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 0 10 112
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 5 6 9 379
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 4 4 138
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 5 6 9 514
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 2 7 9 100
Comovements of gold futures markets and the spot market 0 0 0 0 4 7 8 37
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 1 2 4 15
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 1 1 5 49
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 4 10 487
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 1 1 5 99
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 2 4 15 251
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 2 5 6 44
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 4 6 9 309
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 1 2 10 0 8 14 72
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 2 2 54 4 10 15 130
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 1 1 34
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 2 3 8 44
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 3 8 8 38
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 1 1 42 2 5 9 106
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 1 4 6 51
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 3 7 12 322
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 58 7 14 17 160
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 1 2 9 96
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 2 3 8 172
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 2 29 4 7 16 101
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 1 2 27
Information demand and stock market liquidity: International evidence 0 0 0 0 4 5 6 36
Informational efficiency of Bitcoin—An extension 0 0 0 0 4 7 12 102
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 4 4 6 659
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 5 8 10 212
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 0 3 3 3 49
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 1 1 2 4 3 6 17 194
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 2 4 4 123
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 1 4 6 84
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 1 1 5 116
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 1 2 4 105 2 3 5 166
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 3 6 8 28
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 3 16 30 348
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 1 4 109
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 67 4 10 15 199
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 4 7 9 170
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 2 5 17 117
The impact of religious practice on stock returns and volatility 0 0 0 0 2 4 6 44
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 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 0 1 2 18
Total Working Papers 3 8 18 1,099 104 223 401 6,815


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 1 1 13 3 7 11 56
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 0 5 9 119
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 2 4 7 61
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 8 15 38 163 47 98 257 746
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 3 4 12 69 10 20 61 457
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 3 9 24 235
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 11 69 5 12 45 271
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 4 39 0 5 22 133
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 3 11 127 4 11 44 456
Can big data and predictive analytics improve social and environmental sustainability? 0 1 5 48 2 9 29 229
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 1 4 5 77
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 1 8 283 4 8 31 917
Co-explosivity in the cryptocurrency market 1 2 13 154 6 11 33 430
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 1 1 4 28 12 17 26 138
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 1 7 0 3 5 36
Comovements of gold futures markets and the spot market: A wavelet analysis 0 1 4 19 3 7 11 79
Cryptocurrencies and the downside risk in equity investments 0 1 14 51 5 10 47 188
Cryptocurrencies as hedges and safe-havens for US equity sectors 1 6 24 87 8 27 116 335
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 1 8 59
Direct rebound effect of residential gas demand: Empirical evidence from France 0 1 2 28 2 5 10 81
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 1 3 8 104
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 3 6 11 46
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? 0 1 3 47 2 7 22 175
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 2 5 10 152
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 2 4 16 226 5 14 73 728
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 8 84 3 14 51 323
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 1 3 3 49
Dynamic connectedness and integration in cryptocurrency markets 1 7 17 93 12 34 84 379
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 2 3 9 96
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 0 3 8 157 6 19 39 510
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 3 8 25 59 26 61 119 252
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 1 3 71 0 7 22 362
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 8 21 162 6 37 117 888
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 1 6 10 55 3 19 51 266
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 1 5 169
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 3 4 7 37
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 1 3 14 1 5 14 78
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 1 1 5 18
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 1 11 3 5 11 80
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 0 12 0 1 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 3 6 20 157 14 32 77 538
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 1 14 122 10 22 97 639
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 2 6 9 58
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 1 2 51
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 4 11 42 438 15 49 155 1,418
Information demand and stock market liquidity: International evidence 0 1 1 19 1 6 9 173
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 4 74 3 6 18 213
Informational efficiency of Bitcoin—An extension 0 1 10 111 3 5 27 381
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 1 2 26 0 2 6 72
Is Bitcoin a better safe-haven investment than gold and commodities? 4 10 31 177 15 39 112 630
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 3 5 105
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 1 2 5 38
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 1 2 4 148
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 2 3 6 85
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 3 25 1 4 12 186
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 3 35 3 8 21 183
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 2 4 4 61
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 1 4 6 75
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 1 3 5 24 5 12 17 126
Oil volatility and sovereign risk of BRICS 1 1 4 39 1 2 9 121
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 1 71 2 8 19 264
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 14 54 462 23 69 257 1,450
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 2 7 8 34
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 2 9 50 1 8 23 206
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 2 9 39 160 13 35 112 501
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 2 3 7 135
Spillover across Eurozone credit market sectors and determinants 0 0 1 4 3 4 13 31
Spillovers between Bitcoin and other assets during bear and bull markets 4 7 13 45 5 16 44 189
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 2 5 1 5 12 64
Tail dependence in the return-volume of leading cryptocurrencies 1 2 5 13 4 8 16 43
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 1 2 2 11 2 5 8 43
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 1 2 4 33
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 1 1 1 24 1 4 6 94
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 2 16 252 4 13 47 897
The impact of religious practice on stock returns and volatility 0 0 1 23 1 3 6 102
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 1 2 5 17 4 7 18 71
The profitability of technical trading rules in the Bitcoin market 0 2 12 77 6 12 34 186
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 1 11 3 6 13 76
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 2 3 5 59
Trading volume and the predictability of return and volatility in the cryptocurrency market 1 1 12 95 18 24 72 329
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 9 0 4 6 65
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 1 3 15 2 4 16 88
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 17 1 3 7 63
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 19 1 2 13 106
Total Journal Articles 50 159 594 5,230 381 993 2,846 20,502


Statistics updated 2026-01-09