H-Index & Metrics Best Publications

H-Index & Metrics

Discipline name H-index Citations Publications World Ranking National Ranking
Economics and Finance D-index 36 Citations 7,893 98 World Ranking 1369 National Ranking 29

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Econometrics
  • Macroeconomics

His main research concerns Econometrics, Financial economics, Cryptocurrency, Hedge and Volatility. The concepts of his Financial economics study are interwoven with issues in Quantile, Stock market index, Index, Conditional expectation and Commodity. His Quantile study integrates concerns from other disciplines, such as Nonparametric statistics, Quantile regression, Wavelet and Equity.

His research in Index intersects with topics in Emerging markets, Asset, Stock market and Investment. Borrowing concepts from Safe haven, David Roubaud weaves in ideas under Hedge. His Volatility study combines topics in areas such as Restricted stock, Bull market, Economic policy, Stock exchange and Stock market bubble.

His most cited work include:

  • On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (305 citations)
  • How economic growth, renewable electricity and natural resources contribute to CO2 emissions? (259 citations)
  • Can volume predict Bitcoin returns and volatility? A quantiles-based approach (255 citations)

What are the main themes of his work throughout his whole career to date?

Econometrics, Volatility, Monetary economics, Financial economics and Cryptocurrency are his primary areas of study. His study in the fields of Quantile and Implied volatility under the domain of Econometrics overlaps with other disciplines such as Predictability. His work in the fields of Autoregressive conditional heteroskedasticity overlaps with other areas such as Jump.

His Monetary economics research is multidisciplinary, incorporating perspectives in Bond, Credit default swap, Stock market and Asset allocation. His study in Financial economics focuses on Portfolio in particular. His work in Hedge covers topics such as Commodity which are related to areas like Production.

He most often published in these fields:

  • Econometrics (38.18%)
  • Volatility (24.85%)
  • Monetary economics (16.97%)

What were the highlights of his more recent work (between 2019-2021)?

  • Econometrics (38.18%)
  • Volatility (24.85%)
  • Monetary economics (16.97%)

In recent papers he was focusing on the following fields of study:

David Roubaud focuses on Econometrics, Volatility, Monetary economics, Cryptocurrency and Hedge. In the subject of general Econometrics, his work in Quantile and Realized variance is often linked to Social connectedness and Predictability, thereby combining diverse domains of study. His Volatility study incorporates themes from Granger causality and Investment.

In general Monetary economics study, his work on Inflation and Exchange-rate pass-through often relates to the realm of State, thereby connecting several areas of interest. His Hedge research integrates issues from Stock market index, Asset and Equity. His Equity research incorporates themes from Financial economics and Downside risk.

Between 2019 and 2021, his most popular works were:

  • Empirical investigation of data analytics capability and organizational flexibility as complements to supply chain resilience (75 citations)
  • Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (61 citations)
  • Big data analytics and artificial intelligence pathway to operational performance under the effects of entrepreneurial orientation and environmental dynamism: A study of manufacturing organisations (37 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Econometrics
  • Macroeconomics

His main research concerns Cryptocurrency, Equity, Financial economics, Diversification and Safe haven. David Roubaud conducts interdisciplinary study in the fields of Cryptocurrency and Volatility through his works. Equity is frequently linked to Hedge in his study.

His primary area of study in Financial economics is in the field of Portfolio. He combines Jump and Econometrics in his research. In his works, he performs multidisciplinary study on Econometrics and Boom.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?

Elie Bouri;Peter Molnár;Georges Azzi;David Roubaud.
Research Papers in Economics (2017)

596 Citations

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Mehmet Balcilar;Elie Bouri;Rangan Gupta;David Roubaud.
Economic Modelling (2017)

409 Citations

Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

Elie Bouri;Rangan Gupta;Aviral Kumar Tiwari;David Roubaud.
Finance Research Letters (2017)

336 Citations

How economic growth, renewable electricity and natural resources contribute to CO2 emissions?

Daniel Balsalobre-Lorente;Muhammad Shahbaz;David Roubaud;Sahbi Farhani.
Energy Policy (2018)

331 Citations

Industry 4.0 and the circular economy: a proposed research agenda and original roadmap for sustainable operations

Ana Beatriz Lopes de Sousa Jabbour;Charbel Jose Chiappetta Jabbour;Moacir Godinho Filho;David Roubaud.
Annals of Operations Research (2018)

312 Citations

Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis.

Muhammad Shahbaz;Thi Hong Van Hoang;Mantu Kumar Mahalik;David Roubaud.
Energy Economics (2017)

307 Citations

Informational efficiency of Bitcoin—An extension

Aviral Kumar Tiwari;R.K. Jana;Debojyoti Das;David Roubaud.
Economics Letters (2018)

234 Citations

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

Muhammad Shahbaz;Muhammad Ali Nasir;David Roubaud.
Energy Economics (2018)

197 Citations

Can Big Data and Predictive Analytics Improve Social and Environmental Sustainability

Rameshwar Dubey;Angappa Gunasekaran;Stephen J. Childe;Thanos Papadopoulos.
Technological Forecasting and Social Change (2017)

180 Citations

Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?

Elie Bouri;Naji Jalkh;Peter Molnár;David Roubaud.
Applied Economics (2017)

177 Citations

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Best Scientists Citing David Roubaud

Muhammad Shahbaz

Muhammad Shahbaz

Beijing Institute of Technology

Publications: 58

Elie Bouri

Elie Bouri

Lebanese American University

Publications: 58

Brian M. Lucey

Brian M. Lucey

Trinity College Dublin

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Aviral Kumar Tiwari

Aviral Kumar Tiwari

Rajagiri College of Social Sciences

Publications: 38

Syed Jawad Hussain Shahzad

Syed Jawad Hussain Shahzad

Montpellier Business School

Publications: 37

Qiang Ji

Qiang Ji

Chinese Academy of Sciences

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Rangan Gupta

Rangan Gupta

University of Pretoria

Publications: 29

Malin Song

Malin Song

Anhui University of Finance and Economics

Publications: 27

Sang Hoon Kang

Sang Hoon Kang

Pusan National University

Publications: 24

Walid Mensi

Walid Mensi

Sultan Qaboos University

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Dmitry Ivanov

Dmitry Ivanov

Berlin School of Economics and Law

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Charbel José Chiappetta Jabbour

Charbel José Chiappetta Jabbour

University of Lincoln

Publications: 22

Angappa Gunasekaran

Angappa Gunasekaran

Pennsylvania State University

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Ming-Lang Tseng

Ming-Lang Tseng

Asian University

Publications: 16

Ana Beatriz Lopes de Sousa Jabbour

Ana Beatriz Lopes de Sousa Jabbour

University of Lincoln

Publications: 15

Sachin Kumar Mangla

Sachin Kumar Mangla

Plymouth University

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