Details about Elie I. Bouri

Access statistics for papers by Elie I. Bouri.

Last updated 2021-12-10. Update your information in the RePEc Author Service.

Short-id: pbo906

Working Papers

2021

1. Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective
   Working Papers, University of Pretoria, Department of Economics
2. El Nino and Forecastability of Oil-Price Realized Volatility
   Working Papers, University of Pretoria, Department of Economics View citations (17)
3. El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements, Sustainability, MDPI (2021) View citations (5) (2021)
4. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach
   Working Papers, Economic Research Forum View citations (1)
5. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)
6. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
   Working Papers, University of Pretoria, Department of Economics View citations (1)
7. On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures
   Working Papers, University of Pretoria, Department of Economics View citations (15)
8. Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll
   Working Papers, University of Pretoria, Department of Economics
9. Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
   Working Papers, University of Pretoria, Department of Economics
10. Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events
    Working Papers, University of Pretoria, Department of Economics
11. The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2020

12. COVID-19 Pandemic and Investor Herding in International Stock Markets
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article COVID-19 Pandemic and Investor Herding in International Stock Markets, Risks, MDPI (2021) View citations (33) (2021)
13. Culture and multiple firm-bank relationships: a matter of secrecy and trust?
    Post-Print, HAL View citations (4)
    See also Journal Article Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust?, Journal of Business Ethics, Springer (2021) View citations (2) (2021)
14. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
    Working Papers, University of Pretoria, Department of Economics View citations (5)
15. Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (5)
16. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    See also Journal Article Forecasting Realized Volatility of Bitcoin: The Role of the Trade War, Computational Economics, Springer (2021) View citations (13) (2021)
17. From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (5)
18. Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
19. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty
    Working Papers, University of Pretoria, Department of Economics
20. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
    Working Papers, University of Pretoria, Department of Economics View citations (3)
21. Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
22. Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities, International Review of Economics & Finance, Elsevier (2021) View citations (40) (2021)
23. Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
24. Jumps in Energy and Non-Energy Commodities
    Working Papers, University of Pretoria, Department of Economics View citations (3)
25. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (8)
26. Return Connectedness across Asset Classes around the COVID-19 Outbreak
    Working Papers, University of Pretoria, Department of Economics View citations (27)
    See also Journal Article Return connectedness across asset classes around the COVID-19 outbreak, International Review of Financial Analysis, Elsevier (2021) View citations (206) (2021)
27. Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach, The North American Journal of Economics and Finance, Elsevier (2021) View citations (28) (2021)
28. Sentiment and Financial Market Connectedness: The Role of Investor Happiness
    Working Papers, University of Pretoria, Department of Economics View citations (1)
29. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (31)
30. The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics View citations (28)
    See also Journal Article The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach, Research in International Business and Finance, Elsevier (2020) View citations (21) (2020)
31. Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Time-varying risk aversion and forecastability of the US term structure of interest rates, Finance Research Letters, Elsevier (2021) View citations (2) (2021)
32. Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (3)
33. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Volatility connectedness of major cryptocurrencies: The role of investor happiness, Journal of Behavioral and Experimental Finance, Elsevier (2021) View citations (34) (2021)

2019

34. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach
    Working Papers, University of Pretoria, Department of Economics View citations (4)
35. Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?
    Working Papers, University of Pretoria, Department of Economics View citations (2)
36. Gold, Platinum and the Predictability of Bond Risk Premia
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Gold, platinum and the predictability of bond risk premia, Finance Research Letters, Elsevier (2021) View citations (6) (2021)
37. Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
    Working Papers, University of Pretoria, Department of Economics View citations (1)
38. Movements in International Bond Markets: The Role of Oil Prices
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Movements in international bond markets: The role of oil prices, International Review of Economics & Finance, Elsevier (2020) View citations (30) (2020)
39. 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 (23)
    See also Journal Article Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty, Finance Research Letters, Elsevier (2021) View citations (20) (2021)
40. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
    Working Papers, University of Pretoria, Department of Economics View citations (3)
41. Spillover across Eurozone credit market sectors and determinants
    Post-Print, HAL View citations (14)
    See also Journal Article Spillover across Eurozone credit market sectors and determinants, Applied Economics, Taylor & Francis Journals (2019) View citations (19) (2019)
42. 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 View citations (2)
43. The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
    Working Papers, University of Pretoria, Department of Economics
44. 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
    See also Journal Article The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (16) (2020)
45. Trade Uncertainties and the Hedging Abilities of Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article Trade uncertainties and the hedging abilities of Bitcoin, Economic Notes, Banca Monte dei Paschi di Siena SpA (2020) View citations (21) (2020)

