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)

38

H index

76

i10 index

4481

Citations

RESEARCH PRODUCTION:

80

Articles

58

Papers

RESEARCH ACTIVITY:

   36 years (1979 - 2015). See details.
   Cites by year: 124
   Journals where Shawkat Hammoudeh has often published
   Relations with other researchers
   Recent citing documents: 729.    Total self citations: 75 (1.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha672
   Updated: 2022-06-25    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 (179)

Nguyen, Duc Khuong (119)

Balcilar, Mehmet (111)

Tiwari, Aviral (110)

McAleer, Michael (106)

Demirer, Riza (105)

Yoon, Seong-Min (80)

Chang, Chia-Lin (73)

Filis, George (66)

Shahzad, Syed Jawad Hussain (65)

Bouri, Elie (62)

Cites to:

Nguyen, Duc Khuong (67)

McAleer, Michael (58)

Bollerslev, Tim (45)

AROURI, Mohamed (44)

Engle, Robert (43)

lucey, brian (26)

Hamilton, James (25)

Granger, Clive (25)

Baur, Dirk (24)

Johansen, Soren (22)

Lahiani, Amine (21)

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
Contemporary Economic Policy3
International Review of Financial Analysis3
Applied Economics2
Research in International Business and Finance2
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics10
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute9
Working Papers / Department of Research, Ipag Business School9
KIER Working Papers / Kyoto University, Institute of Economic Research7
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The 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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2021Modeling 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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2021Order flow in the financial markets from the perspective of the Fractional L\{e}vy stable motion. (2021). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2105.02057.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142.

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2022Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071.

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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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2021Information linkages among National, NSW, VIC, and QLD real estate markets in Australia. (2021). Croucher, John S ; Wang, Jingjing. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3207-3234.

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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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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2020Market Fundamentals and Iron Ore Spot Prices*. (2020). Zhen, Wei ; Ma, Yiqun. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:470-489.

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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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2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

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2021The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012.

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2021MODELING THE NEXUS BETWEEN SUSTAINABLE DEVELOPMENT AND RENEWABLE ENERGY: THE AFRICAN PERSPECTIVES. (2021). Tiba, Sofien ; Fateh, BELAID. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:307-329.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Valuing Real Options in the Volatile Real World. (2021). Wang, Tianyang ; Dyer, James S ; Harikae, Seiji. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:1:p:171-189.

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2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33.

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2021Dynamics of Money Market Interest Rates in Ghana: Time?Frequency Analysis of Volatility Spillovers. (2021). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:555-589.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2022Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas. (2022). Li, Steven ; Hussain, Saiful Izzuan. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:317-335.

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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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2021Outliers and misleading leverage effect in asymmetric GARCH-type models. (2021). Carnero, M. Angeles ; Angeles, Carnero M ; Ana, Perez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:19:n:2.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021The Nonlinear Effects of Oil Rent Dependence on Malaysian Manufacturing: Implications from Structural Change using a Markov-Regime Switching Model. (2021). Badeeb, Ramez ; Philip, Abey P ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:21/11.

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2021Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713.

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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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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021A REVIEW OF GLOBAL CO2 EMISSIONS AND TOTAL ENERGY CONSUMPTION. (2021). Boubou, Hayyan. In: SEA - Practical Application of Science. RePEc:cmj:seapas:y:2021:i:26:p:135-142.

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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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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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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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2020Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence. (2020). Raju, Guntur Anjana ; Marathe, Shripad Ramchandra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-67.

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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). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. 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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2021World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach. (2021). Sani, Ahmad Zaharuddin ; Singagerda, Faurani Santi ; Sanusi, Anuar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-10.

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2021Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16.

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2021Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach. (2021). Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-64.

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2022The Impact of Oil Prices on the Stock Market and Real Exchange Rate: The Case of Kazakhstan. (2022). Baimaganbetov, Sabit ; Bolganbayev, Artur ; Myrzabekkyzy, Kundyz ; Kelesbayev, Dinmukhamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-20.

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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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2021Residual electricity demand: An empirical investigation. (2021). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan ; Catherine, Linh Phuong. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846.

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2021Has carbon emissions trading system promoted non-fossil energy development in China?. (2021). Zhang, Yue-Jun ; Liu, Jing-Yue. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s030626192100982x.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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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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2021Static and regime-dependent herding behavior: An emerging market case study. (2021). Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000101.

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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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2021Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks. (2021). Huang, Keke ; Liu, Yishun ; Wang, Chengzhu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001740.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2021Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:73-96.

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2021Brent–Dubai oil spread: Basic drivers. (2021). Berument, Hakan M ; Sahin, Serkan ; Haliloglu, Ebru Yuksel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:492-505.

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2021Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David ; Gungor, Hasan. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2021Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534.

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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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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2021Assessing India’s productivity trends and endogenous growth: New evidence from technology, human capital and foreign direct investment. (2021). Ghosh, Taniya ; Parab, Prashant Mehul. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:182-195.

