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 1 1 6 15 8 11 28 77
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 4 20 346
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 1 2 9 125
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 3 3 23 487
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 1 2 9 81
Comovements of gold futures markets and the spot market 0 0 0 0 1 1 1 25
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 1 2 10
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 0 4 42
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 2 13 452
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 4 14 79
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 3 5 23 211
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 2 2 3 34
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 1 2 10 78
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 1 1 1 114 1 1 5 280
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 1 1 2 8 2 4 8 52
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 1 2 4 50 1 2 7 105
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 1 2 33
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 1 3 8 24
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 1 6 24
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 0 0 0 27
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 39 0 0 4 85
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 0 0 15
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 3 9 35
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 1 1 11 300
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 2 53 3 4 14 127
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 3 9 63
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 2 2 8 147
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 26 0 0 3 81
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 2 2 3 25
Information demand and stock market liquidity: International evidence 0 0 0 0 0 0 1 25
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 2 9 88
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 0 0 0 3 8
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 1 12 640
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 2 10 194
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 1 6 32
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 1 1 0 6 24 139
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 1 1 116
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 0 0 1 73
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 2 4 14 90
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 1 2 8 97 2 7 17 148
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 1 2 19
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 1 4 27 265
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 2 3 21 87
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 1 1 3 60 1 1 10 166
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 4 50 0 1 7 150
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 2 3 18 90
The impact of religious practice on stock returns and volatility 0 0 0 0 0 0 2 34
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 1 2 9
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 13
Total Working Papers 6 9 32 1,055 48 105 445 5,856


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 1 9 1 2 9 36
Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization 0 2 5 21 1 6 25 84
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 13 0 0 5 42
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 1 4 17 48 10 24 66 191
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 0 5 30 0 3 23 267
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 2 6 30 1 4 26 119
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 3 15 41 4 14 41 164
Bitcoin price–volume: A multifractal cross-correlation approach 0 1 5 28 0 3 22 83
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 3 4 34 71 7 18 98 269
Can big data and predictive analytics improve social and environmental sustainability? 2 3 17 29 4 8 49 123
Can energy commodity futures add to the value of carbon assets? 0 0 0 4 1 1 5 59
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 3 36 229 6 21 140 720
Co-explosivity in the cryptocurrency market 1 8 43 96 5 24 106 258
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 5 20 1 4 15 93
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 2 4 0 1 6 25
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 2 7 0 0 5 55
Cryptocurrencies and the downside risk in equity investments 0 1 13 22 2 9 43 86
Cryptocurrencies as hedges and safe-havens for US equity sectors 2 3 24 46 7 10 56 149
Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods 1 2 3 12 1 2 7 32
Direct rebound effect of residential gas demand: Empirical evidence from France 0 1 7 22 0 1 12 57
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 1 2 13 0 2 16 90
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 1 1 2 6 1 1 8 30
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 1 1 16 1 2 4 86
Do Bitcoin and other cryptocurrencies jump together? 0 3 12 39 1 8 33 127
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 1 7 17 0 2 15 121
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 4 26 179 4 15 84 527
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 2 3 17 59 5 9 52 209
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 0 0 44
Dynamic connectedness and integration in cryptocurrency markets 2 6 20 60 6 16 66 228
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 3 3 4 16 4 4 7 84
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 0 1 2 4 5 15
Economic policy uncertainty and stock markets: Long-run evidence from the US 6 13 26 108 13 25 65 354
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 0 0 8 11 0 7 18 32
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 5 58 0 0 24 278
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 2 6 15 100 10 24 86 525
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 1 2 10 21 4 11 43 125
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 1 1 2 12 1 4 13 154
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 1 2 6 0 1 4 15
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 1 6 0 1 6 45
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 2 0 0 2 11
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 1 4 10 0 12 19 59
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 1 12 0 0 3 37
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 1 2 12 1 3 12 70
Herding behaviour in cryptocurrencies 1 4 28 83 5 14 83 289
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 4 17 76 9 19 66 389
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 1 1 0 0 3 43
Index futures volatility and trading activity: Measuring causality at a multiple horizon 1 1 3 7 1 2 7 47
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 2 16 56 276 14 56 204 870
Information demand and stock market liquidity: International evidence 0 0 1 14 0 0 13 148
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 13 59 2 5 32 148
Informational efficiency of Bitcoin—An extension 0 4 20 86 2 9 60 307
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 1 1 5 15 1 2 8 43
Is Bitcoin a better safe-haven investment than gold and commodities? 4 11 39 116 10 32 124 384
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 6 26 0 1 13 85
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 1 3 0 0 9 17
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 0 17 3 5 19 122
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 2 33 0 0 4 74
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 3 20 2 4 33 134
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 2 7 21 5 9 31 117
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 1 6 0 2 6 46
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 2 6 0 1 5 59
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 1 2 3 19 2 4 13 96
Oil volatility and sovereign risk of BRICS 0 0 3 30 0 0 5 92
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 1 1 7 63 1 2 14 204
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 4 10 61 320 11 30 182 896
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 2 0 1 6 16
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 0 6 34 0 0 24 155
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 1 5 32 87 9 16 72 283
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 2 31 1 3 5 122
Spillover across Eurozone credit market sectors and determinants 0 0 0 2 0 0 3 10
Spillovers between Bitcoin and other assets during bear and bull markets 0 0 4 18 0 0 16 95
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 3 0 1 5 48
Tail dependence in the return-volume of leading cryptocurrencies 0 1 4 5 0 3 7 17
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 1 6 1 1 8 24
Testing the oil price efficiency using various measures of long-range dependence 0 0 3 7 0 0 4 26
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 1 2 4 18 1 2 6 74
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 4 7 39 201 9 20 102 742
The impact of religious practice on stock returns and volatility 0 0 0 17 0 0 6 79
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 1 3 10 1 4 16 43
The profitability of technical trading rules in the Bitcoin market 0 4 17 40 4 12 43 102
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 3 6 1 4 21 50
Time-varying efficiency in food and energy markets: Evidence and implications 1 1 2 11 1 1 3 52
Trading volume and the predictability of return and volatility in the cryptocurrency market 1 3 20 51 2 11 58 164
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 6 0 0 6 53
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 0 1 5 1 3 12 40
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 5 11 2 3 19 75
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 14 1 3 9 44
Total Journal Articles 54 168 833 3,433 206 591 2,729 13,102


Statistics updated 2022-12-04