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~person:"Hammoudeh, Shawkat"
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Volatility
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Hammoudeh, Shawkat
Broll, Udo
115
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105
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93
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77
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68
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39
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36
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36
Zilcha, Itzhak
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Acharya, Viral V.
35
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35
Platen, Eckhard
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34
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34
Härdle, Wolfgang
33
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33
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33
Bhar, Ramaprasad
32
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ECONIS (ZBW)
41
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1
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
2
Financial modeling, risk management of energy and environmental instruments and derivatives : past, present, and future
Jana, Rabin K.
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 1-7)
.
2022
Persistent link: https://www.econbiz.de/10013349876
Saved in:
3
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
4
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
5
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Energy economics
88
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
Saved in:
6
Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach
Naifar, Nader
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 507-534
Persistent link: https://www.econbiz.de/10012134319
Saved in:
7
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
8
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
9
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
10
Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Hammoudeh, …
- In:
Applied economics
50
(
2018
)
49
,
pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
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