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Details about Elie I. Bouri

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Workplace:Faculté de Gestion et Sciences Commerciales (Faculty of Business and Commercial Sciences), Université du Saint-Esprit de Kaslik (Holy Spirit University of Kaslik), (more information at EDIRC)

Access statistics for papers by Elie I. Bouri.

Last updated 2020-03-21. Update your information in the RePEc Author Service.

Short-id: pbo906


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Working Papers

2020

  1. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Working Papers, University of Pretoria, Department of Economics
  2. Jumps in Energy and Non-Energy Commodities
    Working Papers, University of Pretoria, Department of Economics
  3. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
    Working Papers, University of Pretoria, Department of Economics Downloads
  4. Sentiment and Financial Market Connectedness: The Role of Investor Happiness
    Working Papers, University of Pretoria, Department of Economics Downloads

2019

  1. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach
    Working Papers, University of Pretoria, Department of Economics
  2. Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
  3. Gold, Platinum and the Predictability of Bond Risk Premia
    Working Papers, University of Pretoria, Department of Economics
  4. Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
    Working Papers, University of Pretoria, Department of Economics
  5. Movements in International Bond Markets: The Role of Oil Prices
    Working Papers, University of Pretoria, Department of Economics
  6. Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  7. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
    Working Papers, University of Pretoria, Department of Economics
  8. Spillover across Eurozone credit market sectors and determinants
    Post-Print, HAL View citations (2)
    See also Journal Article in Applied Economics (2019)
  9. The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
    Working Papers, University of Pretoria, Department of Economics
  10. The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
    Working Papers, University of Pretoria, Department of Economics
  11. The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles
    Working Papers, University of Pretoria, Department of Economics
  12. Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains
    Working Papers, University of Pretoria, Department of Economics Downloads
  13. Trade Uncertainties and the Hedging Abilities of Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2018

  1. Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing
    Post-Print, HAL
  2. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in International Review of Financial Analysis (2019)
  3. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (25)
    See also Journal Article in International Review of Financial Analysis (2018)
  4. Herding Behaviour in the Cryptocurrency Market
    Working Papers, University of Pretoria, Department of Economics View citations (10)
  5. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
  6. Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics
  7. Spillovers between Bitcoin and other Assets during Bear and Bull Markets
    Working Papers, University of Pretoria, Department of Economics View citations (17)
    See also Journal Article in Applied Economics (2018)

2017

  1. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  2. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Post-Print, HAL View citations (25)
    See also Journal Article in Applied Economics (2017)
  3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Post-Print, HAL View citations (58)
    See also Journal Article in Economic Modelling (2017)
  4. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Post-Print, HAL View citations (51)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (9)

    See also Journal Article in Finance Research Letters (2017)
  5. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  6. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Defence and Peace Economics (2019)
  7. Is Wine a Good Choice for Investment?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Pacific-Basin Finance Journal (2018)
  8. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Advances in Decision Sciences (2018)
  9. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  10. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Post-Print, HAL View citations (89)
    See also Journal Article in Finance Research Letters (2017)
  11. Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Resources Policy (2018)
  12. The impact of religious practice on stock returns and volatility
    Post-Print, HAL View citations (1)
    See also Journal Article in International Review of Financial Analysis (2017)
  13. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Post-Print, HAL View citations (11)
    See also Journal Article in Finance Research Letters (2017)

2016

  1. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?
    Post-Print, HAL View citations (2)
    See also Journal Article in Journal of Wine Economics (2016)
  3. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    See also Journal Article in International Journal of Finance & Economics (2019)
  4. On the return-volatility relationship in the Bitcoin market around the price crash of 2013
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (14)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2017)
  5. Outside directors and firm performance across family generations in Lebanon
    Post-Print, HAL
    See also Journal Article in International Journal of Business Performance Management (2016)

2013

  1. Board of Directors and Bank Performance: Beyond Agency Theory
    Post-Print, HAL
    See also Journal Article in International Journal of Business Governance and Ethics (2013)
  2. Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms
    Post-Print, HAL Downloads View citations (4)
  3. Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B*
    Post-Print, HAL

2012

  1. Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange
    Post-Print, HAL
  2. Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon
    Post-Print, HAL

Journal Articles

2020

  1. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 Downloads View citations (1)

