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
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 1 15 309
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 5 26 443
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 2 7 42 395
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 2 9 57 137
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis 0 0 4 112 1 6 33 259
Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations 0 0 4 43 2 5 17 83
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 1 1 5 28
Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy 0 0 1 36 0 0 8 68
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 3 8 62 267
How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions? 0 0 1 47 3 7 21 93
Impact of terrorism on stock markets: empirical evidence from the SAARC region 0 0 1 25 0 1 12 71
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 2 8 42 599
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions 0 0 0 0 1 2 5 17
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 0 0 0 0 0 3 23
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 1 5 35 160
Real Options under Choquet-Brownian Ambiguity 0 0 0 41 0 2 3 113
Real Options under Choquet-Brownian Ambiguitys 0 0 0 18 0 1 5 68
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 5 8 32 202
Total Working Papers 0 0 11 771 24 76 423 3,335


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 1 6 15 4 9 28 59
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 2 7 14 0 4 23 76
Can energy commodity futures add to the value of carbon assets? 0 0 1 4 1 1 6 45
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 5 8 35 134 12 29 113 410
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 1 4 11 1 4 20 63
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 0 5 1 1 8 44
Direct rebound effect of residential gas demand: Empirical evidence from France 0 0 1 12 0 1 6 35
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 3 11 1 1 18 64
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 7 18 40 118 12 34 106 336
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 4 1 6 10 36
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 3 10 2 5 17 61
Economic policy uncertainty and stock markets: Long-run evidence from the US 1 3 18 65 5 9 66 221
Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis 0 0 9 47 8 19 67 210
Environmental degradation in France: The effects of FDI, financial development, and energy innovations 1 8 34 64 16 49 161 317
Examining the effect of external pressures and organizational culture on shaping performance measurement systems (PMS) for sustainability benchmarking: Some empirical findings 1 2 2 7 5 10 41 101
Examining top management commitment to TQM diffusion using institutional and upper echelon theories 0 0 0 0 0 0 0 4
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 1 1 3 11 1 2 11 29
How economic growth, renewable electricity and natural resources contribute to CO2 emissions? 0 5 32 47 8 35 134 245
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 2 1 1 13 34
Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations 9 22 92 162 17 60 247 458
Information demand and stock market liquidity: International evidence 0 0 3 11 6 13 35 108
Informational efficiency of Bitcoin—An extension 1 1 6 49 3 6 25 166
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions 0 1 1 16 1 2 9 85
Modelling under ambiguity with two correlated Choquet-Brownian motions 0 1 2 25 0 1 6 60
Oil volatility and sovereign risk of BRICS 1 3 10 21 1 6 27 74
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India 0 1 8 50 3 7 31 165
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 6 17 67 157 20 46 183 455
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 0 25 0 2 16 103
Spillovers between Bitcoin and other assets during bear and bull markets 1 3 4 10 5 10 23 48
Sustainable production framework for cement manufacturing firms: A behavioural perspective 0 0 0 3 0 1 6 32
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 2 11 3 5 17 60
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 3 11 34 118 15 45 160 471
The impact of religious practice on stock returns and volatility 0 0 3 14 0 1 15 63
Time-varying efficiency in food and energy markets: Evidence and implications 0 0 1 8 0 0 8 42
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 6 1 2 7 40
Total Journal Articles 37 109 431 1,267 154 427 1,663 4,820


Statistics updated 2021-01-03