{"id":60,"date":"2022-08-15T10:31:47","date_gmt":"2022-08-15T10:31:47","guid":{"rendered":"http:\/\/qufaculty.qu.edu.qa\/nbenlagha\/?page_id=60"},"modified":"2022-08-15T10:32:01","modified_gmt":"2022-08-15T10:32:01","slug":"publications","status":"publish","type":"page","link":"http:\/\/qufaculty.qu.edu.qa\/nbenlagha\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"<p>1.\tBen Lagha, N., El Omari, S. (2021). Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic. Finance Research Letters. https:\/\/www.sciencedirect.com\/science\/article\/pii\/S1544612321003755 (Applied)<br \/>\nFinance research letters-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =A, AJG (ABS) = 2, Impact Factor = 5.596, Web of Science = Q1<\/p>\n<p>2.\tBen Lagha, N., El Omari, S. (2021). What determines the dependence between stock markets &#8211; crisis or financial and economic fundamentals? Applied Economics. https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00036846.2021.1951443 (Applied)<br \/>\nApplied Economics-3.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =A, AJG (ABS) = 2, Impact Factor = 1.835, Web of Science = Q3<\/p>\n<p>3.\tBen Lagha, N., Hemrit, W. (2021). Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields? Journal of Economics and Finance. https:\/\/doi.org\/10.1007\/s12197-021-09554-8 (Applied)<br \/>\nSpringer_EPU_Bonds_2021-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =B<\/p>\n<p>4.\tBen Lagha, N., Hemrit, W. (2021). Does renewable energy index respond to the pandemic uncertainty? Renewable Energy, 177, 336-347. https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0960148121008132 (Applied)<br \/>\nRenewable energy-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, Impact Factor = 8.001, Web of Science = Q1<\/p>\n<p>5.\tBen Lagha, N., Nesteruk, I. (2021). Predictions of COVID-19 Pandemic Dynamics in Ukraine and Qatar Based on Generalized SIR Model. Innovative Biosystems and Bioengineering, 5(1), 37-46. http:\/\/ibb.kpi.ua\/article\/view\/228605 (Applied)<br \/>\nSIR MODEL-1.pdf<br \/>\nRanking\/Indexing: Scopus = No<\/p>\n<p>6.\tBen Lagha, N. (2021). Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling. Communications in Statistics &#8211; Simulation and Computation, 53, 1-19. https:\/\/doi.org\/10.1080\/03610918.2021.1884713 (Applied)<br \/>\nRanking\/Indexing: Scopus = Yes, Impact Factor = 1.118, Web of Science = Q3<br \/>\n1.\tBen Lagha, N., Charfeddine, L. (2021). Analysis Of The Effect Of The European Debt Crisis On The Saudi Arabian Economy. Studies in Business and Economics, 24(1), 61-81. (Applied) &#8211; Accepted<br \/>\nSBE_2021-1.pdf<br \/>\nRanking\/Indexing: Scopus = No<\/p>\n<p>2.\tBen Lagha, N., Hemrit, W. (2020). Asymmetric Impacts of Insurance Premiums on the Non-Oil GDP: Some new empirical evidence. Applied Economics, 52(12), 1363-1376. https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00036846.2019.1673300?scroll=top&amp;needAccess=true (Applied)<br \/>\nApplied Economics-2.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =A, AJG (ABS) = 2, Impact Factor = 1.835, Web of Science = Q3<\/p>\n<p>3.\tBen Lagha, N. (2020). Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. Research in International Business and Finance, 54, 101285. https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0275531918311115 (Applied)<br \/>\nRIBAF-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =B, AJG (ABS) = 2, Impact Factor = 4.091, Web of Science = Q1<\/p>\n<p>4.