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

Elie Bouri, Naji Jalkh, Péter Molnár, +1

Applied Economics

Commodity MarketDecember 2013CryptocurrencyAsset PricingHedge Fund +18

Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach

Elie Bouri, Naji Jalkh, Anupam Dutta, +1

Energy

EconomicsAsset PricingSafe-haven AssetsEnergy TradeCrude Oil +8

Systemic risk spillover across global and country stock markets during the COVID-19 pandemic

Bana Abuzayed, Elie Bouri, Nedal Al‐Fayoumi, +1

Economic Analysis and Policy

EconomicsSystemic Risk SpilloverInternational FinanceFinancial Risk ManagementInternational Capital Market +9

Spillovers in higher moments and jumps across US stock and strategic commodity markets

Elie Bouri, Xiaojie Lei, Naji Jalkh, +2

Resources Policy

Market MicrostructureEmpirical FinanceEconomicsFinancial EconomicsInternational Finance +9

Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?

Zhengyong Zhang, Elie Bouri, Tony Klein, +1

International Review of Financial Analysis

Empirical FinanceOngoing WarGlobal Defense CompaniesGeopolitical ConflictInternational Finance +19

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister, +336

The Journal of Finance

Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach

Elie Bouri, Naji Jalkh, David Roubaud

Resources Policy

Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing +9

Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants

Elie Bouri, Naji Jalkh

International Review of Financial Analysis

Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing +4

Dynamics and Determinants of Market Integration of Green, Clean, Dirty Energy Investments and Conventional Stock Indices

Xin Liu, Elie Bouri, Naji Jalkh

Frontiers in Environmental Science

Volatility ModelingEnvironmental EconomicsDynamic EquicorrelationTime Series EconometricsAsset Pricing +24

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

Elie Bouri, Naji Jalkh

International Economics

Tail DependenceEngineeringPhysicsProbability TheoryConditional Quantiles +1