22 results on '"Bouri, Elie"'
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2. Time-varying jump intensity and volatility forecasting of crude oil returns
3. Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks
4. Decomposed oil price shocks and GCC stock market sector returns and volatility
5. The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
6. The US-China trade war and the volatility linkages between energy and agricultural commodities
7. Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
8. Which is leading: Renewable or brown energy assets?
9. The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market
10. Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
11. Regime specific spillovers across US sectors and the role of oil price volatility
12. Extreme return connectedness and its determinants between clean/green and dirty energy investments
13. Time-varying jump intensity and volatility forecasting of crude oil returns
14. Intraday and overnight tail risks in the crude oil market: Evidence from oil-related regular news and extreme shocks
15. Information interdependence among energy, cryptocurrency and major commodity markets
16. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
17. Oil volatility and sovereign risk of BRICS
18. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
19. The impact of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
20. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
21. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
22. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
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