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 1 18 0 1 14 126
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 1 17 390
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 1 10 144
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 0 3 19 527
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 3 20 113
Comovements of gold futures markets and the spot market 0 0 0 0 0 0 16 46
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 1 8 21
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 0 6 54
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 3 21 504
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 2 2 19 117
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 2 18 265
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 0 13 52
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 0 2 13 98
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 0 117 0 2 22 325
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 10 0 0 94 158
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 2 54 0 0 18 138
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 11 44
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 0 0 8 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 1 8 36
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 0 0 11 41
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 42 0 0 13 114
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 1 12 29
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 2 19 66
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 1 3 25 340
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 0 58 1 2 36 182
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 1 1 11 105
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 1 15 184
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 29 0 0 15 109
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 0 4 30
Information demand and stock market liquidity: International evidence 0 0 0 0 0 1 14 45
Informational efficiency of Bitcoin—An extension 0 0 0 0 1 3 17 112
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 0 4 14
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 3 16 671
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 1 21 225
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 52
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 2 5 3 4 39 227
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 1 11 130
Real Options under Choquet-Brownian Ambiguitys 0 0 1 20 0 0 15 95
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 2 3 25 140
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 1 6 109 0 3 22 185
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 2 18 40
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 0 1 38 370
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 6 17 125
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 68 0 1 20 209
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 1 1 19 182
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 0 3 35 147
The impact of religious practice on stock returns and volatility 0 0 0 0 0 3 13 53
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 0 10 22
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 2 3 7 24
Total Working Papers 0 2 16 1,107 19 73 883 7,475


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 3 15 2 5 24 73
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 3 24 138
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 0 0 23 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 1 9 75 223 4 25 381 1,029
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 2 2 12 77 3 8 86 523
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 0 56 1 2 24 250
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 4 72 2 5 48 307
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 1 40 0 2 25 153
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 0 2 17 141 2 5 63 508
Can big data and predictive analytics improve social and environmental sustainability? 0 0 4 51 0 2 33 253
Can energy commodity futures add to the value of carbon assets? 1 1 3 9 1 1 18 91
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 4 13 295 4 23 62 971
Co-explosivity in the cryptocurrency market 3 6 22 174 4 12 62 481
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 2 3 6 33 5 8 44 165
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 1 8 0 1 16 49
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 1 19 0 0 23 95
Cryptocurrencies and the downside risk in equity investments 0 2 4 54 0 3 23 201
Cryptocurrencies as hedges and safe-havens for US equity sectors 0 1 12 93 2 7 73 381
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 1 19 0 1 19 77
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 29 1 1 11 87
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 1 1 3 19 1 1 14 115
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 3 5 23 63
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 0 2 10 107
Do Bitcoin and other cryptocurrencies jump together? 0 0 5 51 0 0 30 198
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 2 2 19 166
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 3 14 236 3 8 74 788
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 1 1 5 88 1 2 51 360
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 1 13 59
Dynamic connectedness and integration in cryptocurrency markets 1 1 9 95 6 13 88 433
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 18 2 4 16 109
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 1 5 0 1 9 32
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 12 166 1 3 46 537
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 3 10 46 97 13 51 371 562
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 71 0 4 28 383
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 1 3 12 166 1 10 88 939
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 1 1 10 59 2 6 78 325
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 1 2 13 181
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 0 17 50
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 1 14 0 1 17 90
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 0 0 6 23
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 11 0 2 21 96
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 1 13 0 2 14 55
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 1 3 23 1 2 18 109
Herding behaviour in cryptocurrencies 1 4 36 187 5 14 119 625
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 0 5 126 2 14 83 700
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 2 24 76
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 1 12 62
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 4 6 29 456 9 19 129 1,498
Information demand and stock market liquidity: International evidence 0 1 2 20 1 3 21 188
Information interdependence among energy, cryptocurrency and major commodity markets 1 1 2 76 1 2 15 222
Informational efficiency of Bitcoin—An extension 0 1 5 115 1 4 34 410
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 1 26 0 1 8 78
Is Bitcoin a better safe-haven investment than gold and commodities? 1 5 36 203 6 19 139 730
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 2 5 23 125
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 0 17 53
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 0 19 1 3 13 159
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 1 1 10 92
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 0 25 1 2 13 195
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 0 35 0 0 23 198
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 3 5 16 73
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 1 3 21 92
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 1 5 26 0 3 28 142
Oil volatility and sovereign risk of BRICS 0 2 4 42 0 3 14 133
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 71 0 3 35 291
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 5 10 66 514 16 49 285 1,666
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 0 0 16 43
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 0 4 52 0 2 25 223
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 3 6 38 189 7 17 111 577
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 0 15 147
Spillover across Eurozone credit market sectors and determinants 0 0 2 6 0 1 14 41
Spillovers between Bitcoin and other assets during bear and bull markets 0 1 9 47 4 14 62 235
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 5 0 0 16 75
Tail dependence in the return-volume of leading cryptocurrencies 0 0 3 14 0 0 18 53
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 11 1 3 16 54
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 0 12 43
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 1 24 1 2 13 103
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 0 4 254 1 4 36 920
The impact of religious practice on stock returns and volatility 0 0 0 23 0 0 14 113
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 2 17 1 3 21 85
The profitability of technical trading rules in the Bitcoin market 0 4 10 85 17 28 103 277
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 1 12 1 1 18 88
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 1 11 67
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 0 13 107 2 5 63 368
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 10 0 1 8 69
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 1 4 18 0 2 30 114
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 20 2 3 19 123
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 0 17 0 2 19 79
Total Journal Articles 33 94 591 5,662 156 481 3,888 23,397


Statistics updated 2026-10-11