Shawkat Hammoudeh : Citation Profile


Are you Shawkat Hammoudeh?

Drexel University (90% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (10% share)

30

H index

62

i10 index

2750

Citations

RESEARCH PRODUCTION:

80

Articles

65

Papers

RESEARCH ACTIVITY:

   36 years (1979 - 2015). See details.
   Cites by year: 76
   Journals where Shawkat Hammoudeh has often published
   Relations with other researchers
   Recent citing documents: 547.    Total self citations: 75 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha672
   Updated: 2019-04-20    RAS profile: 2015-07-25    
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Relations with other researchers


Works with:

Nguyen, Duc Khuong (28)

GUPTA, RANGAN (15)

Mensi, walid (8)

Sousa, Ricardo (6)

Yoon, Seong-Min (5)

Lahiani, Amine (5)

McAleer, Michael (5)

AROURI, Mohamed (4)

Reboredo, Juan (4)

Simo-Kengne, Beatrice Desiree (4)

Chkili, Walid (3)

Balcilar, Mehmet (3)

Ajmi, Ahdi Noomen (3)

Demirer, Riza (2)

Otranto, Edoardo (2)

BEN AISSA, Mohamed (2)

Sarı, Ramazan (2)

Aloui, Riadh (2)

Aloui, Chaker (2)

Khalifa, Ahmed (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shawkat Hammoudeh.

Is cited by:

GUPTA, RANGAN (133)

McAleer, Michael (116)

Nguyen, Duc Khuong (98)

Balcilar, Mehmet (91)

Chang, Chia-Lin (84)

Demirer, Riza (82)

AROURI, Mohamed (59)

Mensi, walid (46)

GUESMI, Khaled (43)

Tiwari, Aviral (42)

Khalifa, Ahmed (41)

Cites to:

McAleer, Michael (64)

Nguyen, Duc Khuong (61)

Engle, Robert (41)

Bollerslev, Tim (38)

AROURI, Mohamed (37)

lucey, brian (24)

Hamilton, James (23)

Granger, Clive (23)

Lahiani, Amine (22)

Johansen, Soren (22)

Baur, Dirk (18)

Main data


Where Shawkat Hammoudeh has published?


Journals with more than one article published# docs
Energy Economics21
The North American Journal of Economics and Finance10
Journal of International Financial Markets, Institutions and Money8
International Review of Economics & Finance7
The Energy Journal4
Energy Policy4
The Quarterly Review of Economics and Finance4
Contemporary Economic Policy3
International Review of Financial Analysis3
Research in International Business and Finance2
Emerging Markets Review2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics10
Working Papers / Department of Research, Ipag Business School9
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute9
KIER Working Papers / Kyoto University, Institute of Economic Research7
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico7
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo3
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
Working Papers / HAL2

Recent works citing Shawkat Hammoudeh (2018 and 2017)


YearTitle of citing document
2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:2:p:27-45.

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2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:27-45.

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2017Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim. In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly.

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2017Oil Subsidies and Renewable Energy in Saudi Arabia: A General Equilibrium Approach. (2017). Manzano, Baltasar ; Hunt, Lester ; Blazquez, Jorge. In: The Energy Journal. RePEc:aen:journl:ej38-si1-blazquez.

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2017Price Volatility Modelling – Wheat: GARCH Model Application. (2017). Ermak, M ; Maitah, M ; Malec, K. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276061.

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2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

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2018Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609.

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2017Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2017Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility. (2017). Sonenshine, Ralph ; Cauvel, Michael . In: Working Papers. RePEc:amu:wpaper:2017-01.

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2017The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner. (2017). Elik, Ufuk ; Baarir, Aatay . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:5:y:2017:i:1:p:45-54.

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2017Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets. (2017). Gontis, V ; Kononovicius, A. In: Papers. RePEc:arx:papers:1701.01255.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2017Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun . In: Review of Economics & Finance. RePEc:bap:journl:170304.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2018Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2017Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443.

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2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2018DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

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2017How cultural and contextual variables affect the disclosure and transparency of pro-forma indicators. (2017). Gardini, Silvia ; Visani, Franco ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps41.

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2018Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach. (2018). Marta, F ; Righetti, Maurizio ; Menapace, Andrea. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps53.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

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2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0033.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2017Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00288.

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2017Oil prices, renewable energy, CO2 emissions and economic growth in OECD countries. (2017). Zaghdoudi, Taha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00582.

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2018Asymmetric responses of CO2 emissions to oil price shocks in China: a non-linear ARDL approach. (2018). Zaghdoudi, Taha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00274.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017Forecasting Gold Price with Auto Regressive Integrated Moving Average Model. (2017). Tripathy, Nalini Prava . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-41.

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2017Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-51.

