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 0 10 102
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 1 4 371
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 6 506
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 0 3 91
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 0 1 11
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 1 2 3 45
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 3 12 478
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 2 6 94
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 1 12 237
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 1 1 4 84
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 0 115 0 0 7 300
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 1 1 9 0 2 3 60
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 1 52 1 1 4 116
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 2 3 10 38
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 3 27
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 0 0 2 30
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 41 1 1 6 98
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 0 0 16
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 0 1 45
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 0 0 5 310
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 57 1 2 8 144
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 2 5 11 89
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 1 3 10 166
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 0 27 2 3 5 88
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 0 0 25
Information demand and stock market liquidity: International evidence 0 0 0 0 0 0 2 30
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 0 1 90
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 0 1 10
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 0 3 653
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 0 4 202
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 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 1 2 1 2 16 179
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 0 2 78
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 1 5 112
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 0 0 1 101 0 0 3 161
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 0 20
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 3 8 24 324
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 1 2 14 106
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 65 0 3 7 186
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 1 53 0 0 3 161
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 1 3 6 103
The impact of religious practice on stock returns and volatility 0 0 0 0 0 0 2 38
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 0 1 11
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 0 2 16
Total Working Papers 0 2 9 1,082 23 52 245 6,450


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 2 12 0 1 5 46
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 0 14 110
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 1 16 0 2 6 54
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 11 51 130 8 41 186 509
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 4 5 20 62 8 17 73 405
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 5 54 3 7 31 216
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 3 9 61 4 10 32 235
Bitcoin price–volume: A multifractal cross-correlation approach 1 1 2 36 3 4 12 114
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 2 4 17 119 5 12 60 420
Can big data and predictive analytics improve social and environmental sustainability? 0 1 5 43 3 6 33 203
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 1 15 276 1 4 56 889
Co-explosivity in the cryptocurrency market 2 3 17 143 4 9 41 403
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 4 25 0 2 11 113
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 1 6 1 1 6 32
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 2 15 0 0 4 68
Cryptocurrencies and the downside risk in equity investments 1 2 5 39 2 4 20 145
Cryptocurrencies as hedges and safe-havens for US equity sectors 0 2 13 65 5 10 29 229
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 3 18 0 0 8 51
Direct rebound effect of residential gas demand: Empirical evidence from France 0 1 3 27 0 1 5 72
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 1 16 0 0 2 96
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 1 7 0 2 3 35
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 1 17 0 0 3 94
Do Bitcoin and other cryptocurrencies jump together? 0 0 1 44 2 2 9 155
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 1 21 0 0 7 142
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 5 14 213 3 17 60 666
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 7 77 2 6 27 277
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 1 1 8 77 2 2 26 297
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 17 1 1 1 88
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 0 4 1 1 3 22
Economic policy uncertainty and stock markets: Long-run evidence from the US 1 4 18 151 5 12 51 478
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 2 4 15 37 7 13 42 142
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 68 1 3 20 341
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 1 3 16 143 14 25 107 790
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 0 1 13 45 5 10 43 223
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 0 1 13 1 1 7 165
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 2 8 1 2 6 31
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 1 2 12 1 4 11 67
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 1 3 0 1 2 14
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 10 0 0 4 69
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 0 0 1 19 0 2 5 87
Herding behaviour in cryptocurrencies 1 4 21 138 2 12 61 465
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 3 8 17 114 11 28 79 564
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 0 1 3 50
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 9 38 401 16 32 148 1,286
Information demand and stock market liquidity: International evidence 0 0 1 18 0 2 7 166
Information interdependence among energy, cryptocurrency and major commodity markets 1 2 4 72 1 6 19 198
Informational efficiency of Bitcoin—An extension 0 0 5 101 3 4 17 357
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 1 1 4 25 1 2 8 68
Is Bitcoin a better safe-haven investment than gold and commodities? 3 5 16 151 11 22 72 534
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 0 0 6 100
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 0 3 33
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 0 18 0 0 1 144
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 0 0 1 79
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 1 1 1 23 2 2 10 176
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 2 3 34 1 6 15 166
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 0 1 4 57
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 0 1 6 70
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 1 1 20 1 2 7 111
Oil volatility and sovereign risk of BRICS 0 0 5 35 0 0 14 112
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 1 6 71 0 2 18 246
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 10 21 49 421 24 49 149 1,228
Quantile causality between banking stock and real estate securities returns in the US 0 0 1 5 0 0 4 26
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 1 4 42 0 3 11 185
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 3 5 17 125 6 15 50 401
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 1 1 3 129
Spillover across Eurozone credit market sectors and determinants 0 0 0 3 2 3 7 21
Spillovers between Bitcoin and other assets during bear and bull markets 0 2 10 33 0 5 33 148
Sustainable production framework for cement manufacturing firms: A behavioural perspective 1 1 1 4 1 1 4 53
Tail dependence in the return-volume of leading cryptocurrencies 1 1 2 9 1 1 2 28
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 9 0 1 5 35
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 2 3 3 31
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 3 23 0 0 5 88
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 6 16 239 4 14 43 857
The impact of religious practice on stock returns and volatility 0 1 2 23 0 2 6 98
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 2 2 2 14 5 5 9 58
The profitability of technical trading rules in the Bitcoin market 1 1 13 66 2 4 30 154
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 0 2 10 3 4 9 66
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 0 0 2 54
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 1 13 84 2 5 39 261
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 8 0 0 2 59
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 0 1 3 12 1 2 13 73
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 15 0 0 6 56
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 3 18 0 1 5 93
Total Journal Articles 50 132 548 4,729 196 477 2,016 17,984


Statistics updated 2025-03-03