Published papers
2024
The Effect of Green bonds on climate risk amid economic and environmental policy uncertainties. In Finance Research Letters, 2024, 105099 (with Kamel Mohammed and Vanessa Serret)
Uncertainty shocks, investor sentiments and environmental performance: Novel evidence from a PVAR approach. In International Review of Financial Analysis, 93, 103196, 2024 (with Wissal Zribi, Talel Boufateh and Bechir Ben Lahouel)
From black gold to financial fallout: Analyzing the extreme risk spillover in oil-exporting countries. In Journal of International Financial Markets, Institutions and Money, 101948, 2024 (With Ilyes Abid, Hela Mzoughi and Ramzi Benkraiem)
Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations. Forthcoming in Financial Innovation, 2024 (with Gideon Ndubuisi, Hela Mzoughi and Khaled Guesmi)
Climate change concerns and macroeconomic condition predictability. In Finance Research Letters, 60, 104903, 2024 (with Immaculata Enwo-Irem)
Economic sentiment and the cryptocurrency market in the post-COVID-19 era. In International Review of Financial Analysis, 91, 102962, 2024 (with Myriam Ben Osman, Khaled Guesmi and Ramzi Benkraiem)
2023
Fossil Fuel Divestment and Energy Prices: Implications for Economic Agents. In Journal of Economic Behavior and Organisation, 214, 1 - 16, 2023 (with Jonathan Peillex, Mohammed Benlemlih, Imane El Ouadghiri and Ilyes Abid)
Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war. In Finance Research Letters, 58, 104534 (with Bassem Ghorbali , Olfa Kaabia, Kamel Naoui)
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities? In The Quarterly Review of Economics and Finance, 91, 94 - 111, 2023 (with Gideon Ndubuisi)
Too big to be ignored: How energy poverty undermines productive efficiency. In Energy Policy, 181, 113733 (with Gideon Ndubuisi, Denis Yuni and Ilyes Abid)
PGP for portfolio optimization: application to ESG index family. In Annals of Operations Research, 2023 (with Ilyes Abid, Jonathan Peillex, Majdi Karmani and Gideon Ndubuisi)
Time-frequency dependence and connectedness between financial technology and green assets. In International Economics, 175, 139-157, 2023.
Dependence and risk spillover among clean cryptocurrencies prices and media environmental attention. In Research in International Business and Finance, 65, 101953, 2023 (with Gideon Ndubuisi)
Dynamic effects of geopolictical risks and infectious diseases on real estate markets. In International Journal of Housing Market and Analysis, 2023, 17, 170 - 191 (with Yuni Denis and Immaculata Nnenna Enwo-Irem)
Climate-change related risks and banks stock returns. In Economics Letters, 224, 111011, 2023 (with Whelsy Boungou)
Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. In Energy Economics, 120, 106591, 2023 (with Syed Ali Raza, Amna Masood and Ramzi Benkraiem)
2022
Quantile co-movement and dependence between energy-focused sectors and artificial intelligence. In Technological Forecasting and Social Change, Vol. 183, 121843, 2022 (with Gideon Ndubuisi, Khaled Guesmi and Ramzi Benkraiem)
Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. In Emerging Markets Review, 100948, 2022 (with Gideon Ndubuisi, Yuni Denis and Gaye Del Lo)
Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks. In Finance Research Letters, 50, 103188, 2022 (with Gideon Ndubuisi and Khaled Guesmi)
Co-inventions, uncertainties and global food security. In Environmental Economics and Policy Studies 1-26 , 2022 ( with Khaled Guesmi, Ilyes Abid and Immaculata Nnenna Enwo-Irem)
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty. In The Quarterly Review of Economics and Finance, 85, 326-341, 2022, https://doi.org/10.1016/j.qref.2022.04.005 (with Hela Mzoughi, Gideon Ndubuisi and Khaled Guesmi)
American hedge funds industry, market timing and COVID-19 crisis. In Journal of Asset Management, 23, 390-399, 2022, https://doi.org/10.1057/s41260-022-00266-0 (with Soumaya Ben Khalife and Khaled Guesmi)
How do financial and commodity markets volatility react to real economic activity? In Finance Research Letters, 47, 102733, 2022 (with Gideon Ndubuisi and Khaled Guesmi)
Downside and upside risk spillovers between green finance and green markets. In Finance Research Letters, 47, 102612, 2022 (with Hela Mzoughi and Khaled Guesmi)
Energy, environment and financial markets under the COVID-19 pandemic. In World Scientific Series in Energy and Environmental Finance / COVID-19 Pandemic and Energy Markets, pp. 43 - 54 (2022) (with Hela Mzoughi)
2021
Renewable energy consumption, globalization, and economic growth shocks: Evidence from G7 countries. In The Journal of International Trade and Economic Development, 31 (2), 204 - 232 (with Ilyes Abid, Khaled Guesmi & Gideon Ndubuisi)
Negative oil price shocks transmission: the comparative effects of the GFC, shale oil boom, and Covid-19 downturn on French gasoline prices. In Research in International Business and Finance, 58, 101455, 2021 (with Thomas Pocher and Raphael Homayoun Boroumand)
Exploring the relationship between Cryptocurrencies and hedge funds during COVID-19 crisis. In International Review of Financial Analysis, 76, 101777, 2021, (with Soumaya Ben Khalife and Khaled Guesmi)
Dynamic integration and transmission channels among interest rates and oil price shocks. In The Quarterly Review of Economics and Finance, 87, 296 - 317, 2021 ( with Ilyes Abid, Khaled Guesmi and Leila Dagher )
Green markets integration in different time scales: A regional analysis. In Energy Economics, 98, 105254, 2021 (with Ilyes Abid, Hela Mzoughi and Mariem Brahim)
Economic activity and financial and commodity markets' shocks: an analysis of implied volatility indexes. In International Economics, 165, 51-66, 2021 ( with Gideon Ndubuisi and Jude Ozor)
2020
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. In Economic Modelling, 93, 230 - 258, 2020 ( with Khaled Guesmi, IIyes Abid and Julien Chevallier)
A dynamic regime switching GARCH-CAPM for energy and financial markets. In Energy Economics, 85, 104577, 2020 (with Julien Chevallier and Bangzhu Zhu)
Regime swicthing effects and volatility transfer between oil prices and stock returns. In International Economics, 161, 10-29, 2020 (with Kelvin Onwuka, Uma Kalu and Yuni Denis).
2019
Commodities risk premia and regional integration in gas-exporting countries. In Energy Economics , 80, pp. 267–276, 2019. (with llyes Abid, Khaled Guesmi, Stéphane Goutte and Julien Chevallier).
Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. The Journal of Economic Asymmetries , 20, e00120, 2019. (with Lasbrey Anochiwa, Denis Yuni and Gabriel Idume).
Examining the non-linearities in inflation-growth nexus: Further evidence from a fixed-effect panel threshold regression approach for the SACU region. Studies in Economics and Econometrics, 43 (3), 31-59, 2019.
2017-2018
An empirical analysis of the determinants of current account dynamics in selected Sub-Saharan African economies. International Journal of Sustainable Economy, 2018, 10(4). (with Yuni Denis).