Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Lebanese American University

31

H index

67

i10 index

3413

Citations

RESEARCH PRODUCTION:

138

Articles

76

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 341
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 1238.    Total self citations: 134 (3.78 %)

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   Permalink: http://citec.repec.org/pbo906
   Updated: 2022-07-02    RAS profile: 2021-12-10    
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Relations with other researchers


Works with:

GUPTA, RANGAN (86)

Roubaud, David (69)

Shahzad, Syed Jawad Hussain (21)

Ji, Qiang (15)

Demirer, Riza (12)

Jalkh, Naji (12)

Lau, Chi Keung (11)

lucey, brian (9)

Vo, Xuan Vinh (9)

Balcilar, Mehmet (9)

Salisu, Afees (8)

Tiwari, Aviral (8)

Pierdzioch, Christian (8)

Krištoufek, Ladislav (7)

Gabauer, David (6)

Molnár, Peter (4)

Wong, Wing-Keung (4)

Kyei, Clement (4)

Wang, Shixuan (4)

Gerritsen, Dirk (3)

Walther, Thomas (3)

Pasiouras, Fotios (3)

Wohar, Mark (3)

Lopez-Lira, Alejandro (2)

Zhang, Yue-Jun (2)

Wolff, Christian (2)

FERROUHI, EL MEHDI (2)

Adrian, Tobias (2)

Smales, Lee (2)

Ajmi, Ahdi Noomen (2)

Bos, Charles (2)

Gil-Alana, Luis (2)

Theissen, Erik (2)

Palan, Stefan (2)

Xia, Shuo (2)

Pastor, Lubos (2)

Yousaf, Imran (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Tonks, Ian (2)

Deev, Oleg (2)

Nazlioglu, Saban (2)

Holzmeister, Felix (2)

Nielsson, Ulf (2)

Gorbenko, Arseny (2)

Dimpfl, Thomas (2)

LINTON, OLIVER (2)

Baumohl, Eduard (2)

Pelizzon, Loriana (2)

Davies, Ryan (2)

Putnins, Talis (2)

Lof, Matthijs (2)

Gkillas (Gillas), Konstantinos (2)

Colliard, Jean-Edouard (2)

Rakowski, David (2)

Pasquariello, Paolo (2)

Výrost, Tomᚠ(2)

Chow, Nikolai Sheung-Chi (2)

Zhou, Chen (2)

Abudy, Menachem (2)

Brownlees, Christian (2)

Harris, Jeffrey (2)

Vilkov, Grigory (2)

Awartani, Basel (2)

Lajaunie, Quentin (2)

Schwarz, Marco (2)

Dreber, Anna (2)

Ait-Sahalia, Yacine (2)

Roy, Saurabh (2)

Ferrara, Gerardo (2)

Sarno, Lucio (2)

Johannesson, Magnus (2)

Rinne, Kalle (2)

PASCUAL, ROBERTO (2)

Liew, Chee (2)

Reitz, Stefan (2)

Menkveld, Albert (2)

Patel, Vinay (2)

Ranaldo, Angelo (2)

Regis, Luca (2)

Verousis, Thanos (2)

Bohorquez Correa, Santiago (2)

Hautsch, Nikolaus (2)

Xiu, Dacheng (2)

Alexeev, Vitali (2)

Frijns, Bart (2)

Gehrig, Thomas (2)

Hurlin, Christophe (2)

Wilhelmsson, Anders (2)

Taylor, Nick (2)

Kassner, Bernhard (2)

Shahbaz, Muhammad (2)

Schenk-Hoppé, Klaus (2)

Dumitrescu, Ariadna (2)

Maghyereh, Aktham (2)

van Kervel, Vincent (2)

Foucault, Thierry (2)

Mokni, Khaled (2)

Talavera, Oleksandr (2)

Scaillet, Olivier (2)

Marfatia, Hardik (2)

Heath, Davidson (2)

Park, Andreas (2)

CAPELLE-BLANCARD, Gunther (2)

Antonakakis, Nikolaos (2)

Caporin, Massimiliano (2)

Moinas, Sophie (2)

Bekiros, Stelios (2)

Stefanova, Denitsa (2)

Jurkatis, Simon (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:

GUPTA, RANGAN (125)

Tiwari, Aviral (89)

Ji, Qiang (75)

Vo, Xuan Vinh (48)

Salisu, Afees (43)

Fernandez Bariviera, Aurelio (41)

Corbet, Shaen (38)

Gözgör, Giray (37)

Sensoy, Ahmet (37)

Demirer, Riza (36)

Lau, Chi Keung (35)

Cites to:

GUPTA, RANGAN (403)

Roubaud, David (325)

Shahzad, Syed Jawad Hussain (137)

lucey, brian (134)

Tiwari, Aviral (114)

Ji, Qiang (109)

Nguyen, Duc Khuong (90)

Balcilar, Mehmet (87)

Hammoudeh, Shawkat (68)

Molnár, Peter (68)

Engle, Robert (65)

Main data


Where Elie I. Bouri has published?


Journals with more than one article published# docs
Finance Research Letters20
International Review of Financial Analysis10
The Quarterly Review of Economics and Finance9
Resources Policy9
Energy Economics8
International Review of Economics & Finance5
Physica A: Statistical Mechanics and its Applications5
Energy5
Economics Bulletin4
Energies3
Economic Modelling3
Applied Economics3
Economic Analysis and Policy2
International Journal of Business Performance Management2
SAGE Open2
Energy Policy2
Financial Innovation2
Journal of Wine Economics2
International Journal of Finance & Economics2
Journal of International Financial Markets, Institutions and Money2
Journal of Forecasting2
Risks2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics53
Post-Print / HAL17
EconStor Preprints / ZBW - Leibniz Information Centre for Economics2

Recent works citing Elie I. Bouri (2022 and 2021)


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.

