All Stories

  1. Default risk transmission in the travel and leisure industry

    Article • International Journal of Hospitality Management, August 2023, Elsevier

    Dr Elie Bouri

  2. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis

    Article • Finance Research Letters, July 2023, Elsevier

    Dr Elie Bouri

  3. Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods

    Article • Finance Research Letters, July 2023, Elsevier

    Dr Elie Bouri

  4. Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks

    Article • Renewable Energy, July 2023, Elsevier

    Dr Elie Bouri

  5. Dependence structure among rare earth and financial markets: A multiscale-vine copula approach

    Article • Resources Policy, June 2023, Elsevier

    Dr Elie Bouri

  6. Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

    Article • Journal of Behavioral and Experimental Finance, June 2023, Elsevier

    Dr Elie Bouri

  7. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

    Article • The Quarterly Review of Economics and Finance, April 2023, Elsevier

    Dr Elie Bouri

  8. The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

    Article • Financial Innovation, March 2023, Springer Science + Business Media

    Dr Elie Bouri

  9. Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests

    Article • Mathematics, January 2023, MDPI AG

    Dr Elie Bouri, Bechir Raggad

  10. Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers

    Article • Borsa Istanbul Review, January 2023, Elsevier

    Dr Elie Bouri

  11. Connectedness in implied higher-order moments of precious metals and energy markets

    Article • Energy, January 2023, Elsevier

    Dr Elie Bouri

  12. Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges

    Article • Finance Research Letters, January 2023, Elsevier

    Dr Elie Bouri

  13. Global Geopolitical Risk and the Long- and Short-Run Impacts on the Returns and Volatilities of US Treasuries

    Article • Defence and Peace Economics, December 2022, Taylor & Francis

    Dr Elie Bouri

  14. Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps

    Article • Finance Research Letters, December 2022, Elsevier

    Dr Elie Bouri

  15. Contagious diseases and gold: Over 700 years of evidence from quantile regressions

    Article • Finance Research Letters, December 2022, Elsevier

    Dr Elie Bouri

  16. Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine

    Article • Finance Research Letters, October 2022, Elsevier

    Dr Elie Bouri

  17. Sustainable versus Conventional Cryptocurrencies in the Face of Cryptocurrency Uncertainty Indices: An Analysis across Time and Scales

    Article • Journal of Risk and Financial Management, September 2022, MDPI AG

    Dr Elie Bouri

  18. Tail risk transmission from commodity prices to sovereign risk of emerging economies

    Article • Resources Policy, September 2022, Elsevier

    Dr Elie Bouri

  19. The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model

    Article • Resources Policy, September 2022, Elsevier

    Dr Elie Bouri

  20. The size of good and bad volatility shocks does matter for spillovers

    Article • Journal of International Financial Markets Institutions and Money, September 2022, Elsevier

    Dr Elie Bouri

  21. Climate policy uncertainty and the price dynamics of green and brown energy stocks

    Article • Finance Research Letters, June 2022, Elsevier

    Dr Elie Bouri

  22. Is Bitcoin’s Carbon Footprint Persistent? Multifractal Evidence and Policy Implications

    Article • Entropy, May 2022, MDPI AG

    Dr Elie Bouri

  23. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin

    Article • The Quarterly Review of Economics and Finance, May 2022, Elsevier

    Dr Elie Bouri

  24. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach

    Article • Economic Modelling, April 2022, Elsevier

    Dr Elie Bouri

  25. Are energy metals hedges or safe havens for clean energy stock returns?

    Article • Energy, April 2022, Elsevier

    Dr Elie Bouri

  26. Outliers and Time-Varying Jumps in the Cryptocurrency Markets

    Article • Journal of Risk and Financial Management, March 2022, MDPI AG

    Dr Elie Bouri

  27. Hedging UK stock portfolios with gold and oil: The impact of Brexit

    Article • Resources Policy, March 2022, Elsevier

    Dr Elie Bouri

  28. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning

    Article • Finance Research Letters, March 2022, Elsevier

    Dr Elie Bouri

  29. Rare disaster risks and volatility of the term-structure of US Treasury Securities: The role of El Niño and La Niña events

    Article • Theoretical and Applied Climatology, January 2022, Springer Science + Business Media

    Dr Elie Bouri

  30. Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19

    Article • Annals of Operations Research, January 2022, Springer Science + Business Media

