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 0 72 0 0 2 156
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 75 1 1 3 175
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 0 0 61 0 0 1 153
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 0 2 77
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 0 1 2 96
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 0 1 2 111
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 15 0 0 2 98
Asymmetric Adjustments in the Ethanol and Grains Markets 0 1 1 24 0 2 3 142
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 0 62 0 0 2 202
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 1 1 3 129
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 0 0 0 247
Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? 0 0 0 15 0 0 3 107
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 0 0 0 107
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 0 0 0 103
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 34 0 0 1 157
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 21 0 1 3 131
China’s Monetary Policy and Commodity Prices 0 0 2 155 0 0 5 304
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 0 99 2 2 5 230
Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions 0 0 0 2 1 1 1 118
Do Oil-Rich GCC Countries Finance US Current Account Deficit? 0 0 0 60 0 0 0 264
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 0 134 0 1 6 453
Dynamic spillovers among major energy and cereal commodity prices 0 0 1 52 0 0 2 227
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 0 0 2 154
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 0 1 3 171
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 0 0 0 106
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 0 0 0 73
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 0 0 0 107
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 23 0 0 0 118
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 0 0 0 137
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 28 1 1 1 134
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 1 1 16 0 2 2 90
External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime 0 0 0 31 0 0 0 109
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 0 0 4 129
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 0 3 216
Forecasting the Price of Gold Using Dynamic Model Averaging 0 0 0 19 0 1 6 281
Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting 0 0 0 5 0 0 0 120
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 0 0 0 148
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 1 81 0 0 5 262
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks 0 0 0 96 0 6 6 294
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 0 0 3 232
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 42 1 1 1 200
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 43 1 1 2 201
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 30 0 0 0 154
Risk Management and Financial Derivatives: An Overview 0 0 1 248 1 1 6 1,322
Risk Management and Financial Derivatives: An Overview 0 0 0 86 0 0 1 300
Risk Management and Financial Derivatives: An Overview 0 0 0 158 2 4 5 443
Risk Management and Financial Derivatives:An Overview 0 0 0 118 0 0 3 556
Risk Management of Precious Metals 0 0 0 95 0 1 1 428
Risk Management of Precious Metals 0 0 0 71 1 1 1 249
Risk Management of Precious Metals 0 0 0 91 0 1 5 356
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 0 0 0 140
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 1 1 28 1 2 2 136
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 21 1 1 1 128
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 28 0 1 1 156
Risk management of precious metals 0 0 0 42 0 0 0 207
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 47 1 1 1 163
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 0 0 0 81
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 15 0 0 1 129
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 26 0 0 0 133
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 46 0 1 1 128
US Monetary Policy and Commodity Sector Prices 0 0 0 63 0 0 1 262
Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test 0 0 0 15 0 0 1 133
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 40 0 0 2 129
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 40 0 0 3 148
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 41 0 0 0 186
Total Working Papers 0 3 10 3,251 15 38 122 13,136


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 0 0 37 0 0 1 140
A time-varying copula approach to oil and stock market dependence: The case of transition economies 1 2 9 166 1 7 22 602
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 34 0 1 4 179
An empirical exploration of the world oil price under the target zone model 0 0 0 83 0 1 3 226
Asymmetric Adjustments in Oil and Metals Markets 0 0 0 57 0 1 1 190
Asymmetric adjustments in the ethanol and grains markets 0 0 0 21 0 0 0 99
Asymmetric convergence and risk shift in the TED spreads 0 0 1 13 0 0 2 98
Asymmetric convergence in US financial credit default swap sector index markets 0 0 0 10 0 0 1 92
Behavior of GCC stock markets and impacts of US oil and financial markets 0 0 2 137 1 1 6 306
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 2 22 0 1 4 127
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? 0 0 0 14 1 1 1 82
Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations 0 0 3 177 0 1 7 462
Causality between market liquidity and depth for energy and grains 0 1 1 26 0 2 3 126
