Access Statistics for Shawkat Hammoudeh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 4 74 0 0 19 156
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 1 1 2 69 2 3 18 124
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 1 1 6 58 1 1 13 130
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 0 3 69
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 0 1 5 92
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 14 0 0 8 90
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 22 0 2 8 133
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 2 2 6 99
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 2 58 3 6 20 142
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 1 1 92 0 2 7 83
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 5 10 29 214
Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? 0 0 0 15 0 0 4 95
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 19 0 0 3 108
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 33 0 0 8 150
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 0 0 6 101
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 0 0 6 99
China’s Monetary Policy and Commodity Prices 5 8 9 140 5 10 20 220
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 1 1 95 1 2 10 178
Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions 0 0 0 2 0 1 5 106
Do Oil-Rich GCC Countries Finance US Current Account Deficit? 0 2 4 60 1 4 12 258
Do global factors impact BRICS stock markets? A quantile regression approach 0 2 11 122 3 7 43 325
Dynamic spillovers among major energy and cereal commodity prices 0 2 4 47 2 4 21 140
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 2 65 1 3 17 147
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 2 43 3 6 20 108
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 0 0 4 70
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 0 0 1 105
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 1 2 6 105
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 1 1 3 135
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 15 1 1 4 84
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 27 1 2 9 125
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 1 23 1 1 12 115
External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime 0 0 0 30 0 0 4 103
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 2 3 12 112
Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty 0 0 0 102 0 1 7 204
Forecasting the Price of Gold Using Dynamic Model Averaging 0 0 0 19 1 3 9 255
Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting 0 0 0 5 0 0 7 113
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 1 2 14 134
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 1 77 1 2 10 232
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks 0 0 0 96 0 3 18 269
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 1 2 13 225
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 41 1 2 10 184
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 1 41 1 2 8 195
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 30 0 1 2 147
Risk Management and Financial Derivatives: An Overview 1 1 2 86 2 4 14 286
Risk Management and Financial Derivatives: An Overview 4 5 15 235 23 37 96 1,208
Risk Management and Financial Derivatives: An Overview 0 0 0 157 1 1 11 409
Risk Management and Financial Derivatives:An Overview 0 0 1 114 2 4 12 529
Risk Management of Precious Metals 0 0 3 93 2 3 23 389
Risk Management of Precious Metals 0 0 4 69 1 3 36 215
Risk Management of Precious Metals 0 0 2 82 0 2 16 245
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 1 1 20 0 1 6 124
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 0 0 4 134
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 1 1 27 0 1 5 131
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 1 27 1 2 14 144
Risk management of precious metals 0 0 0 38 0 2 15 145
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 2 47 2 6 14 147
The Dynamics of Energy-Grain Prices with Open Interest 0 0 1 15 0 0 7 118
The Dynamics of Energy-Grain Prices with Open Interest 0 0 1 46 0 1 7 117
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 0 0 4 77
The Dynamics of Energy-Grain Prices with Open Interest 0 0 2 24 0 0 8 123
US Monetary Policy and Commodity Sector Prices 1 2 2 59 2 8 15 172
Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test 0 0 0 15 1 1 4 126
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 36 2 2 12 102
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 32 1 2 10 115
What explains the short-term dynamics of the prices of CO2 emissions? 1 1 2 39 3 4 16 112
Total Working Papers 14 29 92 3,117 85 176 813 11,447


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries 0 1 3 32 0 2 7 121
A time-varying copula approach to oil and stock market dependence: The case of transition economies 1 2 10 125 4 12 55 422
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 30 0 0 6 129
An empirical exploration of the world oil price under the target zone model 0 1 2 76 0 2 8 207
Asymmetric Adjustments in Oil and Metals Markets 0 0 5 54 1 1 11 178
Asymmetric adjustments in the ethanol and grains markets 0 0 0 19 0 1 5 89
Asymmetric convergence and risk shift in the TED spreads 0 0 0 10 0 1 7 84
Asymmetric convergence in US financial credit default swap sector index markets 0 0 0 10 2 3 9 70
Behavior of GCC stock markets and impacts of US oil and financial markets 10 11 17 119 14 16 27 261
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 2 12 1 2 16 78
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? 0 0 1 14 0 0 5 75
Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations 0 0 1 170 4 4 10 438
