Elie I. Bouri : Citation Profile


Are you Elie I. Bouri?

Lebanese American University

46

H index

105

i10 index

7173

Citations

RESEARCH PRODUCTION:

137

Articles

76

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 717
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 1438.    Total self citations: 135 (1.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo906
   Updated: 2024-12-03    RAS profile: 2021-12-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (59)

Roubaud, David (31)

Shahzad, Syed Jawad Hussain (20)

Jalkh, Naji (10)

Ji, Qiang (10)

Demirer, Riza (10)

Vo, Xuan Vinh (9)

lucey, brian (9)

Pierdzioch, Christian (8)

Krištoufek, Ladislav (7)

Salisu, Afees (7)

Lau, Chi Keung (6)

Gabauer, David (6)

Kyei, Clement (4)

Tiwari, Aviral (3)

Walther, Thomas (3)

Gerritsen, Dirk (3)

Balcilar, Mehmet (3)

Pasiouras, Fotios (3)

Frömmel, Michael (2)

Harris, Jeffrey (2)

Majumdar, Anandamayee (2)

Zhou, Chen (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Nazlioglu, Saban (2)

Rinne, Kalle (2)

Park, Andreas (2)

Sarno, Lucio (2)

Ranaldo, Angelo (2)

Foucault, Thierry (2)

Tonks, Ian (2)

Menkveld, Albert (2)

Shachar, Or (2)

Adrian, Tobias (2)

Yousaf, Imran (2)

Cepni, Oguzhan (2)

Nielsson, Ulf (2)

Brownlees, Christian (2)

Regis, Luca (2)

Hautsch, Nikolaus (2)

Hurlin, Christophe (2)

Ait-Sahalia, Yacine (2)

Ødegaard, Bernt (2)

Taylor, Nick (2)

Vilkov, Grigory (2)

Mihet, Roxana (2)

He, Xuezhong (Tony) (2)

Schenk-Hoppé, Klaus (2)

Smales, Lee (2)

Xia, Shuo (2)

Abudy, Menachem (2)

LINTON, OLIVER (2)

Frijns, Bart (2)

Baumohl, Eduard (2)

Heath, Davidson (2)

Wilhelmsson, Anders (2)

Pasquariello, Paolo (2)

Kearney, Fearghal (2)

Wang, Shixuan (2)

van Kervel, Vincent (2)

Verousis, Thanos (2)

Lopez-Lira, Alejandro (2)

Schwarz, Marco (2)

Schuerhoff, Norman (2)

Caporin, Massimiliano (2)

Davies, Ryan (2)

Ferrara, Gerardo (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

PASCUAL, ROBERTO (2)

Scaillet, Olivier (2)

Huang, Wenqian (2)

Lof, Matthijs (2)

Bekiros, Stelios (2)

Bjønnes, Geir (2)

Moinas, Sophie (2)

Zhang, S. Sarah (2)

Colliard, Jean-Edouard (2)

Roy, Saurabh (2)

Dimpfl, Thomas (2)

Chernov, Mikhail (2)

Talavera, Oleksandr (2)

Chow, Nikolai Sheung-Chi (2)

Horenstein, Alex (2)

Pelizzon, Loriana (2)

Wohar, Mark (2)

Rakowski, David (2)

Stefanova, Denitsa (2)

Holzmeister, Felix (2)

Patel, Vinay (2)

Reitz, Stefan (2)

Palan, Stefan (2)

Patton, Andrew (2)

Füllbrunn, Sascha (2)

Bos, Charles (2)

Theissen, Erik (2)

Sojli, Elvira (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Putnins, Talis (2)

Xiu, Dacheng (2)

Alexeev, Vitali (2)

Deku, Solomon (2)

Liew, Chee (2)

Gorbenko, Arseny (2)

Renault, Thomas (2)

Jurkatis, Simon (2)

Degryse, Hans (2)

Sun, Xiaojin (2)

Mokni, Khaled (2)

Kassner, Bernhard (2)

Voigt, Stefan (2)

Deev, Oleg (2)

Ajmi, Ahdi Noomen (2)

FERROUHI, EL MEHDI (2)

Wolff, Christian (2)

Výrost, Tomáš (2)

Roy, Saurabh (2)

Gkillas (Gillas), Konstantinos (2)

Hjalmarsson, Erik (2)

Zhang, Yue-Jun (2)

