52
H index
114
i10 index
8756
Citations
Lebanese American University | 52 H index 114 i10 index 8756 Citations RESEARCH PRODUCTION: 138 Articles 76 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elie I. Bouri. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 53 |
| Post-Print / HAL | 17 |
| EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35. Full description at Econpapers || Download paper | |
| 2025 | Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82. Full description at Econpapers || Download paper | |
| 2025 | The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets. (2025). Mandaci, Pinar Evrim ; Kocakaya, Birce Tedik ; Ali, Efe Alar ; Takin, Dilvin. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:444-466. Full description at Econpapers || Download paper | |
| 2024 | Investigating the Role of Activation Functions in Predicting the Price of Cryptocurrencies during Critical Economic Periods. (2024). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:64-91. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135. Full description at Econpapers || Download paper | |
| 2025 | Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications. (2025). Kaplan, Samuel ; Polyzos, Efstathios ; Tercero-Lucas, David. In: Working Papers. RePEc:aoz:wpaper:365. Full description at Econpapers || Download paper | |
| 2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper | |
| 2025 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships. (2024). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2306.08157. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049. Full description at Econpapers || Download paper | |
| 2025 | Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482. Full description at Econpapers || Download paper | |
| 2024 | Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745. Full description at Econpapers || Download paper | |
| 2024 | The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers || Download paper | |
| 2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
| 2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper | |
| 2025 | Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641. Full description at Econpapers || Download paper | |
| 2024 | Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069. Full description at Econpapers || Download paper | |
| 2024 | Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction. (2024). Inzirillo, Hugo. In: Papers. RePEc:arx:papers:2410.23297. Full description at Econpapers || Download paper | |
| 2025 | Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market. (2024). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2411.06327. Full description at Econpapers || Download paper | |
| 2024 | FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics. (2024). Bin, Mabsur Fatin ; Khan, Md Mosaddek ; Rahman, Md Mahmudur ; Lamia, Lubna Zahan. In: Papers. RePEc:arx:papers:2411.12748. Full description at Econpapers || Download paper | |
| 2024 | Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668. Full description at Econpapers || Download paper | |
| 2024 | A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983. Full description at Econpapers || Download paper | |
| 2025 | The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232. Full description at Econpapers || Download paper | |
| 2025 | Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173. Full description at Econpapers || Download paper | |
| 2025 | Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei. In: Papers. RePEc:arx:papers:2503.06599. Full description at Econpapers || Download paper | |
| 2025 | The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603. Full description at Econpapers || Download paper | |
| 2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper | |
| 2025 | On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982. Full description at Econpapers || Download paper | |
| 2025 | Intraday Functional PCA Forecasting of Cryptocurrency Returns. (2025). Zhong, Cheng ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.20508. Full description at Econpapers || Download paper | |
| 2025 | Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766. Full description at Econpapers || Download paper | |
| 2025 | Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Raffiee, Kambiz ; Adrangi, Bahram ; Chatrath, Arjun ; Hatamerad, Saman. In: Papers. RePEc:arx:papers:2507.05552. Full description at Econpapers || Download paper | |
| 2025 | Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks. (2025). Mukhia, Kundan ; Luwang, SR ; Nurujjaman, MD ; Chakraborty, Tanujit ; Saha, Suman ; Hens, Chittaranjan. In: Papers. RePEc:arx:papers:2508.04671. Full description at Econpapers || Download paper | |
| 2025 | Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2025 | Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825. Full description at Econpapers || Download paper | |
| 2025 | Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts. (2025). Fiszeder, Piotr ; Orzeszko, Witold ; Dudek, Grzegorz. In: Papers. RePEc:arx:papers:2508.15922. Full description at Econpapers || Download paper | |
| 2025 | Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232. Full description at Econpapers || Download paper | |
| 2025 | Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934. Full description at Econpapers || Download paper | |
| 2025 | Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174. Full description at Econpapers || Download paper | |
| 2024 | Do Asian Islamic Equities Offer Diversification Benefits in Cryptocurrency Portfolio in Times of Increased Uncertainty?. (2024). Akinlaso, Ishaq Mustapha ; Jempeji, Abdul-Baaqi Adebisi ; Raghibi, Abdessamad. In: Asian Economics Letters. RePEc:ayb:jrnael:111. Full description at Econpapers || Download paper | |
