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Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Computational economics 57 (2021) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10012486864
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Short- and long-term interactions between bitcoin and economic variables : evidence from the US
Wang, Lei; Sarker, Provash Kumer; Bouri, Elie - In: Computational economics 61 (2023) 4, pp. 1305-1330
Persistent link: https://www.econbiz.de/10014327058
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Hedging the risks of MENA stock markets with gold : evidence from the spectral approach
Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - In: Computational economics 61 (2023) 1, pp. 197-231
In this paper, we contribute to the old debate on the dynamic correlation between gold and stock markets by considering a spectral approach within the framework of portfolio hedging. Specifically, we consider eight MENA stock markets (Tunisia, Egypt, Morocco, Jordan, UAE, Saudi Arabia, Qatar,...
Persistent link: https://www.econbiz.de/10014228422
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Explaining environmental sustainability in supply chains using graph theory
Luo, Zongwei; Dubey, Rameshwar; Papadopoulos, Thanos; … - In: Computational economics 52 (2018) 4, pp. 1257-1275
Persistent link: https://www.econbiz.de/10012053350