Pastor, Lubos (2)

Bohorquez Correa, Santiago (2)

Lajaunie, Quentin (2)

Korajczyk, Robert (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

CAPELLE-BLANCARD, Gunther (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 (234)

Tiwari, Aviral (153)

Shahzad, Syed Jawad Hussain (108)

Yousaf, Imran (101)

lucey, brian (88)

Ji, Qiang (75)

Salisu, Afees (73)

Uddin, Gazi (71)

Corbet, Shaen (63)

Umar, Zaghum (56)

Sensoy, Ahmet (56)

Cites to:

GUPTA, RANGAN (401)

Roubaud, David (325)

Shahzad, Syed Jawad Hussain (138)

lucey, brian (134)

Tiwari, Aviral (114)

Ji, Qiang (105)

Nguyen, Duc Khuong (91)

Balcilar, Mehmet (87)

Hammoudeh, Shawkat (71)

Molnár, Peter (68)

Demirer, Riza (65)

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
International Review of Economics & Finance5
Energy5
Physica A: Statistical Mechanics and its Applications5
Economics Bulletin4
Energies3
Applied Economics3
Economic Modelling3
International Journal of Finance & Economics2
Energy Policy2
International Journal of Business Performance Management2
Financial Innovation2
SAGE Open2
Journal of International Financial Markets, Institutions and Money2
Economic Analysis and Policy2
Risks2
Journal of Wine Economics2

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Causal 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Uncovering 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

2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

Full description at Econpapers || Download paper

2024A 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

2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

Full description at Econpapers || Download paper

2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Cryptocurrency 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

Full description at Econpapers || Download paper

2023Twitter sentiment and stock return volatility of US travel and leisure firms. (2023). Ferrer, Roman ; Bouri, Elie ; Hussain, Syed Jawad. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00414.

Full description at Econpapers || Download paper

2023How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730.

Full description at Econpapers || Download paper

2023War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The implications of virtual money on travel and tourism. (2024). Li, Mingnan ; Manahov, Viktor. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

Full description at Econpapers || Download paper

2024Risk assessment of power outages to inter-regional supply chain networks in China. (2024). Lin, Jin ; Zhou, QI ; Wang, Qianzi ; Qu, Shen ; She, Yunlei ; Guo, Sen. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014642.

