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 4 10 107
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 0 4 372
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 0 4 134
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 2 6 508
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 0 3 93
Comovements of gold futures markets and the spot market 0 0 0 0 0 0 2 29
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 2 2 13
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 1 1 4 47
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 5 13 483
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 2 2 7 97
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 2 6 15 244
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 0 1 38
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 0 0 4 84
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 2 2 117 0 2 6 302
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 9 1 2 5 62
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 0 52 0 0 3 118
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 0 0 33
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 0 2 8 40
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 1 27
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 0 0 1 30
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 0 41 0 1 5 100
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 1 1 1 17
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 1 3 47
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 1 1 5 311
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 0 57 0 0 7 145
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 1 2 8 91
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 2 3 9 169
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 2 2 29 0 4 9 93
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 1 1 1 26
Information demand and stock market liquidity: International evidence 0 0 0 0 0 0 3 31
Informational efficiency of Bitcoin—An extension 0 0 0 0 1 2 3 93
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 2 654
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 0 1 203
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 2 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 1 3 1 4 17 186
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 0 1 119
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 0 1 4 80
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 1 2 5 115
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 0 1 102 0 0 2 162
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 1 1 21
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 1 3 18 330
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 0 14 108
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 0 1 65 0 1 5 187
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 0 1 2 162
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 0 1 10 108
The impact of religious practice on stock returns and volatility 0 0 0 0 0 0 0 38
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 1 1 2 12
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 17
Total Working Papers 0 5 8 1,088 21 61 241 6,542


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 12 0 1 6 48
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 3 28 0 1 14 112
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 2 2 6 57
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 6 41 139 20 63 214 598
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 1 20 64 2 13 75 424
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 2 3 56 2 6 19 223
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 1 4 11 68 1 7 33 252
Bitcoin price–volume: A multifractal cross-correlation approach 1 1 4 39 4 9 22 127
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 0 1 10 123 2 8 44 439
Can big data and predictive analytics improve social and environmental sustainability? 0 1 6 45 0 4 23 209
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 0 0 4 72
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 2 9 280 3 8 29 902
Co-explosivity in the cryptocurrency market 0 6 16 149 1 9 38 415
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 0 3 26 0 1 7 116
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 0 6 0 0 2 32
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 1 15 0 0 2 68
Cryptocurrencies and the downside risk in equity investments 1 2 13 49 2 9 35 172
Cryptocurrencies as hedges and safe-havens for US equity sectors 3 10 22 80 21 46 86 295
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 2 18 2 4 9 58
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 27 0 3 6 75
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 3 98
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 2 4 6 39
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 1 17 1 1 3 96
Do Bitcoin and other cryptocurrencies jump together? 0 1 1 45 2 4 15 165
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 0 2 6 146
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 2 6 17 222 11 34 79 711
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 1 4 9 82 5 18 42 299
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 0 1 46
Dynamic connectedness and integration in cryptocurrency markets 3 4 13 83 7 12 42 320
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 17 0 2 4 91
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 0 4 0 0 3 22
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 2 13 154 2 6 35 489
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 2 5 17 45 9 28 58 177
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 1 1 69 2 4 16 347
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 3 6 20 152 10 30 106 838
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 1 7 47 3 9 36 235
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 1 1 14 0 1 4 167
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 1 5 32
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 1 3 13 3 4 10 72
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 1 3 0 2 4 16
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 1 1 11 0 4 6 73
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 0 12 0 0 1 40
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 1 1 2 20 2 4 8 91
Herding behaviour in cryptocurrencies 1 8 22 147 5 17 60 489
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 3 18 119 6 19 93 604
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 1 3 52
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 0 0 49
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 4 11 35 418 11 36 143 1,352
Information demand and stock market liquidity: International evidence 0 0 0 18 1 1 4 167
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 3 73 2 7 17 206
Informational efficiency of Bitcoin—An extension 1 3 7 106 5 9 24 370
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 3 25 1 2 6 70
Is Bitcoin a better safe-haven investment than gold and commodities? 1 7 23 163 5 19 90 576
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 0 1 2 102
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 1 1 3 36
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 1 1 2 146
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 0 3 4 82
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 3 25 1 1 13 182
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 2 34 2 4 15 172
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 0 2 57
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 0 0 2 70
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 0 1 20 0 0 6 111
Oil volatility and sovereign risk of BRICS 0 1 4 37 0 3 10 117
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 3 71 1 2 13 253
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 1 12 52 441 11 60 209 1,337
Quantile causality between banking stock and real estate securities returns in the US 0 0 1 5 1 1 2 27
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 1 6 46 0 3 13 191
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 3 13 30 145 11 35 84 453
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 2 4 131
Spillover across Eurozone credit market sectors and determinants 0 0 1 4 0 1 7 24
Spillovers between Bitcoin and other assets during bear and bull markets 2 4 10 37 4 11 43 171
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 2 5 0 2 5 57
Tail dependence in the return-volume of leading cryptocurrencies 1 1 2 10 4 4 5 32
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 1 9 0 1 6 38
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 0 3 31
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 0 23 0 0 2 89
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 4 14 246 2 11 34 872
The impact of religious practice on stock returns and volatility 0 0 2 23 0 1 5 99
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 2 14 1 2 8 60
The profitability of technical trading rules in the Bitcoin market 3 6 12 73 3 12 28 168
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 0 10 1 1 7 67
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 1 1 2 55
Trading volume and the predictability of return and volatility in the cryptocurrency market 1 1 9 90 3 13 47 291
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 1 1 1 9 1 2 3 61
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 1 1 3 13 3 4 14 79
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 1 2 19 4 8 12 102
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 1 2 2 17 1 3 6 59
Total Journal Articles 44 151 551 4,972 216 671 2,228 19,061


Statistics updated 2025-08-05