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 5 15 117
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 10 13 384
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 1 2 6 140
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 10 13 519
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 2 6 13 104
Comovements of gold futures markets and the spot market 0 0 0 0 1 10 14 43
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 5 8 19
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 1 5 8 53
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 2 7 15 493
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 2 6 10 104
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 0 7 19 256
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 5 9 47
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 1 3 5 89
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 2 117 3 12 17 317
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 10 3 79 91 151
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 2 54 1 8 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 2 5 6 39
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 0 3 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 1 3 4 31
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 1 5 10 40
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 42 0 5 11 109
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 4 7 8 24
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 5 9 14 59
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 1 9 18 328
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 58 2 20 29 173
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 1 4 10 99
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 2 10 14 180
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 2 29 3 10 19 107
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 8 10 40
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 6 14 104
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 2 2 2 12
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 7 9 662
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 4 13 18 220
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 0 1 5 5 51
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 1 2 3 5 9 18 30 209
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 2 6 8 127
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 1 5 10 88
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 2 15 18 130
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 2 3 6 107 5 11 14 175
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 4 10 15 35
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 2 14 35 359
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 2 5 8 114
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 1 2 67 1 8 17 203
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 0 7 12 173
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 15 20 32 135
The impact of religious practice on stock returns and volatility 0 0 0 0 0 4 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 3 6 20 1,102 95 437 698 7,148


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 13 0 9 16 62
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 3 10 19 129
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 1 9 14 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 13 30 55 185 34 130 320 829
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 7 11 73 17 38 80 485
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 4 9 25 241
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 1 1 9 70 9 20 51 286
Bitcoin price–volume: A multifractal cross-correlation approach 0 1 4 40 2 12 31 145
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 4 11 130 4 13 45 465
Can big data and predictive analytics improve social and environmental sustainability? 0 0 5 48 2 9 33 236
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 2 8 12 84
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 2 4 10 286 6 17 41 930
Co-explosivity in the cryptocurrency market 1 5 15 158 5 21 42 445
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 2 4 29 3 17 30 143
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 1 7 0 5 9 41
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 4 19 3 10 18 86
Cryptocurrencies and the downside risk in equity investments 0 0 12 51 3 9 47 192
Cryptocurrencies as hedges and safe-havens for US equity sectors 2 5 26 91 8 26 124 353
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 3 10 18 69
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 1 28 0 5 12 84
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 1 1 1 17 1 6 13 109
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 2 8 16 51
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 0 1 5 99
Do Bitcoin and other cryptocurrencies jump together? 0 1 4 48 3 14 32 187
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 3 8 16 158
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 2 13 226 8 22 79 745
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 2 9 86 7 20 63 340
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 1 6 8 54
Dynamic connectedness and integration in cryptocurrency markets 1 2 17 94 9 28 98 395
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 0 6 12 100
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 4 5 11 162 10 24 50 528
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 7 13 32 69 46 97 181 323
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 3 71 1 8 29 370
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 1 20 163 8 28 120 910
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 1 10 55 12 23 63 286
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 9 174
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 5 12 15 46
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 2 14 2 5 15 82
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 2 4 7 21
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 1 11 2 11 19 88
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 1 1 13 2 9 11 51
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 1 2 21 2 6 11 98
Herding behaviour in cryptocurrencies 4 11 27 165 17 46 105 570
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 2 2 10 124 9 30 95 659
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 7 13 19 69
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 4 6 55
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 2 8 41 442 9 42 159 1,445
Information demand and stock market liquidity: International evidence 0 0 1 19 3 10 16 182
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 2 74 0 5 17 215
Informational efficiency of Bitcoin—An extension 2 3 13 114 4 18 39 396
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 1 26 1 4 8 76
Is Bitcoin a better safe-haven investment than gold and commodities? 7 15 37 188 13 46 127 661
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 3 8 12 112
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 2 8 12 45
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 1 4 7 151
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 2 5 9 88
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 2 25 1 5 14 190
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 1 8 22 188
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 3 7 9 66
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 3 9 13 83
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 1 4 24 0 13 23 134
Oil volatility and sovereign risk of BRICS 0 1 4 39 0 4 12 124
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 71 17 20 36 282
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 10 48 469 23 61 260 1,488
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 0 6 12 38
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 0 8 50 4 8 28 213
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 6 13 46 171 13 35 122 523
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 2 10 14 143
Spillover across Eurozone credit market sectors and determinants 0 1 2 5 1 6 13 34
Spillovers between Bitcoin and other assets during bear and bull markets 0 4 12 45 6 17 53 201
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 1 5 2 8 18 71
Tail dependence in the return-volume of leading cryptocurrencies 1 2 5 14 3 10 21 49
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 1 2 11 1 5 11 46
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 1 2 3 34
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 1 1 24 0 3 8 96
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 1 14 253 1 11 47 904
The impact of religious practice on stock returns and volatility 0 0 0 23 0 4 7 105
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 1 3 17 1 10 19 77
The profitability of technical trading rules in the Bitcoin market 0 0 11 77 12 41 67 221
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 1 11 4 11 18 84
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 3 8 11 65
Trading volume and the predictability of return and volatility in the cryptocurrency market 4 7 17 101 8 34 84 345
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 1 2 5 17 6 12 25 98
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 1 1 2 20 3 5 17 110
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 17 2 9 15 71
Total Journal Articles 67 175 626 5,355 428 1,366 3,503 21,487


Statistics updated 2026-03-04