46
H index
105
i10 index
7173
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbo906 |
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 |
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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 | |
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2023 | An 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 | |
2023 | Message 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 | |
2023 | Analysis 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 | |
2023 | An $\alpha$-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 | |
2023 | Bitcoin 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 | |
2023 | Extraction 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 | |
2023 | A 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 | |
2023 | Modeling 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 | |
2023 | Deep 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 | |
2023 | Cryptocurrency 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 | |
2024 | Expectile 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 | |
2023 | Cryptocurrencies 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 | |
2023 | Forecasting 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 | |
2023 | Tail 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 | |
2023 | Modelling 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 | |
2023 | A 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 | |
2023 | Optimal 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 | |
2023 | Structured 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 | |
2023 | Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939. Full description at Econpapers || Download paper | |
2023 | What 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 | |
2024 | Causal 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 | |
2023 | Quantile 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 | |
2023 | Trend 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 | |
2023 | Econometric 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 | |
2023 | Impact 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 | |
2023 | Correlation 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 | |
2023 | Deep 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 | |
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, Peng-Fei. 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 | Complex 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 | |
2023 | Dynamic 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 | |
2024 | The 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 | |
2024 | Dynamic 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 | |
2024 | Risk 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 | |
2023 | Time?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 | |
2023 | Is 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 | |
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 | |
2023 | Understanding 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 | |
2023 | Quantile 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 | |
2024 | Return 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 | |
2023 | Banking 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 | |
2023 | Cybercrime 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 | |
2024 | Volatility 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 | |
2023 | Twitter 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 | |
2023 | How 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 | |
2023 | War 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 | |
2023 | Detecting 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 | |
2023 | Revisiting 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 | |
2023 | An 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 | |
2023 | Analyzing 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 | |
2023 | Exploring 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 | |
2023 | Financial 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 | |
2023 | The 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 | |
2023 | Managing 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 | |
2023 | Nexus 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 | |
2023 | Examining 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 | |
2023 | Do 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 | |
2024 | The 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 | |
2024 | Risk 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 | |
2024 | TVP-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 | |
2023 | Oil 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 | |
2023 | A 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 | |
2023 | Does 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 | |
2023 | Investor 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... |
Year | Title | Type | Cited |
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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 | 19 |
2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2019 | Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics. [Full Text][Citation analysis] | article | 8 |
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: 8 | 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 | 45 |
2021 | Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 34 |
2020 | Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 34 | 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 | 37 |
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 | 60 |
2017 | Can energy commodity futures add to the value of carbon assets? In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling. [Full Text][Citation analysis] | article | 294 |
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: 294 | paper | |
2020 | Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling. [Full Text][Citation analysis] | article | 157 |
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 | 29 |
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: 29 | 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 | 45 |
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 | 60 |
2016 | Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics. [Full Text][Citation analysis] | article | 47 |
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 | 221 |
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 | 68 |
2018 | Oil volatility and sovereign risk of BRICS In: Energy Economics. [Full Text][Citation analysis] | article | 51 |
2018 | Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics. [Full Text][Citation analysis] | article | 139 |
2019 | Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics. [Full Text][Citation analysis] | article | 117 |
2021 | Extreme return connectedness and its determinants between clean/green and dirty energy investments In: Energy Economics. [Full Text][Citation analysis] | article | 141 |
2020 | Oil market conditions and sovereign risk in MENA oil exporters and importers In: Energy Policy. [Full Text][Citation analysis] | article | 17 |
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 | 29 |
2018 | Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy. [Full Text][Citation analysis] | article | 55 |
2019 | Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy. [Full Text][Citation analysis] | article | 96 |
2020 | Impact of energy sector volatility on clean energy assets In: Energy. [Full Text][Citation analysis] | article | 38 |
2021 | News-based equity market uncertainty and crude oil volatility In: Energy. [Full Text][Citation analysis] | article | 46 |
2015 | Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy. [Full Text][Citation analysis] | article | 64 |
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 | 37 |
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 | 90 |
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: 90 | 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 | 130 |
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: 130 | paper | |
2019 | Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 232 |
2019 | Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 254 |
2020 | Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 66 |
2021 | Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 204 |
2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2021 | Asymmetric volatility spillover among Chinese sectors during COVID-19 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 52 |
2021 | On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
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 | 510 |
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: 510 | 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 | 313 |