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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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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.
[Full Text][Citation analysis]		article22
2008Threshold Cointegration Analysis of Crude Oil Benchmarks In: The Energy Journal.
[Full Text][Citation analysis]		article47
2009Long Memory in Oil and Refined Products Markets In: The Energy Journal.
[Full Text][Citation analysis]		article43
2010Asymmetric Adjustments in Oil and Metals Markets In: The Energy Journal.
[Full Text][Citation analysis]		article15
2004Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article143
2009RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article32
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.
[Full Text][Citation analysis]		article3
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies In: Working Papers in Economics.
[Full Text][Citation analysis]		paper5
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Risk Management of Precious Metals In: Working Papers in Economics.
[Full Text][Citation analysis]		paper63
2011Risk management of precious metals.(2011) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		article
2010Risk management of precious metals.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2011Risk Management of Precious Metals.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2010Asymmetric Adjustments in the Ethanol and Grains Markets In: Working Papers in Economics.
[Full Text][Citation analysis]		paper14
2012Asymmetric adjustments in the ethanol and grains markets.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2011Asymmetric Adjustment in the Ethanol and Grains Markets.(2011) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2010Asymmetric Adjustments in the Ethanol and Grains Markets.(2010) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2011Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics.
[Full Text][Citation analysis]		paper21
2012Causality between market liquidity and depth for energy and grains.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2011Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets In: Working Papers in Economics.
[Full Text][Citation analysis]		paper28
2013Risk spillovers in oil-related CDS, stock and credit markets.(2013) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2011The Dynamics of Energy-Grain Prices with Open Interest In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2011The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012Risk Management and Financial Derivatives: An Overview In: Working Papers in Economics.
[Full Text][Citation analysis]		paper19
2013Risk management and financial derivatives: An overview.(2013) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2012Risk Management and Financial Derivatives: An Overview.(2012) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2012Risk Management and Financial Derivatives:An Overview.(2012) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics.
[Full Text][Citation analysis]		paper21
2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies In: CARF F-Series.
[Full Text][Citation analysis]		paper1
2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies In: CARF F-Series.
[Full Text][Citation analysis]		paper133
2010Precious metals-exchange rate volatility transmissions and hedging strategies.(2010) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133		article
2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133		paper
2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133		paper
2014Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets In: Economic Modelling.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article68
2011Financial CDS, stock market and interest rates: Which drives which? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article28
2011Asymmetric convergence and risk shift in the TED spreads In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article50
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.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]		article17
2013Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17		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.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article43
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.
[Full Text][Citation analysis]		article29
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article185
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 185		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article44
1992The dynamic stability of OPECs oil price mechanism In: Energy Economics.
[Full Text][Citation analysis]		article1
1994Escaping the tolerance trap : Implications of rigidity in OPECs output adjustment mechanism In: Energy Economics.
[Full Text][Citation analysis]		article1
1979The future oil price behaviour of OPEC and Saudi Arabia : A survey of optimization models In: Energy Economics.
[Full Text][Citation analysis]		article0
2002An empirical exploration of the world oil price under the target zone model In: Energy Economics.
[Full Text][Citation analysis]		article28
2004The impact of the Asian crisis on the behavior of US and international petroleum prices In: Energy Economics.
[Full Text][Citation analysis]		article42
2008Metal volatility in presence of oil and interest rate shocks In: Energy Economics.
[Full Text][Citation analysis]		article195
2010Dynamics of oil price, precious metal prices, and exchange rate In: Energy Economics.
[Full Text][Citation analysis]		article244
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
[Full Text][Citation analysis]		article112
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]		article25
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
[Full Text][Citation analysis]		article158
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 158		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 158		paper
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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This paper has another version. Agregated cites: 30		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127		paper
2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
[Full Text][Citation analysis]		article59
2014What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers.
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2015Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate In: Energy Economics.
[Full Text][Citation analysis]		article43
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article30
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.
[Full Text][Citation analysis]		article21
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.
[Full Text][Citation analysis]		article75
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 75		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 75		paper
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.
[Full Text][Citation analysis]		article84
2008Component structure for nonstationary time series: Application to benchmark oil prices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2010Re-examining the dynamic causal oil-macroeconomy relationship In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		article40
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article69
2013A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
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.
[Full Text][Citation analysis]		article79
2014Downside risk, portfolio diversification and the financial crisis in the euro-zone In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article14
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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2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
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2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
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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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2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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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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2014China’s Monetary Policy and Commodity Prices In: Working Papers.
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2014US Monetary Policy and Commodity Sector Prices In: Working Papers.
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2013The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach In: Emerging Markets Finance and Trade.
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2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices In: NIPE Working Papers.
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2009Modeling Exchange Rate and Industrial Commodity Volatility Transmissions In: Marco Fanno Working Papers.
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2013Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? In: 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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2013Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test In: Working Papers.
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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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2014Forecasting the Price of Gold Using Dynamic Model Averaging In: Working Papers.
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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers.
[Citation analysis]		paper11
2014Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting In: Working Papers.
[Citation analysis]		paper19
2014Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes In: Working Papers.
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2014Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks In: Working Papers.
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2013Dynamics of CDS spread indexes of US financial sectors In: Applied Economics.
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2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period In: Applied Economics.
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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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