2018

46. Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing
    Post-Print, HAL
47. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
    Working Papers, University of Pretoria, Department of Economics View citations (13)
    See also Journal Article Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?, International Review of Financial Analysis, Elsevier (2019) View citations (145) (2019)
48. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (90)
    See also Journal Article Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, International Review of Financial Analysis, Elsevier (2018) View citations (94) (2018)
49. Herding Behaviour in the Cryptocurrency Market
    Working Papers, University of Pretoria, Department of Economics View citations (18)
50. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
    Working Papers, University of Pretoria, Department of Economics View citations (3)
51. Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics
52. Spillovers between Bitcoin and other Assets during Bear and Bull Markets
    Working Papers, University of Pretoria, Department of Economics View citations (119)
    See also Journal Article Spillovers between Bitcoin and other assets during bear and bull markets, Applied Economics, Taylor & Francis Journals (2018) View citations (118) (2018)

2017

53. 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 Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (103) (2018)
54. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Post-Print, HAL View citations (100)
    See also Journal Article Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?, Applied Economics, Taylor & Francis Journals (2017) View citations (116) (2017)
55. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Post-Print, HAL View citations (278)
    See also Journal Article Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Economic Modelling, Elsevier (2017) View citations (326) (2017)
56. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Post-Print, HAL View citations (326)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (9)
    See also Journal Article Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions, Finance Research Letters, Elsevier (2017) View citations (345) (2017)
57. 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 (4)
58. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note, Defence and Peace Economics, Taylor & Francis Journals (2019) View citations (41) (2019)
59. Is Wine a Good Choice for Investment?
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Is wine a good choice for investment?, Pacific-Basin Finance Journal, Elsevier (2018) View citations (28) (2018)
60. 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 IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST, Advances in Decision Sciences, Asia University, Taiwan (2018) View citations (1) (2018)
61. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    See also Journal Article Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (122) (2018)
62. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Post-Print, HAL View citations (513)
    See also Journal Article On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?, Finance Research Letters, Elsevier (2017) View citations (562) (2017)
63. 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 Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices, Resources Policy, Elsevier (2018) View citations (93) (2018)
64. The impact of religious practice on stock returns and volatility
    Post-Print, HAL View citations (8)
    See also Journal Article The impact of religious practice on stock returns and volatility, International Review of Financial Analysis, Elsevier (2017) View citations (8) (2017)
65. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Post-Print, HAL View citations (30)
    See also Journal Article Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices, Finance Research Letters, Elsevier (2017) View citations (31) (2017)

2016

66. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
67. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?
    Post-Print, HAL View citations (10)
    See also Journal Article Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?*, Journal of Wine Economics, Cambridge University Press (2016) View citations (10) (2016)
68. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (14)
    See also Journal Article Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2019) View citations (70) (2019)
69. 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 Kiel) View citations (42)
    See also Journal Article On the return-volatility relationship in the Bitcoin market around the price crash of 2013, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2017) View citations (118) (2017)
70. Outside directors and firm performance across family generations in Lebanon
    Post-Print, HAL View citations (1)
    See also Journal Article Outside directors and firm performance across family generations in Lebanon, International Journal of Business Performance Management, Inderscience Enterprises Ltd (2016) View citations (1) (2016)

2013

71. Board of Directors and Bank Performance: Beyond Agency Theory
    Post-Print, HAL
    See also Journal Article Board of directors and bank performance: beyond agency theory, International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd (2013) (2013)
72. Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms
    Post-Print, HAL View citations (13)
73. 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

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

Journal Articles

2022

1. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
   Journal of Forecasting, 2022, 41, (1), 134-157 View citations (16)

