Cécile Bastidon, Fredj Jawadi. Trade fragmentation and volatility-of-volatility networks. Journal of International Financial Markets, Institutions and Money, 2024, 91, pp.101908. ⟨10.1016/j.intfin.2023.101908⟩. ⟨hal-04478721⟩
Fredj Jawadi, Pascal Alphonse, David Bourghelle, Philippe Rozin. Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the COVID-19 Context. Bankers Markets & Investors : an academic & professional review, 2024, 3 (166), pp.44-55. ⟨hal-04478760⟩
Georges Prat, Jean-François Boulier, Catherine d'Hont, Fredj Jawadi, Philippe Rozin, et al.. How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts' Opinion. Bankers Markets & Investors : an academic & professional review, 2023, 4 (175), pp.3-12. ⟨hal-04351228⟩
Fredj Jawadi. Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton. Energy Journal, 2023, 44 (1), pp.1-8. ⟨10.5547/01956574.44.1.fjaw⟩. ⟨hal-04478733⟩
Fredj Jawadi, Abdoulkarim Idi Cheffou, Ruijun Bu. Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?. Energy Economics, 2023, 127, pp.107058. ⟨10.1016/j.eneco.2023.107058⟩. ⟨hal-04478724⟩
Xiaohang Ren, Yiying Li, Xianming Sun, Ruijun Bu, Fredj Jawadi. Modeling extreme risk spillovers between crude oil and Chinese energy futures markets. Energy Economics, 2023, 126, pp.107007. ⟨10.1016/j.eneco.2023.107007⟩. ⟨hal-04478730⟩
Fredj Jawadi, Abdoul Karim Idi Cheffou, Nabila Jawadi. Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis. Annals of Operations Research, 2023, ⟨10.1007/s10479-023-05503-2⟩. ⟨hal-04478732⟩
Fredj Jawadi, Philippe Rozin, David Bourghelle. Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis. International Economics, 2023, 173, pp.164 - 174. ⟨10.1016/j.inteco.2022.11.006⟩. ⟨hal-04412667⟩
Fredj Jawadi, Pascal Grandin, David Bourghelle, Philippe Rozin. What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions. Behavioral Finance and Asset Prices: The Influence of Investor's Emotions, 2023, 978-3-031-24485-8. ⟨hal-04478782⟩
Fredj Jawadi, Pascal Grandin, David Bourghelle, Philippe Rozin. Introduction. Behavioral Finance and Asset Prices, 2023, 978-3-031-24485-8. ⟨hal-04478784⟩
David Bourghelle, Pascal Grandin, Fredj Jawadi, Philippe Rozin. Behavioral Finance and Asset Prices: The Influence of Investor's Emotion. Springer International Publishing, 2023, Contributions to Finance and Accounting, ⟨10.1007/978-3-031-24486-5⟩. ⟨hal-04478776⟩
Hai-Chuan Xu, Zhi-Yuan Wang, Fredj Jawadi, Wei-Xing Zhou. Reconstruction of international energy trade networks with given marginal data: A comparative analysis. Chaos, Solitons & Fractals, 2023, 167, pp.113031. ⟨10.1016/j.chaos.2022.113031⟩. ⟨hal-04454597⟩
Amira Berriche, Fredj Jawadi, Dominique Crié, Pascal Grandin, Annabel Salerno. A Sentiment Analysis using Tweet Information: An Artificial Intelligence Approach. 2nd IEAP Meeting: Investor Emotions & Asset Pricing, 2023, Lille, France. ⟨hal-04396670⟩
Xiong Wang, Jingyao Li, Xiaohang Ren, Ruijun Bu, Fredj Jawadi. Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. Energy Economics, 2023, 117, pp.106475. ⟨10.1016/j.eneco.2022.106475⟩. ⟨hal-04478736⟩
Fredj Jawadi, David Bourghelle, Philippe Rozin. Can Collective Emotions Improve Bitcoin Volatility Forecasts?”. Bankers Markets & Investors : an academic & professional review, 2022, 4 (171). ⟨hal-04478739⟩
