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Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis

Bouri, Elie; Nekhili, Ramzi; Todorova, Neda - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473528

Jumps in energy and non-energy commodities

Bouri, Elie; Gupta, Rangan - In: OPEC energy review 44 (2020) 1, pp. 91-111

Persistent link: https://www.econbiz.de/10013341469

Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers

Sokhanvar, Amin; Bouri, Elie - In: Borsa Istanbul Review 23 (2023) 1, pp. 44-54

The war in Ukraine and new sanctions imposed on Russia have affected commodity prices and induced historic moves in exchange rate markets. In this paper, we examine the impact of commodity price shocks related to the war in Ukraine on three currencies (Canadian dollar, euro, and Japanese yen)....

Persistent link: https://www.econbiz.de/10014307388

Herding behavior in the commodity markets of the Asia-Pacific region

Kumar, Ashish; Badhani, K. N.; Bouri, Elie; Saeed, Tareq - In: Finance research letters 41 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013336082

Realized higher-order moments spillovers between commodity and stock markets : evidence from China

Zhang, Hongwei; Jin, Chen; Bouri, Elie; Gao, Wang; Xu, Yahua - In: Journal of commodity markets 30 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014426824

The US-China trade war and the volatility linkages between energy and agricultural commodities

Cheng, Natalie Fang Ling; Hasanov, Akram Shavkatovich; … - In: Energy economics 120 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014284707

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

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