Full description at Econpapers || Download paper

2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article1
2017Is 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
2011An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange In: Review of Economic and Business Studies.
[Full Text][Citation analysis]
article0
2020Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes.
[Full Text][Citation analysis]
article19
2019Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
[Full Text][Citation analysis]
article8
2019Conditional 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: 8
article
2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* In: Journal of Wine Economics.
[Full Text][Citation analysis]
article8
2016Fine 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
2013Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices* In: Journal of Wine Economics.
[Full Text][Citation analysis]
article6
2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin.
[Full Text][Citation analysis]
article6
2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
[Full Text][Citation analysis]
article45
2021Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article34
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34
paper
2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns In: Economic Analysis and Policy.
[Full Text][Citation analysis]
article37
2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy.
[Full Text][Citation analysis]
article60
2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
[Full Text][Citation analysis]
article24
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]
article294
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 294
paper
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
[Full Text][Citation analysis]
article157
2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article29
2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
[Full Text][Citation analysis]
article45
2015Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis In: Energy Economics.
[Full Text][Citation analysis]
article60
2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
[Full Text][Citation analysis]
article47
2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article221
2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
[Full Text][Citation analysis]
article68
2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
[Full Text][Citation analysis]
article51
2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics.
[Full Text][Citation analysis]
article139
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
[Full Text][Citation analysis]
article117
2021Extreme return connectedness and its determinants between clean/green and dirty energy investments In: Energy Economics.
[Full Text][Citation analysis]
article141
2020Oil market conditions and sovereign risk in MENA oil exporters and importers In: Energy Policy.
[Full Text][Citation analysis]
article17
2015A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market In: Energy Policy.
[Full Text][Citation analysis]
article29
2018Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy.
[Full Text][Citation analysis]
article55
2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy.
[Full Text][Citation analysis]
article96
2020Impact of energy sector volatility on clean energy assets In: Energy.
[Full Text][Citation analysis]
article38
2021News-based equity market uncertainty and crude oil volatility In: Energy.
[Full Text][Citation analysis]
article46
2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
[Full Text][Citation analysis]
article64
2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article37
2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article8
2017The impact of religious practice on stock returns and volatility.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article90
2018Dynamic 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: 90
paper
2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article130
2018Does 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: 130
paper
2019Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article232
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article254
2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article66
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article204
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 204
paper
2021Asymmetric volatility spillover among Chinese sectors during COVID-19 In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article52
2021On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article9
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]
article510
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 510
paper
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Finance Research Letters.
[Full Text][Citation analysis]
article25
2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]
article313
2017Does 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: 313
paper
2016Does 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: 313
paper
2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
[Full Text][Citation analysis]
article23
2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]
article114
2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]
article93
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]
article89
2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
[Full Text][Citation analysis]
article7
2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
[Full Text][Citation analysis]
article46
2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
[Full Text][Citation analysis]
article24
2020The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters.
[Full Text][Citation analysis]
article35
2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]
article14
2021Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]
article36
2019Predicting 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: 36
paper
2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
[Full Text][Citation analysis]
article7
2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
[Full Text][Citation analysis]
article14
2021Return equicorrelation in the cryptocurrency market: Analysis and determinants In: Finance Research Letters.
[Full Text][Citation analysis]
article16
2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2021Herding behavior in the commodity markets of the Asia-Pacific region In: Finance Research Letters.
[Full Text][Citation analysis]
article7
2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2020Time-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: 1
paper
2021Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters.
[Full Text][Citation analysis]
article22
2019Exogenous 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]
article71
2021Quantile connectedness in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article106
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]
article100
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
[Full Text][Citation analysis]
article86
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 86
paper
2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
[Full Text][Citation analysis]
article17
2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
[Full Text][Citation analysis]
article34
2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
[Full Text][Citation analysis]
article21
2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy.
[Full Text][Citation analysis]
article49
2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
[Full Text][Citation analysis]
article53
2020Intraday return predictability: Evidence from commodity ETFs and their related volatility indices In: Resources Policy.
[Full Text][Citation analysis]
article5
2021Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy.
[Full Text][Citation analysis]
article74
2020Economic policy uncertainty and the Bitcoin-US stock nexus In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article25
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article31
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article46
2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article36
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article22
2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article25
2021Asymmetric efficiency of cryptocurrencies during COVID19 In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article43
2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article10
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article92
2017Bitcoin 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: 92
paper
2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article100
2017Network 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: 100
paper
2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article6
2020Cryptocurrencies as hedges and safe-havens for US equity sectors In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article49
2020Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article35
2020Bitcoin, 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]
article136
2020Quantile causality between banking stock and real estate securities returns in the US In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article3
2021Causal nexus between crude oil and US corporate bonds In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article4
2021Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression In: Renewable Energy.
[Full Text][Citation analysis]
article84
2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article53
2020Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article23