Hai-Chuan Xu, Fredj Jawadi, Jie Zhou, Wei-Xing Zhou. Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. Empirical Economics, 2022, 65 (1), pp.93-110. ⟨10.1007/s00181-022-02338-x⟩. ⟨hal-04478741⟩
Gilles Dufrénot, Fredj Jawadi, Zied Ftiti. Sovereign bond market integration in the euro area: a new empirical conceptualization. Annals of Operations Research, 2022, 318 (1), pp.147-161. ⟨10.1007/s10479-022-04847-5⟩. ⟨hal-03740521⟩
Najid Ahmad, Fredj Jawadi, Muhammad Azam. Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation. Computational Economics, 2022, 62 (4), pp.1393-1411. ⟨10.1007/s10614-022-10302-1⟩. ⟨hal-04478742⟩
Fredj Jawadi. Essays in modelling financial market dynamics: An overview. International Journal of Finance and Economics, 2022, 27 (4), pp.3803-3804. ⟨10.1002/ijfe.2682⟩. ⟨hal-04478740⟩
Fredj Jawadi, Nabila Jawadi, Abdoulkarim Idi Cheffou. Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data. Annals of Operations Research, 2022, 333 (1), pp.461-479. ⟨10.1007/s10479-022-04832-y⟩. ⟨hal-04478744⟩
Rabin Jana, Indranil Ghosh, Fredj Jawadi, Gazi Salah Uddin, Ricardo Sousa. COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens. Annals of Operations Research, 2022, ⟨10.1007/s10479-022-04744-x⟩. ⟨hal-04478747⟩
David Bourghelle, Fredj Jawadi, Philippe Rozin. Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach. Journal of Economic Behavior and Organization, 2022, 196, pp.294 - 306. ⟨10.1016/j.jebo.2022.01.026⟩. ⟨hal-04412029⟩
Fredj Jawadi, Nabila Jawadi, Abdoulkarim Idi Cheffou. The COVID-19 pandemic and ethical stock markets: further evidence of moral shock. Applied Economics, 2022, 54 (42), pp.4874-4885. ⟨10.1080/00036846.2022.2038366⟩. ⟨hal-04478750⟩
Pascal Alphonse, David Bourghelle, Fredj Jawadi, Philippe Rozin. Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the Covid-19 Context. Bankers Markets & Investors : an academic & professional review, 2021, 166, pp.44-55. ⟨10.54695/bmi.166.6714⟩. ⟨hal-04138260⟩
David Bourghelle, Fredj Jawadi, Philippe Rozin. Oil price volatility in the context of Covid-19. International Economics, 2021, 167, pp.39 - 49. ⟨10.1016/j.inteco.2021.05.001⟩. ⟨hal-04412020⟩
Fredj Jawadi, Hachmi Ben Ameur, Stephanie Bigou, Alexis Flageollet. Does the Real Business Cycle Help Forecast the Financial Cycle?. Computational Economics, 2021, 60 (4), pp.1529-1546. ⟨10.1007/s10614-021-10193-8⟩. ⟨hal-04478764⟩
Fredj Jawadi, Abdoulkarim Idi Cheffou, Nabila Jawadi, Hachmi Ben Ameur. Conventional and Islamic stock market liquidity and volatility during COVID 19. Applied Economics, 2021, 53 (60), pp.6944-6963. ⟨10.1080/00036846.2021.1954595⟩. ⟨hal-04478768⟩
Frédéric Bertrand, Christian Derquenne, Gilles Dufrenot, Fredj Jawadi, Myriam Maumy-Bertrand. Statistiques pour l’économie et la gestion : théorie et applications en entreprise. Claire Borsenberger. De Boeck Supérieur, 656 p., 2021, 978-2-8073-1944-8. ⟨hal-03576343⟩
Christina Christou, Rangan Gupta, Fredj Jawadi. Does inequality help in forecasting equity premium in a panel of G7 countries?. North American Journal of Economics and Finance, 2021, 57, pp.101456. ⟨10.1016/j.najef.2021.101456⟩. ⟨hal-04478772⟩
Luca Agnello, Vitor Castro, Gilles Dufrénot, Fredj Jawadi, Ricardo Sousa. Unconventional monetary policy reaction functions: evidence from the US. Studies in Nonlinear Dynamics and Econometrics, 2020, 24 (4), pp.1-18. ⟨10.1515/snde-2018-0088⟩. ⟨hal-03101417⟩
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