Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Lebanese American University

41

H index

101

i10 index

5941

Citations

RESEARCH PRODUCTION:

138

Articles

76

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 540
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 633.    Total self citations: 135 (2.22 %)

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   Permalink: http://citec.repec.org/pbo906
   Updated: 2024-01-16    RAS profile: 2021-12-10    
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Relations with other researchers


Works with:

GUPTA, RANGAN (60)

Roubaud, David (31)

Shahzad, Syed Jawad Hussain (17)

Ji, Qiang (10)

Demirer, Riza (10)

Jalkh, Naji (10)

Vo, Xuan Vinh (9)

lucey, brian (9)

Pierdzioch, Christian (8)

Salisu, Afees (8)

Krištoufek, Ladislav (7)

Lau, Chi Keung (6)

Gabauer, David (6)

Kyei, Clement (4)

Tiwari, Aviral (3)

Gerritsen, Dirk (3)

Balcilar, Mehmet (3)

Walther, Thomas (3)

Pasiouras, Fotios (3)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

Baumohl, Eduard (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Prokopczuk, Marcel (2)

Wang, Shixuan (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Lajaunie, Quentin (2)

Smales, Lee (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Mokni, Khaled (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

Renault, Thomas (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Ajmi, Ahdi Noomen (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Pasquariello, Paolo (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Dimpfl, Thomas (2)

Bekiros, Stelios (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Yousaf, Imran (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Regis, Luca (2)

Frömmel, Michael (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

He, Xuezhong (Tony) (2)

Nazlioglu, Saban (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Zhou, Chen (2)

Wolff, Christian (2)

Brownlees, Christian (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Ferrara, Gerardo (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Liew, Chee (2)

Wohar, Mark (2)

Chernov, Mikhail (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Hjalmarsson, Erik (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Mihet, Roxana (2)

Park, Andreas (2)

Deev, Oleg (2)

van Kervel, Vincent (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Výrost, Tomáš (2)

Ait-Sahalia, Yacine (2)

Gkillas (Gillas), Konstantinos (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Zhang, Yue-Jun (2)

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

Is cited by:

GUPTA, RANGAN (209)

Tiwari, Aviral (133)

Yousaf, Imran (75)

Ji, Qiang (75)

lucey, brian (73)

Salisu, Afees (72)

Vo, Xuan Vinh (56)

Uddin, Gazi (53)

Corbet, Shaen (50)

Gözgör, Giray (48)

Fernandez Bariviera, Aurelio (48)

Cites to:

GUPTA, RANGAN (411)

Roubaud, David (325)

Shahzad, Syed Jawad Hussain (138)

lucey, brian (134)

Tiwari, Aviral (114)

Ji, Qiang (110)

Nguyen, Duc Khuong (91)

Balcilar, Mehmet (87)

Hammoudeh, Shawkat (71)

Molnár, Peter (68)

Engle, Robert (68)

Main data


Where Elie I. Bouri has published?


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

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

Recent works citing Elie I. Bouri (2024 and 2023)


YearTitle of citing document
2023An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238.

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2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2023Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415.

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2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2023A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin. (2022). Herremans, Dorien ; Zou, Yanzhao. In: Papers. RePEc:arx:papers:2206.00648.

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2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

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2023Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. (2022). Wang, Christina Dan ; Chen, Shuaiyu ; Gao, Jiechao ; Sun, Xinghang ; Liu, Xiao-Yang ; Dirk, Berend Jelmer. In: Papers. RePEc:arx:papers:2209.05559.

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2023Cryptocurrency co-investment network: token returns reflect investment patterns. (2023). Alessandretti, Laura ; Bartolucci, Silvia ; Mungo, Luca. In: Papers. RePEc:arx:papers:2301.02027.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023Deep State-Space Model for Predicting Cryptocurrency Price. (2023). Majumdar, Angshul ; Sharma, Shalini ; Elvira, Victor ; Chouzenoux, Emilie. In: Papers. RePEc:arx:papers:2311.14731.

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2023Dynamic Linkages Among Cryptocurrencies - The Role of COVID-19. (2023). Patra, Biswajit ; Sah, Abhishek. In: Asian Economics Letters. RePEc:ayb:jrnael:89.