2019Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2020Co-movement across european stock and real estate markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article5
2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article41
2020Infectious 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: 41
paper
2021The realized volatility of commodity futures: Interconnectedness and determinants# In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article48
2020The 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]
article28
2020The 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: 28
paper
2014The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges In: Economic Issues Journal Articles.
[Full Text][Citation analysis]
article0
2019Assessing the risk of the European Union carbon allowance market In: International Journal of Managerial Finance.
[Full Text][Citation analysis]
article2
2014Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? In: Journal of Economic Studies.
[Full Text][Citation analysis]
article4
2021Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach In: Working Papers.
[Full Text][Citation analysis]
paper3
2020Hedging Strategies of Green Assets against Dirty Energy Assets In: Energies.
[Full Text][Citation analysis]
article44
2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
[Full Text][Citation analysis]
article53
2016The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies.
[Full Text][Citation analysis]
article11
2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models In: IJFS.
[Full Text][Citation analysis]
article4
2021Gold against Asian Stock Markets during the COVID-19 Outbreak In: JRFM.
[Full Text][Citation analysis]
article16
2019The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters In: Risks.
[Full Text][Citation analysis]
article10
2021COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks.
[Full Text][Citation analysis]
article28
2020COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability.
[Full Text][Citation analysis]
article5
2021El 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
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
paper5
2016Outside directors and firm performance across family generations in Lebanon In: Post-Print.
[Citation analysis]
paper1
2016Outside directors and firm performance across family generations in Lebanon.(2016) In: International Journal of Business Performance Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2013Board of Directors and Bank Performance: Beyond Agency Theory In: Post-Print.
[Citation analysis]
paper0
2013Board of directors and bank performance: beyond agency theory.(2013) In: International Journal of Business Governance and Ethics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2013Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms In: Post-Print.
[Full Text][Citation analysis]
paper11
2013Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B*. In: Post-Print.
[Citation analysis]
paper0
2012Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon. In: Post-Print.
[Citation analysis]
paper1
2012Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange In: Post-Print.
[Citation analysis]
paper0
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
[Citation analysis]
paper128
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128
article
2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
[Citation analysis]
paper0
2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
[Citation analysis]
paper15
2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2020Culture and multiple firm-bank relationships: a matter of secrecy and trust? In: Post-Print.
[Citation analysis]
paper5
2021Culture 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: 5
article
2016Ownership structure and minority expropriation in Lebanon In: International Journal of Business and Globalisation.
[Full Text][Citation analysis]
article0
2013Board of directors and financial performance in the Middle East In: International Journal of Business Performance Management.
[Full Text][Citation analysis]
article4
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]
paper9
2021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics.
[Full Text][Citation analysis]
article19
2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2015Principal–principal conflicts in Lebanese unlisted family firms In: Journal of Management & Governance.
[Full Text][Citation analysis]
article5
2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article17
2019The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article12
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]
paper70
2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
article
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper2
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
[Citation analysis]
paper4
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper42
2019Geopolitical 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: 42
article
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]
paper107
2018Spillovers 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: 107
article
2018Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers.
[Citation analysis]
paper5
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]
paper15
2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers.
[Citation analysis]
paper0
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
[Citation analysis]
paper4
2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
[Citation analysis]
paper3
2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers.
[Citation analysis]
paper15
2020The 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: 15
article
2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
[Citation analysis]
paper1
2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
[Citation analysis]
paper6
2019The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile In: Working Papers.
[Citation analysis]
paper0
2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers.
[Citation analysis]
paper2
2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin In: Working Papers.
[Citation analysis]
paper18
2020Jumps in Energy and Non-Energy Commodities In: Working Papers.
[Citation analysis]
paper2
2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
[Citation analysis]
paper1
2020Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper5
2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
[Citation analysis]
paper5
2020High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers.
[Citation analysis]
paper8
2020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: Working Papers.
[Citation analysis]
paper34
2020Uncertainty 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]
paper6
2020High-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]
paper0
2020Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers.
[Citation analysis]
paper2
2021OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning In: Working Papers.
[Citation analysis]
paper2
2021El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers.
[Citation analysis]
paper17
2021Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices In: Working Papers.
[Citation analysis]
paper4
2021The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model In: Working Papers.
[Citation analysis]
paper9
2021Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll In: Working Papers.
[Citation analysis]
paper3
2021On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures In: Working Papers.
[Citation analysis]
paper13
2021Rare 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]
paper0
2021Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets In: Journal of Economic Integration.
[Full Text][Citation analysis]
article3
2014On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]
article1
2021Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis In: SAGE Open.
[Full Text][Citation analysis]
article7
2021Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market In: SAGE Open.
[Full Text][Citation analysis]
article4
2021Hedging the risk of travel and leisure stocks: The role of crude oil In: Tourism Economics.
[Full Text][Citation analysis]
article4
2021Natural disasters and economic growth: a quantile on quantile approach In: Annals of Operations Research.
[Full Text][Citation analysis]
article6
2016On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters In: Economia Politica: Journal of Analytical and Institutional Economics.
[Full Text][Citation analysis]
article26
2021Regime specific spillover across cryptocurrencies and the role of COVID-19 In: Financial Innovation.
[Full Text][Citation analysis]
article46
2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation.
[Full Text][Citation analysis]
article42
2020Dynamic structural impacts of oil shocks on exchange rates: lessons to learn In: Journal of Economic Structures.
[Full Text][Citation analysis]
article26
2018Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality In: International Journal of the Economics of Business.
[Full Text][Citation analysis]
article10
2021Modelling the volatility of crude oil returns: Jumps and volatility forecasts In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article22
2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
[Full Text][Citation analysis]
paper4
2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
[Full Text][Citation analysis]
paper2
2016On the return-volatility relationship in the Bitcoin market around the price crash of 2013 In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper141
2017On the return-volatility relationship in the Bitcoin market around the price crash of 2013.(2017) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team