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)

34

H index

71

i10 index

3672

Citations

RESEARCH PRODUCTION:

80

Articles

65

Papers

RESEARCH ACTIVITY:

   36 years (1979 - 2015). See details.
   Cites by year: 102
   Journals where Shawkat Hammoudeh has often published
   Relations with other researchers
   Recent citing documents: 303.    Total self citations: 75 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha672
   Updated: 2021-03-01    RAS profile: 2015-07-25    
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Relations with other researchers


Works with:

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 (158)

McAleer, Michael (118)

Balcilar, Mehmet (104)

Nguyen, Duc Khuong (102)

Demirer, Riza (96)

Tiwari, Aviral (95)

Chang, Chia-Lin (85)

Filis, George (65)

AROURI, Mohamed (59)

Yoon, Seong-Min (59)

Shahzad, Syed Jawad Hussain (55)

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)

Johansen, Soren (22)

Lahiani, Amine (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
The Quarterly Review of Economics and Finance4
Energy Policy4
International Review of Financial Analysis3
Contemporary Economic Policy3
Emerging Markets Review2
Applied Economics2
Research in International Business and Finance2

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
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico7
KIER Working Papers / Kyoto University, Institute of Economic Research7
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 (2021 and 2020)


YearTitle of citing document
2020The dependence and dynamic correlation between Islamic and conventional insurances and stock market: A multivariate short memory approach. (2020). el Abed, Riadh ; el Ansari, Rym Charef. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:213-222.

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2020Does 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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2020The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227.

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2020Dynamics of market states and risk assessment. (2020). Seligman, Eduard ; Pharasi, Hirdesh K ; Sadhukhan, Suchetana. In: Papers. RePEc:arx:papers:2011.05984.

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2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

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2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

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2020Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23.

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2020Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures. (2020). Guillermo, Benavides . In: Working Papers. RePEc:bdm:wpaper:2020-10.

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2020Market response of US equities to domestic natural disasters: industry?based evidence. (2020). faff, robert ; Malik, Ihtisham A ; Chan, Kam F. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3875-3904.

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2020Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402.

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2020The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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2020US ECONOMIC POLICY UNCERTAINTY AND GCC STOCK MARKET PERFORMANCE. (2020). Abdullah, Saeed. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:223-242.

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2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

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2021Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804.

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2020The impact of total factor productivity on energy consumption and CO2 emissions in G20 countries. (2020). Tzeremes, Panayiotis. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00408.

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2020The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia. (2020). Alsharif, Mohammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-1.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020Wavelet Analysis of Renewable, Non-renewable Energy Consumption and Environmental Degradation as a Precursor to Economic Growth: Evidence from Malaysia. (2020). Ahmad, Mohd Shahril ; Soetrisno, Fathan K ; Kamarulzaman, Rashidah ; Ali, Azlan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-22.

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2020Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market. (2020). Sarea, Adel M ; Lokesha, Lokesha ; Rajesha, T M ; Hawaldar, Iqbal Thonse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-29.

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2020Exploring the Compensation Plans Under International Laws from Offshore Oil Facilities and Relationship between Oil Production, Trade and Carbon Emission: An Evidence from Global Economy. (2020). Saboohi, Misbah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-33.

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2020Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51.

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2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

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2020Estimating the Impact of Energy Consumption on Carbon Emissions Using Environmental Kuznets Curve. (2020). Polyakova, Aleksandra G ; Dmitriy, Zavyalov ; Dalish, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-72.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Lassoued, Mongi ; Bouazizi, Tarek ; Hadhek, Zouhaier. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2020Probabilistic forecasts of time and energy flexibility in battery electric vehicle charging. (2020). Weinhardt, Christof ; Dann, David ; Huber, Julian. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300374.

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2020A novel hybrid model for forecasting crude oil price based on time series decomposition. (2020). Abdollahi, Hooman. In: Applied Energy. RePEc:eee:appene:v:267:y:2020:i:c:s030626192030547x.

