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Details about Elie I. Bouri

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Workplace:Adnan Kassar School of Business, Lebanese American University, (more information at EDIRC)

Access statistics for papers by Elie I. Bouri.

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

Short-id: pbo906


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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 Downloads
  2. El Nino and Forecastability of Oil-Price Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  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 (1)
    See also Journal Article in Sustainability (2021)
  4. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach
    Working Papers, Economic Research Forum Downloads
  5. Non-Standard Errors
    Working Papers, Faculty of Economics and Statistics, University of Innsbruck Downloads View citations (1)
    Also in Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021) Downloads
  6. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Working Papers, University of Pretoria, Department of Economics
  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 (3)
  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

  1. 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 in Risks (2021)
  2. Culture and multiple firm-bank relationships: a matter of secrecy and trust?
    Post-Print, HAL View citations (4)
    See also Journal Article in Journal of Business Ethics (2021)
  3. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  4. Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  5. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Computational Economics (2021)
  6. From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (5)
  7. 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
  8. 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
  9. 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)
  10. Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (1)
  11. Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in International Review of Economics & Finance (2021)
  12. Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data
    Working Papers, University of Pretoria, Department of Economics
  13. Jumps in Energy and Non-Energy Commodities
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  14. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (7)
  15. Return Connectedness across Asset Classes around the COVID-19 Outbreak
    Working Papers, University of Pretoria, Department of Economics View citations (20)
    See also Journal Article in International Review of Financial Analysis (2021)
  16. Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in The North American Journal of Economics and Finance (2021)
  17. Sentiment and Financial Market Connectedness: The Role of Investor Happiness
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  18. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (12)
  19. 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 (13)
    See also Journal Article in Research in International Business and Finance (2020)
  20. 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 in Finance Research Letters (2021)
  21. 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 (2)
  22. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Behavioral and Experimental Finance (2021)

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 View citations (3)
  2. 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)
  3. Gold, Platinum and the Predictability of Bond Risk Premia
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Finance Research Letters (2021)
  4. Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  5. Movements in International Bond Markets: The Role of Oil Prices
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Review of Economics & Finance (2020)
  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 (18)
    See also Journal Article in Finance Research Letters (2021)
  7. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  8. Spillover across Eurozone credit market sectors and determinants
    Post-Print, HAL View citations (12)
    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 View citations (2)
  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
    See also Journal Article in Journal of Forecasting (2020)
  12. Trade Uncertainties and the Hedging Abilities of Bitcoin
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in Economic Notes (2020)

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 (12)
    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 (72)
    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 (16)
  5. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  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 (79)
    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 (90)
    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 (221)
    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 (232)
    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 (4)
  6. 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 in Defence and Peace Economics (2019)
  7. Is Wine a Good Choice for Investment?
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    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 (10)
    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 (328)
    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 (7)
    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 (29)
    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 (3)
  2. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?
    Post-Print, HAL View citations (8)
    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 (13)
    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 Kiel) Downloads View citations (34)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2017)
  5. Outside directors and firm performance across family generations in Lebanon
    Post-Print, HAL View citations (1)
    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 (10)
  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

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 Downloads View citations (2)

