Elie I. Bouri : Citation Profile

Are you Elie I. Bouri?

Lebanese American University

46

H index

105

i10 index

7119

Citations

RESEARCH PRODUCTION:

137

Articles

76

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 711
   Journals where Elie I. Bouri has often published
   Relations with other researchers
   Recent citing documents: 1382.    Total self citations: 135 (1.86 %)

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   Permalink: http://citec.repec.org/pbo906
   Updated: 2024-11-08    RAS profile: 2021-12-10    
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Relations with other researchers

Works with:

GUPTA, RANGAN (59)

Roubaud, David (31)

Shahzad, Syed Jawad Hussain (20)

Ji, Qiang (10)

Jalkh, Naji (10)

Demirer, Riza (10)

lucey, brian (9)

Vo, Xuan Vinh (9)

Pierdzioch, Christian (8)

Krištoufek, Ladislav (7)

Salisu, Afees (7)

Gabauer, David (6)

Lau, Chi Keung (6)

Kyei, Clement (4)

Tiwari, Aviral (3)

Walther, Thomas (3)

Gerritsen, Dirk (3)

Pasiouras, Fotios (3)

Balcilar, Mehmet (3)

Voigt, Stefan (2)

Zhang, S. Sarah (2)

Xia, Shuo (2)

Patton, Andrew (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Vilkov, Grigory (2)

Scaillet, Olivier (2)

Dimpfl, Thomas (2)

Výrost, Tomáš (2)

Alexeev, Vitali (2)

Hjalmarsson, Erik (2)

van Kervel, Vincent (2)

Talavera, Oleksandr (2)

Yousaf, Imran (2)

Moinas, Sophie (2)

Reitz, Stefan (2)

Johannesson, Magnus (2)

Shachar, Or (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Ranaldo, Angelo (2)

Pasquariello, Paolo (2)

Park, Andreas (2)

Wohar, Mark (2)

Frömmel, Michael (2)

Palan, Stefan (2)

Xiu, Dacheng (2)

Schuerhoff, Norman (2)

Söderlind, Paul (2)

Hurlin, Christophe (2)

Sarno, Lucio (2)

Stefanova, Denitsa (2)

Brownlees, Christian (2)

Ait-Sahalia, Yacine (2)

Wolff, Christian (2)

Nazlioglu, Saban (2)

Schenk-Hoppé, Klaus (2)

Bjønnes, Geir (2)

Sun, Xiaojin (2)

Colliard, Jean-Edouard (2)

Gehrig, Thomas (2)

Pastor, Lubos (2)

Wang, Shixuan (2)

Ferrara, Gerardo (2)

Ødegaard, Bernt (2)

Lopez-Lira, Alejandro (2)

Tonks, Ian (2)

Chernov, Mikhail (2)

Lof, Matthijs (2)

Renault, Thomas (2)

Cepni, Oguzhan (2)

Horenstein, Alex (2)

Majumdar, Anandamayee (2)

Schwarz, Marco (2)

Deev, Oleg (2)

Zhang, Yue-Jun (2)

Holzmeister, Felix (2)

FERROUHI, EL MEHDI (2)

Vogel, Sebastian (2)

Taylor, Nick (2)

Bekiros, Stelios (2)

Chow, Nikolai Sheung-Chi (2)

Smales, Lee (2)

Huang, Wenqian (2)

Foucault, Thierry (2)

Frijns, Bart (2)

Menkveld, Albert (2)

Verousis, Thanos (2)

Mihet, Roxana (2)

Kassner, Bernhard (2)

Bohorquez Correa, Santiago (2)

Nielsson, Ulf (2)

Putnins, Talis (2)

PASCUAL, ROBERTO (2)

Caporin, Massimiliano (2)

Harris, Jeffrey (2)

Wong, Wing-Keung (2)

Ajmi, Ahdi Noomen (2)

Deku, Solomon (2)

Liew, Chee (2)

Baumohl, Eduard (2)

Prokopczuk, Marcel (2)

Abudy, Menachem (2)

Wilhelmsson, Anders (2)

