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 5 11 112
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 2 4 374
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 0 1 134
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 1 5 509
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 0 3 93
Comovements of gold futures markets and the spot market 0 0 0 0 2 3 3 32
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 1 1 3 14
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 1 5 48
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 2 2 13 485
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 1 8 98
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 4 13 248
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 1 2 2 40
Economic policy uncertainty and stock markets: Long-run evidence from the US 0 0 0 0 1 2 6 86
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 2 117 0 1 4 303
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 1 9 0 2 6 64
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 0 52 3 5 8 123
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 0 1 6 41
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 2 28
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 0 0 1 1 1 31
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 0 41 1 2 5 102
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 0 0 1 17
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 0 3 47
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 2 6 7 317
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 1 1 58 1 2 6 147
Impact of big data and predictive analytics capability on supply chain sustainability 0 0 0 0 0 3 11 94
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 0 1 1 8 170
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 2 29 2 3 11 96
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 0 1 26
Information demand and stock market liquidity: International evidence 0 0 0 0 0 0 1 31
Informational efficiency of Bitcoin—An extension 0 0 0 0 2 4 7 97
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 0 1 0 0 0 10
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 1 3 655
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 1 2 3 205
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 0 46
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 1 3 1 3 16 189
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 1 1 1 120
Real Options under Choquet-Brownian Ambiguitys 0 0 0 19 1 1 3 81
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 0 4 115
Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward 1 2 3 104 1 2 3 164
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 2 3 23
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 5 7 22 337
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 0 9 108
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 66 3 5 9 192
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 0 53 0 1 2 163
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 1 5 13 113
The impact of religious practice on stock returns and volatility 0 0 0 0 1 3 3 41
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 0 0 0 1 12
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 1 17
Total Working Papers 1 4 12 1,092 39 89 261 6,631


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 0 12 0 1 4 49
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 28 2 4 7 116
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 0 16 1 1 6 58
Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations 4 13 41 152 25 75 236 673
Big data analytics and organizational culture as complements to swift trust and collaborative performance in the humanitarian supply chain 0 1 11 65 4 17 59 441
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 3 6 21 229
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 10 68 2 9 36 261
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 4 39 3 4 23 131
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 2 11 125 2 8 44 447
Can big data and predictive analytics improve social and environmental sustainability? 1 3 7 48 5 16 29 225
Can energy commodity futures add to the value of carbon assets? 0 0 0 6 3 4 5 76
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 2 8 282 3 10 31 912
Co-explosivity in the cryptocurrency market 0 3 15 152 2 6 35 421
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 4 27 4 9 15 125
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 1 1 7 2 3 5 35
Comovements of gold futures markets and the spot market: A wavelet analysis 1 4 4 19 1 5 6 73
Cryptocurrencies and the downside risk in equity investments 0 1 14 50 1 7 40 179
Cryptocurrencies as hedges and safe-havens for US equity sectors 4 5 25 85 11 24 104 319
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 0 18 0 0 7 58
Direct rebound effect of residential gas demand: Empirical evidence from France 1 1 2 28 1 2 6 77
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 0 16 0 3 5 101
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 7 1 2 8 41
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 0 17 1 2 4 98
Do Bitcoin and other cryptocurrencies jump together? 0 1 2 46 1 4 18 169
Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective 0 0 0 21 0 1 5 147
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 1 16 223 5 8 76 719
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 1 7 83 4 14 44 313
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 2 2 2 48
Dynamic connectedness and integration in cryptocurrency markets 1 4 13 87 8 33 63 353
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 1 1 18 1 3 7 94
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 1 1 1 5 2 3 4 25
Economic policy uncertainty and stock markets: Long-run evidence from the US 1 1 11 155 8 10 36 499
Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience 0 6 19 51 14 28 80 205
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 1 2 70 2 10 20 357
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 4 6 22 158 17 30 117 868
Examining sustainable supply chain management of SMEs using resource based view and institutional theory 4 6 10 53 9 21 44 256
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 0 0 1 14 0 1 4 168
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 8 0 1 5 33
Explaining Environmental Sustainability in Supply Chains Using Graph Theory 0 0 2 13 0 1 10 73
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 1 3 0 1 5 17
Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach 0 0 1 11 2 4 9 77
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 0 12 0 1 1 41
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 1 20 1 1 8 92
Herding behaviour in cryptocurrencies 1 5 20 152 8 25 67 514
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 2 18 121 5 18 97 622
Impact of terrorism on stock markets: Empirical evidence from the SAARC region 0 0 0 1 1 1 4 53
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 1 1 50
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 6 15 43 433 18 35 145 1,387
Information demand and stock market liquidity: International evidence 0 0 0 18 0 0 3 167
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 4 74 0 1 16 207
Informational efficiency of Bitcoin—An extension 0 4 9 110 1 7 28 377
Innovation developments in the wine industry: a journey from the amphorae of old to the California wine cluster 0 0 2 25 0 0 5 70
Is Bitcoin a better safe-haven investment than gold and commodities? 3 7 24 170 7 22 92 598
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 1 1 3 103
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 0 0 3 36
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 0 1 19 1 1 3 147
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 36 0 0 3 82
Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy 0 0 3 25 1 1 10 183
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 1 3 35 0 3 17 175
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 0 9 1 1 2 58
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 0 9 3 4 5 74
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 0 1 2 21 3 6 10 117
Oil volatility and sovereign risk of BRICS 0 1 4 38 1 3 10 120
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 0 2 71 6 9 19 262
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 6 13 58 454 31 75 248 1,412
Quantile causality between banking stock and real estate securities returns in the US 0 0 0 5 2 2 3 29
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 1 3 8 49 1 8 19 199
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 1 7 34 152 6 19 93 472
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 32 0 1 4 132
Spillover across Eurozone credit market sectors and determinants 0 0 1 4 1 4 10 28
Spillovers between Bitcoin and other assets during bear and bull markets 2 3 10 40 4 6 41 177
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 2 5 3 5 10 62
Tail dependence in the return-volume of leading cryptocurrencies 0 1 3 11 2 5 10 37
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 1 9 1 1 6 39
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 0 3 31
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 0 23 3 4 5 93
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 5 18 251 4 16 45 888
The impact of religious practice on stock returns and volatility 0 0 1 23 1 1 4 100
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 1 3 15 0 4 11 64
The profitability of technical trading rules in the Bitcoin market 0 2 12 75 3 9 31 177
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 1 11 0 3 8 70
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 0 11 1 2 3 57
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 4 12 94 3 17 56 308
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 9 3 3 5 64
Upstream supply chain visibility and complexity effect on focal company’s sustainable performance: Indian manufacturers’ perspective 1 2 4 15 2 7 17 86
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 2 17 0 1 5 60
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 19 0 2 13 104
Total Journal Articles 46 145 577 5,117 281 729 2,487 19,790


Statistics updated 2025-11-08