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Fredj JAWADI

Institution: Université Paris-Nanterre (Paris X)

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://sites.google.com/site/wwwfredjjawadicom/

First Publication: 2012

Most Recent: 2025

RePEc ID: pfr45 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 6.46 3.87 0.84 11.17 -
Last 10 Years 0.00 8.48 9.75 5.67 23.90 -
All Time 0.00 8.48 9.75 10.75 28.98 -

Publication Statistics

Raw Publications 46
Coauthorship-Adjusted Count 35.51

Publications (46)

Year Article Journal Tier Authors
2025 New challenges for green finance and sustainable industrialization in developing countries: A panel data analysis Energy Economics A 3
2025 Climate change uncertainty and corporate debt relationship: A quantile panel data analysis Journal of International Money and Finance B 3
2024 Sentiment and energy price volatility: A nonlinear high frequency analysis Energy Economics A 5
2024 Toward green central banking: Proposing an augmented Taylor rule Energy Economics A 3
2023 Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions Energy Economics A 5
2023 Modeling extreme risk spillovers between crude oil and Chinese energy futures markets Energy Economics A 5
2023 Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? Energy Economics A 3
2023 Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton The Energy Journal B 1
2022 Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach Journal of Economic Behavior and Organization B 3
2022 The COVID-19 pandemic and ethical stock markets: further evidence of moral shock Applied Economics C 3
2021 Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle Journal of Economic Behavior and Organization B 4
2021 Are oil and gas futures markets efficient? A multifractal analysis Applied Economics C 4
2021 Conventional and Islamic stock market liquidity and volatility during COVID 19 Applied Economics C 4
2020 Assessing downside and upside risk spillovers across conventional and socially responsible stock markets Economic Modeling C 4
2020 The convergence of ethical investment business models and their reliance on the conventional US investment market Applied Economics C 3
2020 Does investor attention to Islamic finance create spillover? Applied Economics C 3
2019 Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis Energy Economics A 2
2019 Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton The Energy Journal B 1
2019 Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? The Energy Journal B 4
2019 Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets” Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com The Energy Journal B 2
2019 On the Oil Price Uncertainty The Energy Journal B 2
2019 On the relationship between energy returns and trading volume: a multifractal analysis Applied Economics C 4
2018 A model of fiscal dominance under the “Reinhart Conjecture” Journal of Economic Dynamics and Control B 3
2018 Introduction to the Symposium on Inequality, Uncertainty, and Macro‐financial Dynamics Economic Inquiry C 2
2018 An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets Journal of Economic Dynamics and Control B 3
2018 Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach Applied Economics C 3
2018 Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification Applied Economics C 4
2018 Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? Applied Economics C 3
2017 Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach Economic Modeling C 3
2017 Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis Economic Modeling C 5
2017 Modelling the relationship between future energy intraday volatility and trading volume with wavelet Applied Economics C 3
2016 Advances and challenges in decision-making, monetary policy and financial markets Economic Modeling C 2
2016 On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach Economic Modeling C 4
2016 Fiscal and monetary policies in the BRICS: A panel VAR approach Economic Modeling C 3
2016 On oil-US exchange rate volatility relationships: An intraday analysis Economic Modeling C 4
2015 Are Islamic stock markets efficient? A time-series analysis Applied Economics C 3
2015 Recent topics in Applied Financial Economics Applied Economics C 1
2015 Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? Applied Economics C 3
2014 Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China Applied Economics C 3
2013 Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations Applied Economics C 5
2013 Computational tools in econometric modeling for macroeconomics and finance Economic Modeling C 2
2013 Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity Economic Modeling C 2
2013 Boundedness and nonlinearities in public debt dynamics: A TAR assessment Economic Modeling C 2
2012 Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS Economic Modeling C 3
2012 Modeling hedge fund exposure to risk factors Economic Modeling C 2
2012 Arbitrage costs and nonlinear adjustment in the G7 stock markets Applied Economics C 2