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 1 1 18 0 7 19 124
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 3 5 17 389
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 1 7 141
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 4 17 523
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 1 5 16 109
Comovements of gold futures markets and the spot market 0 0 0 0 2 3 17 46
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 1 7 20
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 1 8 54
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 7 20 500
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 2 10 19 114
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 2 5 20 261
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 4 13 51
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 1 6 11 95
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 0 117 0 5 20 322
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 10 2 6 97 157
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 2 54 2 3 19 137
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 4 10 43
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 1 4 9 49
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 4 8 35
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 0 1 11 41
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 42 0 5 15 114
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 1 4 12 28
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 5 18 64
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 0 7 25 335
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 58 1 5 33 178
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 2 12 101
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 3 16 183
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 29 1 1 16 108
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 1 2 5 30
Information demand and stock market liquidity: International evidence 0 0 0 0 0 4 13 44
Informational efficiency of Bitcoin—An extension 0 0 0 0 1 5 18 109
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 1 2 4 14
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 5 14 667
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 2 4 21 224
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 5 51
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 3 5 2 12 39 221
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 2 10 129
Real Options under Choquet-Brownian Ambiguitys 0 1 1 20 1 7 16 95
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 1 4 21 134
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 1 6 108 0 7 20 182
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 2 17 37
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 3 10 40 369
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 1 5 11 119
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 0 3 19 206
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 1 8 19 181
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 2 9 36 144
The impact of religious practice on stock returns and volatility 0 0 0 0 0 4 12 50
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 1 8 11 22
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 4 20
Total Working Papers 0 3 18 1,105 41 222 867 7,370


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 2 3 15 1 6 21 68
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 29 1 5 22 134
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 3 12 25 80
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 26 78 211 34 139 410 968
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 1 2 11 75 3 23 87 508
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 1 56 3 7 30 248
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 4 71 4 12 49 298
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 2 40 0 5 29 150
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 6 14 136 8 32 65 497
Can big data and predictive analytics improve social and environmental sustainability? 0 2 5 50 1 12 42 248
Can energy commodity futures add to the value of carbon assets? 0 2 2 8 1 6 18 90
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 4 11 290 5 14 49 944
Co-explosivity in the cryptocurrency market 3 10 20 168 5 20 52 465
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 4 30 6 12 39 155
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 1 2 8 0 5 14 46
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 4 19 0 3 21 89
Cryptocurrencies and the downside risk in equity investments 0 1 5 52 0 5 29 197
Cryptocurrencies as hedges and safe-havens for US equity sectors 1 1 16 92 1 18 105 371
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 1 1 19 0 6 20 75
Direct rebound effect of residential gas demand: Empirical evidence from France 0 1 2 29 0 2 11 86
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 1 2 18 0 5 18 114
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 0 7 21 58
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 0 6 10 105
Do Bitcoin and other cryptocurrencies jump together? 0 1 4 49 1 8 33 195
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 1 6 18 164
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 5 14 231 5 27 83 772
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 1 1 6 87 6 14 64 354
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 4 12 58
Dynamic connectedness and integration in cryptocurrency markets 0 0 15 94 5 17 101 412
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 2 5 16 105
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 1 5 0 3 8 30
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 2 11 164 1 4 47 532
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 5 12 40 81 31 163 328 486
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 3 71 1 9 36 379
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 0 16 163 4 16 109 926
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 1 3 12 58 7 29 88 315
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 0 0 14 0 4 11 178
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 4 19 50
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 1 14 3 6 19 88
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 1 2 7 23
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 11 1 6 24 94
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 1 13 0 2 13 53
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 1 1 3 22 3 8 18 106
Herding behaviour in cryptocurrencies 9 16 39 181 18 33 126 603
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 1 8 125 3 22 92 681
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 5 23 74
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 1 6 12 61
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 3 4 37 446 15 27 142 1,472
Information demand and stock market liquidity: International evidence 0 0 1 19 0 3 19 185
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 3 75 1 5 19 220
Informational efficiency of Bitcoin—An extension 0 0 9 114 1 7 38 403
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 1 26 0 1 9 77
Is Bitcoin a better safe-haven investment than gold and commodities? 2 8 37 196 12 43 142 704
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 7 17 119
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 7 17 52
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 0 19 1 5 11 156
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 2 3 12 91
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 0 25 0 3 12 193
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 1 9 27 197
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 2 11 68
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 1 5 18 88
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 1 1 5 25 2 4 27 138
Oil volatility and sovereign risk of BRICS 1 1 4 40 2 4 12 128
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 6 36 288
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 12 25 59 494 35 100 290 1,588
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 2 5 17 43
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 1 1 6 51 2 6 31 219
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 3 8 41 179 9 27 121 550
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 4 18 147
Spillover across Eurozone credit market sectors and determinants 0 0 1 5 2 5 16 39
Spillovers between Bitcoin and other assets during bear and bull markets 0 0 11 45 2 18 56 219
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 5 0 4 19 75
Tail dependence in the return-volume of leading cryptocurrencies 0 0 5 14 1 3 24 52
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 11 1 5 14 51
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 1 8 11 42
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 1 24 1 5 12 101
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 0 9 253 3 8 46 912
The impact of religious practice on stock returns and volatility 0 0 0 23 1 8 14 113
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 3 17 1 5 23 82
The profitability of technical trading rules in the Bitcoin market 1 2 10 79 11 22 81 243
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 2 12 1 3 21 87
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 1 12 66
Trading volume and the predictability of return and volatility in the cryptocurrency market 3 5 17 106 5 15 79 360
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 9 0 2 8 67
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 0 5 17 4 13 36 111
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 20 1 9 24 119
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 17 0 6 20 77
Total Journal Articles 61 161 638 5,516 293 1,188 4,056 22,675


Statistics updated 2026-06-04