Causality between market liquidity and depth for energy and grains 0 0 1 24 0 0 10 111
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries 0 0 1 60 1 1 18 160
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 1 3 48 1 3 13 141
Commodities and financial variables: Analyzing relationships in a changing regime environment 0 1 7 60 0 3 18 183
Component structure for nonstationary time series: Application to benchmark oil prices 0 0 0 24 1 4 11 152
Conventional and solar cooling systems for Kuwait: An economic analysis 0 0 0 38 5 10 12 193
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 0 59 0 3 13 229
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 2 31 2 5 20 121
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions 0 0 0 9 0 0 2 76
Do global factors impact BRICS stock markets? A quantile regression approach 0 4 10 69 8 19 54 279
Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period 0 0 1 6 3 4 14 49
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks 0 0 2 49 0 2 21 194
Downside risk, portfolio diversification and the financial crisis in the euro-zone 0 0 4 11 1 1 12 73
Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures 0 2 3 178 1 6 23 465
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 4 20 1 5 26 116
Dynamic spillovers among major energy and cereal commodity prices 1 3 7 46 2 6 17 174
Dynamics of CDS spread indexes of US financial sectors 0 0 2 40 0 2 16 194
Dynamics of oil price, precious metal prices, and exchange rate 1 3 15 387 4 11 59 1,048
Economic analysis of energy management for cooling systems in Kuwait 0 0 0 0 4 7 10 16
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 4 31 1 5 17 125
Escaping the tolerance trap: Implications of rigidity in OPEC's output adjustment mechanism 0 0 0 12 0 0 3 74
Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices 0 0 0 38 3 3 8 211
Expectations, target zones, and oil price dynamics 0 0 3 33 0 0 6 113
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 0 4 1 1 2 38
Financial CDS, stock market and interest rates: Which drives which? 0 0 0 41 3 3 8 107
Financial linkages between US sector credit default swaps markets 0 0 0 12 0 0 7 75
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty 0 0 3 31 0 1 14 146
GCC Petrodollar Surpluses and the US Current Account Imbalance 0 0 1 9 0 0 7 50
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 0 1 2 47 0 2 8 135
High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables 0 0 1 14 0 0 10 84
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 0 3 7 46 2 10 30 198
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 3 13 115 3 11 56 429
Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries 0 0 2 39 0 2 12 127
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 0 9 53 3 4 30 191
Long Memory in Oil and Refined Products Markets 1 3 5 68 4 8 14 291
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 2 53 0 2 15 226
Metal volatility in presence of oil and interest rate shocks 1 7 21 143 1 9 39 376
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 1 32 0 0 6 156
Oil sensitivity and systematic risk in oil-sensitive stock indices 0 2 7 192 1 3 20 471
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 0 1 6 64 6 16 41 218
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 14 0 0 11 121
Patterns of volatility transmissions within regime switching across GCC and global markets 0 0 1 24 1 6 17 104
Precious metals-exchange rate volatility transmissions and hedging strategies 2 4 6 37 2 9 25 164
RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK 0 0 2 135 1 3 14 333
Re-examining the dynamic causal oil-macroeconomy relationship 0 0 0 14 2 3 11 146
Relationships among U.S. oil prices and oil industry equity indices 2 2 7 275 3 6 22 553
Risk management and financial derivatives: An overview 0 0 6 84 0 5 20 234
Risk management of precious metals 0 0 5 52 3 4 27 183
Risk spillovers in oil-related CDS, stock and credit markets 0 1 1 36 0 2 7 163
SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-† 0 0 0 11 0 0 1 34
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 2 54 0 3 14 220
Shock and volatility transmission in the oil, US and Gulf equity markets 0 0 16 162 2 5 43 410
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements 1 1 1 26 2 4 12 129
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 0 1 52 0 3 15 149
Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets 1 1 3 115 2 5 13 250
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 1 26 0 0 6 139
Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets 1 2 7 149 1 2 17 401
The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach 0 0 0 71 0 1 9 229
The dynamic stability of OPEC's oil price mechanism 0 0 0 152 0 0 2 475
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price 1 1 3 26 4 5 13 111
The future oil price behaviour of OPEC and Saudi Arabia: A survey of optimization models 0 0 0 31 0 0 9 118
The impact of the Asian crisis on the behavior of US and international petroleum prices 0 0 3 47 0 0 11 152
Threshold Cointegration Analysis of Crude Oil Benchmarks 0 0 1 92 0 1 5 401
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment 2 5 16 191 6 15 54 502
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 1 2 10 88 5 9 33 287
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 0 0 18 0 1 9 87
What explain the short-term dynamics of the prices of CO2 emissions? 1 1 2 10 3 7 27 99
World oil prices, precious metal prices and macroeconomy in Turkey 1 1 7 158 7 9 41 595
Total Journal Articles 28 70 291 5,057 132 324 1,376 16,756


Statistics updated 2021-01-03