2021

  1. Asymmetric efficiency of cryptocurrencies during COVID19
    Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) Downloads View citations (22)
  2. Asymmetric volatility spillover among Chinese sectors during COVID-19
    International Review of Financial Analysis, 2021, 75, (C) Downloads View citations (15)
  3. COVID-19 Pandemic and Investor Herding in International Stock Markets
    Risks, 2021, 9, (9), 1-11 Downloads View citations (15)
    See also Working Paper (2020)
  4. Causal nexus between crude oil and US corporate bonds
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 577-589 Downloads View citations (1)
  5. Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression
    Renewable Energy, 2021, 163, (C), 288-299 Downloads View citations (34)
  6. Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust?
    Journal of Business Ethics, 2021, 174, (1), 221-249 Downloads
    See also Working Paper (2020)
  7. Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
    SAGE Open, 2021, 11, (2), 21582440211016377 Downloads View citations (3)
  8. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements
    Sustainability, 2021, 13, (14), 1-23 Downloads View citations (1)
    See also Working Paper (2021)
  9. Extreme return connectedness and its determinants between clean/green and dirty energy investments
    Energy Economics, 2021, 96, (C) Downloads View citations (29)
  10. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Computational Economics, 2021, 57, (1), 29-53 Downloads View citations (5)
    See also Working Paper (2020)
  11. Forecasting power of infectious diseases-related uncertainty for gold realized variance
    Finance Research Letters, 2021, 42, (C) Downloads View citations (9)
  12. Gold against Asian Stock Markets during the COVID-19 Outbreak
    JRFM, 2021, 14, (4), 1-23 Downloads View citations (8)
  13. Gold, platinum and the predictability of bond risk premia
    Finance Research Letters, 2021, 38, (C) Downloads View citations (2)
    See also Working Paper (2019)
  14. Hedging the risk of travel and leisure stocks: The role of crude oil
    Tourism Economics, 2021, 27, (7), 1337-1356 Downloads
  15. Herding behavior in the commodity markets of the Asia-Pacific region
    Finance Research Letters, 2021, 41, (C) Downloads View citations (2)
  16. Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market
    SAGE Open, 2021, 11, (3), 21582440211029911 Downloads View citations (1)
  17. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
    Financial Innovation, 2021, 7, (1), 1-23 Downloads View citations (17)
  18. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
    International Review of Economics & Finance, 2021, 71, (C), 289-298 Downloads View citations (21)
    See also Working Paper (2020)
  19. Modelling the volatility of crude oil returns: Jumps and volatility forecasts
    International Journal of Finance & Economics, 2021, 26, (1), 889-897 Downloads View citations (9)
  20. Natural disasters and economic growth: a quantile on quantile approach
    Annals of Operations Research, 2021, 306, (1), 83-109 Downloads
  21. News-based equity market uncertainty and crude oil volatility
    Energy, 2021, 222, (C) Downloads View citations (18)
  22. On the intraday return curves of Bitcoin: Predictability and trading opportunities
    International Review of Financial Analysis, 2021, 76, (C) Downloads View citations (4)
  23. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty
    Finance Research Letters, 2021, 38, (C) Downloads View citations (6)
    See also Working Paper (2019)
  24. Quantile connectedness in the cryptocurrency market
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) Downloads View citations (28)
  25. Realised volatility connectedness among Bitcoin exchange markets
    Finance Research Letters, 2021, 38, (C) Downloads View citations (6)
  26. Regime specific spillover across cryptocurrencies and the role of COVID-19
    Financial Innovation, 2021, 7, (1), 1-24 Downloads View citations (19)
  27. Return connectedness across asset classes around the COVID-19 outbreak
    International Review of Financial Analysis, 2021, 73, (C) Downloads View citations (74)
    See also Working Paper (2020)
  28. Return equicorrelation in the cryptocurrency market: Analysis and determinants
    Finance Research Letters, 2021, 38, (C) Downloads View citations (4)
  29. Risk aversion and Bitcoin returns in extreme quantiles
    Economics Bulletin, 2021, 41, (3), 1374-1386 Downloads
  30. Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
    The North American Journal of Economics and Finance, 2021, 55, (C) Downloads View citations (8)
    See also Working Paper (2020)
  31. Spillovers in higher moments and jumps across US stock and strategic commodity markets
    Resources Policy, 2021, 72, (C) Downloads View citations (19)
  32. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
    Economic Analysis and Policy, 2021, 71, (C), 180-197 Downloads View citations (15)
  33. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
    Finance Research Letters, 2021, 41, (C) Downloads View citations (1)
  34. The realized volatility of commodity futures: Interconnectedness and determinants#
    International Review of Economics & Finance, 2021, 73, (C), 139-151 Downloads View citations (18)
  35. Time-varying risk aversion and forecastability of the US term structure of interest rates
    Finance Research Letters, 2021, 42, (C) Downloads
    See also Working Paper (2020)
  36. Volatility connectedness of major cryptocurrencies: The role of investor happiness
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) Downloads View citations (7)
    See also Working Paper (2020)

2020

  1. Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
    Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) Downloads View citations (13)
  2. 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 Downloads View citations (64)
  3. Co-movement across european stock and real estate markets
    International Review of Economics & Finance, 2020, 69, (C), 189-208 Downloads View citations (2)
  4. Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) Downloads View citations (26)
  5. Cryptocurrencies and the downside risk in equity investments
    Finance Research Letters, 2020, 33, (C) Downloads View citations (23)
  6. Cryptocurrencies as hedges and safe-havens for US equity sectors
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 294-307 Downloads View citations (27)
  7. Do Bitcoin and other cryptocurrencies jump together?
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 396-409 Downloads View citations (19)
  8. Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency
    Physica A: Statistical Mechanics and its Applications, 2020, 559, (C) Downloads View citations (11)
  9. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 Downloads View citations (13)
  10. 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 Downloads View citations (7)
  11. Economic policy uncertainty and the Bitcoin-US stock nexus
    Journal of Multinational Financial Management, 2020, 57-58 Downloads View citations (13)
  12. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
    International Review of Financial Analysis, 2020, 72, (C) Downloads View citations (19)
  13. Hedging Strategies of Green Assets against Dirty Energy Assets
    Energies, 2020, 13, (12), 1-17 Downloads View citations (23)
  14. Impact of energy sector volatility on clean energy assets
    Energy, 2020, 212, (C) Downloads View citations (14)
  15. Infectious Diseases, Market Uncertainty and Oil Market Volatility
    Energies, 2020, 13, (16), 1-8 Downloads View citations (40)
  16. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices
    Resources Policy, 2020, 69, (C) Downloads View citations (2)
  17. Movements in international bond markets: The role of oil prices
    International Review of Economics & Finance, 2020, 68, (C), 47-58 Downloads View citations (15)
    See also Working Paper (2019)
  18. Oil market conditions and sovereign risk in MENA oil exporters and importers
    Energy Policy, 2020, 137, (C) Downloads View citations (10)
  19. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns
    Economic Analysis and Policy, 2020, 68, (C), 239-249 Downloads View citations (16)
  20. 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 Downloads View citations (2)
  21. Revisiting the valuable roles of commodities for international stock markets
    Resources Policy, 2020, 66, (C) Downloads View citations (30)
  22. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
    Economic Modelling, 2020, 87, (C), 212-224 Downloads View citations (88)
  23. Tail dependence in the return-volume of leading cryptocurrencies
    Finance Research Letters, 2020, 36, (C) Downloads View citations (5)
  24. The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models
    IJFS, 2020, 8, (3), 1-13 Downloads View citations (2)
  25. 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 Downloads View citations (9)
    See also Working Paper (2019)
  26. The profitability of technical trading rules in the Bitcoin market
    Finance Research Letters, 2020, 34, (C) Downloads View citations (15)
  27. 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) Downloads View citations (12)
    See also Working Paper (2020)
  28. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
    Finance Research Letters, 2020, 33, (C) Downloads View citations (14)
  29. Trade uncertainties and the hedging abilities of Bitcoin
    Economic Notes, 2020, 49, (3) Downloads View citations (12)
    See also Working Paper (2019)

