Details about Ahdi Noomen Ajmi

Access statistics for papers by Ahdi Noomen Ajmi.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: paj18

Working Papers

2021

1. Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint
   Working Papers, University of Pretoria, Department of Economics View citations (6)

2014

2. A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
   Working Papers, University of Pretoria, Department of Economics View citations (1)
3. Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries
   Working Papers, Department of Research, Ipag Business School View citations (36)
4. Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
   Working Papers, University of Pretoria, Department of Economics View citations (6)
   See also Journal Article Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model, Emerging Markets Review, Elsevier (2015) View citations (17) (2015)
5. Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries
   Working Papers, University of Pretoria, Department of Economics View citations (32)
6. Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (3)
   Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (3)
   Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
   See also Journal Article Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching, International Review of Economics & Finance, Elsevier (2016) View citations (41) (2016)
7. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
   Working Papers, Department of Research, Ipag Business School View citations (24)
   See also Journal Article Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period, Applied Economics, Taylor & Francis Journals (2014) View citations (78) (2014)
8. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
   Working Papers, University of Pretoria, Department of Economics View citations (15)
9. Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing, Applied Economics, Taylor & Francis Journals (2016) View citations (21) (2016)
10. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
    Working Papers, Department of Research, Ipag Business School View citations (9)
    See also Journal Article Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests, Economic Modelling, Elsevier (2013) View citations (37) (2013)
11. The Nonparametric Relationship between Oil and South African Agricultural Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2013

12. CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES
    Working Papers, University of Pretoria, Department of Economics View citations (8)
13. Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
    Working Papers, University of Pretoria, Department of Economics View citations (10)
14. Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
    Working Papers, University of Pretoria, Department of Economics View citations (8)
    See also Journal Article Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests, Journal of Developing Areas, Tennessee State University, College of Business (2015) View citations (22) (2015)
15. Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests, Journal of Applied Economics, Taylor & Francis Journals (2015) View citations (20) (2015)
16. Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
17. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Working Papers, Department of Research, Ipag Business School View citations (12)
    See also Journal Article How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (94) (2014)
18. Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model, Applied Financial Economics, Taylor & Francis Journals (2014) View citations (42) (2014)

Journal Articles

2024

1. On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum
   Financial Innovation, 2024, 10, (1), 1-25

2022

2. Analyzing the Nexus Between Geopolitical Risk, Policy Uncertainty, and Tourist Arrivals: Evidence From the United States
   Evaluation Review, 2022, 46, (3), 266-295 View citations (10)
3. COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies
   Research in International Business and Finance, 2022, 60, (C) View citations (26)
4. Green bonds and oil price shocks and uncertainty: A safe haven analysis
   International Economics, 2022, 172, (C), 238-254 View citations (7)
   Also in International Economics, 2022, (172), 238-254 (2022) View citations (7)
5. Trilemma of pandemic-related health emergency, economic policy uncertainty and partisan conflict in the United States: A time-varying analysis evidence
   Journal of Economics and Finance, 2022, 46, (4), 771-784

2021

6. Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis
   Economic Analysis and Policy, 2021, 69, (C), 238-252 View citations (13)
7. Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
   Resources Policy, 2021, 70, (C) View citations (18)
8. Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?
   Energy Economics, 2021, 103, (C) View citations (29)
9. Do macroeconomic conditions affect corporate cash holdings and cash adjustment dynamics? Evidence from GCC countries
   International Journal of Emerging Markets, 2021, 18, (9), 2643-2662 View citations (1)
10. Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
    SAGE Open, 2021, 11, (2), 21582440211016377 View citations (8)
11. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
    Financial Innovation, 2021, 7, (1), 1-27 View citations (68)
12. Econometrics of Anthropogenic Emissions, Green Energy-Based Innovations, and Energy Intensity across OECD Countries
    Sustainability, 2021, 13, (8), 1-18 View citations (5)
13. Energy consumption, economic growth, foreign direct investment and globalization causality nexus in OECD countries: a symbolic transfer entropy analysis
    Economics and Business Letters, 2021, 10, (4), 408-415
14. Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
    Resources Policy, 2021, 74, (C) View citations (16)
15. Islamic banking and corporate investment efficiency: empirical evidence from Malaysia
    International Journal of Productivity and Performance Management, 2021, 71, (5), 1854-1871
16. Oil price and US dollar exchange rate: Change detection of bi-directional causal impact
    Energy Economics, 2021, 100, (C) View citations (21)
17. Testing the pecking order theory of capital structure in an Islamic legal system: the case of Saudi Arabia
    International Journal of Islamic and Middle Eastern Finance and Management, 2021, 14, (4), 732-752