    Dr Elie Bouri

  31. Extreme tail network analysis of cryptocurrencies and trading strategies

    Article • Finance Research Letters, January 2022, Elsevier

    Dr Elie Bouri

  32. Financial market connectedness: The role of investors’ happiness

    Article • Finance Research Letters, January 2022, Elsevier

    Dr Elie Bouri

  33. Energy markets – Who are the influencers?

    Article • Energy, January 2022, Elsevier

    Dr Elie Bouri, Dr. Paulo Ferreira

  34. Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices

    Article • The North American Journal of Economics and Finance, January 2022, Elsevier

    Dr Elie Bouri

  35. Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak

    Article • Resources Policy, December 2021, Elsevier

    Dr Elie Bouri

  36. Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications

    Article • Resources Policy, December 2021, Elsevier

    Dr Elie Bouri

  37. Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility

    Article • Resources Policy, December 2021, Elsevier

    Dr Elie Bouri

  38. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak

    Article • Resources Policy, December 2021, Elsevier

    Dr Elie Bouri

  39. Dynamics and Determinants of Market Integration of Green, Clean, Dirty Energy Investments and Conventional Stock Indices

    Article • Frontiers in Environmental Science, December 2021, Frontiers

    Dr Elie Bouri

  40. INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES

    Article • Annals of Financial Economics, December 2021, World Scientific Pub Co Pte Lt

    Dr Elie Bouri, Dr Aviral Kumar Tiwari

  41. Does geopolitical risk mitigate inbound tourism? Evidence from panel quantile regression

    Article • Journal of Public Affairs, November 2021, Wiley

    Dr Elie Bouri

  42. Impact of institutional quality on sustainable development: Evidence from developing countries

    Article • Journal of Environmental Management, November 2021, Elsevier

    Dr Elie Bouri

  43. Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test

    Article • The Quarterly Review of Economics and Finance, November 2021, Elsevier

    Dr Elie Bouri

  44. Spillovers from global economic policy uncertainty and oil price volatility to the volatility of stock markets of oil importers and exporters

    Article • Environmental Science and Pollution Research, October 2021, Springer Science + Business Media

    Dr Elie Bouri

  45. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach

    Article • Computational Economics, October 2021, Springer Science + Business Media

    Dr Elie Bouri

  46. Forecasting power of infectious diseases-related uncertainty for gold realized variance

    Article • Finance Research Letters, October 2021, Elsevier

    Dr Elie Bouri

  47. Time-varying risk aversion and forecastability of the US term structure of interest rates

    Article • Finance Research Letters, October 2021, Elsevier

    Dr Elie Bouri

  48. Commodity market risks and green investments: Evidence from India

    Article • Journal of Cleaner Production, October 2021, Elsevier

    Dr Elie Bouri

  49. COVID-19 Pandemic and Investor Herding in International Stock Markets

    Article • Risks, September 2021, MDPI AG

    Dr Elie Bouri

  50. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic

    Article • Economic Analysis and Policy, September 2021, Elsevier

    Dr Elie Bouri

  51. On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures

    Article • Entropy, August 2021, MDPI AG

    Dr Elie Bouri

  52. Spillovers in higher moments and jumps across US stock and strategic commodity markets

    Article • Resources Policy, August 2021, Elsevier

    Dr Elie Bouri

  53. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements

    Article • Sustainability, July 2021, MDPI AG

    Dr Elie Bouri

  54. Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market

    Article • SAGE Open, July 2021, SAGE Publications

    Dr Elie Bouri

  55. Herding behavior in the commodity markets of the Asia-Pacific region

    Article • Finance Research Letters, July 2021, Elsevier

    Dr Elie Bouri

  56. On the intraday return curves of Bitcoin: Predictability and trading opportunities

    Article • International Review of Financial Analysis, July 2021, Elsevier

    Dr Elie Bouri

  57. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model

    Article • Finance Research Letters, July 2021, Elsevier

    Dr Elie Bouri

  58. Government responses to COVID-19 and industry stock returns

    Article • Economic Research-Ekonomska Istraživanja, June 2021, Taylor & Francis

    Dr Elie Bouri

  59. Rare earth and allied sectors in stock markets: extreme dependence of return and volatility

    Article • Applied Economics, June 2021, Taylor & Francis

    Dr Elie Bouri

  60. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions

    Article • Journal of Forecasting, June 2021, Wiley

    Dr Elie Bouri

  61. Herding Behavior and Liquidity in the Cryptocurrency Market

    Article • Asia-Pacific Journal of Operational Research, June 2021, World Scientific Pub Co Pte Lt