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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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2017The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Salha, Angelic ; Azar, Samih Antoine. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-05.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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2018Using a Rolling Vector Error Correction Model to Model Static and Dynamic Causal Relations between Electricity Spot Price and Related Fundamental Factors: The Case of Greek Electricity Market. (2018). Papaioannou, George P ; Alexandridis, Antonio T ; Dramountanis, Anargyros ; Stratigakos, Akylas ; Dikaiakos, Christos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-6.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Forecasting Natural Gas: A Literature Survey. (2018). Tamba, Jean Gaston ; Njomo, Donatien ; Soldo, Bozidar ; Nsouandele, Jean Luc ; Koffi, Francis Djanna ; Sapnken, Emmanuel Flavian ; Essiane, Salome Ndjakomo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-28.

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2018Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-39.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2019Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?. (2019). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-23.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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2017Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:201-212.

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2017Study of the relationship between greenhouse gas emissions and the economic growth of Russia based on the Environmental Kuznets Curve. (2017). Yang, Xuechun ; Wang, Yutao ; Sun, Mingxing ; Lou, Feng . In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:162-173.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2017The long and short of commodity tails and their relationship to Asian equity markets. (2017). Vo, Duc ; Powell, Robert ; Pham, Thach ; Singh, Abhay K. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2018Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:70-88.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2018International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach. (2018). Das, Debojyoti ; Kumar, Surya Bhushan. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:100-108.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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More than 100 citations found, this list is not complete...

Works by Shawkat Hammoudeh:


