| 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 |
75 |
0 |
1 |
2 |
174 |
| Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview |
0 |
0 |
0 |
72 |
0 |
2 |
2 |
156 |
| 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 |
1 |
3 |
77 |
| Asymmetric Adjustment in the Ethanol and Grains Markets |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
95 |
| Asymmetric Adjustments in the Ethanol and Grains Markets |
1 |
1 |
2 |
24 |
2 |
2 |
4 |
142 |
| 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 |
0 |
0 |
24 |
0 |
0 |
1 |
110 |
| 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 |
0 |
0 |
2 |
128 |
| Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
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 |
21 |
0 |
0 |
2 |
130 |
| Causality Between Market Liquidity and Depth for Energy and Grains |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
157 |
| China’s Monetary Policy and Commodity Prices |
0 |
0 |
2 |
155 |
0 |
1 |
5 |
304 |
| Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management |
0 |
0 |
1 |
99 |
0 |
1 |
4 |
228 |
| Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
117 |
| 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 |
1 |
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 |
68 |
1 |
1 |
3 |
171 |
| Energy prices and CO2 emission allowance prices: A quantile regression approach |
0 |
0 |
0 |
52 |
0 |
1 |
2 |
154 |
| 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 |
15 |
0 |
0 |
0 |
88 |
| 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 |
28 |
0 |
0 |
0 |
133 |
| Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
137 |
| 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 |
1 |
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 |
1 |
3 |
216 |
| Forecasting the Price of Gold Using Dynamic Model Averaging |
0 |
0 |
0 |
19 |
0 |
4 |
5 |
280 |
| 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 |
1 |
1 |
81 |
0 |
1 |
8 |
262 |
| Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks |
0 |
0 |
0 |
96 |
6 |
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 |
30 |
0 |
0 |
0 |
154 |
| Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
199 |
| Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
200 |
| Risk Management and Financial Derivatives: An Overview |
0 |
0 |
0 |
86 |
0 |
1 |
1 |
300 |
| Risk Management and Financial Derivatives: An Overview |
0 |
0 |
0 |
158 |
2 |
2 |
3 |
441 |
| Risk Management and Financial Derivatives: An Overview |
0 |
0 |
2 |
248 |
0 |
0 |
6 |
1,321 |
| Risk Management and Financial Derivatives:An Overview |
0 |
0 |
0 |
118 |
0 |
0 |
3 |
556 |
| Risk Management of Precious Metals |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
248 |
| Risk Management of Precious Metals |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
427 |
| Risk Management of Precious Metals |
0 |
0 |
1 |
91 |
0 |
1 |
6 |
355 |
| Risk Spillovers in Oil-Related CDS, Stock and Credit Markets |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
127 |
| 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 |
1 |
1 |
1 |
28 |
1 |
1 |
1 |
135 |
| Risk Spillovers in Oil-Related CDS, Stock and Credit Markets |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
155 |
| 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 |
0 |
0 |
1 |
162 |
| The Dynamics of Energy-Grain Prices with Open Interest |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
127 |
| 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 |
26 |
0 |
0 |
1 |
133 |
| The Dynamics of Energy-Grain Prices with Open Interest |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
129 |
| 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 |
2 |
133 |
| Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory |
0 |
0 |
1 |
40 |
0 |
0 |
3 |
148 |
| Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory |
0 |
0 |
1 |
40 |
0 |
1 |
2 |
129 |
| What explains the short-term dynamics of the prices of CO2 emissions? |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
186 |
| Total Working Papers |
2 |
3 |
14 |
3,250 |
13 |
31 |
111 |
13,111 |
| 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 |
4 |
10 |
165 |
4 |
10 |
24 |
599 |
| An empirical analysis of energy cost pass-through to CO2 emission prices |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
178 |
| An empirical exploration of the world oil price under the target zone model |
0 |
0 |
0 |
83 |
0 |
0 |
2 |
225 |
| Asymmetric Adjustments in Oil and Metals Markets |
0 |
0 |
0 |
57 |
1 |
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 |
3 |
137 |
0 |
1 |
6 |
305 |
| Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? |
0 |
2 |
3 |
22 |
1 |
3 |
6 |
127 |
| Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
81 |
| Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations |
0 |
0 |
4 |
177 |
0 |
0 |
7 |
461 |
| Causality between market liquidity and depth for energy and grains |
1 |
1 |
1 |
26 |
1 |
2 |
2 |
125 |
| Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
173 |
| Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
173 |
| Commodities and financial variables: Analyzing relationships in a changing regime environment |
0 |
0 |
2 |
63 |
0 |
1 |
7 |
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 |
1 |
9 |
293 |
| 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 |
0 |
0 |
0 |
91 |
| Do global factors impact BRICS stock markets? A quantile regression approach |
1 |
8 |
19 |
125 |
5 |
18 |
43 |
514 |
| Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
63 |
| Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks |
0 |
0 |
2 |
59 |
5 |
6 |
20 |
348 |
| Downside risk, portfolio diversification and the financial crisis in the euro-zone |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
83 |
| Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures |
0 |
0 |
4 |
193 |
5 |
5 |
11 |
515 |
| Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors |
1 |
1 |
3 |
34 |
2 |
2 |
6 |
166 |
| Dynamic spillovers among major energy and cereal commodity prices |
0 |
0 |
4 |
65 |
0 |
0 |
13 |
322 |
| Dynamics of CDS spread indexes of US financial sectors |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
235 |
| Dynamics of oil price, precious metal prices, and exchange rate |
0 |
2 |
6 |
420 |
0 |
4 |
22 |
1,153 |
| 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 |
4 |
7 |
53 |
1 |
7 |
16 |
192 |
| 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 |
0 |
0 |
226 |
| 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 |
0 |
2 |
46 |
| Financial CDS, stock market and interest rates: Which drives which? |
0 |
0 |
1 |
50 |
0 |
0 |
4 |
214 |
| 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 |
2 |
4 |
42 |
0 |
3 |
7 |
185 |
| GCC Petrodollar Surpluses and the US Current Account Imbalance |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
64 |
| Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries |
0 |
0 |
1 |
52 |
0 |
1 |
7 |
163 |
| 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 |
2 |
2 |
2 |
57 |
3 |
3 |
12 |
245 |
| How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests |
0 |
0 |
0 |
120 |
0 |
1 |
14 |
507 |
| Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries |
0 |
0 |
1 |
42 |
0 |
0 |
8 |
148 |
| Investor herds and regime-switching: Evidence from Gulf Arab stock markets |
0 |
2 |
5 |
83 |
0 |
3 |
12 |
279 |
| 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 |
2 |
65 |
0 |
1 |
7 |
276 |
| Metal volatility in presence of oil and interest rate shocks |
0 |
1 |
9 |
174 |
0 |
3 |
19 |
475 |
| 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 |
4 |
182 |
| Oil sensitivity and systematic risk in oil-sensitive stock indices |
1 |
1 |
3 |
210 |
1 |
3 |
8 |
520 |
| On the relationships between CO2 emissions, energy consumption and income: The importance of time variation |
0 |
2 |
7 |
104 |
1 |
4 |
21 |
385 |
| On the short- and long-run efficiency of energy and precious metal markets |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
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 |
0 |
0 |
3 |
49 |
0 |
5 |
12 |
213 |
| RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK |
0 |
1 |
1 |
141 |
0 |
2 |
3 |
366 |
| 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 |
1 |
2 |
298 |
0 |
2 |
7 |
612 |
| Risk management and financial derivatives: An overview |
0 |
1 |
3 |
99 |
0 |
4 |
16 |
317 |
| Risk management of precious metals |
0 |
0 |
0 |
66 |
1 |
1 |
1 |
216 |
| Risk spillovers in oil-related CDS, stock and credit markets |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
178 |
| 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 |
1 |
2 |
58 |
0 |
1 |
5 |
245 |
| Shock and volatility transmission in the oil, US and Gulf equity markets |
0 |
1 |
1 |
195 |
0 |
4 |
7 |
500 |
| 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 |
0 |
3 |
141 |
| Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
173 |
| Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets |
1 |
1 |
1 |
118 |
2 |
2 |
4 |
264 |
| 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 |
2 |
157 |
0 |
0 |
5 |
428 |
| 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 |
1 |
1 |
2 |
480 |
| The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price |
1 |
1 |
2 |
36 |
1 |
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 |
1 |
5 |
162 |
| Threshold Cointegration Analysis of Crude Oil Benchmarks |
1 |
1 |
1 |
104 |
1 |
2 |
5 |
434 |
| Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment |
0 |
2 |
6 |
232 |
0 |
3 |
12 |
615 |
| Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory |
1 |
1 |
2 |
102 |
1 |
3 |
12 |
369 |
| What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors |
0 |
1 |
1 |
34 |
1 |
3 |
8 |
146 |
| What explain the short-term dynamics of the prices of CO2 emissions? |
0 |
1 |
2 |
28 |
0 |
2 |
6 |
189 |
| World oil prices, precious metal prices and macroeconomy in Turkey |
0 |
0 |
0 |
167 |
0 |
1 |
5 |
666 |
| Total Journal Articles |
11 |
45 |
142 |
5,828 |
39 |
126 |
485 |
20,366 |
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