2019

  1. A quantile regression analysis of flights-to-safety with implied volatilities
    Resources Policy, 2019, 62, (C), 482-495 Downloads View citations (14)
  2. Assessing the risk of the European Union carbon allowance market: Structural breaks and forecasting performance
    International Journal of Managerial Finance, 2019, 16, (1), 49-60 Downloads View citations (2)
  3. 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 (12)
  4. 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 (37)
  5. Bitcoin price–volume: A multifractal cross-correlation approach
    Finance Research Letters, 2019, 31, (C) Downloads View citations (6)
  6. Co-explosivity in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 178-183 Downloads View citations (74)
  7. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
    Resources Policy, 2019, 61, (C), 385-392 Downloads View citations (16)
  8. Conditional quantiles and tail dependence in the volatilities of gold and silver
    International Economics, 2019, 157, (C), 117-133 Downloads View citations (8)
    Also in International Economics, 2019, (157), 117-133 (2019) Downloads View citations (8)
  9. 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 (93)
    See also Working Paper (2018)
  10. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 Downloads View citations (147)
  11. Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market
    Resources Policy, 2019, 63, (C), - Downloads View citations (32)
  12. 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 (41)
  13. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
    Defence and Peace Economics, 2019, 30, (3), 367-379 Downloads View citations (23)
    See also Working Paper (2017)
  14. 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 (49)
  15. Herding behaviour in cryptocurrencies
    Finance Research Letters, 2019, 29, (C), 216-221 Downloads View citations (78)
  16. Information interdependence among energy, cryptocurrency and major commodity markets
    Energy Economics, 2019, 81, (C), 1042-1055 Downloads View citations (72)
  17. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 Downloads View citations (167)
  18. 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 (38)
    See also Working Paper (2016)
  19. Nonlinear relationships amongst the implied volatilities of crude oil and precious metals
    Resources Policy, 2019, 61, (C), 473-478 Downloads View citations (26)
  20. Spillover across Eurozone credit market sectors and determinants
    Applied Economics, 2019, 51, (59), 6333-6349 Downloads View citations (12)
    See also Working Paper (2019)
  21. 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 (9)
  22. 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 (5)
  23. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 Downloads View citations (51)

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 (70)
    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 (23)
  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 (36)
  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 (8)
  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 (72)
    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 (8)
  7. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST
    Advances in Decision Sciences, 2018, 22, (1), 95-114 Downloads View citations (1)
    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 (25)
    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 (88)
    See also Working Paper (2017)
  10. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 Downloads View citations (44)
  11. Return and volatility linkages between CO2 emission and clean energy stock prices
    Energy, 2018, 164, (C), 803-810 Downloads View citations (30)
  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 (97)
  13. Spillovers between Bitcoin and other assets during bear and bull markets
    Applied Economics, 2018, 50, (55), 5935-5949 Downloads View citations (78)
    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 (71)
    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 (36)

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 (87)
    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 (17)
  3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Economic Modelling, 2017, 64, (C), 74-81 Downloads View citations (229)
    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 (41)
  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 (82)
  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 (244)
    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 (375)
    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 (2007-2020), 2017, 11, 1-16 Downloads View citations (92)
    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 (6)
  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 (49)
  11. The impact of religious practice on stock returns and volatility
    International Review of Financial Analysis, 2017, 52, (C), 172-189 Downloads View citations (7)
    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 (29)
    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 (33)

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 (41)
  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 (8)
    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 (20)
  4. Outside directors and firm performance across family generations in Lebanon
    International Journal of Business Performance Management, 2016, 17, (2), 147-160 Downloads View citations (1)
    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 (6)
  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 (174)

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 (27)
  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 (55)
  3. Principal–principal conflicts in Lebanese unlisted family firms
    Journal of Management & Governance, 2015, 19, (2), 461-493 Downloads View citations (4)
  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 (52)

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 (6)
  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 (9)
  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 (2)
  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 (3)
  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 (6)
  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 (5)

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
 
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