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The effect of jumps in the crude oil market on the sovereign risks of major oil exporters

Bouri, Elie - In: Risks : open access journal 7 (2019) 4/118, pp. 1-15

We study the jump behaviour in the sovereign risks of major oil-exporting countries and examine whether it is affected by jumps in the price and volatility of crude oil. Data used are daily from 14 February 2011, to 31 July 2019. We detect the presence of jumps in many oil exporters and find...

Persistent link: https://www.econbiz.de/10012127756

Oil volatility and sovereign risk of BRICS

Bouri, Elie; Shahzad, Syed Jawad Hussain; Raza, Naveed; … - In: Energy economics 70 (2018), pp. 258-269

Persistent link: https://www.econbiz.de/10011942723

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

Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598

Persistent link: https://www.econbiz.de/10011565043

The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions

Bouri, Elie; Hammoud, Rami; Kassm, Christina Abou - In: Energy economics 120 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014284683

Oil price risk exposure of BRIC stock markets and hedging effectiveness

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022

Persistent link: https://www.econbiz.de/10013349933

Spillovers in higher-order moments of crude oil, gold, and bitcoin

Gillas, Konstantinos Gkillas; Bouri, Elie; Gupta, Rangan; … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 398-406

Persistent link: https://www.econbiz.de/10013335879

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

Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934

Persistent link: https://www.econbiz.de/10014381000

ESG, clean energy, and petroleum futures markets : asymmetric return connectedness and hedging effectiveness

Bhattacherjee, Purba; Mishra, Sibanjan; Bouri, Elie; … - In: International review of economics & finance : IREF 94 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014582653