CAPELLE-BLANCARD, Gunther (2)

Füllbrunn, Sascha (2)

Rakowski, David (2)

LINTON, OLIVER (2)

Davies, Ryan (2)

Lajaunie, Quentin (2)

Kearney, Fearghal (2)

Hautsch, Nikolaus (2)

Heath, Davidson (2)

Bos, Charles (2)

Jurkatis, Simon (2)

Regis, Luca (2)

Roy, Saurabh (2)

Sojli, Elvira (2)

Dreber, Anna (2)

Gorbenko, Arseny (2)

Korajczyk, Robert (2)

Dumitrescu, Ariadna (2)

Theissen, Erik (2)

Degryse, Hans (2)

Gkillas (Gillas), Konstantinos (2)

Mokni, Khaled (2)

He, Xuezhong (Tony) (2)

Adrian, Tobias (2)

Patel, Vinay (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elie I. Bouri.

Is cited by:

GUPTA, RANGAN (234)

Tiwari, Aviral (153)

Shahzad, Syed Jawad Hussain (108)

Yousaf, Imran (101)

lucey, brian (87)

Ji, Qiang (75)

Salisu, Afees (73)

Uddin, Gazi (66)

Corbet, Shaen (61)

Vo, Xuan Vinh (56)

Sensoy, Ahmet (56)

Cites to:

GUPTA, RANGAN (401)

Roubaud, David (325)

Shahzad, Syed Jawad Hussain (138)

lucey, brian (134)

Tiwari, Aviral (114)

Ji, Qiang (105)

Nguyen, Duc Khuong (91)

Balcilar, Mehmet (87)

Hammoudeh, Shawkat (71)

Molnár, Peter (68)

Demirer, Riza (65)

Main data

Where Elie I. Bouri has published?

Journals with more than one article published# docs
Finance Research Letters20
International Review of Financial Analysis10
The Quarterly Review of Economics and Finance9
Resources Policy9
Energy Economics8
Physica A: Statistical Mechanics and its Applications5
Energy5
International Review of Economics & Finance5
Economics Bulletin4
Economic Modelling3
Applied Economics3
Energies3
Energy Policy2
International Journal of Finance & Economics2
Financial Innovation2
Journal of Wine Economics2
Economic Analysis and Policy2
SAGE Open2
Risks2
International Journal of Business Performance Management2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics53
Post-Print / HAL17
EconStor Preprints / ZBW - Leibniz Information Centre for Economics2

Recent works citing Elie I. Bouri (2024 and 2023)

YearTitle of citing document
2023An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238.

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2024.

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2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2023Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415.

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2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2023A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin. (2022). Herremans, Dorien ; Zou, Yanzhao. In: Papers. RePEc:arx:papers:2206.00648.

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2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

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2023Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. (2022). Wang, Christina Dan ; Chen, Shuaiyu ; Gao, Jiechao ; Sun, Xinghang ; Liu, Xiao-Yang ; Dirk, Berend Jelmer. In: Papers. RePEc:arx:papers:2209.05559.

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2023Cryptocurrency co-investment network: token returns reflect investment patterns. (2023). Alessandretti, Laura ; Bartolucci, Silvia ; Mungo, Luca. In: Papers. RePEc:arx:papers:2301.02027.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2024Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023Deep State-Space Model for Predicting Cryptocurrency Price. (2023). Majumdar, Angshul ; Sharma, Shalini ; Elvira, Victor ; Chouzenoux, Emilie. In: Papers. RePEc:arx:papers:2311.14731.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2023Dynamic Linkages Among Cryptocurrencies - The Role of COVID-19. (2023). Patra, Biswajit ; Sah, Abhishek. In: Asian Economics Letters. RePEc:ayb:jrnael:89.

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2023.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2024Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2023Twitter sentiment and stock return volatility of US travel and leisure firms. (2023). Ferrer, Roman ; Bouri, Elie ; Hussain, Syed Jawad. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00414.

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2023How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730.

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2023War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183.

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2023Detecting the Herding Behaviour in the South African Stock Market and its Implications. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-10.

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2023Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-13.

