0 2 2 2 40
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 1 2 12
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 1 2 17
Total Working Papers 1 2 9 1,089 26 65 250 6,568


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 1 2 7 49
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 1 28 0 0 5 112
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 0 2 6 57
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 5 11 42 144 27 67 227 625
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 1 1 19 65 12 15 79 436
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 1 3 56 3 8 22 226
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 11 68 1 4 33 253
Bitcoin price–volume: A multifractal cross-correlation approach 0 1 4 39 0 6 20 127
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 0 1 10 123 2 9 43 441
Can big data and predictive analytics improve social and environmental sustainability? 1 1 7 46 6 9 25 215
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 0 0 2 72
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 2 3 9 282 5 12 30 907
Co-explosivity in the cryptocurrency market 1 2 16 150 1 3 36 416
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 1 1 4 27 4 4 11 120
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 1 1 1 7 1 1 3 33
Comovements of gold futures markets and the spot market: A wavelet analysis 2 2 3 17 3 3 5 71
Cryptocurrencies and the downside risk in equity investments 0 2 13 49 3 7 37 175
Cryptocurrencies as hedges and safe-havens for US equity sectors 1 5 22 81 8 37 93 303
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 1 18 0 3 8 58
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 27 1 1 7 76
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 0 16 3 5 6 101
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 0 2 6 39
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 1 2 3 97
Do Bitcoin and other cryptocurrencies jump together? 1 1 2 46 1 4 16 166
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 1 1 7 147
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 5 17 222 1 23 78 712
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 8 82 4 13 42 303
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 3 7 15 86 20 29 58 340
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 17 0 2 4 91
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 0 4 1 1 4 23
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 1 13 154 1 5 35 490
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 4 8 18 49 8 27 63 185
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 1 1 69 3 7 15 350
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 5 17 152 6 27 103 844
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 1 2 8 48 7 15 40 242
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 0 1 14 0 0 4 167
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 1 5 32
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 3 13 1 4 11 73
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 1 3 1 1 5 17
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 1 11 2 5 8 75
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 1 2 20 0 3 8 91
Herding behaviour in cryptocurrencies 1 6 22 148 5 17 56 494
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 2 17 119 5 20 91 609
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 1 3 52
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 14 38 423 7 29 144 1,359
Information demand and stock market liquidity: International evidence 0 0 0 18 0 1 4 167
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 3 73 0 5 16 206
Informational efficiency of Bitcoin—An extension 1 2 6 107 3 8 25 373
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 2 25 0 2 5 70
Is Bitcoin a better safe-haven investment than gold and commodities? 3 7 23 166 6 20 88 582
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 0 0 2 102
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 1 3 36
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 0 1 2 146
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 0 3 4 82
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 3 25 0 1 11 182
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 1 1 3 35 2 4 17 174
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 1 1 2 71
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 0 1 20 2 2 8 113
Oil volatility and sovereign risk of BRICS 0 1 4 37 1 2 11 118
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 3 71 3 4 15 256
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 4 10 55 445 19 58 215 1,356
Quantile causality between banking stock and real estate securities returns in the US 0 0 1 5 0 1 2 27
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 1 5 46 4 7 16 195
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 5 12 34 150 9 33 90 462
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 2 4 131
Spillover across Eurozone credit market sectors and determinants 0 0 1 4 2 3 9 26
Spillovers between Bitcoin and other assets during bear and bull markets 1 4 11 38 1 9 42 172
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 2 5 0 1 5 57
Tail dependence in the return-volume of leading cryptocurrencies 0 1 2 10 1 5 6 33
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 1 9 0 1 6 38
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 0 23 0 0 2 89
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 2 13 246 4 10 35 876
The impact of religious practice on stock returns and volatility 0 0 2 23 0 0 4 99
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 1 1 3 15 3 4 10 63
The profitability of technical trading rules in the Bitcoin market 1 5 12 74 4 10 28 172
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 0 10 1 2 8 68
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 1 2 3 56
Trading volume and the predictability of return and volatility in the cryptocurrency market 1 2 9 91 7 17 53 298
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 1 1 9 0 2 3 61
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 1 2 3 14 5 9 16 84
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 2 2 17 1 3 6 60
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 1 2 19 2 9 14 104
Total Journal Articles 49 143 561 5,021 238 680 2,311 19,299


Statistics updated 2025-09-05