Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Université du Saint-Esprit de Kaslik

11

H index

13

i10 index

441

Citations

RESEARCH PRODUCTION:

51

Articles

34

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 55
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 42 (8.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo906
   Updated: 2019-10-06    RAS profile: 2019-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (30)

Roubaud, David (25)

Lau, Chi Keung (6)

Balcilar, Mehmet (5)

Tiwari, Aviral (5)

Ji, Qiang (5)

Molnár, Peter (4)

Shahzad, Syed Jawad Hussain (3)

Wang, Shixuan (3)

Awartani, Basel (2)

Shahbaz, Muhammad (2)

Demirer, Riza (2)

Wong, Wing-Keung (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:

lucey, brian (20)

bouoiyour, jamal (16)

Selmi, Refk (14)

GUPTA, RANGAN (12)

Lau, Chi Keung (12)

Gözgör, Giray (12)

Demir, Ender (12)

Corbet, Shaen (11)

Fernandez Bariviera, Aurelio (10)

Ji, Qiang (9)

Panagiotidis, Theodore (8)

Cites to:

GUPTA, RANGAN (59)

Nguyen, Duc Khuong (58)

Roubaud, David (44)

Hammoudeh, Shawkat (43)

Balcilar, Mehmet (32)

AROURI, Mohamed (28)

Reboredo, Juan (25)

Mensi, walid (24)

Bollerslev, Tim (24)

lucey, brian (23)

Tiwari, Aviral (23)

Main data


Where Elie I. Bouri has published?


Journals with more than one article published# docs
Energy Economics6
International Review of Financial Analysis4
Finance Research Letters4
Economics Bulletin3
The Quarterly Review of Economics and Finance3
International Journal of Business Performance Management2
Resources Policy2
Journal of Wine Economics2
Energy2
Applied Economics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics18
Post-Print / HAL15

Recent works citing Elie I. Bouri (2019 and 2018)


YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

Full description at Econpapers || Download paper

2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

Full description at Econpapers || Download paper

2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

Full description at Econpapers || Download paper

2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

Full description at Econpapers || Download paper

2018CryptoRuble: From Russia with Love. (2018). Kakushadze, Zura ; Liew, Jim Kyung-Soo . In: Papers. RePEc:arx:papers:1801.05760.

Full description at Econpapers || Download paper

2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Beguvsi, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko. In: Papers. RePEc:arx:papers:1803.08405.

Full description at Econpapers || Download paper

2019An analysis of cryptocurrencies conditional cross correlations. (2018). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

Full description at Econpapers || Download paper

2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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

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

2018Regional Differences in Economic Impacts of Power Outages in Finland. (2018). Küfeoğlu, Sinan ; Gunduz, N ; Lehtonen, M ; Winzer, C ; Kufeoglu, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1841.

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

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

Full description at Econpapers || Download paper

2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Akanni, Lateef ; Azeez, Rasheed O. In: Working Papers. RePEc:cui:wpaper:0051.

Full description at Econpapers || Download paper

2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

Full description at Econpapers || Download paper

2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

Full description at Econpapers || Download paper

2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

Full description at Econpapers || Download paper

2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

Full description at Econpapers || Download paper

2018Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395.

Full description at Econpapers || Download paper

2018How can Bitcoin Price Fluctuations be Explained?. (2018). Kjarland, Frode ; Oyen, Vilde ; Oust, Are ; Meland, Maria. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-38.

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

2018The Impact of Oil Revenue Shocks on the Volatility of Iran’s Stock Market Return. (2018). Fallahi, Firouz ; Asgharpour, Hossein ; Fazlzadeh, Alireza ; Davoudi, Sina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-13.

Full description at Econpapers || Download paper

2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

Full description at Econpapers || Download paper

2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

Full description at Econpapers || Download paper

2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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

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

2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

Full description at Econpapers || Download paper

2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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

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

2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

Full description at Econpapers || Download paper

2018Long Memory Interdependency and Inefficiency in Bitcoin Markets. (2018). Parhi, Mamata ; Mishra, Tapas ; Cheah, Jeremy Eng Tuck ; Zhang, Zhuang. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:18-25.

Full description at Econpapers || Download paper

2018Bitcoin returns and transaction activity. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:81-85.

Full description at Econpapers || Download paper

2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

Full description at Econpapers || Download paper

2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

Full description at Econpapers || Download paper

2018The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22.

Full description at Econpapers || Download paper

2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

Full description at Econpapers || Download paper

2018Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151.

Full description at Econpapers || Download paper

2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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

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

2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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

2018Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade. (2018). Zhang, Dayong ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:33-41.

Full description at Econpapers || Download paper

2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

Full description at Econpapers || Download paper

2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

Full description at Econpapers || Download paper

2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

Full description at Econpapers || Download paper

2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

Full description at Econpapers || Download paper

2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

Full description at Econpapers || Download paper

2018Asymmetric volatility spillovers between crude oil and international financial markets. (2018). Wang, Xunxiao ; Wu, Chongfeng. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:592-604.