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2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2020Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202.

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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.

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2021.

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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.

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2020Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223.

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2021Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91.

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2021A 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.

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2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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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.

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

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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.

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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.

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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.

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2022Cryptocurrency 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.

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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.

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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.

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

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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.

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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.

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

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2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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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.

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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.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561.

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2020Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Bitcoins future carbon footprint. (2020). Klaassen, Lena ; Qin, Shize ; Zhang, DA ; Stoll, Christian ; Gallersdorfer, Ulrich. In: Papers. RePEc:arx:papers:2011.02612.

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

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2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2022Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

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2021Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133.

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2021On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334.

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2021The link between Bitcoin and Google Trends attention. (2021). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; 'Oscar G. L'opez, . In: Papers. RePEc:arx:papers:2106.07104.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2021Evaluation of the importance of criteria for the selection of cryptocurrencies. (2021). Luczywo, Nadia ; Cabral, Juan B ; van Heerden, Natalia A. In: Papers. RePEc:arx:papers:2109.00130.

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2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

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2022Non-equilibrium time-dependent solution to discrete choice with social interactions. (2021). Pollitt, Hector ; Holehouse, James. In: Papers. RePEc:arx:papers:2109.09633.

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2021Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform. (2021). Belmonte, Alessandro ; Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola. In: Papers. RePEc:arx:papers:2109.10958.

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2021Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052.

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2021ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?. (2021). Stagnol, Lauren ; Roncalli, Thierry ; Semet, Raphael. In: Papers. RePEc:arx:papers:2110.06617.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2022On the Dynamics of Solid, Liquid and Digital Gold Futures. (2022). Matsui, Toshiko ; Knottenbelt, William J ; Al-Ali, Ali. In: Papers. RePEc:arx:papers:2202.09845.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2021Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach. (2021). Salisu, Afees ; Ogunsiji, Muritala O ; Ndako, Umar B. In: Asian Economics Letters. RePEc:ayb:jrnael:38.

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2021Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42.

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2021Infectious Diseases-Energy Futures Nexus - A Quantile-on-Quantile Approach. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:10.

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2021The COVID-19 Outbreak and Oil Stock Price Fluctuations - Evidence From China. (2021). Zhang, Yue. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:46.

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2021Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments. (2021). Auer, Raphael ; Tercero-Lucas, David. In: BIS Working Papers. RePEc:bis:biswps:951.

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2021The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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2021Does policy uncertainty of the blockchain dampen ICO markets?. (2021). Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1625-1637.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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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.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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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.

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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.

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2021Modelling Asymmetry and Leverage in Cryptocurrencies and Emerging Financial Markets. (2021). ALAGIDEDE, IMHOTEP ; Omaneadjepong, Maurice. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:2:p:152-166.

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2020Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks. (2020). Wang, Pengfei ; Urquhart, Andrew ; Shen, Dehua. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1294-1323.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2021The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). Üçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:259-275.

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2021Supporting Operations with Financial Hedging: Cash Hedging Vs. Cost Hedging in an Automotive Industry. (2021). Turcic, Danko ; Kouvelis, Panos. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:3:p:738-749.

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2021Analysis of Bitcoin prices using market and sentiment variables. (2021). Olmo, Jose ; Kapar, Burcu. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:45-63.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2021The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97.

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2021A Systematic Overview of Blockchain Research. (2021). Yu, Ning ; Tao, YU ; Si, Zhang ; Guizhou, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:3:p:205-238:n:6.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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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.

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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.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2021Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments. (2021). Tercero-Lucas, David ; Auer, Raphael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9287.

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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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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.

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

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008.

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2021Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030.

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2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

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2021Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24.

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2022EQUITY MARKET VOLATILITY IMPACT ON S&P 500 SECTOR INDEXES, 1989-2021. (2022). Sosa-Castro, Miriam. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:22:y:2022:i:1_3.

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

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

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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.

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2021Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425.

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2021The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00762.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2022International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil. (2022). Bhattacharjee, Kaushik ; Obi, Pat ; Sayyad, Munawar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00915.

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2021The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4.

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2021Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices. (2021). Sahin, Eyup Ensar ; Altinoz, Buket ; Gozbasi, Onur . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-5.

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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.

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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.

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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.

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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.
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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
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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.
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2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
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2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* In: Journal of Wine Economics.
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2013Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices* In: Journal of Wine Economics.
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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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2021Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin.
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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance.
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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
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2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
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2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
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2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
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2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
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2020The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters.
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2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
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2021Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters.
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2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty.(2019) In: Working Papers.
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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
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2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
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2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model In: Finance Research Letters.
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2021Herding behavior in the commodity markets of the Asia-Pacific region In: Finance Research Letters.
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2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
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2020Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers.
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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money.
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2021Quantile connectedness in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
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2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
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2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers.
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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
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2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
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2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
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2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy.
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2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
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2020Intraday return predictability: Evidence from commodity ETFs and their related volatility indices In: Resources Policy.
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2021Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy.
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2020Economic policy uncertainty and the Bitcoin-US stock nexus In: Journal of Multinational Financial Management.
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2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
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2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
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2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications.
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2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
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2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency In: Physica A: Statistical Mechanics and its Applications.
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2021Asymmetric efficiency of cryptocurrencies during COVID19 In: Physica A: Statistical Mechanics and its Applications.
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2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
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2019Assessing the risk of the European Union carbon allowance market: Structural breaks and forecasting performance In: International Journal of Managerial Finance.
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2014Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? In: Journal of Economic Studies.
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2020Hedging Strategies of Green Assets against Dirty Energy Assets In: Energies.
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2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models In: IJFS.
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2012Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange In: Post-Print.
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