Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Université du Saint-Esprit de Kaslik

7

H index

6

i10 index

159

Citations

RESEARCH PRODUCTION:

33

Articles

17

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 26
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 25 (13.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo906
   Updated: 2018-10-13    RAS profile: 2018-02-05    
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Relations with other researchers


Works with:

Roubaud, David (16)

GUPTA, RANGAN (12)

Balcilar, Mehmet (3)

Demirer, Riza (2)

Lau, Chi Keung (2)

Molnár, Peter (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)

GUPTA, RANGAN (9)

Selmi, Refk (7)

Ahmed, Walid (6)

Masih, Abul (6)

Shahzad, Syed Jawad Hussain (6)

Fernandez Bariviera, Aurelio (6)

Lim, Siok Jin (4)

Wong, Wing-Keung (3)

Demirer, Riza (3)

Smyth, Russell (3)

Cites to:

Nguyen, Duc Khuong (45)

Hammoudeh, Shawkat (33)

GUPTA, RANGAN (32)

AROURI, Mohamed (25)

Roubaud, David (23)

Wong, Wing-Keung (20)

Bollerslev, Tim (18)

Engle, Robert (16)

Balcilar, Mehmet (15)

McAleer, Michael (15)

lucey, brian (14)

Main data


Where Elie I. Bouri has published?


Journals with more than one article published# docs
Energy Economics4
Finance Research Letters3
Economics Bulletin2
Journal of Wine Economics2
Economic Modelling2
International Review of Financial Analysis2
International Journal of Business Performance Management2

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 (2018 and 2017)


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.

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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.

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2017Bitcoin as digital money: Its growth and future sustainability. (2017). Sahoo, Pradipta Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:53-64.

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

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

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

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

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

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

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

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

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

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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.

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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.

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

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2017Persistence in the Cryptocurrency Market. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6811.

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

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2017Persistence in the Cryptocurrency Market. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1703.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Al-Khazali, Osamah ; Roubaud, David ; Elie, Bouri . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

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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.

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

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

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Marco, Chi Keung ; Hosseini, Seyed Mehdi ; Bouri, Elie. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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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.

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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.

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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.

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

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model. (2017). Liu, Bing-Yue ; Fan, Ying ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:53-65.

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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.

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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Raza, Naveed ; Hussain, Syed Jawad ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Ji, Qiang ; Roubaud, David ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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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.

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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.

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2018Implied volatility linkages between the U.S. and emerging equity markets: A note. (2018). Dutta, Anupam. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:138-146.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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2018A note on the implied volatility spillovers between gold and silver markets. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:192-195.

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2018Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018The long-term financial drivers of fine wine prices: The role of emerging markets. (2018). Cardebat, Jean-Marie ; Jiao, Linda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:347-361.

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2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?. (2018). Wen, Xiaoqian ; Roubaud, David ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:23-30.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; 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.

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

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

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2017GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895.

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2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2018Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market. (2018). Zhang, Chi ; Zhou, Qin ; Pu, Zhengning. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:261-:d:127843.

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2018Maslow Portfolio Selection for Individuals with Low Financial Sustainability. (2018). Wong, Wing-Keung ; Hui, Yongchang ; Li, Xinge. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1128-:d:140258.

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

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

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

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

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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.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; GUPTA, RANGAN ; Cunado, Juncal ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201780.

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2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). GUPTA, RANGAN ; Roubaud, David ; Das, Mahamitra ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201812.

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2018Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model. (2018). GUPTA, RANGAN ; Gözgör, Giray ; Demir, Ender ; Kaya, Huseyin ; Gozgor, Giray . In: Working Papers. RePEc:pre:wpaper:201835.

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2018On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14.

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2018Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China. (2018). Chen, Yufeng ; Jin, XI ; Li, Wenqi. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:43-62.

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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.

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2018Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Yelkenci, Tezer ; Cokun, Yener ; Vardar, Gulin. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-018-0095-3.

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2018Independent directors and family firm performance: does one size fit all?. (2018). Berbegal-Mirabent, Jasmina ; Samara, Georges. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:14:y:2018:i:1:d:10.1007_s11365-017-0455-6.

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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.

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2017Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets. (2017). Demirer, Riza ; Ulussever, Talat. In: Central Bank Review. RePEc:tcb:cebare:v:17:y:2017:i:3:p:77-89.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024.

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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

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2018Momentum and contrarian effects on the cryptocurrency market. (2018). Ko, Krzysztof ; Lepaczuk, Robert ; Sakowski, Pawe . In: Working Papers. RePEc:war:wpaper:2018-09.

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2017RETURN AND VOLATILITY SPILLOVER BETWEEN SECTORAL STOCK AND OIL PRICE: EVIDENCE FROM PAKISTAN STOCK EXCHANGE. (2017). Malik, Muhammad Irfan ; Rashid, Abdul. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500075.

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2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2018). Baumohl, Eduard. In: EconStor Preprints. RePEc:zbw:esprep:174884.

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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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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.
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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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article1
2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin.
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article1
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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article1
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
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2015Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis In: Energy Economics.
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article7
2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
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article5
2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
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article18
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
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article1
2015A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market In: Energy Policy.
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article7
2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
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article14
2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
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article2
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
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article1
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
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article18
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Finance Research Letters.
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article2
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
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article11
2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
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paper
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
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article8
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.
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In: .
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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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article2
2016The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies.
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article1
2016Outside directors and firm performance across family generations in Lebanon In: Post-Print.
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2016Outside directors and firm performance across family generations in Lebanon.(2016) In: International Journal of Business Performance Management.
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This paper has another version. Agregated cites: 0
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2013Board of Directors and Bank Performance: Beyond Agency Theory In: Post-Print.
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2013Board of directors and bank performance: beyond agency theory.(2013) In: International Journal of Business Governance and Ethics.
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This paper has another version. Agregated cites: 0
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2013Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms In: Post-Print.
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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.
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paper0
2012Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon. In: Post-Print.
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paper0
2012Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange In: Post-Print.
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2016Ownership structure and minority expropriation in Lebanon In: International Journal of Business and Globalisation.
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2013Board of directors and financial performance in the Middle East In: International Journal of Business Performance Management.
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article1
2015Principal–principal conflicts in Lebanese unlisted family firms In: Journal of Management & Governance.
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article0
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
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paper0
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.
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paper0
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test In: Working Papers.
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paper0
2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach In: Working Papers.
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paper1
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper1
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers.
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paper0
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices In: Working Papers.
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paper1
2017Is Wine a Good Choice for Investment? In: Working Papers.
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paper3
2014Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets In: Journal of Economic Integration.
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article0
2014On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets In: Journal of Emerging Market Finance.
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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.
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article6
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Applied Economics.
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article4
2016On the return-volatility relationship in the Bitcoin market around the price crash of 2013 In: Economics Discussion Papers.
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paper14
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.
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