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 7 16 119
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 5 12 384
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 2 6 140
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 6 14 520
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 2 6 13 106
Comovements of gold futures markets and the spot market 0 0 0 0 0 6 14 43
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 4 8 19
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 4 7 53
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 0 6 15 493
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 1 6 10 105
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 6 20 257
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 1 4 10 48
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 1 4 6 90
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 2 117 2 10 19 319
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 10 1 80 92 152
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 2 54 0 4 18 134
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 3 8 9 42
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 0 1 7 45
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 3 4 31
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 1 3 11 41
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 42 1 4 11 110
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 3 10 11 27
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 8 13 59
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 3 9 21 331
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 58 1 14 30 174
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 3 10 99
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 1 9 15 181
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 2 29 0 6 18 107
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 1 3 28
Information demand and stock market liquidity: International evidence 0 0 0 0 1 5 11 41
Informational efficiency of Bitcoin—An extension 0 0 0 0 1 3 15 105
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 2 2 12
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 2 5 11 664
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 8 17 220
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 2 5 51
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 3 5 5 20 32 214
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 4 8 127
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 2 6 11 90
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 14 17 130
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 1 3 6 108 2 11 15 177
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 7 15 35
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 2 13 35 361
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 5 7 114
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 67 1 5 18 204
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 2 5 14 175
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 2 20 32 137
The impact of religious practice on stock returns and volatility 0 0 0 0 0 2 8 46
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 1 3 14
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 3 19
Total Working Papers 1 4 20 1,103 45 378 722 7,193


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 2 14 2 8 17 64
Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization 0 1 1 29 0 10 18 129
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 0 7 13 68
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 11 33 65 196 49 132 358 878
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 4 10 73 10 38 87 495
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 3 9 27 244
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 9 70 2 17 48 288
Bitcoin price–volume: A multifractal cross-correlation approach 0 1 3 40 1 13 29 146
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 2 5 12 132 5 14 46 470
Can big data and predictive analytics improve social and environmental sustainability? 1 1 5 49 4 11 35 240
Can energy commodity futures add to the value of carbon assets? 1 1 1 7 4 11 16 88
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 4 9 287 3 16 41 933
Co-explosivity in the cryptocurrency market 3 7 18 161 6 21 46 451
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 3 29 1 6 30 144
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 1 1 2 8 2 7 11 43
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 4 19 2 9 20 88
Cryptocurrencies and the downside risk in equity investments 1 1 11 52 2 6 42 194
Cryptocurrencies as hedges and safe-havens for US equity sectors 0 4 24 91 5 23 120 358
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 0 10 17 69
Direct rebound effect of residential gas demand: Empirical evidence from France 1 1 2 29 1 4 13 85
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 1 2 2 18 2 7 15 111
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 3 8 19 54
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 3 4 7 102
Do Bitcoin and other cryptocurrencies jump together? 0 1 4 48 2 14 30 189
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 1 7 15 159
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 4 4 16 230 12 29 86 757
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 2 8 86 0 17 62 340
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 2 7 10 56
Dynamic connectedness and integration in cryptocurrency markets 0 1 16 94 5 21 97 400
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 1 5 12 101
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 1 5 0 2 5 27
Economic policy uncertainty and stock markets: Long-run evidence from the US 1 6 11 163 2 20 50 530
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 4 14 36 73 79 150 258 402
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 3 71 3 11 31 373
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 1 17 163 5 27 113 915
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 0 9 55 13 33 73 299
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 1 6 10 175
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 9 15 46
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 2 14 1 5 16 83
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 1 4 8 22
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 1 11 2 10 21 90
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 1 1 13 1 10 12 52
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 1 2 21 2 8 13 100
Herding behaviour in cryptocurrencies 5 13 31 170 10 42 110 580
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 2 9 124 7 27 90 666
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 11 18 69
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 1 5 7 56
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 0 4 40 442 1 28 149 1,446
Information demand and stock market liquidity: International evidence 0 0 1 19 1 10 17 183
Information interdependence among energy, cryptocurrency and major commodity markets 1 1 3 75 3 5 20 218
Informational efficiency of Bitcoin—An extension 0 3 12 114 2 17 40 398
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 1 26 0 4 8 76
Is Bitcoin a better safe-haven investment than gold and commodities? 1 12 36 189 12 43 131 673
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 2 9 13 114
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 3 10 14 48
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 1 4 8 152
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 1 4 10 89
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 2 25 0 4 12 190
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 2 7 23 190
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 5 9 66
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 1 9 14 84
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 0 4 24 2 10 25 136
Oil volatility and sovereign risk of BRICS 0 0 3 39 0 3 11 124
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 71 1 19 33 283
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 10 17 53 479 25 63 261 1,513
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 0 4 12 38
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 0 8 50 2 9 30 215
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 5 16 49 176 9 31 121 532
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 2 10 16 145
Spillover across Eurozone credit market sectors and determinants 0 1 2 5 1 4 13 35
Spillovers between Bitcoin and other assets during bear and bull markets 0 0 12 45 6 18 55 207
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 5 1 8 17 72
Tail dependence in the return-volume of leading cryptocurrencies 0 1 5 14 1 7 22 50
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 11 0 3 11 46
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 1 2 4 35
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 1 24 2 4 9 98
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 1 11 253 2 9 45 906
The impact of religious practice on stock returns and volatility 0 0 0 23 4 7 11 109
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 3 17 1 7 20 78
The profitability of technical trading rules in the Bitcoin market 1 1 11 78 5 40 70 226
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 1 11 0 8 18 84
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 1 7 12 66
Trading volume and the predictability of return and volatility in the cryptocurrency market 1 7 15 102 5 21 82 350
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 9 0 0 6 65
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 2 5 17 0 10 25 98
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 17 1 9 16 72
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 1 2 20 3 7 20 113
Total Journal Articles 57 182 641 5,412 365 1,350 3,670 21,852


Statistics updated 2026-04-09