Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Université du Saint-Esprit de Kaslik

5

H index

0

i10 index

67

Citations

RESEARCH PRODUCTION:

29

Articles

17

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 11
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 21 (23.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo906
   Updated: 2017-11-18    RAS profile: 2017-09-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Roubaud, David (12)

GUPTA, RANGAN (11)

Balcilar, Mehmet (3)

Demirer, Riza (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:

bouoiyour, jamal (10)

Roubaud, David (6)

Selmi, Refk (5)

Masih, Abul (5)

Lim, Siok Jin (3)

GUPTA, RANGAN (2)

Salisu, Afees (2)

Demirer, Riza (2)

Fernandez Bariviera, Aurelio (2)

Balcilar, Mehmet (2)

Shahzad, Syed Jawad Hussain (2)

Cites to:

Nguyen, Duc Khuong (40)

GUPTA, RANGAN (31)

Hammoudeh, Shawkat (29)

Bollerslev, Tim (18)

Roubaud, David (18)

Balcilar, Mehmet (15)

Engle, Robert (14)

Narayan, Paresh (13)

McAleer, Michael (13)

Laurent, Sébastien (12)

Lahiani, Amine (12)

Main data


Where Elie I. Bouri has published?


Journals with more than one article published# docs
Energy Economics3
Economics Bulletin2
Economic Modelling2
Journal of Wine Economics2
International Journal of Business Performance Management2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics10
Post-Print / HAL6

Recent works citing Elie I. Bouri (2017 and 2016)


YearTitle of citing document
2017Oil Subsidies and Renewable Energy in Saudi Arabia: A General Equilibrium Approach. (2017). Manzano, Baltasar ; Hunt, Lester ; Blazquez, Jorge. In: The Energy Journal. RePEc:aen:journl:ej38-si1-blazquez.

Full description at Econpapers || Download paper

2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

Full description at Econpapers || Download paper

2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

Full description at Econpapers || Download paper

2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

Full description at Econpapers || Download paper

2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

Full description at Econpapers || Download paper

2017Statistical properties and multifractality of Bitcoin. (2017). Takaishi, Tetsuya . In: Papers. RePEc:arx:papers:1707.07618.

Full description at Econpapers || Download paper

2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

Full description at Econpapers || Download paper

2017Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1708.09343.

Full description at Econpapers || Download paper

2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

Full description at Econpapers || Download paper

2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

Full description at Econpapers || Download paper

2017Effects of Gasoline Price Changes on Short Term Market Behavior of Energy and Non-Energy Sector: Evidence from Saudi Arabia. (2017). Shahid, Humera ; Usman, Muhammad ; Mahmood, Faiq. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-34.

Full description at Econpapers || Download paper

2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

Full description at Econpapers || Download paper

2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

Full description at Econpapers || Download paper

2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

Full description at Econpapers || Download paper

2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

Full description at Econpapers || Download paper

2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

Full description at Econpapers || Download paper

2017Volatility estimation for Bitcoin: A comparison of GARCH models. (2017). Katsiampa, Paraskevi . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:3-6.

Full description at Econpapers || Download paper

2017Price clustering in Bitcoin. (2017). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

Full description at Econpapers || Download paper

2016Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

Full description at Econpapers || Download paper

2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

Full description at Econpapers || Download paper

2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

Full description at Econpapers || Download paper

2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

Full description at Econpapers || Download paper

2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef ; Kehlik, Toma . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:208-218.

Full description at Econpapers || Download paper

2017Does speculation in the oil market drive investor herding in emerging stock markets?. (2017). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63.

Full description at Econpapers || Download paper

2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Roubaud, David ; Al-Yahyaee, Khamis ; Bouri, Elie ; Tiwari, Aviral ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

Full description at Econpapers || Download paper

2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

Full description at Econpapers || Download paper

2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks. (2016). Kanjilal, Kakali ; Bondia, Ripsy ; Ghosh, Sajal . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:558-565.

Full description at Econpapers || Download paper

2016Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks. (2016). Li, Huajiao ; An, Feng ; Fang, Wei ; Gao, Xiangyun ; Liu, Xueyong . In: Energy. RePEc:eee:energy:v:117:y:2016:i:p1:p:73-83.

Full description at Econpapers || Download paper

2017The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution. (2017). Sun, Xiaoqi ; Jiang, Meihui . In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:742-752.

Full description at Econpapers || Download paper

2017Impact of oil price uncertainty on Middle East and African stock markets. (2017). Dutta, Anupam ; Rothovius, Timo ; Nikkinen, Jussi . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:189-197.

Full description at Econpapers || Download paper

2017Return volatility duration analysis of NYMEX energy futures and spot. (2017). Niu, Hongli ; Wang, Jun . In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:837-849.

Full description at Econpapers || Download paper

2016How agency conflict between family managers and family owners affects performance in wholly family-owned firms: A generational perspective. (2016). Blanco-Mazagatos, Virginia ; Delgado-Garcia, Juan Bautista ; de Quevedo-Puente, Esther . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:7:y:2016:i:3:p:167-177.

Full description at Econpapers || Download paper

2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

Full description at Econpapers || Download paper

2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

Full description at Econpapers || Download paper

2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

Full description at Econpapers || Download paper

2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

Full description at Econpapers || Download paper

2017On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). , Walid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

Full description at Econpapers || Download paper

2016Does speculation in the oil market drive investor herding in net exporting nations?. (2016). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Working Papers. RePEc:emu:wpaper:15-29.pdf.

Full description at Econpapers || Download paper

2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031.

Full description at Econpapers || Download paper

2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk . In: Working Papers. RePEc:hal:wpaper:hal-01548710.

Full description at Econpapers || Download paper

2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Working Papers. RePEc:hal:wpaper:hal-01567277.

Full description at Econpapers || Download paper

2017Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433.

Full description at Econpapers || Download paper

2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

Full description at Econpapers || Download paper

2016On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

Full description at Econpapers || Download paper

2017The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). AYDOAN, Berna ; Yelkenci, Tezer ; Tun, Goke . In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0065-1.

Full description at Econpapers || Download paper

2017Research on differences of spillover effects between international crude oil price and stock markets in China and America. (2017). Liu, Zhenhua ; Lv, Tao ; Wu, Jys ; Jiang, Xin ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:88:y:2017:i:1:d:10.1007_s11069-017-2881-8.

Full description at Econpapers || Download paper

Works by Elie I. Bouri:


YearTitleTypeCited
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
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? In: Journal of Wine Economics.
[Full Text][Citation analysis]
article0
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]
article0
2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
[Full Text][Citation analysis]
article1
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]
article4
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]
article4
2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
[Full Text][Citation analysis]
article2
2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article6
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]
article6
2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
[Full Text][Citation analysis]
article9
2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]
article3
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]
article2
In: .
[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
2016The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies.
[Full Text][Citation analysis]
article0
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.
[Citation analysis]
paper1
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
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]
article0
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper1
2016Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks In: Working Papers.
[Citation analysis]
paper0
2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions In: Working Papers.
[Citation analysis]
paper6
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
[Citation analysis]
paper0
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper0
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices 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]
article0
2014On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets In: Journal of Emerging Market Finance.
[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]
article4
2016On the return-volatility relationship in the Bitcoin market around the price crash of 2013 In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper5
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: 5
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team