Full description at Econpapers || Download paper

2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

Full description at Econpapers || Download paper

2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

Full description at Econpapers || Download paper

2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

Full description at Econpapers || Download paper

2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

Full description at Econpapers || Download paper

2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

Full description at Econpapers || Download paper

2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

Full description at Econpapers || Download paper

2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

Full description at Econpapers || Download paper

2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

Full description at Econpapers || Download paper

2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

Full description at Econpapers || Download paper

2019The effects of recent terrorist attacks on risk and return in commodity markets. (2019). Reddy, Krishna ; Veron, Jose Francisco ; Wallace, Damien ; Ramiah, Vikash ; Elliott, Robert. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:13-22.

Full description at Econpapers || Download paper

2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

Full description at Econpapers || Download paper

2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

Full description at Econpapers || Download paper

2019Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

Full description at Econpapers || Download paper

2019Driving factors of CO2 emissions and inequality characteristics in China: A combined decomposition approach. (2019). Chen, Jiandong ; Song, Malin ; Huang, Shuo ; Cui, Lianbiao ; Xu, Chong. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:589-597.

Full description at Econpapers || Download paper

2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

Full description at Econpapers || Download paper

2018Valuing the carbon assets of distributed photovoltaic generation in China. (2018). Xu, Xinkuo ; Jin, Jiayu ; Guan, Chengmei. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:374-382.

Full description at Econpapers || Download paper

2018The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China. (2018). Hsiao, Cody Yu-Ling ; Chen, Hsing Hung. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:291-302.

Full description at Econpapers || Download paper

2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

Full description at Econpapers || Download paper

2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

Full description at Econpapers || Download paper

2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

Full description at Econpapers || Download paper

2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

Full description at Econpapers || Download paper

2019Dynamic transmission mechanisms in global crude oil prices: Estimation and implications. (2019). Zhang, Dayong ; Ji, Qiang ; Kutan, Ali M. In: Energy. RePEc:eee:energy:v:175:y:2019:i:c:p:1181-1193.

Full description at Econpapers || Download paper

2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

Full description at Econpapers || Download paper

2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Naji, Jalkh ; Elie, Bouri ; Uddin, Gazi Salah ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

Full description at Econpapers || Download paper

2018Who are the best performers? The environmental social performance of family firms. (2018). Samara, Georges ; Parada, Maria Jose ; Sierra, Vicenta ; Jamali, Dima. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:1:p:33-43.

Full description at Econpapers || Download paper

2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

Full description at Econpapers || Download paper

2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

Full description at Econpapers || Download paper

2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

Full description at Econpapers || Download paper

2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

Full description at Econpapers || Download paper

2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

Full description at Econpapers || Download paper

2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

Full description at Econpapers || Download paper

2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

Full description at Econpapers || Download paper

2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

Full description at Econpapers || Download paper

2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

Full description at Econpapers || Download paper

2019Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Kumar, Satish ; Tiwari, Aviral Kumar ; Ji, Qiang ; Chauhan, Yogesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:273-284.

Full description at Econpapers || Download paper

2019Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330.

Full description at Econpapers || Download paper

2019Portfolio diversification with virtual currency: Evidence from bitcoin. (2019). Saadi, Samir ; Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:431-437.

Full description at Econpapers || Download paper

2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

Full description at Econpapers || Download paper

2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

Full description at Econpapers || Download paper

2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

Full description at Econpapers || Download paper

2018Oil market volatility and stock market volatility. (2018). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:204-214.

Full description at Econpapers || Download paper

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

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
2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
[Full Text][Citation analysis]
article0
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: 0
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]
article2
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]
article1
2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
[Full Text][Citation analysis]
article4
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]
article48
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 48
paper
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]
article7
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]
article14
2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
[Full Text][Citation analysis]
article9
2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article32
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article6
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
[Full Text][Citation analysis]
article1
2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics.
[Full Text][Citation analysis]
article11
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]
article12
2018Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy.
[Full Text][Citation analysis]
article1
2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
[Full Text][Citation analysis]
article21
2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article3
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2017The impact of religious practice on stock returns and volatility.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
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]
article7
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: 7
paper
2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article3
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: 3
paper
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]
article63
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: 63
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]
article5
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: 5
paper
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]
article42
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: 42
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: 42
paper
2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]
article16
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
[Full Text][Citation analysis]
article8
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: 8
paper
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article7
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
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]
article1
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]
article5
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]
article9
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: 9
paper
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]
article14
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
2016The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies.
[Full Text][Citation analysis]
article2
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]
paper4
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]
paper13
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: 13
article
2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 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
2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]
paper7
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: 7
article
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper1
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
[Citation analysis]
paper2
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]
paper0
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper2
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers.
[Citation analysis]
paper0
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]
paper6
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: 6
article
2018Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers.
[Full Text][Citation analysis]
paper1
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]
paper4
2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
[Citation analysis]
paper0
2019Movements in International Bond Markets: The Role of Oil 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]
article11
2016On the return-volatility relationship in the Bitcoin market around the price crash of 2013 In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper23
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: 23
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team