I
Ikram Jebabli
Researcher at International University, Cambodia
Publications - 8
Citations - 531
Ikram Jebabli is an academic researcher from International University, Cambodia. The author has contributed to research in topics: Financial market & Futures contract. The author has an hindex of 4, co-authored 6 publications receiving 131 citations. Previous affiliations of Ikram Jebabli include University of Auvergne.
Papers
More filters
Journal ArticleDOI
Metaverse beyond the hype: Multidisciplinary perspectives on emerging challenges, opportunities, and agenda for research, practice and policy
Yogesh K. Dwivedi,Laurie Hughes,Abdullah M. Baabdullah,Samuel Ribeiro-Navarrete,Mihalis Giannakis,Mutaz M. Al-Debei,Denis Dennehy,Bhimaraya A. Metri,Dimitrios Buhalis,Christy M. K. Cheung,Kieran Conboy,Ronan Doyle,Ram Janam Dubey,Vincent Dutot,Reto Felix,Dinesh Goyal,Anders Gustafsson,Chris Hinsch,Ikram Jebabli,Marijn Janssen,Young-Gab Kim,Jooyoung Kim,Stefan Koos,David Kreps,Nir Kshetri,Vikram Kumar,Keng-Boon Ooi,Savvas Papagiannidis,Ilias O. Pappas,Ariana Polyviou,Sang-Min Park,Neeraj Pandey,Maciel M. Queiroz,Ramakrishnan Raman,Philipp A. Rauschnabel,A Ranade Shirish,Marianna Sigala,Konstantina Spanaki,Garry Wei-Han Tan,M. K. Tiwari,Giampaolo Viglia,Samuel Fosso Wamba +41 more
TL;DR: The potential socio-economic impact of a fully functional persistent cross-platform metaverse has been examined in detail by combining the informed narrative and multi-perspective approach from experts with varied disciplinary backgrounds as discussed by the authors .
Journal ArticleDOI
On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
TL;DR: In this paper, a new time varying parameter VAR (TVP-VAR) model with stochastic volatility approach is presented, which provides extreme flexibility with a parsimonious specification.
Journal ArticleDOI
Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
TL;DR: In this paper, the authors investigated volatility spillovers between energy and stock markets during periods of crisis and found that the transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded throughout the 2008 global financial crisis.
Posted Content
On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility
TL;DR: In this paper, the authors dealt with the relationship between financial and energy markets and the transmission of price shocks from one market to another one has been investigated in the economic literature, however, their focus was not on financial markets but on energy markets.
Journal ArticleDOI
Time-varying efficiency in food and energy markets: Evidence and implications
Ikram Jebabli,David Roubaud +1 more
TL;DR: In this paper, weak-form efficiency in daily spot and futures prices in the food and energy markets, given the simultaneous volatilities characterising prices in both markets, was analyzed using the time-varying rolling Hurst exponent and threshold vector error correction models.