Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Lebanese American University

19

H index

33

i10 index

1189

Citations

RESEARCH PRODUCTION:

93

Articles

63

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 132
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 475.    Total self citations: 88 (6.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo906
   Updated: 2020-11-21    RAS profile: 2020-10-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (61)

Roubaud, David (25)

Demirer, Riza (10)

Lau, Chi Keung (9)

Ji, Qiang (8)

Balcilar, Mehmet (8)

Shahzad, Syed Jawad Hussain (7)

Tiwari, Aviral (6)

Krištoufek, Ladislav (5)

lucey, brian (5)

Molnár, Peter (4)

Kyei, Clement (4)

Gkillas (Gillas), Konstantinos (3)

Wang, Shixuan (3)

Pierdzioch, Christian (3)

Salisu, Afees (2)

Antonakakis, Nikolaos (2)

Marfatia, Hardik (2)

Gabauer, David (2)

Baumohl, Eduard (2)

Gil-Alana, Luis (2)

Wong, Wing-Keung (2)

Awartani, Basel (2)

Shahbaz, Muhammad (2)

Wohar, Mark (2)

Bekiros, Stelios (2)

Výrost, Tomᚠ(2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elie I. Bouri.

Is cited by:

Tiwari, Aviral (62)

Ji, Qiang (44)

GUPTA, RANGAN (29)

Gözgör, Giray (27)

Fernandez Bariviera, Aurelio (24)

lucey, brian (21)

Wang, Gang-Jin (19)

Demir, Ender (19)

Raheem, Ibrahim (19)

Lau, Chi Keung (18)

bouoiyour, jamal (17)

Cites to:

GUPTA, RANGAN (196)

Roubaud, David (102)

lucey, brian (80)

Nguyen, Duc Khuong (75)

Balcilar, Mehmet (61)

Tiwari, Aviral (60)

Hammoudeh, Shawkat (57)

Ji, Qiang (56)

Shahzad, Syed Jawad Hussain (54)

Molnár, Peter (51)

Bollerslev, Tim (49)

Main data


Where Elie I. Bouri has published?


Journals with more than one article published# docs
Finance Research Letters12
Energy Economics7
The Quarterly Review of Economics and Finance7
Resources Policy7
International Review of Financial Analysis6
Physica A: Statistical Mechanics and its Applications4
International Review of Economics & Finance3
Applied Economics3
Energies3
Economic Modelling3
Energy3
Economics Bulletin3
Energy Policy2
Journal of Wine Economics2
International Journal of Business Performance Management2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics43
Post-Print / HAL17
EconStor Preprints / ZBW - Leibniz Information Centre for Economics2

Recent works citing Elie I. Bouri (2020 and 2019)


YearTitle of citing document
2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

Full description at Econpapers || Download paper

2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092.

Full description at Econpapers || Download paper

2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092.

Full description at Econpapers || Download paper

2020An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

Full description at Econpapers || Download paper

2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69.

Full description at Econpapers || Download paper

2019An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

Full description at Econpapers || Download paper

2019Altcoin-Bitcoin Arbitrage. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1903.06033.

Full description at Econpapers || Download paper

2019A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong. In: Papers. RePEc:arx:papers:1904.05028.

Full description at Econpapers || Download paper

2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

Full description at Econpapers || Download paper

2019A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933.

Full description at Econpapers || Download paper

2019Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation. (2019). Fabozzi, Frank J ; Rache, Svetlozar T ; Hu, Yuan. In: Papers. RePEc:arx:papers:1908.05419.

Full description at Econpapers || Download paper

2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

Full description at Econpapers || Download paper

2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

Full description at Econpapers || Download paper

2019Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281.

Full description at Econpapers || Download paper

2019BitMEX Funding Correlation with Bitcoin Exchange Rate. (2019). Ammanamanchi, Pawan Sasanka ; Nimmagadda, Sai Srikar. In: Papers. RePEc:arx:papers:1912.03270.

Full description at Econpapers || Download paper

2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

Full description at Econpapers || Download paper

2019A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166.

Full description at Econpapers || Download paper

2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

Full description at Econpapers || Download paper

2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

Full description at Econpapers || Download paper

2020An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

Full description at Econpapers || Download paper

2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

Full description at Econpapers || Download paper

2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

Full description at Econpapers || Download paper

2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

Full description at Econpapers || Download paper

2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

Full description at Econpapers || Download paper

2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

Full description at Econpapers || Download paper

2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

Full description at Econpapers || Download paper

2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Cerqueti, Roy ; Mattera, Raffaele ; Giacalone, Massimiliano. In: Papers. RePEc:arx:papers:2004.11674.