2021

2. Asymmetric efficiency of cryptocurrencies during COVID19
   Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) View citations (47)
3. Asymmetric volatility spillover among Chinese sectors during COVID-19
   International Review of Financial Analysis, 2021, 75, (C) View citations (59)
4. COVID-19 Pandemic and Investor Herding in International Stock Markets
   Risks, 2021, 9, (9), 1-11 View citations (33)
   See also Working Paper COVID-19 Pandemic and Investor Herding in International Stock Markets, Working Papers (2020) View citations (1) (2020)
5. Causal nexus between crude oil and US corporate bonds
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 577-589 View citations (4)
6. Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression
   Renewable Energy, 2021, 163, (C), 288-299 View citations (92)
7. Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust?
   Journal of Business Ethics, 2021, 174, (1), 221-249 View citations (2)
   See also Working Paper Culture and multiple firm-bank relationships: a matter of secrecy and trust?, Post-Print (2020) View citations (4) (2020)
8. Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
   SAGE Open, 2021, 11, (2), 21582440211016377 View citations (8)
9. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements
   Sustainability, 2021, 13, (14), 1-23 View citations (5)
   See also Working Paper El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements, Working Papers (2021) View citations (3) (2021)
10. Extreme return connectedness and its determinants between clean/green and dirty energy investments
    Energy Economics, 2021, 96, (C) View citations (163)
11. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Computational Economics, 2021, 57, (1), 29-53 View citations (13)
    See also Working Paper Forecasting Realized Volatility of Bitcoin: The Role of the Trade War, Working Papers (2020) View citations (7) (2020)
12. Forecasting power of infectious diseases-related uncertainty for gold realized variance
    Finance Research Letters, 2021, 42, (C) View citations (22)
13. Gold against Asian Stock Markets during the COVID-19 Outbreak
    JRFM, 2021, 14, (4), 1-23 View citations (18)
14. Gold, platinum and the predictability of bond risk premia
    Finance Research Letters, 2021, 38, (C) View citations (6)
    See also Working Paper Gold, Platinum and the Predictability of Bond Risk Premia, Working Papers (2019) View citations (1) (2019)
15. Hedging the risk of travel and leisure stocks: The role of crude oil
    Tourism Economics, 2021, 27, (7), 1337-1356 View citations (4)
16. Herding behavior in the commodity markets of the Asia-Pacific region
    Finance Research Letters, 2021, 41, (C) View citations (9)
17. Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market
    SAGE Open, 2021, 11, (3), 21582440211029911 View citations (6)
18. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
    Financial Innovation, 2021, 7, (1), 1-23 View citations (47)
19. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
    International Review of Economics & Finance, 2021, 71, (C), 289-298 View citations (40)
    See also Working Paper Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities, Working Papers (2020) View citations (4) (2020)
20. Modelling the volatility of crude oil returns: Jumps and volatility forecasts
    International Journal of Finance & Economics, 2021, 26, (1), 889-897 View citations (23)
21. Natural disasters and economic growth: a quantile on quantile approach
    Annals of Operations Research, 2021, 306, (1), 83-109 View citations (10)
22. News-based equity market uncertainty and crude oil volatility
    Energy, 2021, 222, (C) View citations (50)
23. On the intraday return curves of Bitcoin: Predictability and trading opportunities
    International Review of Financial Analysis, 2021, 76, (C) View citations (10)
24. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty
    Finance Research Letters, 2021, 38, (C) View citations (20)
    See also Working Paper Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty, Working Papers (2019) View citations (23) (2019)
25. Quantile connectedness in the cryptocurrency market
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) View citations (124)
26. Realised volatility connectedness among Bitcoin exchange markets
    Finance Research Letters, 2021, 38, (C) View citations (15)
27. Regime specific spillover across cryptocurrencies and the role of COVID-19
    Financial Innovation, 2021, 7, (1), 1-24 View citations (51)
28. Return connectedness across asset classes around the COVID-19 outbreak
    International Review of Financial Analysis, 2021, 73, (C) View citations (206)
    See also Working Paper Return Connectedness across Asset Classes around the COVID-19 Outbreak, Working Papers (2020) View citations (27) (2020)
29. Return equicorrelation in the cryptocurrency market: Analysis and determinants
    Finance Research Letters, 2021, 38, (C) View citations (19)
30. Risk aversion and Bitcoin returns in extreme quantiles
    Economics Bulletin, 2021, 41, (3), 1374-1386
31. Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
    The North American Journal of Economics and Finance, 2021, 55, (C) View citations (28)
    See also Working Paper Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach, Working Papers (2020) View citations (6) (2020)
32. Spillovers in higher moments and jumps across US stock and strategic commodity markets
    Resources Policy, 2021, 72, (C) View citations (83)
33. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
    Economic Analysis and Policy, 2021, 71, (C), 180-197 View citations (68)
34. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
    Finance Research Letters, 2021, 41, (C) View citations (8)
35. The realized volatility of commodity futures: Interconnectedness and determinants#
    International Review of Economics & Finance, 2021, 73, (C), 139-151 View citations (59)
36. Time-varying risk aversion and forecastability of the US term structure of interest rates
    Finance Research Letters, 2021, 42, (C) View citations (2)
    See also Working Paper Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates, Working Papers (2020) (2020)
37. Volatility connectedness of major cryptocurrencies: The role of investor happiness
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (34)
    See also Working Paper Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness, Working Papers (2020) View citations (2) (2020)