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: 313 | 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: 313 | 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 | 23 |
2019 | Co-explosivity in the cryptocurrency market In: Finance Research Letters. [Full Text][Citation analysis] | article | 114 |
2019 | Herding behaviour in cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 93 |
2019 | Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters. [Full Text][Citation analysis] | article | 89 |
2019 | Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2020 | Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters. [Full Text][Citation analysis] | article | 46 |
2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
2020 | The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters. [Full Text][Citation analysis] | article | 35 |
2020 | Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 14 |
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 | 36 |
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: 36 | 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 | 14 |
2021 | Return equicorrelation in the cryptocurrency market: Analysis and determinants In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2021 | The pricing of bad contagion in cryptocurrencies: A four-factor pricing model In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2021 | Herding behavior in the commodity markets of the Asia-Pacific region In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2021 | Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
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: 1 | 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 | 71 |
2021 | Quantile connectedness in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 106 |
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 | 100 |
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 | 86 |
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: 86 | paper | |
2019 | Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy. [Full Text][Citation analysis] | article | 17 |
2019 | Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy. [Full Text][Citation analysis] | article | 34 |
2019 | A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy. [Full Text][Citation analysis] | article | 21 |
2019 | Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy. [Full Text][Citation analysis] | article | 49 |
2020 | Revisiting the valuable roles of commodities for international stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 53 |
2020 | Intraday return predictability: Evidence from commodity ETFs and their related volatility indices In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2021 | Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy. [Full Text][Citation analysis] | article | 74 |
2020 | Economic policy uncertainty and the Bitcoin-US stock nexus In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 25 |
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 | 46 |
2020 | Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 36 |
2020 | Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 22 |
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 | 25 |
2021 | Asymmetric efficiency of cryptocurrencies during COVID19 In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 43 |
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 | 10 |
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 | 92 |
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: 92 | 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 | 100 |
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: 100 | 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 | 49 |
2020 | Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 35 |
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 | 136 |
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 | 84 |
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 | 53 |
2020 | Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 23 |
2019 | Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2020 | Co-movement across european stock and real estate markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
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 | 41 |
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: 41 | paper | |
2021 | The realized volatility of commodity futures: Interconnectedness and determinants# In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 48 |
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 | 28 |
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: 28 | 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 | 3 |
2020 | Hedging Strategies of Green Assets against Dirty Energy Assets In: Energies. [Full Text][Citation analysis] | article | 44 |
2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 53 |
2016 | The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies. [Full Text][Citation analysis] | article | 11 |
2020 | The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models In: IJFS. [Full Text][Citation analysis] | article | 4 |
2021 | Gold against Asian Stock Markets during the COVID-19 Outbreak In: JRFM. [Full Text][Citation analysis] | article | 16 |
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 | 28 |
2020 | COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 28 | 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 | 11 |
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 | 128 |
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: 128 | 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 | 15 |
2019 | Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2020 | Culture and multiple firm-bank relationships: a matter of secrecy and trust? In: Post-Print. [Citation analysis] | paper | 5 |
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: 5 | 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 | 9 |
2021 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics. [Full Text][Citation analysis] | article | 19 |
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: 19 | 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 | 17 |
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 | 70 |
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: 70 | 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 | 4 |
2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 42 |
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: 42 | article | |
2018 | Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers. [Citation analysis] | paper | 107 |
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: 107 | article | |
2018 | Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers. [Citation analysis] | paper | 5 |
2018 | Herding Behaviour in the Cryptocurrency Market In: Working Papers. [Citation analysis] | paper | 15 |
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 | 15 |
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: 15 | 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 | 6 |
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 | 18 |
2020 | Jumps in Energy and Non-Energy Commodities In: Working Papers. [Citation analysis] | paper | 2 |
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 | 5 |
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 | 8 |
2020 | Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: Working Papers. [Citation analysis] | paper | 34 |
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 | 6 |
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 | 2 |
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 | 17 |
2021 | Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices In: Working Papers. [Citation analysis] | paper | 4 |
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 | 3 |
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 | 13 |
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. [Full Text][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 | 7 |
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 | 4 |
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 | 6 |
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 | 26 |
2021 | Regime specific spillover across cryptocurrencies and the role of COVID-19 In: Financial Innovation. [Full Text][Citation analysis] | article | 46 |
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 | 42 |
2020 | Dynamic structural impacts of oil shocks on exchange rates: lessons to learn In: Journal of Economic Structures. [Full Text][Citation analysis] | article | 26 |
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 | 22 |
2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints. [Full Text][Citation analysis] | paper | 4 |
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 | 141 |
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: 141 | article |
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