2020

18. Biomass energy consumption and economic growth nexus in OECD countries: A panel analysis
    Renewable Energy, 2020, 162, (C), 1649-1654 View citations (23)
19. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?
    Resources Policy, 2020, 69, (C) View citations (49)
20. Economic policy uncertainty and the Bitcoin-US stock nexus
    Journal of Multinational Financial Management, 2020, 57-58 View citations (25)
21. Financial conditions, financial constraints and investment-cash flow sensitivity: evidence from Saudi Arabia
    Journal of Economic and Administrative Sciences, 2020, 37, (4), 763-784
22. Relationship between green bonds and financial and environmental variables: A novel time-varying causality
    Energy Economics, 2020, 92, (C) View citations (94)

2016

23. Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices
    Journal of Housing Research, 2016, 25, (2), 195-211 View citations (1)
24. Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
    International Review of Economics & Finance, 2016, 45, (C), 559-571 View citations (41)
    See also Working Paper Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching, FinMaP-Working Papers (2014) View citations (3) (2014)
25. Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing
    Applied Economics, 2016, 48, (24), 2301-2308 View citations (21)
    See also Working Paper Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing, Working Papers (2014) View citations (2) (2014)
26. The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa
    Economia Internazionale / International Economics, 2016, 69, (2), 93-112

2015

27. Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
    Journal of Applied Economics, 2015, 18, (2), 225-246 View citations (20)
    Also in Journal of Applied Economics, 2015, 18, 225-246 (2015) View citations (30)
    See also Working Paper Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests, Working Papers (2013) View citations (1) (2013)
28. Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests
    Journal of Developing Areas, 2015, 49, (2), 163-181 View citations (22)
    See also Working Paper Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests, Working Papers (2013) View citations (8) (2013)
29. Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
    Emerging Markets Review, 2015, 24, (C), 46-68 View citations (17)
    See also Working Paper Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model, Working Papers (2014) View citations (6) (2014)
30. Old wine in a new bottle: money demand causality for 10 Asian countries
    International Journal of Emerging Markets, 2015, 10, (3), 491-503
31. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation
    Energy Economics, 2015, 49, (C), 629-638 View citations (123)
32. Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
    Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (2), 106-126 View citations (1)

2014

33. Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries
    Energy Economics, 2014, 45, (C), 485-490 View citations (50)
34. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 213-227 View citations (94)
    See also Working Paper How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests, Working Papers (2013) View citations (12) (2013)
35. Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
    Applied Financial Economics, 2014, 24, (14), 993-1004 View citations (42)
    See also Working Paper Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model, Working Papers (2013) View citations (4) (2013)
36. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
    Applied Economics, 2014, 46, (18), 2167-2177 View citations (78)
    See also Working Paper Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period, Working Papers (2014) View citations (24) (2014)

2013

37. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
    Economic Modelling, 2013, 35, (C), 126-133 View citations (37)
    See also Working Paper Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests, Working Papers (2014) View citations (9) (2014)
38. The Tunisian stock market index volatility: Long memory vs. switching regime
    Emerging Markets Review, 2013, 16, (C), 170-182 View citations (19)

2012

39. The fractional integrated bi- parameter smooth transition autoregressive model
    Economics Bulletin, 2012, 32, (1), 755-765

2008

40. Seasonal Nonlinear Long Memory Model for the US Inflation Rates
    Computational Economics, 2008, 31, (3), 243-254 View citations (9)

Chapters

2014

1. Money Demand Causality for Ten Asian Countries: Evidence from Linear and Nonlinear Causality Tests
   A chapter in Risk Management Post Financial Crisis: A Period of Monetary Easing, 2014, vol. 96, pp 193-210