| 2024 | COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis. (2024). Rath, Badri ; Sahoo, Pradipta Kumar. In: Asian Economics Letters. RePEc:ayb:jrnael:93. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170. Full description at Econpapers || Download paper | |
| 2025 | The Interrelation Between the Carbon Trading Systems and Energy Markets and Economic Outlook: A Comparative Analysis Using VECM and ARDL. (2025). Unal, Pinar. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:145-169. Full description at Econpapers || Download paper | |
| 2025 | Fraud Prevention in the Public Sector: The Role of Internal Audit. (2025). Tjakrawala, Kurniawan ; Supriadi, Taufiq ; Marota, Rochman ; Enyke, Juska Meidy ; Suryadnyana, Nyoman Adhi. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:170-183. Full description at Econpapers || Download paper | |
| 2025 | Synthesizing Signals from the Canadian Survey of Consumer Expectations. (2025). Sabourin, Patrick ; Dolinar, Jacob ; West, Matt. In: Discussion Papers. RePEc:bca:bocadp:25-11. Full description at Econpapers || Download paper | |
| 2024 | The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210. Full description at Econpapers || Download paper | |
| 2024 | Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency volatility and Egyptian stock market indexes: A note. (2024). Eldomiaty, Tarek ; Khaled, Nada. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:1:p:121-130:id:138. Full description at Econpapers || Download paper | |
| 2025 | Oil Shocks and their Impact on Corporate Profitability, Productivity, and Credit Risk: Firm-Level Evidence Over Two Decades. (2025). Vinas, Frederic. In: Working papers. RePEc:bfr:banfra:989. Full description at Econpapers || Download paper | |
| 2025 | Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty. (2025). Vu, Tu Thanh ; Nguyen, Duc Anh ; Le, Thai Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:69-84. Full description at Econpapers || Download paper | |
| 2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper | |
| 2024 | The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677. Full description at Econpapers || Download paper | |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
| 2024 | Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper | |
| 2024 | On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136. Full description at Econpapers || Download paper | |
| 2024 | 30 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007. Full description at Econpapers || Download paper | |
| 2025 | REVIEW OF RESEARCH ON DETERMINANTS OF STOCK PROFITABILITY: A BIBLIOMETRIC ANALYSIS. (2025). Moutinho, Victor ; Almeida, Lus ; Ferreira, Vasco. In: Studies in Business and Economics. RePEc:blg:journl:v:20:y:2025:i:2:p:113-136. Full description at Econpapers || Download paper | |
| 2024 | Is growth at risk from natural disasters? Evidence from quantile local projections. (2024). Daher, Nabil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:12. Full description at Econpapers || Download paper | |
| 2025 | Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002. Full description at Econpapers || Download paper | |
| 2024 | The impact of fluctuating international fertiliser prices and exchange rates on domestic fertiliser prices in Türkiye. (2024). Bor, Ozgur ; Dagistan, Nihat. In: Agricultural Economics. RePEc:caa:jnlage:v:70:y:2024:i:1:id:308-2023-agricecon. Full description at Econpapers || Download paper | |
| 2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
| 2025 | Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658. Full description at Econpapers || Download paper | |
| 2025 | Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9. Full description at Econpapers || Download paper | |
| 2025 | How closely is the US stock market linked to Caribbean tax havens?. (2025). Balli, Faruk ; Billiah, Mabruk ; Chowdhury, Iftekhar Hassan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00279. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye. (2024). Akarsu, Gaulsaum ; Berke, Burcu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00456. Full description at Econpapers || Download paper | |
| 2025 | Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189. Full description at Econpapers || Download paper | |
| 2025 | Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508. Full description at Econpapers || Download paper | |
| 2025 | Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050. Full description at Econpapers || Download paper | |
| 2024 | Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16. Full description at Econpapers || Download paper | |
| 2024 | Analysing Financial Market Integration between Stock and Precious Metals Indices. (2024). Manuel, Ureo ; Dias, Rui ; Galvo, Rosa ; Varela, Miguel. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-25. Full description at Econpapers || Download paper | |
| 2024 | Influence of ESG on Sustainability Reporting: Mediation Rule of Green Innovation and Investor Sentiment. (2024). Ismail, Tubagus ; Soleha, Nurhayati ; Taqi, Muhammad ; Siregar, Inova Fitri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-50. Full description at Econpapers || Download paper | |
| 2024 | Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach. (2024). Aman, Aini ; Abdullah, Ahmad Monir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-24. Full description at Econpapers || Download paper | |
| 2024 | Examining the Relationship between Oil Prices and Stock Returns: Evidence from OECD Countries. (2024). Ozyesil, Mustafa ; Tembelo, Havane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-31. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38. Full description at Econpapers || Download paper | |