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2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Babu, Manivannan ; Anandhabalaji, V ; Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36.

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2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

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2024The implications of virtual money on travel and tourism. (2024). Li, Mingnan ; Manahov, Viktor. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

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2024Risk assessment of power outages to inter-regional supply chain networks in China. (2024). Lin, Jin ; Zhou, QI ; Wang, Qianzi ; Qu, Shen ; She, Yunlei ; Guo, Sen. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014642.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2023Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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More than 100 citations found, this list is not complete...

Works by Elie I. Bouri:

YearTitleTypeCited
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences.
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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
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2011An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange In: Review of Economic and Business Studies.
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2020Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes.
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2019Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers.
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2019Conditional quantiles and tail dependence in the volatilities of gold and silver In: International Economics.
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2019Conditional quantiles and tail dependence in the volatilities of gold and silver.(2019) In: International Economics.
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2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* In: Journal of Wine Economics.
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2016Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?.(2016) In: Post-Print.
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2013Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices* In: Journal of Wine Economics.
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2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications In: Economics Bulletin.
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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities In: Economics Bulletin.
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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin In: Economics Bulletin.
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2021Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin.
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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
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2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
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2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns In: Economic Analysis and Policy.
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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic In: Economic Analysis and Policy.
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2017Can energy commodity futures add to the value of carbon assets? In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance.
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2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach.(2020) In: Working Papers.
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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
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2015Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis In: Energy Economics.
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2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 In: Energy Economics.
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2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes In: Energy Economics.
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2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes In: Energy Economics.
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2018Oil volatility and sovereign risk of BRICS In: Energy Economics.
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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model In: Energy Economics.
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2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
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2021Extreme return connectedness and its determinants between clean/green and dirty energy investments In: Energy Economics.
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2020Oil market conditions and sovereign risk in MENA oil exporters and importers In: Energy Policy.
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2015A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market In: Energy Policy.
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2018Return and volatility linkages between CO2 emission and clean energy stock prices In: Energy.
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2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach In: Energy.
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2020Impact of energy sector volatility on clean energy assets In: Energy.
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2021News-based equity market uncertainty and crude oil volatility In: Energy.
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2015Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods In: Energy.
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2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries In: International Review of Financial Analysis.
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2017The impact of religious practice on stock returns and volatility In: International Review of Financial Analysis.
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2017The impact of religious practice on stock returns and volatility.(2017) In: Post-Print.
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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities In: International Review of Financial Analysis.
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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities.(2018) In: Post-Print.
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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis.
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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?.(2018) In: Working Papers.
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2019Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis.
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2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
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2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis In: International Review of Financial Analysis.
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2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
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2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
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2021Asymmetric volatility spillover among Chinese sectors during COVID-19 In: International Review of Financial Analysis.
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2021On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis.
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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices In: Finance Research Letters.
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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices.(2017) In: Post-Print.
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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions.(2017) In: Post-Print.
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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 311		paper
2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article23
2019Co-explosivity in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article114
2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article93
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article88
2019Bitcoin price–volume: A multifractal cross-correlation approach In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
[Full Text][Citation analysis]		article45
2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
[Full Text][Citation analysis]		article24
2020The profitability of technical trading rules in the Bitcoin market In: Finance Research Letters.
[Full Text][Citation analysis]		article35
2020Tail dependence in the return-volume of leading cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2021Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]		article35
2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty.(2019) In: Working Papers.
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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
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2021Return equicorrelation in the cryptocurrency market: Analysis and determinants In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2021Herding behavior in the commodity markets of the Asia-Pacific region In: Finance Research Letters.
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2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2020Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers.
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2021Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters.
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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article70
2021Quantile connectedness in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article105
2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices In: Resources Policy.
[Full Text][Citation analysis]		article99
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
[Full Text][Citation analysis]		article86
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers.
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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach In: Resources Policy.
[Full Text][Citation analysis]		article17
2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals In: Resources Policy.
[Full Text][Citation analysis]		article34
2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
[Full Text][Citation analysis]		article21
2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy.
[Full Text][Citation analysis]		article48
2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
[Full Text][Citation analysis]		article52
2020Intraday return predictability: Evidence from commodity ETFs and their related volatility indices In: Resources Policy.
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2021Spillovers in higher moments and jumps across US stock and strategic commodity markets In: Resources Policy.