Full description at Econpapers || Download paper

2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

Full description at Econpapers || Download paper

2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

Full description at Econpapers || Download paper

2020A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction. (2020). Wu, Weili ; Li, Xiao. In: Papers. RePEc:arx:papers:2008.09667.

Full description at Econpapers || Download paper

2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

Full description at Econpapers || Download paper

2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030.

Full description at Econpapers || Download paper

2020Multiscale characteristics of the emerging global cryptocurrency market. (2020). Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2010.15403.

Full description at Econpapers || Download paper

2020Bitcoins future carbon footprint. (2020). Zhang, DA ; Stoll, Christian ; Gallersdorfer, Ulrich ; Klaassen, Lena ; Qin, Shize. In: Papers. RePEc:arx:papers:2011.02612.

Full description at Econpapers || Download paper

2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:2011.03741.

Full description at Econpapers || Download paper

2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

Full description at Econpapers || Download paper

2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

Full description at Econpapers || Download paper

2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

Full description at Econpapers || Download paper

2020Applying Blockchain to the Australian Carbon Market. (2020). Thomas, Sebastian ; Hartmann, Sam. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:133-151.

Full description at Econpapers || Download paper

2019BITCOIN IN THE SCIENTIFIC LITERATURE – A BIBLIOMETRIC STUDY. (2019). Mărginean, Silvia ; Raluca, Sava ; Cristina, Mrginean Silvia ; Ramona, Ortean. In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:3:p:160-174.

Full description at Econpapers || Download paper

2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

Full description at Econpapers || Download paper

2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

Full description at Econpapers || Download paper

2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

Full description at Econpapers || Download paper

2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

Full description at Econpapers || Download paper

2020What Drives Bitcoins? A Com- parative Study of Bitcoin Prices and Financial Asset Classes. (2020). Bartholomae, Florian ; Rafih, Pierre. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:41-45.

Full description at Econpapers || Download paper

2019Volatility in the Cryptocurrency Market. (2019). Serletis, Apostolos ; Liu, Jinan. In: Working Papers. RePEc:clg:wpaper:2019-09.

Full description at Econpapers || Download paper

2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

Full description at Econpapers || Download paper

2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017629.

Full description at Econpapers || Download paper

2019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

Full description at Econpapers || Download paper

2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

Full description at Econpapers || Download paper

2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

Full description at Econpapers || Download paper

2020Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047.

Full description at Econpapers || Download paper

2020Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches. (2020). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Martin-Cervantes, Pedro Antonio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00061.

Full description at Econpapers || Download paper

2019Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7.

Full description at Econpapers || Download paper

2019Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market. (2019). Gupta, Saumya ; Malhotra, Nidhi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-26.

Full description at Econpapers || Download paper

2020Crypto-currencies Trading and Energy Consumption. (2020). Nguyen, Canh ; Hui, Felicia Chong ; Schinckus, Christophe. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-45.

Full description at Econpapers || Download paper

2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

Full description at Econpapers || Download paper

2020Oil Rent, Geopolitical Risk and Banking Sector Performance. (2020). van Hemmen, Stefan F ; Alsagr, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-36.

Full description at Econpapers || Download paper

2019Energy sector uncertainty decomposition: New approach based on implied volatilities. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Applied Energy. RePEc:eee:appene:v:248:y:2019:i:c:p:141-148.

Full description at Econpapers || Download paper

2019Herding behavior and contagion in the cryptocurrency market. (2019). Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Jordo, Paulo Vitor. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:41-50.

Full description at Econpapers || Download paper

2019Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model. (2019). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:57-63.

Full description at Econpapers || Download paper

2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

Full description at Econpapers || Download paper

2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

Full description at Econpapers || Download paper

2019Why and how should SHE make her way into the family business boardroom?. (2019). Samara, Georges ; Lapeira, Maria ; Jamali, Dima. In: Business Horizons. RePEc:eee:bushor:v:62:y:2019:i:1:p:105-115.