2020

38. Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
    Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (24)
39. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
    The Quarterly Review of Economics and Finance, 2020, 77, (C), 156-164 View citations (154)
40. Co-movement across european stock and real estate markets
    International Review of Economics & Finance, 2020, 69, (C), 189-208 View citations (5)
41. Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (49)
42. Cryptocurrencies and the downside risk in equity investments
    Finance Research Letters, 2020, 33, (C) View citations (50)
43. Cryptocurrencies as hedges and safe-havens for US equity sectors
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 294-307 View citations (49)
44. Do Bitcoin and other cryptocurrencies jump together?
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 396-409 View citations (37)
45. Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency
    Physica A: Statistical Mechanics and its Applications, 2020, 559, (C) View citations (33)
46. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 View citations (27)
47. Dynamics and determinants of spillovers across the option-implied volatilities of US equities
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 257-264 View citations (8)
48. Economic policy uncertainty and the Bitcoin-US stock nexus
    Journal of Multinational Financial Management, 2020, 57-58 View citations (25)
49. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
    International Review of Financial Analysis, 2020, 72, (C) View citations (75)
50. Hedging Strategies of Green Assets against Dirty Energy Assets
    Energies, 2020, 13, (12), 1-17 View citations (54)
51. Impact of energy sector volatility on clean energy assets
    Energy, 2020, 212, (C) View citations (39)
52. Infectious Diseases, Market Uncertainty and Oil Market Volatility
    Energies, 2020, 13, (16), 1-8 View citations (57)
53. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices
    Resources Policy, 2020, 69, (C) View citations (9)
54. Movements in international bond markets: The role of oil prices
    International Review of Economics & Finance, 2020, 68, (C), 47-58 View citations (30)
    See also Working Paper Movements in International Bond Markets: The Role of Oil Prices, Working Papers (2019) (2019)
55. Oil market conditions and sovereign risk in MENA oil exporters and importers
    Energy Policy, 2020, 137, (C) View citations (22)
56. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns
    Economic Analysis and Policy, 2020, 68, (C), 239-249 View citations (45)
57. Quantile causality between banking stock and real estate securities returns in the US
    The Quarterly Review of Economics and Finance, 2020, 78, (C), 251-260 View citations (3)
58. Revisiting the valuable roles of commodities for international stock markets
    Resources Policy, 2020, 66, (C) View citations (56)
59. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
    Economic Modelling, 2020, 87, (C), 212-224 View citations (178)
60. Tail dependence in the return-volume of leading cryptocurrencies
    Finance Research Letters, 2020, 36, (C) View citations (15)
61. The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models
    IJFS, 2020, 8, (3), 1-13 View citations (4)
62. The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles
    Journal of Forecasting, 2020, 39, (6), 957-965 View citations (16)
    See also Working Paper The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles, Working Papers (2019) (2019)
63. The profitability of technical trading rules in the Bitcoin market
    Finance Research Letters, 2020, 34, (C) View citations (32)
64. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach
    Research in International Business and Finance, 2020, 54, (C) View citations (21)
    See also Working Paper The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach, Working Papers (2020) View citations (28) (2020)
65. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
    Finance Research Letters, 2020, 33, (C) View citations (25)
66. Trade uncertainties and the hedging abilities of Bitcoin
    Economic Notes, 2020, 49, (3) View citations (21)
    See also Working Paper Trade Uncertainties and the Hedging Abilities of Bitcoin, Working Papers (2019) View citations (6) (2019)

