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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

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

We study the jump behaviour in the sovereign risks of major oil-exporting countries and examine whether it is affected by jumps in the price and volatility of crude oil. Data used are daily from 14 February 2011, to 31 July 2019. We detect the presence of jumps in many oil exporters and find...

Persistent link: https://www.econbiz.de/10012127756

Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries

Bouri, Elie; DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: International review of financial analysis 49 (2017), pp. 155-165

Persistent link: https://www.econbiz.de/10011741285

Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?

Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073

Persistent link: https://www.econbiz.de/10011844889

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 realized volatility of commodity futures : interconnectedness and determinants#

Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of economics & finance : IREF 73 (2021), pp. 139-151

Persistent link: https://www.econbiz.de/10012692211

Bitcoin for Energy Commodities Before and After the December 2013 Crash : Diversifier, Hedge or Safe Haven?

Bouri, Elie - 2017

We study the relationship between Bitcoin and commodities by assessing the ability of Bitcoin to act as a diversifier, hedge, or safe haven against daily movements in commodities in general, and energy commodities in particular. We focus on energy commodities because energy, in the form of...

Persistent link: https://www.econbiz.de/10012961939

Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

Fang, Libing; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: International review of financial analysis 61 (2019), pp. 29-36

Persistent link: https://www.econbiz.de/10012206699

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