2019

  1. A quantile regression analysis of flights-to-safety with implied volatilities
    Resources Policy, 2019, 62, (C), 482-495 Downloads View citations (1)
  2. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
    Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 Downloads View citations (2)
  3. Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies
    Physica A: Statistical Mechanics and its Applications, 2019, 523, (C), 1057-1071 Downloads View citations (1)
  4. Bitcoin price–volume: A multifractal cross-correlation approach
    Finance Research Letters, 2019, 31, (C) Downloads
  5. Co-explosivity in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 178-183 Downloads View citations (6)
  6. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
    Resources Policy, 2019, 61, (C), 385-392 Downloads View citations (2)
  7. Conditional quantiles and tail dependence in the volatilities of gold and silver
    International Economics, 2019, (157), 117-133 Downloads View citations (2)
    Also in International Economics, 2019, 157, (C), 117-133 (2019) Downloads View citations (2)
  8. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
    International Review of Financial Analysis, 2019, 61, (C), 29-36 Downloads View citations (9)
    See also Working Paper (2018)
  9. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 Downloads View citations (11)
  10. Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market
    Resources Policy, 2019, 63, (C), - Downloads View citations (1)
  11. Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) Downloads View citations (2)
  12. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
    Defence and Peace Economics, 2019, 30, (3), 367-379 Downloads View citations (2)
    See also Working Paper (2017)
  13. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 Downloads View citations (2)
  14. Herding behaviour in cryptocurrencies
    Finance Research Letters, 2019, 29, (C), 216-221 Downloads View citations (7)
  15. Information interdependence among energy, cryptocurrency and major commodity markets
    Energy Economics, 2019, 81, (C), 1042-1055 Downloads View citations (17)
  16. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 Downloads View citations (14)
  17. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
    International Journal of Finance & Economics, 2019, 24, (1), 412-426 Downloads View citations (9)
    See also Working Paper (2016)
  18. Nonlinear relationships amongst the implied volatilities of crude oil and precious metals
    Resources Policy, 2019, 61, (C), 473-478 Downloads View citations (2)
  19. Spillover across Eurozone credit market sectors and determinants
    Applied Economics, 2019, 51, (59), 6333-6349 Downloads View citations (2)
    See also Working Paper (2019)
  20. The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies
    Emerging Markets Finance and Trade, 2019, 55, (10), 2254-2274 Downloads View citations (3)
  21. The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters
    Risks, 2019, 7, (4), 1-15 Downloads View citations (1)
  22. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 Downloads View citations (5)

2018

  1. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 Downloads View citations (19)
    See also Working Paper (2017)
  2. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
    Finance Research Letters, 2018, 27, (C), 65-79 Downloads View citations (8)
  3. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
    Emerging Markets Review, 2018, 34, (C), 124-142 Downloads View citations (13)
  4. Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
    The Quarterly Review of Economics and Finance, 2018, 68, (C), 23-30 Downloads View citations (4)
  5. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    International Review of Financial Analysis, 2018, 57, (C), 1-12 Downloads View citations (25)
    See also Working Paper (2018)
  6. Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality
    International Journal of the Economics of Business, 2018, 25, (3), 441-454 Downloads View citations (1)
  7. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST
    Advances in Decision Sciences, 2018, 22, (1), 95-114 Downloads
    See also Working Paper (2017)
  8. Is wine a good choice for investment?
    Pacific-Basin Finance Journal, 2018, 51, (C), 171-183 Downloads View citations (7)
    See also Working Paper (2017)
  9. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 203-213 Downloads View citations (23)
    See also Working Paper (2017)
  10. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 Downloads View citations (12)
  11. Return and volatility linkages between CO2 emission and clean energy stock prices
    Energy, 2018, 164, (C), 803-810 Downloads View citations (3)
  12. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 Downloads View citations (34)
  13. Spillovers between Bitcoin and other assets during bear and bull markets
    Applied Economics, 2018, 50, (55), 5935-5949 Downloads View citations (14)
    See also Working Paper (2018)
  14. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices
    Resources Policy, 2018, 57, (C), 224-235 Downloads View citations (23)
    See also Working Paper (2017)
  15. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
    Economics Bulletin, 2018, 38, (1), 373-382 Downloads View citations (6)