| 2024 | Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index. (2024). Khodr, Omar ; Tessmann, Mathias ; Passos, Marcelo ; Magalhes, Luiz Augusto ; Carrasco-Gutierrez, Carlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-62. Full description at Econpapers || Download paper | |
| 2024 | Uncertainties, Employment and the Zero Lower Bound. (2024). Morshed, Maruf ; Liu, Baohui ; Brown, Xin L ; Nie, Qing. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-27. Full description at Econpapers || Download paper | |
| 2024 | Time Varying Causality between Oil Price and Precious Metals : Bootstrap Rolling Windows Granger Causality Approach. (2024). Zardoub, Amna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-31. Full description at Econpapers || Download paper | |
| 2024 | Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43. Full description at Econpapers || Download paper | |
| 2024 | Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach. (2024). Brik, Hatem ; el Ouakdi, Jihene. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-9. Full description at Econpapers || Download paper | |
| 2024 | The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam. (2024). Doan, Nhien Tuyet ; Friday, Swint H ; Kim, Anh Thi ; Truong, Loc Dong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-24. Full description at Econpapers || Download paper | |
| 2024 | The implications of virtual money on travel and tourism. (2024). Manahov, Viktor ; Li, Mingnan. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597. Full description at Econpapers || Download paper | |
| 2024 | Risk assessment of power outages to inter-regional supply chain networks in China. (2024). She, Yunlei ; Qu, Shen ; Guo, Sen ; Zhou, QI ; Wang, Qianzi ; Lin, Jin. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014642. Full description at Econpapers || Download paper | |
| 2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
| 2025 | Integrating upstream natural gas and electricity planning in times of energy transition. (2025). Olleik, Majd ; Tarhini, Hussein ; Auer, Hans. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924018737. Full description at Econpapers || Download paper | |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper | |
| 2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
| 2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
| 2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
| 2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
| 2024 | Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431. Full description at Econpapers || Download paper | |
| 2024 | Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060. Full description at Econpapers || Download paper | |
| 2025 | Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103. Full description at Econpapers || Download paper | |
| 2025 | Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens. (2025). Cui, Jinxin ; Ali, Shoaib. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000115. Full description at Econpapers || Download paper | |
| 2025 | Investor sentiment and cross-section of cryptocurrency returns. (2025). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000243. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model. (2025). Chen, Keyuan ; Jiang, Yanhui ; Hong, Yun ; Yu, LI ; Deng, Chao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000292. Full description at Econpapers || Download paper | |
| 2025 | Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks. (2025). Feng, Qianqian ; Sun, Xiaolei ; Li, Jianping ; Shen, Yiran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000358. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2017 | Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | An 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] | article | 0 |
| 2020 | Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes. [Full Text][Citation analysis] | article | 20 |
| 2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2019 | Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics. [Full Text][Citation analysis] | article | 13 |
| 2019 | Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2016 | Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* In: Journal of Wine Economics. [Full Text][Citation analysis] | article | 8 |
| 2016 | Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Do 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] | article | 6 |
| 2013 | Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2017 | Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2018 | The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin. [Full Text][Citation analysis] | article | 48 |
| 2021 | Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 44 |
| 2020 | Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2020 | Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 49 |
| 2021 | Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 76 |
| 2017 | Can energy commodity futures add to the value of carbon assets? In: Economic Modelling. [Full Text][Citation analysis] | article | 33 |
| 2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling. [Full Text][Citation analysis] | article | 329 |
| 2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 329 | paper | |
| 2020 | Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling. [Full Text][Citation analysis] | article | 191 |
| 2021 | Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 38 |
| 2020 | Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2018 | Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 49 |
| 2015 | Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis In: Energy Economics. [Full Text][Citation analysis] | article | 77 |
