Elie Bouri is an Associate Professor of Finance at the School of Business at the Lebanese American University. He conducts research in the fields of investments, risk management, and energy finance. His research has appeared in high impact factor international journals such as Journal of Business Ethics, International Review of Financial Analysis, International Review of Economics and Finance, Journal of International Financial Markets, Institutions & Money, Financial Innovation, Economic Modelling, Annals of Operations Research, Journal of Forecasting, Emerging Markets Review, Physica A, Resources Policy, Renewable Energy, Journal of Cleaner Production, Energy Economics, Energy Policy, and Energy, and has been profiled in the CFA Digest and Forbes. Email: firstname.lastname@example.org
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty
This paper analyzes the impact of oil market uncertainty on the level, slope and curvature factors derived from the term structure of US interest rates.
The authors analyze the role of monetary policy uncertainty in predicting jumps in nine advanced equity markets.