C. Aloui

Economics and Econometrics · 2009–2020

A researcher in the Science corpus: 9 papers; trusts 42 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 146 citations into it; #4,118 of 23,481 by trust here, #2,388 by citations
• Finance — 90 citations into it; #6,911 of 10,518 by trust here, #3,361 by citations
• Renewable Energy, Sustainability and the Environment — 27 citations into it; #1,157 of 5,212 by trust here, #3,147 by citations

Whom C. Aloui trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Juan Carlos Meléndez Rodríguez
2. Hahn-Shik Lee
3. Lalith P. Samarakoon
4. Perry Sadorsky
5. M. Graham
6. Antonio Rúa
7. Lukáš Vácha
8. Riadh Aloui
9. S. Basher
10. T. C. Chiang

Who trusts C. Aloui overall

1. Rania Jammazi
2. George Filis
3. Stavros Degiannakis *
4. Eric Olson
5. Walid Chkili
6. Shawkat Hammoudeh
7. Huiming Zhu
8. Duc Khuong Nguyen
9. Yu Wei
10. Sajal Ghosh

Papers from C. Aloui's perspective

Ordered by how strongly the researchers C. Aloui trusts endorse each paper. Same corpus, a different order for every researcher.

1. Extreme Correlation of International Equity Markets
2. Measuring Economic Policy Uncertainty
3. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
4. Generalized autoregressive conditional heteroskedasticity
5. What is an Oil Shock
6. No Contagion, Only Interdependence: Measuring Stock Market Comovements
7. Oil price risk and emerging stock markets
8. International comovement of stock market returns: a wavelet analysis
9. Evidence on the nature and extent of the relationship between oil prices and equity values in the UK
10. Return and volatility transmission between world oil prices and stock markets of the GCC countries

Their papers

• Assessing the impacts of oil price fluctuations on stock returns in emerging markets (2012) — 176 citations
• Wavelet Decomposition and Regime Shifts: Assessing the Effects of Crude Oil Shocks on Stock Market Returns (2010) — 178 citations
• Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models (2010) — 195 citations
• The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach (2009) — 271 citations
• Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods (2017) — 123 citations
• COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020) — 1,291 citations
• The interactive relationship between the US economic policy uncertainty and BRIC stock markets (2016) — 161 citations
• Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis (2015) — 129 citations
• Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis (2014) — 245 citations