| 2016 | Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics. [Full Text][Citation analysis] | article | 54 |
| 2016 | The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics. [Full Text][Citation analysis] | article | 268 |
| 2017 | The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics. [Full Text][Citation analysis] | article | 77 |
| 2018 | Oil volatility and sovereign risk of BRICS In: Energy Economics. [Full Text][Citation analysis] | article | 63 |
| 2018 | Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics. [Full Text][Citation analysis] | article | 170 |
| 2019 | Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics. [Full Text][Citation analysis] | article | 139 |
| 2021 | Extreme return connectedness and its determinants between clean/green and dirty energy investments In: Energy Economics. [Full Text][Citation analysis] | article | 217 |
| 2020 | Oil market conditions and sovereign risk in MENA oil exporters and importers In: Energy Policy. [Full Text][Citation analysis] | article | 23 |
| 2015 | A 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] | article | 30 |
| 2018 | Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy. [Full Text][Citation analysis] | article | 76 |
| 2019 | Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy. [Full Text][Citation analysis] | article | 115 |
| 2020 | Impact of energy sector volatility on clean energy assets In: Energy. [Full Text][Citation analysis] | article | 54 |
| 2021 | News-based equity market uncertainty and crude oil volatility In: Energy. [Full Text][Citation analysis] | article | 67 |
| 2015 | Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy. [Full Text][Citation analysis] | article | 68 |
| 2017 | Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 45 |
| 2017 | The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2017 | The impact of religious practice on stock returns and volatility.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 97 |
| 2018 | Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2019 | Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 156 |
| 2018 | Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
| 2019 | Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 291 |
| 2019 | Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 309 |
| 2020 | Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 89 |
| 2021 | Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 288 |
| 2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 288 | paper | |
| 2021 | Asymmetric volatility spillover among Chinese sectors during COVID-19 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 78 |
| 2021 | On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
| 2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters. [Full Text][Citation analysis] | article | 592 |
| 2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 592 | paper | |
| 2017 | Uncovering 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] | article | 25 |
| 2017 | Uncovering 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 nother version. Agregated cites: 25 | paper | |
| 2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters. [Full Text][Citation analysis] | article | 359 |
| 2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 359 | paper | |
| 2016 | Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 359 | paper | |
| 2018 | Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 29 |
| 2019 | Co-explosivity in the cryptocurrency market In: Finance Research Letters. [Full Text][Citation analysis] | article | 132 |
| 2019 | Herding behaviour in cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 128 |
| 2019 | Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters. [Full Text][Citation analysis] | article | 105 |
| 2019 | Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2020 | Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters. [Full Text][Citation analysis] | article | 58 |
| 2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters. [Full Text][Citation analysis] | article | 28 |
| 2020 | The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters. [Full Text][Citation analysis] | article | 37 |
| 2020 | Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
| 2021 | Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 39 |
| 2019 | Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2021 | Gold, platinum and the predictability of bond risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2019 | Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2021 | Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 19 |
| 2021 | Return equicorrelation in the cryptocurrency market: Analysis and determinants In: Finance Research Letters. [Full Text][Citation analysis] | article | 25 |
| 2021 | The pricing of bad contagion in cryptocurrencies: A four-factor pricing model In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
| 2021 | Herding behavior in the commodity markets of the Asia-Pacific region In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
| 2021 | Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2020 | Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters. [Full Text][Citation analysis] | article | 22 |
| 2019 | Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 81 |
| 2021 | Quantile connectedness in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 161 |
| 2017 | Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy. [Full Text][Citation analysis] | article | 104 |
| 2018 | Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy. [Full Text][Citation analysis] | article | 93 |
| 2017 | Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2019 | Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy. [Full Text][Citation analysis] | article | 18 |