Full description at Econpapers || Download paper

2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

Full description at Econpapers || Download paper

2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

Full description at Econpapers || Download paper

2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

Full description at Econpapers || Download paper

2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

Full description at Econpapers || Download paper

2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

Full description at Econpapers || Download paper

2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

Full description at Econpapers || Download paper

2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

Full description at Econpapers || Download paper

2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

Full description at Econpapers || Download paper

2020Volatility transmission to the fine wine market. (2020). ben Ameur, Hachmi ; le Fur, Eric ; Lefur, Eric . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

Full description at Econpapers || Download paper

2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

Full description at Econpapers || Download paper

2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

Full description at Econpapers || Download paper

2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

Full description at Econpapers || Download paper

2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

Full description at Econpapers || Download paper

2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

Full description at Econpapers || Download paper

2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

Full description at Econpapers || Download paper

2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

Full description at Econpapers || Download paper

2019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

Full description at Econpapers || Download paper

2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

Full description at Econpapers || Download paper

2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

Full description at Econpapers || Download paper

2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

Full description at Econpapers || Download paper

2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

Full description at Econpapers || Download paper

2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

Full description at Econpapers || Download paper

2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

Full description at Econpapers || Download paper

2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

Full description at Econpapers || Download paper

2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

Full description at Econpapers || Download paper

2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

Full description at Econpapers || Download paper

2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

Full description at Econpapers || Download paper

2019The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

Full description at Econpapers || Download paper

2020Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647.

Full description at Econpapers || Download paper

2020What drives Bitcoin’s price crash risk?. (2020). Urquhart, Andrew ; Sakkas, Athanasios ; Papakyriakou, Panayiotis ; Kalyvas, Antonios. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908.

Full description at Econpapers || Download paper

2020Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules. (2020). Biakowski, Jdrzej. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304227.

Full description at Econpapers || Download paper

2020Does Bitcoin add value to global industry portfolios?. (2020). Elsayed, Ahmed H ; Damianov, Damian S. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304768.

Full description at Econpapers || Download paper

2019Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780.

Full description at Econpapers || Download paper

2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

Full description at Econpapers || Download paper

2019Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Elie I. Bouri:


