Search Results - "Roubaud, David"

How economic growth, renewable electricity and natural resources contribute to CO2 emissions? by Balsalobre-Lorente, Daniel, Shahbaz, Muhammad, Roubaud, David, Farhani, Sahbi

“…This study explores the relationship between economic growth and CO2 emissions in the so-called European Union 5 (EU-5) countries (Germany, France, Italy,…”
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Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization by Atil, Ahmed, Nawaz, Kishwar, Lahiani, Amine, Roubaud, David

“…This paper investigates the linkage between natural resources and financial development by considering oil prices, economic growth and economic globalization…”
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Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? by Fang, Libing, Bouri, Elie, Gupta, Rangan, Roubaud, David

“…We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and bonds are affected by global economic policy uncertainty. Empirical…”
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Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions by Bouri, Elie, Gupta, Rangan, Tiwari, Aviral Kumar, Roubaud, David

“…We examine whether Bitcoin can hedge global uncertainty, measured by the first principal component of the VIXs of 14 developed and developing equity markets…”
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Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis by Bouri, Elie, Shahzad, Syed Jawad Hussain, Roubaud, David, Kristoufek, Ladislav, Lucey, Brian

“…•Study Bitcoin, gold, and commodities as safe havens for various stock indices.•Apply wavelet coherency approach and assess diversification with wavelet…”
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Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? by Bouri, Elie, Jalkh, Naji, Molnár, Peter, Roubaud, David

“…We study the relationship between Bitcoin and commodities by assessing the ability of Bitcoin to act as a diversifier, hedge, or safe haven against daily…”
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Informational efficiency of Bitcoin—An extension by Tiwari, Aviral Kumar, Jana, R.K., Das, Debojyoti, Roubaud, David

“…We revisit the issue of informational efficiency of Bitcoin using a battery of computationally efficient long-range dependence estimators for a period spanning…”
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Oil prices, exchange rates and stock markets under uncertainty and regime-switching by Roubaud, David, Arouri, Mohamed

“…•We study interactions between oil prices, exchange rates and stock markets.•We consider the effects of economic policy uncertainty (EUP).•We use a VAR and an…”
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Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities by Ji, Qiang, Bouri, Elie, Roubaud, David

“…We contribute to the growing literature on information flow among US equities, strategic commodities (oil and gold) and Brazil, Russia, India, China and South…”
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Economic policy uncertainty and stock markets: Long-run evidence from the US by Arouri, Mohamed, Estay, Christophe, Rault, Christophe, Roubaud, David

“…•We study the impact of economic policy uncertainty on stock markets in the US over 1900–2014.•We show that an increase in policy uncertainty reduces…”
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Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles by Bouri, Elie, Gupta, Rangan, Lau, Chi Keung Marco, Roubaud, David, Wang, Shixuan

“…•Study daily dependence between global financial stress and Bitcoin.•Use various forms of copula models: standard and quantiles-based.•Financial stress causes…”
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The hedge asset for BRICS stock markets: Bitcoin, gold or VIX by Shahzad, Syed Jawad Hussain, Bouri, Elie, Rehman, Mobeen Ur, Roubaud, David

“…We compare the weak/strong hedging abilities of three alternative assets, namely bitcoin, gold and US VIX futures, against the downside movements in BRICS…”
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Nonlinear relationships amongst the implied volatilities of crude oil and precious metals by Dutta, Anupam, Bouri, Elie, Roubaud, David

“…Unlike most prior studies, we rely on implied volatility data from the Chicago Board of Options Exchange to investigate the presence of cointegration and…”
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Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices by Bouri, Elie, Jain, Anshul, Biswal, P.C., Roubaud, David

“…The emerging economy of India counts gold and oil amongst its top imports, suggesting that the prices of these resources affect the domestic inflation and…”
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Examining sustainable supply chain management of SMEs using resource based view and institutional theory by Shibin, K. T., Dubey, Rameshwar, Gunasekaran, Angappa, Hazen, Benjamin, Roubaud, David, Gupta, Shivam, Foropon, Cyril

“…The long-term viability of an organization hinges on social, environmental, and economic measures. However, based on extensive review of the literature, we…”
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Dynamics and determinants of spillovers across the option-implied volatilities of US equities by Bouri, Elie, Lucey, Brian, Roubaud, David

“…•Dynamics of spillovers across US option-implied volatility indices are studied.•Connectedness is relatively dominated by the volatility of the S&P 500.•The…”
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Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities by Ghaemi Asl, Mahdi, Roubaud, David

“…This study examines the nexus between the good and bad volatilities of three technological revolutions—financial technology (FinTech), the Internet of Things,…”
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Do Economic Growth, Energy Consumption and Population damage the Environmental Quality? Evidence from Five Regions Using the Nonlinear ARDL Approach by Mujtaba, Aqib, Jena, Pabitra Kumar, Mishra, Bikash Ranjan, Kyophilavong, Phouphet, Hammoudeh, Shawkat, Roubaud, David, Dehury, Tania

“…•This study examine the asymmetric impact of economic growth on the carbon dioxide emissions in five different regions: South Asia, East Asia, Latin America…”
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Environmental degradation in France: The effects of FDI, financial development, and energy innovations by Shahbaz, Muhammad, Nasir, Muhammad Ali, Roubaud, David

“…This paper explores the determinants of carbon emissions in France by accounting for the significant role played by foreign direct investment (FDI), financial…”
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Herding behaviour in cryptocurrencies by Bouri, Elie, Gupta, Rangan, Roubaud, David

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