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2023.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023Detecting the Herding Behaviour in the South African Stock Market and its Implications. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-10.

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2023Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-13.

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2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Babu, Manivannan ; Anandhabalaji, V ; Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36.

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2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

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2023Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763.

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2023Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020. (2023). Hj, Aina Nazurah ; Muhd, Ayu Nadhirah ; Wasiuzzaman, Shaista. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000371.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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

Works by Elie I. Bouri:


YearTitleTypeCited
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences.
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article1
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
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2011An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange In: Review of Economic and Business Studies.
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2020Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes.
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article16
2019Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers.
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2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
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2019Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics.
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2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* In: Journal of Wine Economics.
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article8
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?.(2016) In: Post-Print.
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paper
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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article5
2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin.
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article5
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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article6
2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
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article37
2021Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin.
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article0
2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
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article24
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
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2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns In: Economic Analysis and Policy.
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article25
2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy.
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article41
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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article20
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance.
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2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach.(2020) In: Working Papers.
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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
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article41
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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article55
2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
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article44
2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
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article200
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
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article58
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
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article46
2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics.
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article118
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
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article94
2021Extreme return connectedness and its determinants between clean/green and dirty energy investments In: Energy Economics.
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2020Oil market conditions and sovereign risk in MENA oil exporters and importers In: Energy Policy.
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article14
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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article25
2018Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy.
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2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy.
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2020Impact of energy sector volatility on clean energy assets In: Energy.
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article24
2021News-based equity market uncertainty and crude oil volatility In: Energy.
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article30
2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
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article55
2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
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article33
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
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article8
2017The impact of religious practice on stock returns and volatility.(2017) In: Post-Print.
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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
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article81
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities.(2018) In: Post-Print.
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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis.
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article110
2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?.(2018) In: Working Papers.
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2019Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis.
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article185
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
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article212
2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis In: International Review of Financial Analysis.
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article45
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
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2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
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2021Asymmetric volatility spillover among Chinese sectors during COVID-19 In: International Review of Financial Analysis.
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article33
2021On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis.
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article9
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
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article442
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
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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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article25
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices.(2017) In: Post-Print.
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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
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article280
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 280
paper
2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 280
paper
2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
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article21
2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
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article94
2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
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article93
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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article71
2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
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article7
2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
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article35
2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
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article15
2020The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters.
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article27
2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
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article11
2021Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters.
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article29
2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty.(2019) In: Working Papers.
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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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article4
2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
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2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
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article9
2021Return equicorrelation in the cryptocurrency market: Analysis and determinants In: Finance Research Letters.
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article14
2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model In: Finance Research Letters.
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article3
2021Herding behavior in the commodity markets of the Asia-Pacific region In: Finance Research Letters.
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article3
2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
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article1
2020Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers.
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2021Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters.
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article17
2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money.
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article59
2021Quantile connectedness in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
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article77
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
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article92
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
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article76
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers.
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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
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article15
2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
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article31
2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
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article19
2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy.
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article40
2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
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article45
2020Intraday return predictability: Evidence from commodity ETFs and their related volatility indices In: Resources Policy.
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article3
2021Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy.
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article48
2020Economic policy uncertainty and the Bitcoin-US stock nexus In: Journal of Multinational Financial Management.
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article25
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
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article29
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
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2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
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article42
2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications.
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article31
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
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article18
2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency In: Physica A: Statistical Mechanics and its Applications.
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article20
2021Asymmetric efficiency of cryptocurrencies during COVID19 In: Physica A: Statistical Mechanics and its Applications.
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article33
2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
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article9
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
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2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach.(2017) In: Working Papers.
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2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
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2020Cryptocurrencies as hedges and safe-havens for US equity sectors In: The Quarterly Review of Economics and Finance.
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2020Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance.
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article24
2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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2020Quantile causality between banking stock and real estate securities returns in the US In: The Quarterly Review of Economics and Finance.
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article3
2021Causal nexus between crude oil and US corporate bonds In: The Quarterly Review of Economics and Finance.
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2021Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression In: Renewable Energy.
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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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2020Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance.
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2019Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers.
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