    Dr Elie Bouri

  62. Volatility connectedness of major cryptocurrencies: The role of investor happiness

    Article • Journal of Behavioral and Experimental Finance, June 2021, Elsevier

    Dr Elie Bouri, Dr Aviral Kumar Tiwari

  63. The hedge asset for BRICS stock markets: Bitcoin, gold or VIX

    Article • World Economy, May 2021, Wiley

    Dr Elie Bouri

  64. Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak

    Article • Economic Research-Ekonomska Istraživanja, May 2021, Taylor & Francis

    Dr Elie Bouri

  65. Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data

    Article • Journal of Behavioral Finance, May 2021, Taylor & Francis

    Dr Elie Bouri

  66. Causal nexus between crude oil and US corporate bonds

    Article • The Quarterly Review of Economics and Finance, May 2021, Elsevier

    Dr Elie Bouri

  67. Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak

    Article • Fuel, May 2021, Elsevier

    Dr Elie Bouri

  68. The realized volatility of commodity futures: Interconnectedness and determinants

    Article • International Review of Economics & Finance, May 2021, Elsevier

    Dr Elie Bouri

  69. Asymmetric volatility spillover among Chinese sectors during COVID-19

    Article • International Review of Financial Analysis, May 2021, Elsevier

    Dr Elie Bouri

  70. News-based equity market uncertainty and crude oil volatility

    Article • Energy, May 2021, Elsevier

    Dr Elie Bouri

  71. Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis

    Article • SAGE Open, April 2021, SAGE Publications

    Dr Elie Bouri

  72. Extreme return connectedness and its determinants between clean/green and dirty energy investments

    Article • Energy Economics, April 2021, Elsevier

    Dr Elie Bouri

  73. El Niño and forecastability of oil-price realized volatility

    Article • Theoretical and Applied Climatology, March 2021, Springer Science + Business Media

    Dr Elie Bouri

  74. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers

    Article • Financial Innovation, March 2021, Springer Science + Business Media

    Dr Elie Bouri

  75. Quantile connectedness in the cryptocurrency market

    Article • Journal of International Financial Markets Institutions and Money, March 2021, Elsevier

    Dr Elie Bouri

  76. Asymmetric efficiency of cryptocurrencies during COVID19

    Article • Physica A Statistical Mechanics and its Applications, March 2021, Elsevier

    Dr Elie Bouri

  77. The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction

    Article • Asia-Pacific Journal of Operational Research, February 2021, World Scientific Pub Co Pte Lt

    Dr Elie Bouri

  78. From pandemic to systemic risk: contagion in the U.S. tourism sector

    Article • Current Issues in Tourism, February 2021, Taylor & Francis

    Dr Elie Bouri

  79. Impact of economic policy uncertainty on CO 2 emissions in the US : Evidence from bootstrap ARDL ...

    Article • Journal of Public Affairs, January 2021, Wiley

    Dr Elie Bouri

  80. Regime specific spillover across cryptocurrencies and the role of COVID-19

    Article • Financial Innovation, January 2021, Springer Science + Business Media

    Dr Elie Bouri

  81. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities

    Article • International Review of Economics & Finance, January 2021, Elsevier

    Dr Elie Bouri

  82. Return connectedness across asset classes around the COVID-19 outbreak

    Article • International Review of Financial Analysis, January 2021, Elsevier

    Dr Elie Bouri

  83. Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression

    Article • Renewable Energy, January 2021, Elsevier

    Dr Elie Bouri

  84. Forecasting Bitcoin returns: is there a role for the US–China trade war?

    Article • The Journal of Risk, January 2021, Incisive Media

    Dr Elie Bouri

  85. Gold, platinum and the predictability of bond risk premia

    Article • Finance Research Letters, January 2021, Elsevier

    Dr Elie Bouri

  86. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty

    Article • Finance Research Letters, January 2021, Elsevier

    Dr Elie Bouri

  87. Realised volatility connectedness among Bitcoin exchange markets

    Article • Finance Research Letters, January 2021, Elsevier

    Dr Elie Bouri

  88. Return equicorrelation in the cryptocurrency market: Analysis and determinants

    Article • Finance Research Letters, January 2021, Elsevier

    Dr Elie Bouri

  89. Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach

    Article • The North American Journal of Economics and Finance, January 2021, Elsevier