| 2019 | Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy. [Full Text][Citation analysis] | article | 43 |
| 2019 | A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy. [Full Text][Citation analysis] | article | 23 |
| 2019 | Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy. [Full Text][Citation analysis] | article | 52 |
| 2020 | Revisiting the valuable roles of commodities for international stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 60 |
| 2020 | Intraday return predictability: Evidence from commodity ETFs and their related volatility indices In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
| 2021 | Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy. [Full Text][Citation analysis] | article | 102 |
| 2020 | Economic policy uncertainty and the Bitcoin-US stock nexus In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 29 |
| 2018 | Is wine a good choice for investment? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 31 |
| 2017 | Is Wine a Good Choice for Investment?.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2019 | Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 57 |
| 2020 | Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 49 |
| 2020 | Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
| 2020 | Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 35 |
| 2021 | Asymmetric efficiency of cryptocurrencies during COVID19 In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 56 |
| 2018 | Does 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] | article | 11 |
| 2018 | Bitcoin 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] | article | 104 |
| 2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2018 | Network 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] | article | 112 |
| 2017 | Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
| 2020 | Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2020 | Cryptocurrencies as hedges and safe-havens for US equity sectors In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 55 |
| 2020 | Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 40 |
| 2020 | Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 167 |
| 2020 | Quantile causality between banking stock and real estate securities returns in the US In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2021 | Causal nexus between crude oil and US corporate bonds In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression In: Renewable Energy. [Full Text][Citation analysis] | article | 106 |
| 2017 | Causality 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] | article | 59 |
| 2020 | Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 31 |
| 2019 | Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2020 | Co-movement across european stock and real estate markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 48 |
| 2020 | Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2021 | The realized volatility of commodity futures: Interconnectedness and determinants# In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 75 |
| 2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 32 |
| 2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2014 | The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges In: Economic Issues Journal Articles. [Full Text][Citation analysis] | article | 0 |
| 2019 | Assessing the risk of the European Union carbon allowance market In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 2 |
| 2014 | Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 4 |
| 2021 | Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Hedging Strategies of Green Assets against Dirty Energy Assets In: Energies. [Full Text][Citation analysis] | article | 61 |
| 2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 59 |
| 2016 | The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies. [Full Text][Citation analysis] | article | 12 |
| 2020 | The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models In: IJFS. [Full Text][Citation analysis] | article | 5 |
| 2021 | Gold against Asian Stock Markets during the COVID-19 Outbreak In: JRFM. [Full Text][Citation analysis] | article | 20 |
| 2019 | The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters In: Risks. [Full Text][Citation analysis] | article | 10 |
| 2021 | COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks. [Full Text][Citation analysis] | article | 36 |
| 2020 | COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability. [Full Text][Citation analysis] | article | 5 |
| 2021 | El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Outside directors and firm performance across family generations in Lebanon In: Post-Print. [Citation analysis] | paper | 1 |
| 2016 | Outside directors and firm performance across family generations in Lebanon.(2016) In: International Journal of Business Performance Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | Board of Directors and Bank Performance: Beyond Agency Theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Board of directors and bank performance: beyond agency theory.(2013) In: International Journal of Business Governance and Ethics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms In: Post-Print. [Full Text][Citation analysis] | paper | 16 |
| 2013 | Pairs 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] | paper | 0 |
| 2012 | Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon. In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print. [Citation analysis] | paper | 135 |
| 2017 | Bitcoin 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 nother version. Agregated cites: 135 | article | |