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries 0 0 0 63 0 0 1 173
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 0 0 59 2 3 5 176
Commodities and financial variables: Analyzing relationships in a changing regime environment 0 0 1 63 0 0 6 199
Component structure for nonstationary time series: Application to benchmark oil prices 0 0 1 26 0 0 1 199
Conventional and solar cooling systems for Kuwait: An economic analysis 0 0 0 38 0 0 0 196
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 0 67 1 2 8 294
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 0 1 195
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions 0 0 0 12 1 1 1 92
Do global factors impact BRICS stock markets? A quantile regression approach 0 3 21 127 2 10 45 519
Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period 0 0 1 9 0 1 4 64
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks 1 1 1 60 7 12 22 355
Downside risk, portfolio diversification and the financial crisis in the euro-zone 0 0 0 14 1 1 1 84
Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures 0 0 3 193 2 14 19 524
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 1 3 34 2 5 8 169
Dynamic spillovers among major energy and cereal commodity prices 0 1 3 66 0 1 8 323
Dynamics of CDS spread indexes of US financial sectors 0 0 0 41 1 2 5 237
Dynamics of oil price, precious metal prices, and exchange rate 0 0 4 420 5 7 26 1,160
Economic analysis of energy management for cooling systems in Kuwait 0 0 0 0 0 0 0 21
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 5 53 0 2 15 193
Escaping the tolerance trap: Implications of rigidity in OPEC's output adjustment mechanism 0 0 0 12 0 0 0 75
Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices 0 0 0 39 0 1 1 227
Expectations, target zones, and oil price dynamics 0 0 1 35 0 0 2 119
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 0 6 0 2 4 48
Financial CDS, stock market and interest rates: Which drives which? 0 0 0 50 1 2 5 216
Financial linkages between US sector credit default swaps markets 0 0 0 14 0 0 1 130
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty 0 0 4 42 1 1 8 186
GCC Petrodollar Surpluses and the US Current Account Imbalance 0 0 0 12 0 0 2 64
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 0 1 2 53 0 2 8 165
High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables 0 0 0 15 0 0 0 89
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 0 3 3 58 1 5 11 247
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 0 120 3 3 16 510
Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries 0 0 1 42 0 1 9 149
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 0 4 83 1 2 13 281
Long Memory in Oil and Refined Products Markets 0 0 0 73 0 0 0 305
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 1 65 2 2 8 278
Metal volatility in presence of oil and interest rate shocks 0 1 9 175 2 3 17 478
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 1 34 0 1 5 183
Oil sensitivity and systematic risk in oil-sensitive stock indices 0 1 3 210 0 1 8 520
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 2 4 11 108 3 6 21 390
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 17 0 0 3 155
Patterns of volatility transmissions within regime switching across GCC and global markets 0 0 1 26 0 0 3 137
Precious metals-exchange rate volatility transmissions and hedging strategies 1 1 3 50 1 1 10 214
RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK 0 0 1 141 0 1 4 367
Re-examining the dynamic causal oil-macroeconomy relationship 0 0 1 17 0 0 1 190
Relationships among U.S. oil prices and oil industry equity indices 0 0 2 298 0 1 7 613
Risk management and financial derivatives: An overview 0 0 2 99 0 1 16 318
Risk management of precious metals 0 0 0 66 1 2 2 217
Risk spillovers in oil-related CDS, stock and credit markets 0 0 0 40 1 1 1 179
SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-† 0 0 1 13 0 0 2 43
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 1 58 0 0 3 245
Shock and volatility transmission in the oil, US and Gulf equity markets 0 1 2 196 1 2 9 502
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 0 0 0 29 0 1 4 142
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 0 0 59 0 1 3 174
Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets 0 1 1 118 1 3 5 265
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 0 27 0 0 3 144
Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets 0 0 1 157 0 2 5 430
The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach 0 0 0 73 0 0 1 240
The dynamic stability of OPEC's oil price mechanism 0 0 0 153 0 1 2 480
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price 0 1 2 36 0 1 4 136
The future oil price behaviour of OPEC and Saudi Arabia: A survey of optimization models 0 0 1 33 0 0 1 123
The impact of the Asian crisis on the behavior of US and international petroleum prices 0 0 0 47 0 2 6 164
Threshold Cointegration Analysis of Crude Oil Benchmarks 0 1 1 104 0 1 3 434
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment 0 0 6 232 0 1 13 616
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 1 1 102 0 1 9 369
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 0 1 34 0 1 7 146
What explain the short-term dynamics of the prices of CO2 emissions? 0 0 2 28 0 1 7 190
World oil prices, precious metal prices and macroeconomy in Turkey 0 0 0 167 0 0 4 666
Total Journal Articles 5 25 131 5,842 46 134 508 20,461


Statistics updated 2025-09-05