David Roubaud

Montpellier Business School

2300 Avenue des Moulins

Montpellier, 34080

France

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 38,816

in Total Papers Downloads

1,241

SSRN CITATIONS
Rank 10,139

SSRN RANKINGS

Top 10,139

in Total Papers Citations

60

CROSSREF CITATIONS

49

Scholarly Papers (7)

1.

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

Economic Modelling, Forthcoming
Number of pages: 27 Posted: 25 Mar 2017
Eastern Mediterranean University, Université Saint Esprit de Kaslik (USEK), University of Pretoria - Department of Economics and Montpellier Business School
Downloads 455 (68,165)
Citation 17

Abstract:

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Bitcoin, Volume, Returns, Volatility, Nonparametric Quantile Causality

2.

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
Université Saint Esprit de Kaslik (USEK), University of Stavanger, Université Saint Esprit de Kaslik (USEK), Montpellier Business School and Norwegian University of Science and Technology (NTNU)
Downloads 349 (93,030)
Citation 29

Abstract:

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

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
Université Saint Esprit de Kaslik (USEK), Independent, University of Stavanger and Montpellier Business School
Downloads 340 (95,844)
Citation 10

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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
Université Saint Esprit de Kaslik (USEK), Management Development Institute, Management Development Institute (MDI) and Montpellier Business School
Downloads 97 (292,620)
Citation 2

Abstract:

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

5.

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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6.

Dependence between the Global Gold Market and Emerging Stock Markets (E7+1): Evidence from Granger Causality Using Quantile and Quantile‐On‐Quantile Regression Methods

The World Economy, Vol. 42, Issue 7, pp. 2172-2214, 2019
Number of pages: 43 Posted: 06 Jun 2020
IFHE University (ICFAI) - Faculty of Management, affiliation not provided to SSRN and Montpellier Business School
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emerging stock markets, gold market, quantile Granger causality, quantile‐on‐quantile regression

7.

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 Beckett University - Leeds Business School and Montpellier Business School

Abstract:

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FDI, Carbon Emissions, Financial Development, Energy Research Innovations