David Roubaud

Montpellier Business School

2300 Avenue des Moulins

Montpellier, 34080

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 37,830

SSRN RANKINGS

Top 37,830

in Total Papers Downloads

2,633

SSRN CITATIONS
Rank 6,712

SSRN RANKINGS

Top 6,712

in Total Papers Citations

222

CROSSREF CITATIONS

49

Scholarly Papers (9)

1.

On the Hedge and Safe Haven Properties of Bitcoin: Is it Really More than a Diversifier?

Finance Research Letters, Forthcoming
Number of pages: 12 Posted: 15 Oct 2016
Lebanese American University, University of Stavanger, Université Saint Esprit de Kaslik (USEK), Montpellier Business School and Norwegian University of Science and Technology (NTNU)
Downloads 962 (47,850)
Citation 47

Abstract:

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Bitcoin, cryptocurrency, diversifier, hedge, safe haven, DCC

2.

Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach

Economic Modelling, Forthcoming
Number of pages: 27 Posted: 25 Mar 2017
University of New Haven, Lebanese American University, University of Pretoria - Department of Economics and Montpellier Business School
Downloads 651 (80,355)
Citation 22

Abstract:

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Bitcoin, Volume, Returns, Volatility, Nonparametric Quantile Causality

3.

Bitcoin for Energy Commodities Before and After the December 2013 Crash: Diversifier, Hedge or Safe Haven?

Applied Economics, Forthcoming
Number of pages: 15 Posted: 02 Mar 2017
Elie Bouri, Naji P Jalkh, Peter Molnár and David Roubaud
Lebanese American University, Independent, University of Stavanger and Montpellier Business School
Downloads 599 (89,250)
Citation 13

Abstract:

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cryptocurrency, Bitcoin crash, commodities, energy commodities, diversifier, hedge, safe haven

4.

Cointegration and Nonlinear Causality Amongst Gold, Oil, and the Indian Stock Market: Evidence from Implied Volatility Indices

Resources Policy, Forthcoming
Number of pages: 17 Posted: 20 Mar 2017
Elie Bouri, Anshul Jain, Pratap Biswal and David Roubaud
Lebanese American University, Management Development Institute, Management Development Institute (MDI) and Montpellier Business School
Downloads 224 (265,582)
Citation 3

Abstract:

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Implied volatility, gold, crude oil, Indian stock market, cointegration, nonlinear causality

5.

Global Uncertainties and Australian Financial Markets: Quantile Time-Frequency Connectedness

Number of pages: 65 Posted: 02 Oct 2023
Tarbiat Modares University, University of Central Punjab, Montpellier Business School and Drexel University - Lebow College of Business
Downloads 102 (508,244)

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QVAR dynamic time and frequency connectedness, Trade policy uncertainty, geopolitical risk, global financial stress indices, Hedging effectiveness

6.

Housing and Economic Policy Uncertainty in the OECD Countries

Number of pages: 25 Posted: 26 Oct 2020
University of New Haven, Montpellier Business School, Eastern Mediterranean University and University of Nebraska at Omaha
Downloads 95 (532,965)
Citation 1

Abstract:

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housing price, economic policy uncertainty, panel vector auto-regression

7.

Are We Moving towards Decarbonisation of the Global Economy? Lessons from the Distant Past to the Present

International Journal of Finance & Economics, Forthcoming
Posted: 22 Mar 2021
Beijing Institute of Technology, University College Dublin (UCD) - Michael Smurfit Graduate School of Business, University of Orléans and Montpellier Business School

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CO2 emissions, Decarbonisation, Economic growth, G7, Nonlinearities

8.

How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?

Energy Policy 113(C):356–367 (2018)
Posted: 30 Jun 2020
Muhammad Shahbaz, David Roubaud and Sahbi Farhani
Beijing Institute of Technology, Montpellier Business School and Faculté privée de Management et des Sciences de l'Administration de Sousse (FMSA Sousse)

Abstract:

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9.

Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations

Energy Economics, Vol. 74, No. 8, 843-857.
Posted: 25 Aug 2018
Montpellier Business School- Energy and Sustainable Development, Leeds University Business School (LUBS) - Division of Economics and Montpellier Business School

Abstract:

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FDI, Carbon Emissions, Financial Development, Energy Research Innovations