    Dr Elie Bouri

  90. Economic policy uncertainty and the Bitcoin-US stock nexus

    Article • Journal of Multinational Financial Management, December 2020, Elsevier

    Dr Elie Bouri

  91. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns

    Article • Economic Analysis and Policy, December 2020, Elsevier

    Dr Elie Bouri

  92. Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency

    Article • Physica A Statistical Mechanics and its Applications, December 2020, Elsevier

    Dr Elie Bouri

  93. Impact of energy sector volatility on clean energy assets

    Article • Energy, December 2020, Elsevier

    Dr Elie Bouri

  94. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices

    Article • Resources Policy, December 2020, Elsevier

    Dr Elie Bouri

  95. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach

    Article • Research in International Business and Finance, December 2020, Elsevier

    Dr Elie Bouri

  96. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin

    Article • Defence and Peace Economics, November 2020, Taylor & Francis

    Dr Elie Bouri

  97. Quantile causality between banking stock and real estate securities returns in the US

    Article • The Quarterly Review of Economics and Finance, November 2020, Elsevier

    Dr Aviral Kumar Tiwari, Dr Elie Bouri

  98. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis

    Article • International Review of Financial Analysis, November 2020, Elsevier

    Dr Elie Bouri

  99. Female empowerment/participation in the workplace and firm performance: a study of privately-owned firms

    Article • International Journal of Productivity and Performance Management, October 2020, Emerald

    Dr Elie Bouri

  100. Forecasting ethanol price volatility under structural breaks

    Article • Biofuels Bioproducts and Biorefining, October 2020, Wiley

    Dr Elie Bouri

  101. Tail dependence in the return-volume of leading cryptocurrencies

    Article • Finance Research Letters, October 2020, Elsevier

    Dr Elie Bouri

  102. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment

    Article • Journal of Behavioral Finance, September 2020, Taylor & Francis

    Dr Elie Bouri

  103. Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach

    Article • International Journal of Finance & Economics, September 2020, Wiley

    Dr Elie Bouri

  104. Co-movement across european stock and real estate markets

    Article • International Review of Economics & Finance, September 2020, Elsevier

    Dr Elie Bouri

  105. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War

    Article • Computational Economics, August 2020, Springer Science + Business Media

    Dr Elie Bouri

  106. Infectious Diseases, Market Uncertainty and Oil Market Volatility

    Article • Energies, August 2020, MDPI AG

    Professor Riza Demirer, Dr Elie Bouri

  107. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

    Article • The Quarterly Review of Economics and Finance, August 2020, Elsevier

    Dr Elie Bouri

  108. Modelling the volatility of crude oil returns: Jumps and volatility forecasts

    Article • International Journal of Finance & Economics, July 2020, Wiley

    Dr Elie Bouri

  109. Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust?

    Article • Journal of Business Ethics, July 2020, Springer Science + Business Media

    Dr Elie Bouri

  110. Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration

    Article • Journal of Real Estate Portfolio Management, July 2020, Taylor & Francis

    Dr Elie Bouri

  111. The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models

    Article • International Journal of Financial Studies, July 2020, MDPI AG

    Dr Elie Bouri

  112. Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour

    Article • Physica A Statistical Mechanics and its Applications, July 2020, Elsevier

    Dr Elie Bouri

  113. Movements in international bond markets: The role of oil prices

    Article • International Review of Economics & Finance, July 2020, Elsevier

    Dr Elie Bouri

  114. Hedging Strategies of Green Assets against Dirty Energy Assets

    Article • Energies, June 2020, MDPI AG

    Dr Elie Bouri

  115. Revisiting the valuable roles of commodities for international stock markets

    Article • Resources Policy, June 2020, Elsevier

    Dr Elie Bouri

  116. Trade uncertainties and the hedging abilities of Bitcoin

    Article • Economic Notes, May 2020, Wiley

    Dr Elie Bouri

  117. Hedging the risk of travel and leisure stocks: The role of crude oil

    Article • Tourism Economics, May 2020, SAGE Publications

    Dr Elie Bouri

  118. The profitability of technical trading rules in the Bitcoin market

    Article • Finance Research Letters, May 2020, Elsevier

    Dirk Gerritsen, Dr Elie Bouri

  119. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

    Article • Economic Modelling, May 2020, Elsevier

    Dr Elie Bouri

  120. Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis

    Article • Physica A Statistical Mechanics and its Applications, May 2020, Elsevier

