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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

by jumps in the price and volatility of crude oil. Data used are daily from 14 February 2011, to 31 July 2019. We detect … sovereign risks of oil-exporters are significantly affected by oil volatility jumps, not by oil price jumps. These findings … suggest that the sovereign risks of oil-exporters are affected by abrupt movements in oil implied volatility, which points to …

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

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

Wen, Xiaoqian; Bouri, Elie; Roubaud, David - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 23-30

Persistent link: https://www.econbiz.de/10012034498

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

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

Bouri, Elie; Demirer, Rıza - In: Economia politica : journal of analytical and … 33 (2016) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10011637703

The dynamics behaviour and determinants of linkages among Middle Eastern and North African stock markets

Bouri, Elie; Eid, Andre; Kachacha, Imad - In: Economic issues 19 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011309835

Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540

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

Shahzad, Syed Jawad Hussain; Bouri, Elie; Raza, Naveed; … - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 901-921

Persistent link: https://www.econbiz.de/10012171747

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

Ji, Qiang; Bouri, Elie; Roubaud, David - In: International review of financial analysis 57 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012006300

Directional predictability of implied volatility : from crude oil to developed and emerging stock markets

Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79

Persistent link: https://www.econbiz.de/10012006745