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2020Economic policy uncertainty and the Bitcoin-US stock nexus In: Journal of Multinational Financial Management.
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2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article31
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
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2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis In: Physica A: Statistical Mechanics and its Applications.
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2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
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2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency In: Physica A: Statistical Mechanics and its Applications.
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2021Asymmetric efficiency of cryptocurrencies during COVID19 In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article42
2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? In: The Quarterly Review of Economics and Finance.
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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
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2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach.(2017) In: Working Papers.
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2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
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2020Cryptocurrencies as hedges and safe-havens for US equity sectors In: The Quarterly Review of Economics and Finance.
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2020Do Bitcoin and other cryptocurrencies jump together? In: The Quarterly Review of Economics and Finance.
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2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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2020Quantile causality between banking stock and real estate securities returns in the US In: The Quarterly Review of Economics and Finance.
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2021Causal nexus between crude oil and US corporate bonds In: The Quarterly Review of Economics and Finance.
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2021Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression In: Renewable Energy.
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2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism In: International Review of Economics & Finance.
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2020Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance.
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2019Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers.
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2020Co-movement across european stock and real estate markets In: International Review of Economics & Finance.
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2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities In: International Review of Economics & Finance.
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2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities.(2020) In: Working Papers.
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2021The realized volatility of commodity futures: Interconnectedness and determinants# In: International Review of Economics & Finance.
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2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance.
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2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers.
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2014The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges In: Economic Issues Journal Articles.
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2019Assessing the risk of the European Union carbon allowance market In: International Journal of Managerial Finance.
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2014Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? In: Journal of Economic Studies.
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2021Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach In: Working Papers.
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2020Hedging Strategies of Green Assets against Dirty Energy Assets In: Energies.
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2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
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2016The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions In: Energies.
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2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models In: IJFS.
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2021Gold against Asian Stock Markets during the COVID-19 Outbreak In: JRFM.
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2019The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters In: Risks.
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2021COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks.
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2020COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers.
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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability.
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2021El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2016Outside directors and firm performance across family generations in Lebanon In: Post-Print.
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2016Outside directors and firm performance across family generations in Lebanon.(2016) In: International Journal of Business Performance Management.
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2013Board of Directors and Bank Performance: Beyond Agency Theory In: Post-Print.
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2013Board of directors and bank performance: beyond agency theory.(2013) In: International Journal of Business Governance and Ethics.
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2013Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms In: Post-Print.
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2013Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B*. In: Post-Print.
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2012Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon. In: Post-Print.
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2012Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange In: Post-Print.
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2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
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2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
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2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
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2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
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2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
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2020Culture and multiple firm-bank relationships: a matter of secrecy and trust? In: Post-Print.
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2021Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust?.(2021) In: Journal of Business Ethics.
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2016Ownership structure and minority expropriation in Lebanon In: International Journal of Business and Globalisation.
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2013Board of directors and financial performance in the Middle East In: International Journal of Business Performance Management.
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2015Principal–principal conflicts in Lebanese unlisted family firms In: Journal of Management & Governance.
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2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment In: Review of Quantitative Finance and Accounting.
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2019The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies In: Emerging Markets Finance and Trade.
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2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
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2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
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2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
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2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
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2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
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2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
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2018Spillovers between Bitcoin and other assets during bear and bull markets.(2018) In: Applied Economics.
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2018Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers.
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2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
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2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers.
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2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
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2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
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2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers.
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2020The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting.
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2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
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2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
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2019The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile In: Working Papers.
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2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers.
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2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin In: Working Papers.
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2020Jumps in Energy and Non-Energy Commodities In: Working Papers.
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2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
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2020Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers.
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2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
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2020High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers.
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2020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: Working Papers.
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2020Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test In: Working Papers.
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