\tBen Lagha, N., Hemrit, W. (2020). Internet use and insurance growth: evidence from a panel of<br \/>\nOECD countries. Technology in Society, 62, 101289. https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0160791X1930363X (Applied)<br \/>\nTechnology in society-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =C, Impact Factor = 4.192, Web of Science = Q1<\/p>\n<p>5.\tBen Lagha, N., Charfeddine, L. (2020). Risk factors of road accident severity and the development of a new system for prevention: New insights from China. Accident Analysis and Prevention, 136. https:\/\/doi.org\/10.1016\/j.aap.2019.105411 (Applied)<br \/>\nAccident analysis and prevention2020-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =A*, AJG (ABS) = 3, Impact Factor = 4.993, Web of Science = Q1<\/p>\n<p>6.\tCharfeddine, L., Ben Lagha, N., Maouchi, Y. (2020). Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. Economic Modelling, 85, 198-217. https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0264999318310691 (Applied)<br \/>\n1-s2.0-S0264999318310691-main-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =A, AJG (ABS) = 2, Impact Factor = 3.127, Web of Science = Q1<\/p>\n<p>7.\tBen Lagha, N., Mseddi, S. (2019). Return and volatility spillovers in presence of structural breaks: Evidence from GCC Islamic and conventional banks. Journal of Asset Management, 20(1), 72-90. https:\/\/link.springer.com\/article\/10.1057\/s41260-018-00107-z (Applied)<br \/>\njournal of asset managment 2019-2.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =B, AJG (ABS) = 2, Web of Science = Q4<\/p>\n<p>8.\tBen Lagha, N., Hemrit, w. (2018). The inter and intra discipline linkage between Economics, Business administration and Social sciences. Research in Social Sciences and Technology, 3(3), 92-115. http:\/\/www.ressat.org\/index.php\/ressat (Applied)<br \/>\nResearch in Social Sciences and technology-2.pdf<br \/>\nRanking\/Indexing: Scopus = No<\/p>\n<p>9.\tMseddi, S., Ben Lagha, N. (2018). An analysis of spillovers between Islamic and conventional stock bank returns: Evidence from the GCC countries. Multinational Finance Journal, 21(2), 21-132. http:\/\/www.mfsociety.org\/page.php?pageID=175&amp;searchByYear=true&amp;searchYearFrom=2017&amp;searchYearTo=2017 (Applied)<br \/>\nMultinational Finance Journal &#8211; 2017-1.pdf<br \/>\nRanking\/Indexing: Scopus = No, ABDC =B, AJG (ABS) = 1<\/p>\n<p>10.\tBen Lagha, N., Hemrit, w. (2018). The dynamic and dependence of stock return behaviours: Evidence from the insurance sector in Saudi Arabia. Asia-Pacific Financial Markets, 25(4), 285-323. https:\/\/link.springer.com\/article\/10.1007\/s10690-018-9249-2 (Applied)<br \/>\nAsia pacifica financial markets-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =C, AJG (ABS) = 2<\/p>\n<p>11.\tBen Lagha, N., w. H. (2018). The Impact Of Government Spending On Non-Oil-GDP In Saudi Arabia (Multiplier Analysis). International Journal of Economics and Business Research, 15(3), 350-372. https:\/\/www.inderscience.com\/info\/inarticletoc.php?jcode=ijebr&amp;year=2018&amp;vol=15&amp;issue=3 (Applied)<br \/>\nInt. J. Economics and Business Research-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =C<\/p>\n<p>12.\tMseddi, s., Ben Lagha, N. (2017). The linkage between energy consumption and economic growth: Evidence from Saudi Arabia. Empirical Economics Letters, 16(10), 1093-1101. http:\/\/www.eel.my100megs.com\/volume-16-number-10.htm (Basic)<br \/>\nEmpirical economics letters-1.pdf<br \/>\nRanking\/Indexing: Scopus = No, ABDC =C<\/p>\n<p>13.\tBen Lagha, N., karaa, I. (2017). Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling. Cogent Economics and Finance, 5(1), 1-15. http:\/\/www.tandfonline.com\/toc\/OAEF20\/current (Applied)<br \/>\nCogent_may_2017-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =B, AJG (ABS) = 1<\/p>\n<p>14.\tBen Lagha, N., Chargui, S. (2017). Range-based and GARCH volatility estimation: Evidence from the French asset market. Global Finance Journal, 32, 149-165. (Basic)<br \/>\nGlobal-finance-journal_benlagha-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =B, AJG (ABS) = 2<\/p>\n<p>15.\tBen Lagha, N., Mseddi, S. (2016). The Macroeconomic and Financial Impacts of European Crisis on Saudi Arabia. Applied Econometrics and International Development, 16, 143-170. (Basic)<br \/>\nApplied Econometrics and international dev 2016-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =C, AJG (ABS) = 2<\/p>\n<p>16.\tCharfeddine, L., Ben Lagha, N. (2016). A Time-varying Copula Approach for Modelling Dependency: New Evidence from Commodity and S&amp;P500 Markets. Journal of<br \/>\nMultinational Financial Management, 37\u201338, 168-189. (Applied)<br \/>\ntime_varying_copula-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =B, AJG (ABS) = 2<\/p>\n<p>17.\tI. K., Ben Lagha, N. (2015). Testing for Asymmetric Information in Tunisian Automobile Insurance Market. Mediterranean Journal of Social Sciences, 6(3), 455-464. https:\/\/www.mcser.org\/journal\/index.php\/mjss\/article\/view\/6428 (Basic)<br \/>\nMediterranean Journal of Social Sciences-2.pdf<br \/>\nRanking\/Indexing: Scopus = Yes<\/p>\n<p>18.\tBen Lagha, N. (2014). Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach. Review of Economics &amp; Finance, 4(4), 49-60. http:\/\/www.bapress.ca\/refissue.php?numberid=13 (Applied)<br \/>\nReview of Economics  Finance 2014-1.pdf<br \/>\nRanking\/Indexing: Scopus = No, ABDC =B<\/p>\n<p>19.\tBen Lagha, N. (2014). Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach. Applied Economics, 46(31), 3849-3860. http:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00036846.2014.943886 (Applied)<br \/>\nApplied economics 2014-1.pdf<br \/>\nRanking\/Indexing: Scopus = Yes, ABDC =A, AJG (ABS) = 2, Impact Factor = 0.586, Web of Science = Q3<\/p>\n<p>20.\tBen Lagha, N., I. K., Charfeddine, L. (2012). Modeling Accident Occurrence in Car Insurance Implementation on Tunisian Data. Asian-African Journal of Economics and Econometrics, 12(2), 395-406. (Applied)<br \/>\nAsian-African Journal of Economics and Econometrics _2012-1.pdf<\/p>\n<p>21.\tCharfeddine, L., Ben Lagha, N., Karaa, I. (2012). Modelling accident occurrence in car insurance implementation on Tunisia data. Asian-African Journal of Economics and Econometrics, 12(2), 395-406. (Applied)<\/p>\n<p>22.\tBen Lagha, N., O. V., M. G. R. (2009). Modelling Accident Frequencies in car Insurance. Bulletin Francais d actuariat, 9(18), 41-63. (Applied)<br \/>\nrevue_francai_actuariat-1.pdf<\/p>\n<p>23.\tBen Lagha, N. (2008). Adverse selection, accident and contract choice at young drivers: the pertinence of models. Risques, les cahiers de l\u2019assurance, 75, 133-141. (Applied)<\/p>\n<p>24.\tBen Lagha, N., M. G. R. (2007). Contract choice and accident at young drivers. HEC Montreal, 74(3), 505-532. (Applied)<\/p>\n<p>25.\tBen Lagha, N., M. G. R., o. V. (2007). A local approach to manage High risk in car insurance. INSURANCE AND RISK MANAGEMENT, 75(3). (Applied)<br \/>\nApproche locale_2007_75_no3_Grun-1.pdf<\/p>\n","protected":false},"excerpt":{"rendered":"<p>1. Ben Lagha, N., El Omari, S. (2021). 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