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 18 125
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 3 17 389
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 2 9 143
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 3 5 19 527
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 1 3 18 111
Comovements of gold futures markets and the spot market 0 0 0 0 0 2 17 46
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 0 7 20
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 0 7 54
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 2 4 20 503
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 3 18 115
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 0 4 19 263
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 1 14 52
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 0 2 12 96
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 0 117 0 1 21 323
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 10 0 3 96 158
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 2 54 0 3 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 1 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 1 1 9 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 14 114
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 1 11 28
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 1 17 64
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 1 3 27 338
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 58 0 3 35 180
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 3 13 104
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 0 0 14 183
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 29 0 2 16 109
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 1 4 30
Information demand and stock market liquidity: International evidence 0 0 0 0 0 0 13 44
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 1 16 109
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 1 4 14
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 3 15 669
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 2 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 1 5 38 224
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 0 10 129
Real Options under Choquet-Brownian Ambiguitys 0 0 1 20 0 1 15 95
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 4 22 137
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 0 6 108 1 1 21 183
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 1 17 38
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 1 4 40 370
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 1 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 2 21 208
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 0 1 19 181
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 0 2 36 144
The impact of religious practice on stock returns and volatility 0 0 0 0 1 1 13 51
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 1 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 0 1 4 21
Total Working Papers 0 0 17 1,105 13 86 873 7,415


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 2 3 22 70
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 24 136
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 0 3 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 3 14 78 217 14 84 420 1,018
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 1 11 75 4 14 95 519
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 0 56 0 3 25 248
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 4 72 0 8 50 302
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 1 40 2 3 26 153
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 5 17 140 2 16 66 505
Can big data and predictive analytics improve social and environmental sustainability? 0 1 6 51 2 6 44 253
Can energy commodity futures add to the value of carbon assets? 0 0 2 8 0 1 18 90
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 2 4 13 293 9 18 55 957
Co-explosivity in the cryptocurrency market 1 4 20 169 3 12 57 472
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 0 4 30 2 10 43 159
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 2 8 1 3 17 49
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 4 19 0 6 27 95
Cryptocurrencies and the downside risk in equity investments 1 1 4 53 2 3 28 200
Cryptocurrencies as hedges and safe-havens for US equity sectors 0 1 12 92 1 5 80 375
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 18 76
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 2 29 0 0 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 0 16 114
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 2 2 21 60
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 0 0 9 105
Do Bitcoin and other cryptocurrencies jump together? 0 2 6 51 0 4 33 198
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 0 1 18 164
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 3 12 234 2 15 71 782
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 5 87 1 11 60 359
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 1 1 13 59
Dynamic connectedness and integration in cryptocurrency markets 0 0 11 94 6 19 106 426
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 1 3 15 106
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 1 5 1 2 10 32
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 2 12 166 1 4 46 535
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 3 14 45 90 21 77 355 532
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 2 71 2 3 34 381
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 1 1 12 164 5 12 96 934
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 1 11 58 3 14 87 322
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 13 180
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 0 18 50
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 1 14 1 5 18 90
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 1 21 94
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 1 13 1 1 14 54
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 1 2 3 23 1 5 17 108
Herding behaviour in cryptocurrencies 1 12 37 184 5 31 127 616
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 2 7 126 5 13 87 691
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 1 1 23 75
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 1 2 13 62
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 2 9 34 452 6 28 133 1,485
Information demand and stock market liquidity: International evidence 0 0 1 19 0 0 18 185
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 2 75 1 2 15 221
Informational efficiency of Bitcoin—An extension 1 1 9 115 1 5 37 407
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 1 26 1 1 8 78
Is Bitcoin a better safe-haven investment than gold and commodities? 3 7 38 201 10 29 145 721
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 2 4 20 122
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 1 17 53
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 0 19 2 3 12 158
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 0 11 193
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 0 2 26 198
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 0 11 68
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 1 3 20 90
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 1 2 6 26 3 6 31 142
Oil volatility and sovereign risk of BRICS 1 2 4 41 1 5 14 131
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 0 71 3 4 38 291
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 25 66 507 16 80 296 1,633
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 0 2 16 43
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 2 6 52 1 5 31 222
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 2 9 40 185 4 23 111 564
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 0 16 147
Spillover across Eurozone credit market sectors and determinants 0 1 2 6 0 3 16 40
Spillovers between Bitcoin and other assets during bear and bull markets 0 1 9 46 5 9 55 226
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 5 0 0 18 75
Tail dependence in the return-volume of leading cryptocurrencies 0 0 4 14 0 2 21 53
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 11 2 3 15 53
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 2 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 13 102
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 0 1 8 254 1 8 45 917
The impact of religious practice on stock returns and volatility 0 0 0 23 0 1 14 113
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 3 17 0 1 22 82
The profitability of technical trading rules in the Bitcoin market 3 6 11 84 5 22 86 254
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 2 12 0 1 20 87
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 0 11 66
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 4 17 107 2 10 74 365
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 1 1 10 1 2 8 69
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 0 4 17 0 5 33 112
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 0 17 1 1 19 78
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 20 1 3 19 121
Total Journal Articles 31 144 627 5,599 178 712 4,033 23,094


Statistics updated 2026-08-07