2019

67. A quantile regression analysis of flights-to-safety with implied volatilities
    Resources Policy, 2019, 62, (C), 482-495 View citations (23)
68. Assessing the risk of the European Union carbon allowance market
    International Journal of Managerial Finance, 2019, 16, (1), 49-60 View citations (2)
69. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
    Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 View citations (20)
70. 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 View citations (56)
71. Bitcoin price–volume: A multifractal cross-correlation approach
    Finance Research Letters, 2019, 31, (C) View citations (9)
72. Co-explosivity in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 178-183 View citations (125)
73. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
    Resources Policy, 2019, 61, (C), 385-392 View citations (22)
74. Conditional quantiles and tail dependence in the volatilities of gold and silver
    International Economics, 2019, (157), 117-133 View citations (11)
    Also in International Economics, 2019, 157, (C), 117-133 (2019) View citations (10)
75. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
    International Review of Financial Analysis, 2019, 61, (C), 29-36 View citations (145)
    See also Working Paper Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?, Working Papers (2018) View citations (13) (2018)
76. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 View citations (254)
77. Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market
    Resources Policy, 2019, 63, (C), - View citations (52)
78. 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) View citations (84)
79. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
    Defence and Peace Economics, 2019, 30, (3), 367-379 View citations (41)
    See also Working Paper Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note, Working Papers (2017) View citations (3) (2017)
80. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 View citations (111)
81. Herding behaviour in cryptocurrencies
    Finance Research Letters, 2019, 29, (C), 216-221 View citations (104)
82. Information interdependence among energy, cryptocurrency and major commodity markets
    Energy Economics, 2019, 81, (C), 1042-1055 View citations (129)
83. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (283)
84. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
    International Journal of Finance & Economics, 2019, 24, (1), 412-426 View citations (70)
    See also Working Paper Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks, Working Papers (2016) View citations (14) (2016)
85. Nonlinear relationships amongst the implied volatilities of crude oil and precious metals
    Resources Policy, 2019, 61, (C), 473-478 View citations (36)
86. Spillover across Eurozone credit market sectors and determinants
    Applied Economics, 2019, 51, (59), 6333-6349 View citations (19)
    See also Working Paper Spillover across Eurozone credit market sectors and determinants, Post-Print (2019) View citations (14) (2019)
87. The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies
    Emerging Markets Finance and Trade, 2019, 55, (10), 2254-2274 View citations (15)
88. The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters
    Risks, 2019, 7, (4), 1-15 View citations (10)
89. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 View citations (97)

2018

90. 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 View citations (103)
    See also Working Paper Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles, Working Papers (2017) (2017)
91. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
    Finance Research Letters, 2018, 27, (C), 65-79 View citations (27)
92. 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 View citations (48)
93. 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 View citations (11)
94. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    International Review of Financial Analysis, 2018, 57, (C), 1-12 View citations (94)
    See also Working Paper Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, Post-Print (2018) View citations (90) (2018)
95. 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 View citations (11)
96. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST
    Advances in Decision Sciences, 2018, 22, (1), 95-114 View citations (1)
    See also Working Paper Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2017) (2017)
97. Is wine a good choice for investment?
    Pacific-Basin Finance Journal, 2018, 51, (C), 171-183 View citations (28)
    See also Working Paper Is Wine a Good Choice for Investment?, Working Papers (2017) View citations (5) (2017)
98. 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 View citations (122)
    See also Working Paper Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach, Working Papers (2017) View citations (10) (2017)
99. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 View citations (64)
100. Return and volatility linkages between CO2 emission and clean energy stock prices
     Energy, 2018, 164, (C), 803-810 View citations (58)
101. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
     Energy Economics, 2018, 75, (C), 14-27 View citations (155)
102. Spillovers between Bitcoin and other assets during bear and bull markets
     Applied Economics, 2018, 50, (55), 5935-5949 View citations (118)
     See also Working Paper Spillovers between Bitcoin and other Assets during Bear and Bull Markets, Working Papers (2018) View citations (119) (2018)
103. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices
     Resources Policy, 2018, 57, (C), 224-235 View citations (93)
     See also Working Paper Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices, Working Papers (2017) View citations (1) (2017)
104. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
     Economics Bulletin, 2018, 38, (1), 373-382 View citations (52)

