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Nadia Arfaoui
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Year
Impact of COVID-19 on volatility spillovers across international markets: evidence from VAR asymmetric BEKK GARCH model
N Arfaoui, I Yousaf
Annals of Financial Economics 17 (01), 2250004, 2022
532022
Interdependence of clean energy and green markets with cryptocurrencies
N Arfaoui, MA Naeem, S Boubaker, N Mirza, S Karim
Energy Economics 120, 106584, 2023
462023
Volatility transmission across international markets amid COVID 19 pandemic
H Ajmi, N Arfaoui, K Saci
Studies in Economics and Finance 38 (5), 926-945, 2021
262021
Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
MA Naeem, N Arfaoui
Energy Economics 127, 107082, 2023
222023
Are sustainable investments interdependent? The international evidence
N Mirza, MA Naeem, TTH Nguyen, N Arfaoui, JA Oliyide
Economic Modelling 119, 106120, 2023
222023
Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets
N Arfaoui, K Naoui
Finance Research Letters 46, 102462, 2022
152022
Return and volatility connectedness between gold and energy markets: Evidence from the pre-and post-COVID vaccination phases
N Arfaoui, I Yousaf, F Jareño
Economic Analysis and Policy 77, 617-634, 2023
142023
Can green investment funds hedge climate risk?
N Arfaoui, MA Naeem, T Maherzi, UN Kayani
Finance Research Letters 60, 104961, 2024
122024
Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: a province level evidence from China
MZ Chishti, N Arfaoui, CWH Cheong
Energy Economics 126, 106922, 2023
122023
Effects of the political risk on Bitcoin return and volatility: evidence from the 2016 US presidential election
H Ajmi, N Arfaoui
Journal of Financial Economic Policy 13 (1), 94-115, 2021
52021
Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre-and post-vaccination phases
I Yousaf, N Arfaoui, M Gubareva
Research in International Business and Finance 69, 102204, 2024
32024
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
MA Naeem, A Senthilkumar, N Arfaoui, R Mohnot
Pacific-Basin Finance Journal, 102368, 2024
12024
Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets
FN Zargar, R Mohnot, F Hamouda, N Arfaoui
Resources Policy 92, 105032, 2024
2024
On the Resilience of Cryptocurrencies: A Quantile-Frequency Analysis of Bitcoin and Ethereum Reactions in Times of Inflation and Financial Instability
B Gaies, N Chaâbane, N Arfaoui, JM Sahut
Research in International Business and Finance, 102302, 2024
2024
Tourism market in turbulent times: evidence of asymmetric connectedness
MA Naeem, N Arfaoui, S Karim, WM Lim
Current Issues in Tourism, 1-30, 2023
2023
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