2017

  1. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Applied Economics, 2017, 49, (50), 5063-5073 Downloads View citations (36)
    See also Working Paper (2017)
  2. Can energy commodity futures add to the value of carbon assets?
    Economic Modelling, 2017, 62, (C), 194-206 Downloads View citations (5)
  3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Economic Modelling, 2017, 64, (C), 74-81 Downloads View citations (90)
    See also Working Paper (2017)
  4. Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism
    International Review of Economics & Finance, 2017, 48, (C), 34-48 Downloads View citations (23)
  5. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
    Resources Policy, 2017, 52, (C), 201-206 Downloads View citations (37)
  6. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Finance Research Letters, 2017, 23, (C), 87-95 Downloads View citations (81)
    See also Working Paper (2017)
  7. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Finance Research Letters, 2017, 20, (C), 192-198 Downloads View citations (136)
    See also Working Paper (2017)
  8. On the return-volatility relationship in the Bitcoin market around the price crash of 2013
    Economics - The Open-Access, Open-Assessment E-Journal, 2017, 11, 1-16 Downloads View citations (31)
    See also Working Paper (2016)
  9. Short- and long-run causality across the implied volatility of crude oil and agricultural commodities
    Economics Bulletin, 2017, 37, (2), Short- and long-run causality across the implied volatility of crude oil and agricultural commodities Downloads View citations (1)
  10. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
    Energy Economics, 2017, 66, (C), 122-139 Downloads View citations (14)
  11. The impact of religious practice on stock returns and volatility
    International Review of Financial Analysis, 2017, 52, (C), 172-189 Downloads View citations (2)
    See also Working Paper (2017)
  12. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Finance Research Letters, 2017, 23, (C), 23-30 Downloads View citations (13)
    See also Working Paper (2017)
  13. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
    International Review of Financial Analysis, 2017, 49, (C), 155-165 Downloads View citations (9)

2016

  1. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
    Energy Economics, 2016, 56, (C), 205-214 Downloads View citations (19)
  2. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?*
    Journal of Wine Economics, 2016, 11, (2), 233-248 Downloads View citations (3)
    See also Working Paper (2016)
  3. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters
    Economia Politica: Journal of Analytical and Institutional Economics, 2016, 33, (1), 63-82 Downloads View citations (14)
  4. Outside directors and firm performance across family generations in Lebanon
    International Journal of Business Performance Management, 2016, 17, (2), 147-160 Downloads
    See also Working Paper (2016)
  5. Ownership structure and minority expropriation in Lebanon
    International Journal of Business and Globalisation, 2016, 17, (2), 149-173 Downloads
  6. The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions
    Energies, 2016, 9, (8), 1-12 Downloads View citations (3)
  7. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
    Energy Economics, 2016, 57, (C), 78-93 Downloads View citations (62)

2015

  1. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market
    Energy Policy, 2015, 85, (C), 271-279 Downloads View citations (18)
  2. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
    Energy Economics, 2015, 51, (C), 590-598 Downloads View citations (30)
  3. Principal–principal conflicts in Lebanese unlisted family firms
    Journal of Management & Governance, 2015, 19, (2), 461-493 Downloads View citations (1)
  4. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods
    Energy, 2015, 89, (C), 365-371 Downloads View citations (34)

2014

  1. Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders?
    Journal of Economic Studies, 2014, 41, (2), 317-344 Downloads View citations (1)
  2. Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets
    Journal of Economic Integration, 2014, 29, 1-19 Downloads View citations (5)
  3. On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets
    Journal of Emerging Market Finance, 2014, 13, (3), 279-304 Downloads View citations (1)
  4. The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges
    Economic Issues Journal Articles, 2014, 19, (1), 1-22 Downloads

2013

  1. Board of directors and bank performance: beyond agency theory
    International Journal of Business Governance and Ethics, 2013, 8, (3), 265-288 Downloads
    See also Working Paper (2013)
  2. Board of directors and financial performance in the Middle East
    International Journal of Business Performance Management, 2013, 14, (3), 274-292 Downloads View citations (2)
  3. Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
    Economics Bulletin, 2013, 33, (2), 1575-1593 Downloads View citations (3)
  4. Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices*
    Journal of Wine Economics, 2013, 8, (1), 49-68 Downloads View citations (4)

2011

  1. An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    Review of Economic and Business Studies, 2011, (8), 259-271 Downloads
 
Page updated 2020-07-03