Search Results - "Benlagha, Noureddine"

Risk factors of road accident severity and the development of a new system for prevention: New insights from China by Benlagha, Noureddine, Charfeddine, Lanouar

“…•Factors affecting accident severity were investigated.•Quantile regression and extreme value theory approach are employed.•The factors affecting accident…”
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Insurance and economic growth nexus: New Evidence from OECD countries by Dawd, Issa, Benlagha, Noureddine

“…This study tackles the debate on the relationship between insurance development and economic growth by providing new evidence on the insurance sector. Most of…”
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Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks by Benlagha, Noureddine, Mseddi, Slim

“…The dynamics of return and volatility spillover indices were investigated to reveal the strength and direction of transmission that occurred during a financial…”
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Predictions of COVID-19 Pandemic Dynamics in Ukraine and Qatar Based on Generalized SIR Model by Nesteruk, Igor, Benlagha, Noureddine

“…Background. To simulate how the number of COVID-19 cases increases versus time, various data sets and different mathematical models can be used. Since there…”
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Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling by Benlagha, Noureddine, Karaa, Imen

“…The present paper investigates the adverse selection problem by examining the relationship between accident occurrences and deductible choice utilizing a…”
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Does renewable energy index respond to the pandemic uncertainty? by Hemrit, Wael, Benlagha, Noureddine

“…Unlike very recent studies examining the most widely traded commodities (such as; oil and gold) under an overwhelming time pressure and amid high pandemic…”
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Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade by Benlagha, Noureddine

“…•We examine the static and time varying patterns between Qatar and other stock markets.•We test for changes in the dependence between Qatar and other stock…”
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Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors by Charfeddine, Lanouar, Benlagha, Noureddine, Maouchi, Youcef

“…Cryptocurrencies are gradually establishing themselves as a new class of assets with unique features, although there remains skepticism and a lack of…”
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Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence by Hemrit, Wael, Benlagha, Noureddine

“…In this paper, we study the influence of insurance premium on the non-oil gross domestic product in Saudi Arabia. We implement the nonlinear autoregressive…”
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Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling by Benlagha, Noureddine, Hemrit, Wael

“…The present article investigates the presence of diversification benefits resulting from the dependence structure in stock returns of Islamic and conventional…”
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Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields? by Benlagha, Noureddine, Hemrit, Wael

“…This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common…”
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Internet use and insurance growth: evidence from a panel of OECD countries by Benlagha, Noureddine, Hemrit, Wael

“…This empirical study aimed to investigate the effect of internet use on the demand for insurance using a sample of OECD countries during the period from 2007…”
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Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic by Benlagha, Noureddine, Omari, Salaheddine El

“…•We investigate the impact of COVID-19 outbreak on the dynamic connectedness among gold, oil and five leading stock markets.•Gabauer's (2020) DCC-GARCH…”
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Asymmetric determinants of Bitcoin's wild price movements by Benlagha, Noureddine, Hemrit, Wael

“…PurposeThe present work endeavors to explore the potential nonlinear and asymmetric effects of supply fundamental properties of Bitcoin mining process…”
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Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict by Benlagha, Noureddine, Abdelmalek, Wafa

“…This paper investigates the interconnectedness patterns between agricultural commodities, crude oil, and ethanol, along with their determinants before and…”
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On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic by Abdelmalek, Wafa, Benlagha, Noureddine

“…PurposeThis study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the…”
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A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets by Charfeddine, Lanouar, Benlagha, Noureddine

“…•We investigate time-varying dependence between commodity and stock market returns using copulas.•We employ the Bai and Perron (1998, 2003) tests to date the…”
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Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach by Benlagha, Noureddine

“…This article investigates the dependence structure related to four French nominal and index-linked bonds with various maturities and reference indices. To…”
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Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? by Anwer, Zaheer, Farid, Saqib, Khan, Ashraf, Benlagha, Noureddine

“…In the wake of proliferation of cryptocurrencies and growing concerns regarding their environmental impact, we investigate the dynamic co-movement of digital…”
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Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries by Benlagha, Noureddine, Karim, Sitara, Naeem, Muhammad Abubakr, Lucey, Brian M., Vigne, Samuel A.

“…The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets…”
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