    Dr Elie Bouri

  121. Do Bitcoin and other cryptocurrencies jump together?

    Article • The Quarterly Review of Economics and Finance, May 2020, Elsevier

    Dr Elie Bouri

  122. The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles

    Article • Journal of Forecasting, March 2020, Wiley

    Professor Riza Demirer, Dr Elie Bouri

  123. Jumps in energy and non‐energy commodities

    Article • OPEC Energy Review, March 2020, Wiley

    Dr Elie Bouri

  124. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages

    Article • Finance Research Letters, March 2020, Elsevier

    Dr Elie Bouri

  125. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn

    Article • Journal of Economic Structures, February 2020, Springer Science + Business Media

    Dr Elie Bouri

  126. Natural disasters and economic growth: a quantile on quantile approach

    Article • Annals of Operations Research, February 2020, Springer Science + Business Media

    Dr Elie Bouri

  127. Oil market conditions and sovereign risk in MENA oil exporters and importers

    Article • Energy Policy, February 2020, Elsevier

    Dr Elie Bouri

  128. Cryptocurrencies as hedges and safe-havens for US equity sectors

    Article • The Quarterly Review of Economics and Finance, February 2020, Elsevier

    Dr Elie Bouri

  129. Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability

    Article • Journal of Cleaner Production, January 2020, Elsevier

    Dr Elie Bouri

  130. Predicting Cryptocurrency Returns Based on Economic Policy Uncertainty: A Multicountry Analysis Using Linear and Quantile-Based Models

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Dr Elie Bouri

  131. Monetary policy uncertainty and jumps in advanced equity markets

    Article • The Journal of Risk, January 2020, Incisive Media

    Dr Elie Bouri

  132. The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters

    Article • Risks, December 2019, MDPI AG

    Dr Elie Bouri

  133. Bitcoin price–volume: A multifractal cross-correlation approach

    Article • Finance Research Letters, December 2019, Elsevier

    Dr Elie Bouri

  134. Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting

    Article • Journal of International Financial Markets Institutions and Money, November 2019, Elsevier

    Dr Elie Bouri

  135. Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market

    Article • Resources Policy, October 2019, Elsevier

    Dr Elie Bouri

  136. A quantile regression analysis of flights-to-safety with implied volatilities

    Article • Resources Policy, August 2019, Elsevier

    Dr Elie Bouri

  137. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach

    Article • Energy, July 2019, Elsevier

    Dr Elie Bouri

  138. Assessing the risk of the European Union carbon allowance market

    Article • International Journal of Managerial Finance, June 2019, Emerald

    Dr Elie Bouri

  139. Cryptocurrencies and the downside risk in equity investments

    Article • Finance Research Letters, June 2019, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  140. Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies

    Article • Physica A Statistical Mechanics and its Applications, June 2019, Elsevier

    Dr Elie Bouri

  141. Information interdependence among energy, cryptocurrency and major commodity markets

    Article • Energy Economics, June 2019, Elsevier

    Dr Elie Bouri

  142. Spillover across Eurozone credit market sectors and determinants

    Article • Applied Economics, May 2019, Taylor & Francis

    Dr Elie Bouri

  143. Conditional quantiles and tail dependence in the volatilities of gold and silver

    Article • International Economics, May 2019, Elsevier

    Dr Elie Bouri

  144. Dynamic connectedness and integration in cryptocurrency markets

    Article • International Review of Financial Analysis, May 2019, Elsevier

    Dr Elie Bouri

  145. Dynamics and determinants of spillovers across the option-implied volatilities of US equities

    Article • The Quarterly Review of Economics and Finance, March 2019, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  146. The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies

    Article • Emerging Markets Finance and Trade, January 2019, Taylor & Francis

    Dr Elie Bouri

  147. Is Bitcoin a better safe-haven investment than gold and commodities?

    Article • International Review of Financial Analysis, January 2019, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  148. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