YearTitleTypeCited
2006Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices In: The Energy Journal.
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article17
2008Threshold Cointegration Analysis of Crude Oil Benchmarks In: The Energy Journal.
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2009Long Memory in Oil and Refined Products Markets In: The Energy Journal.
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2010Asymmetric Adjustments in Oil and Metals Markets In: The Energy Journal.
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article12
2004Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures In: Contemporary Economic Policy.
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2009RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK In: Contemporary Economic Policy.
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article21
2012SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-† In: Contemporary Economic Policy.
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2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies In: Working Papers in Economics.
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paper3
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CARF F-Series.
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2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 3
paper
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: KIER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CIRJE F-Series.
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paper
2010Risk Management of Precious Metals In: Working Papers in Economics.
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paper49
2011Risk management of precious metals.(2011) In: The Quarterly Review of Economics and Finance.
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article
2010Risk management of precious metals.(2010) In: Econometric Institute Research Papers.
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paper
2011Risk Management of Precious Metals.(2011) In: KIER Working Papers.
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paper
2011Risk Management of Precious Metals.(2011) In: Documentos de Trabajo del ICAE.
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paper
2010Asymmetric Adjustments in the Ethanol and Grains Markets In: Working Papers in Economics.
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paper14
2012Asymmetric adjustments in the ethanol and grains markets.(2012) In: Energy Economics.
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2011Asymmetric Adjustment in the Ethanol and Grains Markets.(2011) In: Econometric Institute Research Papers.
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paper
2012Asymmetric Adjustments in the Ethanol and Grains Markets.(2012) In: Documentos de Trabajo del ICAE.
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2010Asymmetric Adjustments in the Ethanol and Grains Markets.(2010) In: KIER Working Papers.
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2011Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics.
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paper17
2012Causality between market liquidity and depth for energy and grains.(2012) In: Energy Economics.
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2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Econometric Institute Research Papers.
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paper
2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: KIER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Documentos de Trabajo del ICAE.
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paper
2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets In: Working Papers in Economics.
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paper24
2013Risk spillovers in oil-related CDS, stock and credit markets.(2013) In: Energy Economics.
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2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: Econometric Institute Research Papers.
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2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: KIER Working Papers.
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2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: Documentos de Trabajo del ICAE.
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2011The Dynamics of Energy-Grain Prices with Open Interest In: Working Papers in Economics.
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paper1
2011The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: Econometric Institute Research Papers.
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2011The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: KIER Working Papers.
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2011The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: Documentos de Trabajo del ICAE.
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2012Risk Management and Financial Derivatives: An Overview In: Working Papers in Economics.
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paper17
2013Risk management and financial derivatives: An overview.(2013) In: The North American Journal of Economics and Finance.
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This paper has another version. Agregated cites: 17
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2012Risk Management and Financial Derivatives: An Overview.(2012) In: Econometric Institute Research Papers.
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paper
2012Risk Management and Financial Derivatives:An Overview.(2012) In: KIER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2012Risk Management and Financial Derivatives: An Overview.(2012) In: Documentos de Trabajo del ICAE.
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paper
2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics.
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paper8
2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview.(2014) In: Tinbergen Institute Discussion Papers.
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paper
2014Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview.(2014) In: Documentos de Trabajo del ICAE.
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paper
2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies In: CARF F-Series.
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paper1
2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series.
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2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies In: CARF F-Series.
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paper100
2010Precious metals-exchange rate volatility transmissions and hedging strategies.(2010) In: International Review of Economics & Finance.
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2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: Econometric Institute Research Papers.
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paper
2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series.
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paper
2014Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets In: Economic Modelling.
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article2
2003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations In: The North American Journal of Economics and Finance.
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article53
2011Financial CDS, stock market and interest rates: Which drives which? In: The North American Journal of Economics and Finance.
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article20
2011Asymmetric convergence and risk shift in the TED spreads In: The North American Journal of Economics and Finance.
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article1
2013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks In: The North American Journal of Economics and Finance.
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article35
2013High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables In: The North American Journal of Economics and Finance.
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article7
2014Forecasting Chinas foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty In: The North American Journal of Economics and Finance.
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article7
2013Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty.(2013) In: Working Papers.
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paper
2014Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions In: The North American Journal of Economics and Finance.
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article13
2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
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article24
2015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries In: The North American Journal of Economics and Finance.
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article18
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
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2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
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2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
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1992The dynamic stability of OPECs oil price mechanism In: Energy Economics.
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1994Escaping the tolerance trap : Implications of rigidity in OPECs output adjustment mechanism In: Energy Economics.
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1979The future oil price behaviour of OPEC and Saudi Arabia : A survey of optimization models In: Energy Economics.
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2002An empirical exploration of the world oil price under the target zone model In: Energy Economics.
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2004The impact of the Asian crisis on the behavior of US and international petroleum prices In: Energy Economics.
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2008Metal volatility in presence of oil and interest rate shocks In: Energy Economics.
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2010Dynamics of oil price, precious metal prices, and exchange rate In: Energy Economics.
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2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
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2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
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2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
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2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers.
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2014How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process In: Energy Economics.
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2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
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2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
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2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
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2015Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate In: Energy Economics.
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2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
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2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
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1984Conventional and solar cooling systems for Kuwait : An economic analysis In: Energy Economics.
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2009World oil prices, precious metal prices and macroeconomy in Turkey In: Energy Policy.
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2010Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks In: Energy Policy.
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2010Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment In: Energy Policy.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
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1985Economic analysis of energy management for cooling systems in Kuwait In: Energy.
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2008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets In: International Review of Financial Analysis.
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2008Component structure for nonstationary time series: Application to benchmark oil prices In: International Review of Financial Analysis.
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2010Re-examining the dynamic causal oil-macroeconomy relationship In: International Review of Financial Analysis.
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2007Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries In: Journal of International Financial Markets, Institutions and Money.
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2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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2013A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries In: Journal of International Financial Markets, Institutions and Money.
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2014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests In: Journal of International Financial Markets, Institutions and Money.
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2014Downside risk, portfolio diversification and the financial crisis in the euro-zone In: Journal of International Financial Markets, Institutions and Money.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
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2015Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis In: Journal of International Financial Markets, Institutions and Money.
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2005Oil sensitivity and systematic risk in oil-sensitive stock indices In: Journal of Economics and Business.
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2014Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period In: Journal of International Money and Finance.
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1995Expectations, target zones, and oil price dynamics In: Journal of Policy Modeling.
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2013The dynamics of BRICSs country risk ratings and domestic stock markets, U.S. stock market and oil price In: Mathematics and Computers in Simulation (MATCOM).
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2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
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2009Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets In: The Quarterly Review of Economics and Finance.
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2008Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets.(2008) In: Econometric Institute Research Papers.
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2011Asymmetric convergence in US financial credit default swap sector index markets In: The Quarterly Review of Economics and Finance.
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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
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2004Relationships among U.S. oil prices and oil industry equity indices In: International Review of Economics & Finance.
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2007Shock and volatility transmission in the oil, US and Gulf equity markets In: International Review of Economics & Finance.
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2011Commodities and financial variables: Analyzing relationships in a changing regime environment In: International Review of Economics & Finance.
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2013Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries In: International Review of Economics & Finance.
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2014Patterns of volatility transmissions within regime switching across GCC and global markets In: International Review of Economics & Finance.
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2014Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements In: International Review of Economics & Finance.
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2006Behavior of GCC stock markets and impacts of US oil and financial markets In: Research in International Business and Finance.
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2007Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets In: Research in International Business and Finance.
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2008External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime In: Working Papers.
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2009GCC Petrodollar Surpluses and the US Current Account Imbalance In: Ekonomik Yaklasim.
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2014US Monetary Policy and Commodity Sector Prices In: Working Papers.
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2009Modeling Exchange Rate and Industrial Commodity Volatility Transmissions In: Marco Fanno Working Papers.
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2014Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?.(2014) In: Applied Financial Economics.
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2013Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions In: Working Papers.
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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers.
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2014Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting In: Working Papers.
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2008Do Oil-Rich GCC Countries Finance US Current Account Deficit? In: Proceedings of the German Development Economics Conference, Zurich 2008.
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