2017

105. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
     Applied Economics, 2017, 49, (50), 5063-5073 View citations (116)
     See also Working Paper Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?, Post-Print (2017) View citations (100) (2017)
106. Can energy commodity futures add to the value of carbon assets?
     Economic Modelling, 2017, 62, (C), 194-206 View citations (25)
107. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
     Economic Modelling, 2017, 64, (C), 74-81 View citations (326)
     See also Working Paper Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Post-Print (2017) View citations (278) (2017)
108. 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 View citations (53)
109. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
     Resources Policy, 2017, 52, (C), 201-206 View citations (110)
110. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
     Finance Research Letters, 2017, 23, (C), 87-95 View citations (345)
     See also Working Paper Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions, Post-Print (2017) View citations (326) (2017)
111. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
     Finance Research Letters, 2017, 20, (C), 192-198 View citations (562)
     See also Working Paper On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?, Post-Print (2017) View citations (513) (2017)
112. On the return-volatility relationship in the Bitcoin market around the price crash of 2013
     Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2017, 11, 1-16 View citations (118)
     See also Working Paper On the return-volatility relationship in the Bitcoin market around the price crash of 2013, Economics Discussion Papers (2016) View citations (42) (2016)
113. 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 View citations (8)
114. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
     Energy Economics, 2017, 66, (C), 122-139 View citations (72)
115. The impact of religious practice on stock returns and volatility
     International Review of Financial Analysis, 2017, 52, (C), 172-189 View citations (8)
     See also Working Paper The impact of religious practice on stock returns and volatility, Post-Print (2017) View citations (8) (2017)
116. 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 View citations (31)
     See also Working Paper Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices, Post-Print (2017) View citations (30) (2017)
117. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
     International Review of Financial Analysis, 2017, 49, (C), 155-165 View citations (47)

2016

118. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
     Energy Economics, 2016, 56, (C), 205-214 View citations (49)
119. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?*
     Journal of Wine Economics, 2016, 11, (2), 233-248 View citations (10)
     See also Working Paper Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?, Post-Print (2016) View citations (10) (2016)
120. 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 View citations (28)
121. Outside directors and firm performance across family generations in Lebanon
     International Journal of Business Performance Management, 2016, 17, (2), 147-160 View citations (1)
     See also Working Paper Outside directors and firm performance across family generations in Lebanon, Post-Print (2016) View citations (1) (2016)
122. Ownership structure and minority expropriation in Lebanon
     International Journal of Business and Globalisation, 2016, 17, (2), 149-173
123. The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions
     Energies, 2016, 9, (8), 1-12 View citations (12)
124. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
     Energy Economics, 2016, 57, (C), 78-93 View citations (252)

2015

125. 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 View citations (33)
126. 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 View citations (71)
127. Principal–principal conflicts in Lebanese unlisted family firms
     Journal of Management & Governance, 2015, 19, (2), 461-493 View citations (5)
128. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods
     Energy, 2015, 89, (C), 365-371 View citations (69)

2014

129. Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders?
     Journal of Economic Studies, 2014, 41, (2), 317-344 View citations (7)
130. Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets
     Journal of Economic Integration, 2014, 29, 1-19 View citations (9)
131. On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets
     Journal of Emerging Market Finance, 2014, 13, (3), 279-304 View citations (2)
132. The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges
     Economic Issues Journal Articles, 2014, 19, (1), 1-22

2013

133. Board of directors and bank performance: beyond agency theory
     International Journal of Business Governance and Ethics, 2013, 8, (3), 265-288
     See also Working Paper Board of Directors and Bank Performance: Beyond Agency Theory, Post-Print (2013) (2013)
134. Board of directors and financial performance in the Middle East
     International Journal of Business Performance Management, 2013, 14, (3), 274-292 View citations (5)
135. Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
     Economics Bulletin, 2013, 33, (2), 1575-1593 View citations (8)
136. 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 View citations (6)

2011

137. 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