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subject:"United Kingdom"
~person:"Aghion, Philippe"
~person:"Bouri, Elie"
~subject:"Volatility"
~type:"article"
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United Kingdom
Volatility
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45
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45
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24
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15
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13
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13
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Aghion, Philippe
Bouri, Elie
Gupta, Rangan
68
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
35
Caporale, Guglielmo Maria
28
Bollerslev, Tim
25
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
Pierdzioch, Christian
23
Balcilar, Mehmet
21
Kumar, Dilip
20
Xuan Vinh Vo
20
Asai, Manabu
16
Kang, Sang Hoon
16
Mensi, Walid
16
Apergēs, Nikolaos
15
Hamori, Shigeyuki
15
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Blundell, Richard W.
14
Brooks, Robert
14
Li, Jia
14
McMillan, David G.
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Narayan, Paresh Kumar
13
Tauchen, George Eugene
13
Wang, Yudong
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Yoon, Seong-min
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Zhu, Huiming
13
Belke, Ansgar
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Hegerty, Scott W.
12
Herwartz, Helmut
12
Jawadi, Fredj
12
Lee, Chien-chiang
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Malik, Farooq
12
Wu, Xinyu
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Energy economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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2
Journal of monetary economics
2
Economic research
1
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Finance research letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
27
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1
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
2
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
3
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
4
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
Saved in:
5
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
6
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
7
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, …
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
Saved in:
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