    Article • International Review of Financial Analysis, January 2019, Elsevier

    Dr Elie Bouri

  149. Return and volatility linkages between CO2 emission and clean energy stock prices

    Article • Energy, December 2018, Elsevier

    Dr Elie Bouri

  150. Carbon emission and ethanol markets: evidence from Brazil

    Article • Biofuels Bioproducts and Biorefining, November 2018, Wiley

    Dr Elie Bouri

  151. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach

    Article • The Quarterly Review of Economics and Finance, November 2018, Elsevier

    Dr Elie Bouri

  152. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

    Article • International Journal of Finance & Economics, October 2018, Wiley

    Dr Elie Bouri

  153. Is wine a good choice for investment?

    Article • Pacific-Basin Finance Journal, October 2018, Elsevier

    Chair Professor Wing-Keung Wong, Dr Elie Bouri

  154. Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality

    Article • International Journal of the Economics of Business, September 2018, Taylor & Francis

    Dr Elie Bouri, Donald Lien

  155. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model

    Article • Energy Economics, September 2018, Elsevier

    Dr Elie Bouri

  156. Trading volume and the predictability of return and volatility in the cryptocurrency market

    Article • Finance Research Letters, August 2018, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  157. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices

    Article • Resources Policy, August 2018, Elsevier

    Dr Elie Bouri

  158. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles

    Article • The Quarterly Review of Economics and Finance, August 2018, Elsevier

    Dr Elie Bouri

  159. Co-explosivity in the cryptocurrency market

    Article • Finance Research Letters, July 2018, Elsevier

    Dr Elie Bouri

  160. Herding behaviour in cryptocurrencies

    Article • Finance Research Letters, July 2018, Elsevier

    Dr Elie Bouri

  161. Spillovers between Bitcoin and other assets during bear and bull markets

    Article • Applied Economics, June 2018, Taylor & Francis

    Dr Elie Bouri

  162. Does corn market uncertainty impact the US ethanol prices?

    Article • GCB Bioenergy, June 2018, Wiley

    Dr Elie Bouri

  163. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment

    Article • Review of Quantitative Finance and Accounting, May 2018, Springer Science + Business Media

    Dr Elie Bouri

  164. Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?

    Article • The Quarterly Review of Economics and Finance, May 2018, Elsevier

    Dr Elie Bouri

  165. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

    Article • International Review of Financial Analysis, May 2018, Elsevier

    Dr Elie Bouri

  166. Nonlinear relationships amongst the implied volatilities of crude oil and precious metals

    Article • Resources Policy, April 2018, Elsevier

    Dr Elie Bouri

  167. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model

    Article • Emerging Markets Review, March 2018, Elsevier

    Dr Elie Bouri

  168. Ownership concentration, ownership identity, and bank performance

    Article • Banks and Bank Systems, February 2018, LLC CPC Business Perspectives

    Dr Elie Bouri

  169. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets

    Article • Finance Research Letters, February 2018, Elsevier

    Syed Jawad Hussain Shahzad, Dr Elie Bouri

  170. Oil volatility and sovereign risk of BRICS

    Article • Energy Economics, February 2018, Elsevier

    Dr Elie Bouri

  171. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note

    Article • Defence and Peace Economics, January 2018, Taylor & Francis

    Professor Riza Demirer, Dr Elie Bouri

  172. Is Wine a Good Choice for Investment?

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong, Dr Elie Bouri

  173. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach

    Article • Resources Policy, December 2017, Elsevier

    Dr Elie Bouri

  174. Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

    Article • Wine Economics and Policy, December 2017, Firenze University Press

    Dr Elie Bouri

  175. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices

    Article • Finance Research Letters, November 2017, Elsevier

    Dr Elie Bouri

  176. The Impact of Governance in Higher Education Institutions on Scientific Research in the Arab World

    Article • September 2017, Springer Science + Business Media

    Dr Elie Bouri

  177. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes

    Article • Energy Economics, August 2017, Elsevier

    Dr Aviral Kumar Tiwari, Dr Elie Bouri

  178. Can volume predict Bitcoin returns and volatility? A quantiles-based approach

    Article • Economic Modelling, August 2017, Elsevier

    Dr Elie Bouri

  179. The impact of religious practice on stock returns and volatility

    Article • International Review of Financial Analysis, July 2017, Elsevier

    Dr Elie Bouri

  180. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices

    Article • Resources Policy, June 2017, Elsevier

    Dr Elie Bouri

  181. Can energy commodity futures add to the value of carbon assets?

    Article • Economic Modelling, April 2017, Elsevier

    Dr Elie Bouri

  182. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?

