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Do Bitcoin and other cryptocurrencies jump together?

Bouri, Elie; Roubaud, David; Shahzad, Syed Jawad Hussain - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 396-409

Persistent link: https://www.econbiz.de/10012417804

Cointegration and Nonlinear Causality Amongst Gold, Oil, and the Indian Stock Market : Evidence from Implied Volatility Indices

Bouri, Elie - 2017

resources affect the domestic inflation and stock market. Expectations on future volatility in these prices might lead to … changes in the expected (implied) volatility of the Indian stock market. Unlike prior studies, we use implied volatility … indices to examine the cointegration and nonlinear causality amongst international gold, crude oil, and the Indian stock …

Persistent link: https://www.econbiz.de/10012960717

Time-varying efficiency in food and energy markets : evidence and implications

Jebabli, Ikram; Roubaud, David - In: Economic modelling 70 (2018), pp. 97-114

Persistent link: https://www.econbiz.de/10012027818

Energy consumption, financial development and economic growth in India : new evidence from a nonlinear and asymmetric analysis

Shahbaz, Muhammad; Hoang, Thi Hong Van; Mahalik, Mantu Kumar - In: Energy economics 63 (2017), pp. 199-212

Persistent link: https://www.econbiz.de/10011757925

Financial development, economic growth, and electricity demand : a sector analysis of an emerging economy

Roubaud, David; Shahbaz, Muhammad - In: The Journal of energy and development 43 (2017/2018) 1/2, pp. 47-98

Persistent link: https://www.econbiz.de/10011968962

Co-explosivity in the cryptocurrency market

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: Finance research letters 29 (2019), pp. 178-183

Persistent link: https://www.econbiz.de/10012418571

Index futures volatility and trading activity : measuring causality at a multiple horizon

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 247-255

Persistent link: https://www.econbiz.de/10011982593

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

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