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2020Energy consumption and GDP revisited: A new panel data approach with wavelet decomposition. (2020). Olson, Josephine E ; Kristjanpoller, Werner ; Saldivia, Mauricio. In: Applied Energy. RePEc:eee:appene:v:272:y:2020:i:c:s0306261920307194.

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2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach. (2020). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300440.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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2021The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan. (2021). Zhou, Rui Jie ; Yi, Chiao ; Chu, Chien Chi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1043-1057.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). Tang, Xueli ; Ali, Huson Joher ; Wadud, Mokhtarul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547.

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2020Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899.

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2020The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303358.

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2020Derivatives market and economic growth nexus: Policy implications for emerging markets. (2020). Nguyen, Minh ; Vo, Anh The ; van Nguyen, Phuc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303383.

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2020Crude oil price dynamics with crash risk under fundamental shocks. (2020). Wong, Andrew ; Cheung, Chi-Hin ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301352.

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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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2020Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach. (2020). Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303275.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020Can carbon emission trading scheme achieve energy conservation and emission reduction? Evidence from the industrial sector in China. (2020). Ren, Shenggang ; Hu, Yucai ; Chen, Xiaohong ; Wang, Yangjie. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303858.

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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

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2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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2020The pass-through effects of oil price shocks on Chinas inflation: A time-varying analysis. (2020). Chen, Jinyu ; Li, Hailing ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300347.

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2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

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2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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2020Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatility. (2020). Zarraga, Ainhoa ; Pizarro-Irizar, Cristina ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300888.

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2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301183.

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2020Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2020). Ferreiro, Javier Ojea. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s014098832030116x.

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2020On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

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2020Dependence structure in the Australian electricity markets: New evidence from regular vine copulae. (2020). Gözgör, Giray ; Apergis, Nicholas ; Wang, Shixuan ; Marco, Chi Keung ; Gozgor, Giray . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301742.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870.

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2020Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases. (2020). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302024.

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2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

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2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

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2020Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900.

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2020On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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2020Commodities price cycles and their interdependence with equity markets. (2020). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; Sjo, BO. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371.

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2020Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413.

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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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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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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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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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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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2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: KIER Working Papers.
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paper
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CIRJE F-Series.
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2010Risk Management of Precious Metals In: Working Papers in Economics.
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2011Risk management of precious metals.(2011) In: The Quarterly Review of Economics and Finance.
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2010Risk management of precious metals.(2010) In: Econometric Institute Research Papers.
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2011Risk Management of Precious Metals.(2011) In: KIER Working Papers.
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2011Risk Management of Precious Metals.(2011) In: Documentos de Trabajo del ICAE.
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2010Asymmetric Adjustments in the Ethanol and Grains Markets In: Working Papers in Economics.
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paper17
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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2010Asymmetric Adjustments in the Ethanol and Grains Markets.(2010) In: KIER Working Papers.
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2012Asymmetric Adjustments in the Ethanol and Grains Markets.(2012) In: Documentos de Trabajo del ICAE.
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2011Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics.
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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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2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: KIER Working Papers.
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paper
2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Documentos de Trabajo del ICAE.
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2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets In: Working Papers in Economics.
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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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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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paper19
2013Risk management and financial derivatives: An overview.(2013) In: The North American Journal of Economics and Finance.
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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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paper
2012Risk Management and Financial Derivatives: An Overview.(2012) In: Documentos de Trabajo del ICAE.
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2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics.
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paper12
2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview.(2014) In: Tinbergen Institute Discussion Papers.
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2014Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview.(2014) In: Documentos de Trabajo del ICAE.
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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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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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2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series.
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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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article3
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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article58
2011Financial CDS, stock market and interest rates: Which drives which? In: The North American Journal of Economics and Finance.
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article26
2011Asymmetric convergence and risk shift in the TED spreads In: The North American Journal of Economics and Finance.
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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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article46
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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article9
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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article9
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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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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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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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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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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2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
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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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2014What explain the short-term dynamics of the prices of CO2 emissions? 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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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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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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