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Volatility estimation through stochastic processes : evidence from cryptocurrencies

Harasheh, Murad; Bouteska, Ahmed - 2025

Persistent link: https://www.econbiz.de/10015359903

Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach

Bouteska, Ahmed; Harasheh, Murad - In: Finance research letters 57 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014513636

Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models

Mili, Mehdi; Bouteska, Ahmed - In: The journal of risk finance : JRF 24 (2023) 4, pp. 464-482

Persistent link: https://www.econbiz.de/10014338629

Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014490227

Market efficiency and its determinants : macro-level dynamics and micro-level characteristics of cryptocurrencies

Bouteska, Ahmed; Sharif, Taimur; Isskandarani, Layal; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015331959

The role of investor sentiment and market belief in forecasting v-shaped disposition effect : evidence from a Bayesian learning process with DSSW model

Bouteska, Ahmed; Hassan, M. Kabir; Gider, Zeynullah; … - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492087

Dynamic interlinkages between carbon risk and volatility of green and renewable energy : a TVP-VAR analysis

Le Ha Thanh; Bouteska, Ahmed; Sharif, Taimur; Abedin, … - In: Research in international business and finance 69 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015052530

Dynamic Interlinkages between Carbon Risk and Volatility of Green and Renewable Energy : A Wavelet Analysis

Le, Ha; Bouteska, Ahmed; Sharif, Taimur; Abedin, … - 2023

Our paper applies a time-varying parameter vector autoregression (TVP-VAR) in combining an extended joint connectedness approach to prove interlinkages among carbon emissions futures and the volatility of the renewable energy sector. The findings show that the system-wide dynamic connectedness...

Persistent link: https://www.econbiz.de/10014257212