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 10 112
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 2 4 374
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 4 4 4 138
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 0 1 5 509
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 5 5 7 98
Comovements of gold futures markets and the spot market 0 0 0 0 1 4 4 33
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 1 3 14
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 1 5 48
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 3 11 486
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 1 6 98
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 5 13 249
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 2 4 4 42
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 0 1 3 86
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 2 117 2 2 5 305
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 1 1 2 10 8 9 14 72
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 2 2 2 54 3 8 11 126
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 1 1 1 34
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 1 2 7 42
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 2 28
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 4 5 5 35
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 1 1 1 42 2 3 7 104
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 0 1 17
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 3 3 5 50
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 2 6 9 319
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 1 1 58 6 8 11 153
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 1 4 11 95
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 1 7 170
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 2 29 1 3 12 97
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 1 1 2 27
Information demand and stock market liquidity: International evidence 0 0 0 0 1 1 2 32
Informational efficiency of Bitcoin—An extension 0 0 0 0 1 3 8 98
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 2 655
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 2 3 5 207
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 0 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 1 3 2 3 14 191
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 1 2 2 121
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 2 3 5 83
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 0 4 115
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 2 3 104 0 2 3 164
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 2 3 5 25
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 8 15 29 345
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 1 1 5 109
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 66 3 6 12 195
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 3 3 5 166
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 2 4 15 115
The impact of religious practice on stock returns and volatility 0 0 0 0 1 2 4 42
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 1 1 2 13
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 1 1 2 18
Total Working Papers 4 7 16 1,096 80 143 313 6,711


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 1 1 1 13 4 4 8 53
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 0 28 3 7 9 119
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 1 2 7 59
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 3 11 36 155 26 74 231 699
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 1 1 9 66 6 11 59 447
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 3 6 23 232
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 1 1 11 69 5 13 41 266
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 4 39 2 6 23 133
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 3 11 126 5 11 44 452
Can big data and predictive analytics improve social and environmental sustainability? 0 2 6 48 2 12 30 227
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 0 4 4 76
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 7 282 1 6 28 913
Co-explosivity in the cryptocurrency market 1 3 13 153 3 8 30 424
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 0 3 27 1 6 15 126
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 1 7 1 3 5 36
Comovements of gold futures markets and the spot market: A wavelet analysis 0 2 4 19 3 5 8 76
Cryptocurrencies and the downside risk in equity investments 1 2 14 51 4 8 42 183
Cryptocurrencies as hedges and safe-havens for US equity sectors 1 5 23 86 8 24 108 327
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 0 18 1 1 8 59
Direct rebound effect of residential gas demand: Empirical evidence from France 0 1 2 28 2 3 8 79
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 2 2 7 103
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 2 4 10 43
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 0 1 4 98
Do Bitcoin and other cryptocurrencies jump together? 1 1 3 47 4 7 20 173
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 3 3 8 150
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 2 16 224 4 11 74 723
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 1 2 8 84 7 17 49 320
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 2 2 48
Dynamic connectedness and integration in cryptocurrency markets 5 6 16 92 14 27 72 367
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 1 1 18 0 3 7 94
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 1 1 5 0 2 4 25
Economic policy uncertainty and stock markets: Long-run evidence from the US 2 3 10 157 5 14 38 504
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 5 7 23 56 21 41 97 226
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 1 2 3 71 5 12 24 362
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 4 10 22 162 14 38 117 882
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 1 6 10 54 7 21 50 263
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 1 4 168
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 1 2 5 34
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 1 1 3 14 4 4 14 77
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 0 0 4 17
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 1 11 0 2 8 77
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 0 12 1 2 2 42
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 1 20 0 1 7 92
Herding behaviour in cryptocurrencies 2 6 20 154 10 30 71 524
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 3 16 122 7 20 93 629
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 3 4 7 56
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 1 2 2 51
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 1 11 42 434 16 44 149 1,403
Information demand and stock market liquidity: International evidence 1 1 1 19 5 5 8 172
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 4 74 3 4 18 210
Informational efficiency of Bitcoin—An extension 1 4 10 111 1 5 25 378
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 1 1 2 26 2 2 6 72
Is Bitcoin a better safe-haven investment than gold and commodities? 3 7 27 173 17 33 103 615
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 2 4 104
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 1 1 4 37
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 0 1 3 147
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 1 1 4 83
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 3 25 2 3 11 185
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 3 35 5 6 20 180
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 1 2 3 59
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 0 3 5 74
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 2 3 4 23 4 8 12 121
Oil volatility and sovereign risk of BRICS 0 1 3 38 0 2 8 120
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 1 71 0 6 18 262
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 5 14 59 459 15 71 248 1,427
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 3 5 6 32
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 1 4 9 50 6 10 23 205
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 6 8 38 158 16 26 102 488
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 1 2 5 133
Spillover across Eurozone credit market sectors and determinants 0 0 1 4 0 2 10 28
Spillovers between Bitcoin and other assets during bear and bull markets 1 3 10 41 7 12 41 184
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 2 5 1 6 11 63
Tail dependence in the return-volume of leading cryptocurrencies 1 2 4 12 2 6 12 39
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 1 1 1 10 2 3 7 41
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 1 1 4 32
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 0 23 0 4 5 93
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 6 19 252 5 17 50 893
The impact of religious practice on stock returns and volatility 0 0 1 23 1 2 5 101
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 1 1 4 16 3 4 14 67
The profitability of technical trading rules in the Bitcoin market 2 3 12 77 3 8 30 180
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 1 11 3 5 11 73
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 1 3 57
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 3 11 94 3 13 55 311
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 9 1 4 6 65
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 1 4 15 0 2 15 86
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 17 2 2 6 62
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 19 1 1 13 105
Total Journal Articles 63 159 583 5,180 331 822 2,614 20,121


Statistics updated 2025-12-06