YearTitleTypeCited
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange In: Review of Economic and Business Studies.
[Full Text][Citation analysis]
article0
2020Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes.
[Full Text][Citation analysis]
article0
2019Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
[Full Text][Citation analysis]
article1
2019Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? In: Journal of Wine Economics.
[Full Text][Citation analysis]
article1
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices In: Journal of Wine Economics.
[Full Text][Citation analysis]
article4
2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin.
[Full Text][Citation analysis]
article3
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
[Full Text][Citation analysis]
article8
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
[Full Text][Citation analysis]
article6
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]
article100
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 100
paper
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
[Full Text][Citation analysis]
article3
2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
[Full Text][Citation analysis]
article15
2015Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis In: Energy Economics.
[Full Text][Citation analysis]
article30
2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
[Full Text][Citation analysis]
article21
2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article63
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article18
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
[Full Text][Citation analysis]
article14
2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics.
[Full Text][Citation analysis]
article35
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
[Full Text][Citation analysis]
article25
2020Oil market conditions and sovereign risk in MENA oil exporters and importers In: Energy Policy.
[Full Text][Citation analysis]
article2
2015A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market In: Energy Policy.
[Full Text][Citation analysis]
article16
2018Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy.
[Full Text][Citation analysis]
article5
2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy.
[Full Text][Citation analysis]
article4
2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
[Full Text][Citation analysis]
article32
2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article9
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2017The impact of religious practice on stock returns and volatility.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article33
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 33
paper
2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article17
2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
2019Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article22
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article29
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]
article157
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 157
paper
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]
article92
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 92
paper
2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 92
paper
2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]
article13
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]
article11
2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2020The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters.
[Full Text][Citation analysis]
article6
2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]
article35
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
[Full Text][Citation analysis]
article21
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
[Full Text][Citation analysis]
article3
2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
[Full Text][Citation analysis]
article4
2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
[Full Text][Citation analysis]
article4
2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy.
[Full Text][Citation analysis]
article4
2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
[Full Text][Citation analysis]
article0
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article12
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article4
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article17
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article27
2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27
paper
2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2020Cryptocurrencies as hedges and safe-havens for US equity sectors In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2020Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article27
2020Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2019Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020Co-movement across european stock and real estate markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2014The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges In: Economic Issues Journal Articles.
[Full Text][Citation analysis]
article0
2014Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? In: Journal of Economic Studies.
[Full Text][Citation analysis]
article2
2020Hedging Strategies of Green Assets against Dirty Energy Assets In: Energies.
[Full Text][Citation analysis]
article0
2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
[Full Text][Citation analysis]
article0
2016The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies.
[Full Text][Citation analysis]
article3
2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models In: International Journal of Financial Studies.
[Full Text][Citation analysis]
article0
2019The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters In: Risks.
[Full Text][Citation analysis]
article1
2016Outside directors and firm performance across family generations in Lebanon In: Post-Print.
[Citation analysis]
paper0
2016Outside directors and firm performance across family generations in Lebanon.(2016) In: International Journal of Business Performance Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Board of Directors and Bank Performance: Beyond Agency Theory In: Post-Print.
[Citation analysis]
paper0
2013Board of directors and bank performance: beyond agency theory.(2013) In: International Journal of Business Governance and Ethics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms In: Post-Print.
[Full Text][Citation analysis]
paper5
2013Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B*. In: Post-Print.
[Citation analysis]
paper0
2012Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon. In: Post-Print.
[Citation analysis]
paper0
2012Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange In: Post-Print.
[Citation analysis]
paper0
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
[Citation analysis]
paper33
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
[Citation analysis]
paper0
2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
[Citation analysis]
paper3
2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2020Culture and multiple firm-bank relationships: a matter of secrecy and trust? In: Post-Print.
[Citation analysis]
paper0
2016Ownership structure and minority expropriation in Lebanon In: International Journal of Business and Globalisation.
[Full Text][Citation analysis]
article0
2013Board of directors and financial performance in the Middle East In: International Journal of Business Performance Management.
[Full Text][Citation analysis]
article1
2015Principal–principal conflicts in Lebanese unlisted family firms In: Journal of Management & Governance.
[Full Text][Citation analysis]
article1
2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article3
2019The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article4
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]
paper19
2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper2
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
[Citation analysis]
paper3
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper6
2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]
paper20
2018Spillovers between Bitcoin and other assets during bear and bull markets.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2018Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers.
[Full Text][Citation analysis]
paper2
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]
paper13
2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers.
[Citation analysis]
paper0
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
[Citation analysis]
paper0
2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
[Citation analysis]
paper1
2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers.
[Citation analysis]
paper0
2020The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
[Citation analysis]
paper0
2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty In: Working Papers.
[Citation analysis]
paper3
2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
[Citation analysis]
paper0
2019Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers.
[Citation analysis]
paper0
2019Gold, Platinum and the Predictability of Bond Risk Premia In: Working Papers.
[Citation analysis]
paper1
2019The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile In: Working Papers.
[Citation analysis]
paper0
2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers.
[Citation analysis]
paper1
2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Working Papers.
[Citation analysis]
paper0
2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin In: Working Papers.
[Citation analysis]
paper0
2020Jumps in Energy and Non-Energy Commodities In: Working Papers.
[Citation analysis]
paper0
2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach In: Working Papers.
[Citation analysis]
paper0
2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]
paper0
2020Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper0
2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
[Citation analysis]
paper0
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness In: Working Papers.
[Full Text][Citation analysis]
paper0
2020High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers.
[Citation analysis]
paper0
2020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: Working Papers.
[Citation analysis]
paper0
2020Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]
paper1
2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities In: Working Papers.
[Citation analysis]
paper0
2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers.
[Citation analysis]
paper0
2020COVID-19 Pandemic and Investor Herding in International Stock Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets In: Journal of Economic Integration.
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article1
2016On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters In: Economia Politica: Journal of Analytical and Institutional Economics.
[Full Text][Citation analysis]
article14
2020Dynamic structural impacts of oil shocks on exchange rates: lessons to learn In: Journal of Economic Structures.
[Full Text][Citation analysis]
article1
2018Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality In: International Journal of the Economics of Business.
[Full Text][Citation analysis]
article1
2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
[Full Text][Citation analysis]
paper1
2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
[Full Text][Citation analysis]
paper0
2016On the return-volatility relationship in the Bitcoin market around the price crash of 2013 In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper47
2017On the return-volatility relationship in the Bitcoin market around the price crash of 2013.(2017) In: Economics - The Open-Access, Open-Assessment E-Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team