    Article • Applied Economics, March 2017, Taylor & Francis

    Dr Elie Bouri, Peter Molnar

  183. Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism

    Article • International Review of Economics & Finance, March 2017, Elsevier

    Dr Elie Bouri

  184. On the return-volatility relationship in the Bitcoin market around the price crash of 2013

    Article • Economics, February 2017, De Gruyter

    Dr Elie Bouri

  185. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?

    Article • Finance Research Letters, February 2017, Elsevier

    Peter Molnar, Dr Elie Bouri

  186. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

    Article • Finance Research Letters, February 2017, Elsevier

    Dr Aviral Kumar Tiwari, Dr Elie Bouri

  187. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries

    Article • International Review of Financial Analysis, November 2016, Elsevier

    Dr Elie Bouri

  188. The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions

    Article • Energies, July 2016, MDPI AG

    Dr Elie Bouri

  189. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

    Article • Energy Economics, June 2016, Elsevier

    Dr Elie Bouri

  190. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?

    Article • Journal of Wine Economics, May 2016, Cambridge University Press

    Dr Elie Bouri

  191. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010

    Article • Energy Economics, May 2016, Elsevier

    Dr Elie Bouri

  192. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters

    Article • Economia Politica, January 2016, Springer Science + Business Media

    Professor Riza Demirer, Dr Elie Bouri

  193. Ownership structure and minority expropriation in Lebanon

    Article • International Journal of Business and Globalisation, January 2016, Inderscience Publishers

    Dr Elie Bouri

  194. Outside directors and firm performance across family generations in Lebanon

    Article • International Journal of Business Performance Management, January 2016, Inderscience Publishers

    Dr Elie Bouri

  195. On the Return-Volatility Relationship in the Bitcoin Market around the Price Crash of 2013

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Dr Elie Bouri

  196. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market

    Article • Energy Policy, October 2015, Elsevier

    Dr Elie Bouri

  197. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods

    Article • Energy, September 2015, Elsevier

    Dr Elie Bouri

  198. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis

    Article • Energy Economics, September 2015, Elsevier

    Dr Elie Bouri

  199. Fine Wine as an Alternative Investment during Equity Market Downturn

    Article • The Journal of Alternative Investments, March 2015, Institutional Investor Journals

    Dr Elie Bouri

  200. Fine Wine as an Alternative Investment during Equity Market Downturns

    Article • The Journal of Alternative Investments, March 2015, Institutional Investor Journals

    Dr Elie Bouri

  201. On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets

    Article • Journal of Emerging Market Finance, December 2014, SAGE Publications

    Dr Elie Bouri

  202. Beyond the negative relation between return and conditional volatility in the wine market

    Article • International Journal of Wine Business Research, November 2014, Emerald

    Dr Elie Bouri

  203. Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets

    Article • Journal of Economic Integration, March 2014, Center for Economic Integration

    Dr Elie Bouri

  204. Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders?

    Article • International Journal of Operations & Production Management, March 2014, Emerald

    Dr Elie Bouri

  205. Principal–principal conflicts in Lebanese unlisted family firms

    Article • Journal of Management & Governance, February 2014, Springer Science + Business Media

    Dr Elie Bouri

  206. Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms

    Article • International Strategic Management Review, December 2013, Elsevier

    Dr Elie Bouri

  207. Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B*

    Article • La Revue Gestion et Organisation, December 2013, Elsevier

    Dr Elie Bouri

  208. Dynamic Interactions between the Markets of Crude Oil and Fine Wine in Light of the Global Economic Growth

    Article • Energy Studies Review, September 2013, Escarpment Press

    Dr Elie Bouri

  209. Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices

    Article • Journal of Wine Economics, May 2013, Cambridge University Press

    Dr Elie Bouri

  210. Board of directors and financial performance in the Middle East

    Article • International Journal of Business Performance Management, January 2013, Inderscience Publishers

    Dr Elie Bouri

  211. Board of directors and bank performance: beyond agency theory

    Article • International Journal of Business Governance and Ethics, January 2013, Inderscience Publishers

    Dr Elie Bouri