| 2018 | Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Spillover across Eurozone credit market sectors and determinants In: Post-Print. [Citation analysis] | paper | 18 |
| 2019 | Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2020 | Culture and multiple firm-bank relationships: a matter of secrecy and trust? In: Post-Print. [Citation analysis] | paper | 7 |
| 2021 | Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust?.(2021) In: Journal of Business Ethics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2016 | Ownership structure and minority expropriation in Lebanon In: International Journal of Business and Globalisation. [Full Text][Citation analysis] | article | 0 |
| 2013 | Board of directors and financial performance in the Middle East In: International Journal of Business Performance Management. [Full Text][Citation analysis] | article | 4 |
| 2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2021 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics. [Full Text][Citation analysis] | article | 28 |
| 2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2015 | Principal–principal conflicts in Lebanese unlisted family firms In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 21 |
| 2019 | The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 82 |
| 2019 | Modelling 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 nother version. Agregated cites: 82 | article | |
| 2016 | Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 2 |
| 2017 | Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers. [Citation analysis] | paper | 6 |
| 2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 51 |
| 2019 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
| 2018 | Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers. [Citation analysis] | paper | 130 |
| 2018 | Spillovers between Bitcoin and other assets during bear and bull markets.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | article | |
| 2018 | Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers. [Citation analysis] | paper | 8 |
| 2018 | Herding Behaviour in the Cryptocurrency Market In: Working Papers. [Citation analysis] | paper | 16 |
| 2018 | Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers. [Citation analysis] | paper | 4 |
| 2019 | Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers. [Citation analysis] | paper | 3 |
| 2019 | The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers. [Citation analysis] | paper | 18 |
| 2020 | The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2019 | Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers. [Citation analysis] | paper | 7 |
| 2019 | The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin In: Working Papers. [Citation analysis] | paper | 26 |
| 2020 | Jumps in Energy and Non-Energy Commodities In: Working Papers. [Citation analysis] | paper | 4 |
| 2020 | Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 6 |
| 2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers. [Citation analysis] | paper | 5 |
| 2020 | High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers. [Citation analysis] | paper | 9 |
| 2020 | Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: Working Papers. [Citation analysis] | paper | 49 |
| 2020 | Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 8 |
| 2020 | High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers. [Citation analysis] | paper | 4 |
| 2021 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 19 |
| 2021 | Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices In: Working Papers. [Citation analysis] | paper | 8 |
| 2021 | The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model In: Working Papers. [Citation analysis] | paper | 9 |
| 2021 | Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll In: Working Papers. [Citation analysis] | paper | 4 |
| 2021 | On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures In: Working Papers. [Citation analysis] | paper | 17 |
| 2021 | Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 3 |
| 2014 | On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis In: SAGE Open. [Full Text][Citation analysis] | article | 12 |
| 2021 | Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market In: SAGE Open. [Full Text][Citation analysis] | article | 6 |
| 2021 | Hedging the risk of travel and leisure stocks: The role of crude oil In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2021 | Natural disasters and economic growth: a quantile on quantile approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 12 |
| 2016 | On 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] | article | 28 |
| 2021 | Regime specific spillover across cryptocurrencies and the role of COVID-19 In: Financial Innovation. [Full Text][Citation analysis] | article | 61 |
| 2021 | Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation. [Full Text][Citation analysis] | article | 59 |
| 2020 | Dynamic structural impacts of oil shocks on exchange rates: lessons to learn In: Journal of Economic Structures. [Full Text][Citation analysis] | article | 29 |
| 2018 | Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 10 |
| 2021 | Modelling the volatility of crude oil returns: Jumps and volatility forecasts In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 25 |
| 2022 | Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
| 2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints. [Full Text][Citation analysis] | paper | 2 |
| 2016 | On the return-volatility relationship in the Bitcoin market around the price crash of 2013 In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 158 |
| 2017 | On the return-volatility relationship in the Bitcoin market around the price crash of 2013.(2017) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team