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The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes

Mensi, Walid; Tiwari, Aviral Kumar; Bouri, Elie; … - In: Energy economics 66 (2017), pp. 122-139

Persistent link: https://www.econbiz.de/10011896437

Hedging the risks of MENA stock markets with gold : evidence from the spectral approach

Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - 2021

Persistent link: https://www.econbiz.de/10012692391

Conditional quantiles and tail dependence in the volatilities of gold and silver

Bouri, Elie; Jalkh, Naji - In: International economics : a journal published by CEPII … 157 (2019), pp. 117-133

Persistent link: https://www.econbiz.de/10012318694

Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224

Persistent link: https://www.econbiz.de/10012416442

Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David; … - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 156-164

Persistent link: https://www.econbiz.de/10012430915

Cryptocurrencies and the downside risk in equity investments

Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: Finance research letters 33 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012430937

Gold against Asian stock markets during the COVID-19 outbreak

Yousaf, Imran; Bouri, Elie; Ali, Shoaib; Azoury, Nehme - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-23

This study examines the safe-haven and hedging roles of gold against thirteen Asian stock markets during the COVID-19 outbreak. During the COVID-19 sub-period, gold is shown to be a strong hedge (diversifier) for the majority (minority) of Asian stock markets; it exhibits the property of a...

Persistent link: https://www.econbiz.de/10012522356

Is Bitcoin a better safe-haven investment than gold and commodities?

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: International review of financial analysis 63 (2019), pp. 322-330

Persistent link: https://www.econbiz.de/10012207497

Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices

Plastun, Alex; Bouri, Elie; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013413403

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108