| Spillovers in higher moments and jumps across US stock and strategic commodity markets E Bouri, X Lei, N Jalkh, Y Xu, H Zhang Resources Policy 72, 102060, 2021 | 120 | 2021 |
| Realized higher-order moments spillovers between commodity and stock markets: Evidence from China H Zhang, C Jin, E Bouri, W Gao, Y Xu Journal of Commodity Markets, 100275, 2022 | 42 | 2022 |
| National culture and corporate risk-taking around the world B Frijns, F Hubers, D Kim, TY Roh, Y Xu Global Finance Journal, 100710, 2022 | 37 | 2022 |
| Intraday momentum and return predictability: Evidence from the crude oil market Z Wen, X Gong, D Ma, Y Xu Economic Modelling, 2020 | 23 | 2020 |
| Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition J Da Fonseca, Y Xu Energy Economics 67, 410-422, 2017 | 21 | 2017 |
| Connectedness in implied higher-order moments of precious metals and energy markets E Bouri, X Lei, Y Xu, H Zhang Energy, 125588, 2022 | 20 | 2022 |
| Intraday return predictability in the cryptocurrency markets: momentum, reversal, or both Z Wen, E Bouri, Y Xu, Y Zhao The North American Journal of Economics and Finance, 101733, 2022 | 20 | 2022 |
| The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market X Zhang, E Bouri, Y Xu, G Zhang Energy Economics 109, 105950, 2022 | 19 | 2022 |
| Intraday return predictability: Evidence from commodity ETFs and their related volatility indices Y Xu, E Bouri, T Saeed, Z Wen Resources Policy 69, 101830, 2020 | 17 | 2020 |
| Global predictive power of the upside and downside variances of the US equity market Y Xu, X Jun, L Zhang Economic Modelling, 2020 | 13 | 2020 |
| Variance and skew risk premiums for the volatility market: The VIX evidence J Da Fonseca, Y Xu Journal of Futures Markets 39 (3), 302-321, 2019 | 11 | 2019 |
| Dynamic asymmetric dependence and portfolio management in cryptocurrency markets D Li, Y Shi, L Xu, Y Xu, Y Zhao Finance Research Letters, 102829, 2022 | 10 | 2022 |
| Volatility‐of‐volatility risk in the crude oil market TY Roh, A Tourani‐Rad, Y Xu, Y Zhao Journal of Futures Markets, 2020 | 10 | 2020 |
| Bad volatility is not always bad: evidence from the commodity markets I Indriawan, D Lien, TY Roh, Y Xu Applied Economics, 1-19, 2020 | 6 | 2020 |
| Downside uncertainty shocks in the oil and gold markets TY Roh, SJ Byun, Y Xu International Review of Economics & Finance 66, 291-307, 2020 | 6 | 2020 |
| Cross-asset time-series momentum: Crude oil volatility and global stock markets A Fernandez-Perez, I Indriawan, Y Tse, Y Xu Journal of Banking & Finance 154, 106704, 2023 | 5 | 2023 |
| Intraday and overnight tail risks in the crude oil market: Evidence from oil-related regular news and extreme shocks C Wang, E Bouri, Y Xu, D Zhang Energy Economics, 107121, 2023 | | 2023 |
| Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements Z Wen, I Indriawan, D Lien, Y Xu The Energy Journal 44 (5), 2023 | | 2023 |
| Options on Leveraged ETF: Calibrations and Error Analysis JC Da Fonseca, Y Xu Society for Computational Economics (SCE), 2015 | | 2015 |
Elie BouriSchool of Business, Lebanese American UniversityDirección de correo verificada de lau.edu.lb
