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Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks

Wang, Cheng; Bouri, Elie; Xu, Yahua; Zhang, Dingsheng - In: Energy economics 127 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014489965

The profitability of technical trading rules in the Bitcoin market

Gerritsen, Dirk F.; Bouri, Elie; Ramezanifar, Ehsan; … - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012436962

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

Bouri, Elie - 2017

We examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. We test if there is a...

Persistent link: https://www.econbiz.de/10012967432

Spillovers between Bitcoin and other assets during bear and bull markets

Bouri, Elie; Das, Mahamitra; Gupta, Rangan; Roubaud, David - In: Applied economics 50 (2018) 55, pp. 5935-5949

Persistent link: https://www.econbiz.de/10012062940

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

Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214

Persistent link: https://www.econbiz.de/10011664230

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

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

Can volume predict Bitcoin returns and volatility? : a quantiles-based approach

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81

Persistent link: https://www.econbiz.de/10011756479

The impact of religious practice on stock returns and volatility

Al-Khazali, Osamah; Bouri, Elie; Roubaud, David; Zoubi, … - In: International review of financial analysis 52 (2017), pp. 172-189

Persistent link: https://www.econbiz.de/10011868735

An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange

Bouri, Elie - In: Review of economic and business studies 4 (2011) 2, pp. 259-271

Persistent link: https://www.econbiz.de/10009736555

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