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 1 6 18 125
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 5 17 389
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 2 3 9 143
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 4 17 524
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 1 4 17 110
Comovements of gold futures markets and the spot market 0 0 0 0 0 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 8 19 501
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 1 10 20 115
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 2 6 21 263
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 1 4 14 52
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 1 6 12 96
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 0 117 1 4 21 323
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 10 1 6 97 158
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 2 54 1 4 20 138
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 10 43
Examining the impact of Cloud ERP on sustainable performance: A dynamic capability view 0 0 0 0 0 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 0 11 41
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 42 0 4 14 114
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 1 12 28
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 5 18 64
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 2 6 27 337
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 58 2 6 35 180
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 3 5 14 104
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 2 16 183
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 29 1 2 16 109
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 2 5 30
Information demand and stock market liquidity: International evidence 0 0 0 0 0 3 13 44
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 4 17 109
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 2 4 14
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 4 14 668
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 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 2 5 2 9 38 223
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 2 10 129
Real Options under Choquet-Brownian Ambiguitys 0 1 1 20 0 5 15 95
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 3 7 23 137
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 0 6 108 0 5 20 182
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 3 18 38
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 0 8 40 369
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 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 2 4 21 208
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 0 6 19 181
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 0 7 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 0 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 1 2 4 21
Total Working Papers 0 2 17 1,105 32 209 881 7,402


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 1 3 15 0 4 20 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 6 23 135
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 0 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 3 18 78 214 36 126 426 1,004
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 2 11 75 7 20 93 515
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 0 56 0 4 27 248
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 1 2 5 72 4 14 51 302
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 2 40 1 5 28 151
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 3 7 16 139 6 33 66 503
Can big data and predictive analytics improve social and environmental sustainability? 1 2 6 51 3 11 42 251
Can energy commodity futures add to the value of carbon assets? 0 1 2 8 0 2 18 90
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 4 11 291 4 15 49 948
Co-explosivity in the cryptocurrency market 0 7 19 168 4 18 55 469
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 4 30 2 13 41 157
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 2 8 2 5 16 48
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 4 19 6 7 27 95
Cryptocurrencies and the downside risk in equity investments 0 0 4 52 1 4 28 198
Cryptocurrencies as hedges and safe-havens for US equity sectors 0 1 15 92 3 16 100 374
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 1 7 20 76
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 29 0 1 11 86
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 2 18 0 3 18 114
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 0 4 21 58
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 0 3 10 105
Do Bitcoin and other cryptocurrencies jump together? 2 3 6 51 3 9 35 198
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 0 5 18 164
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 2 3 13 233 8 23 80 780
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 6 87 4 18 64 358
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 2 12 58
Dynamic connectedness and integration in cryptocurrency markets 0 0 14 94 8 20 107 420
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 0 4 14 105
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 1 5 1 4 9 31
Economic policy uncertainty and stock markets: Long-run evidence from the US 2 3 12 166 2 4 47 534
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 6 14 44 87 25 109 343 511
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 2 71 0 6 34 379
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 0 0 14 163 3 14 101 929
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 3 11 58 4 20 87 319
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 4 12 179
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 4 18 50
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 1 14 1 6 20 89
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 3 0 1 7 23
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 11 0 4 21 94
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 1 13 0 1 13 53
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 1 3 22 1 7 18 107
Herding behaviour in cryptocurrencies 2 13 37 183 8 31 127 611
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 1 2 8 126 5 20 88 686
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 5 22 74
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 5 12 61
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 4 8 36 450 7 33 138 1,479
Information demand and stock market liquidity: International evidence 0 0 1 19 0 2 19 185
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 2 75 0 2 16 220
Informational efficiency of Bitcoin—An extension 0 0 9 114 3 8 41 406
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 77
Is Bitcoin a better safe-haven investment than gold and commodities? 2 9 36 198 7 38 140 711
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 6 18 120
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 1 5 18 53
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 0 19 0 4 11 156
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 0 2 9 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 8 28 198
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 19 89
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 1 5 25 1 3 28 139
Oil volatility and sovereign risk of BRICS 0 1 3 40 2 6 13 130
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 5 36 288
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 10 25 64 504 29 104 291 1,617
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 0 5 17 43
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 1 2 6 52 2 6 30 221
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 4 7 41 183 10 28 118 560
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 2 16 147
Spillover across Eurozone credit market sectors and determinants 1 1 2 6 1 5 16 40
Spillovers between Bitcoin and other assets during bear and bull markets 1 1 11 46 2 14 54 221
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 5 0 3 18 75
Tail dependence in the return-volume of leading cryptocurrencies 0 0 5 14 1 3 25 53
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 11 0 5 13 51
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 1 8 12 43
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 1 24 0 3 12 101
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 1 9 254 4 10 46 916
The impact of religious practice on stock returns and volatility 0 0 0 23 0 4 14 113
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 3 17 0 4 23 82
The profitability of technical trading rules in the Bitcoin market 2 3 11 81 6 23 84 249
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 2 12 0 3 21 87
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 0 12 66
Trading volume and the predictability of return and volatility in the cryptocurrency market 1 5 18 107 3 13 75 363
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 1 1 2 10 1 3 8 68
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 0 5 17 1 14 36 112
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 20 1 7 22 120
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 17 0 5 19 77
Total Journal Articles 52 156 640 5,568 241 1,064 4,071 22,916


Statistics updated 2026-07-10