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 1 66 0 2 9 102
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 3 70 1 2 17 132
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 0 6 48 1 3 15 109
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 2 3 6 60
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 0 2 8 82
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 1 1 8 89
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 1 14 0 0 8 76
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 22 1 1 9 124
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 2 2 3 56 5 5 11 116
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 90 1 1 8 72
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 5 14 31 178
Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? 0 0 0 15 0 0 3 90
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 0 3 10 83
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 33 0 0 10 135
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 0 0 4 86
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 19 0 1 13 101
China’s Monetary Policy and Commodity Prices 0 1 4 128 2 3 10 194
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 2 94 0 1 6 167
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 3 98
Do Oil-Rich GCC Countries Finance US Current Account Deficit? 0 0 0 53 0 0 0 243
Do global factors impact BRICS stock markets? A quantile regression approach 0 1 11 105 4 12 40 264
Dynamic spillovers among major energy and cereal commodity prices 0 0 1 43 1 4 10 115
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 1 2 39 2 3 9 84
Energy prices and CO2 emission allowance prices: A quantile regression approach 1 1 1 62 1 1 4 123
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 0 0 9 103
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 0 0 8 65
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 27 2 2 8 115
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 1 1 6 102
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 15 0 0 8 78
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 0 0 12 97
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 0 0 3 129
External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime 0 0 1 30 0 0 1 99
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 7 95
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 9 193
Forecasting the Price of Gold Using Dynamic Model Averaging 0 0 0 19 2 7 30 238
Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting 0 0 0 5 1 2 15 100
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 1 46 0 2 9 117
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 1 1 76 0 3 11 216
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks 0 0 0 96 0 1 10 247
On the short- and long-run efficiency of energy and precious metal markets 0 0 1 36 0 1 10 207
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 30 1 1 13 141
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 40 0 1 10 185
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 1 41 1 1 19 169
Risk Management and Financial Derivatives: An Overview 0 0 4 156 1 5 19 390
Risk Management and Financial Derivatives: An Overview 0 1 5 217 1 17 50 1,093
Risk Management and Financial Derivatives: An Overview 0 0 0 84 0 1 12 267
Risk Management and Financial Derivatives:An Overview 1 1 5 110 4 10 40 490
Risk Management of Precious Metals 0 0 1 80 1 1 15 228
Risk Management of Precious Metals 0 0 1 90 0 0 11 365
Risk Management of Precious Metals 0 0 3 65 0 3 23 170
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 26 0 1 7 122
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 26 0 0 9 127
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 2 29 0 0 11 128
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 19 0 0 8 117
Risk management of precious metals 0 0 0 38 2 2 15 129
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 45 0 1 9 130
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 14 0 0 3 106
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 0 0 6 71
The Dynamics of Energy-Grain Prices with Open Interest 0 0 1 45 1 1 9 101
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 22 0 0 4 114
US Monetary Policy and Commodity Sector Prices 0 0 0 56 1 2 21 152
Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test 0 0 0 15 0 2 7 117
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 31 2 2 8 96
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 36 0 1 7 84
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 37 0 1 5 90
Total Working Papers 4 9 63 2,995 49 136 749 10,306


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 1 28 0 2 8 110
A time-varying copula approach to oil and stock market dependence: The case of transition economies 1 4 16 111 3 10 46 353
An empirical analysis of energy cost pass-through to CO2 emission prices 1 2 4 29 2 3 10 118
An empirical exploration of the world oil price under the target zone model 0 0 0 74 0 0 3 198
Asymmetric Adjustments in Oil and Metals Markets 0 1 3 47 1 2 8 162
Asymmetric adjustments in the ethanol and grains markets 0 0 3 19 2 3 16 81
Asymmetric convergence and risk shift in the TED spreads 0 0 0 10 2 4 4 70
Asymmetric convergence in US financial credit default swap sector index markets 0 0 0 10 0 0 2 59
Behavior of GCC stock markets and impacts of US oil and financial markets 0 1 3 100 2 3 13 225
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 0 9 1 2 11 54
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? 0 0 0 13 0 3 6 66
Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations 0 2 5 168 0 3 11 426
Causality between market liquidity and depth for energy and grains 0 1 1 23 0 4 11 92
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries 0 0 3 58 0 0 7 138
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 0 7 41 1 3 22 116
Commodities and financial variables: Analyzing relationships in a changing regime environment 2 4 6 52 2 4 12 161
Component structure for nonstationary time series: Application to benchmark oil prices 0 0 0 24 2 2 4 139
Conventional and solar cooling systems for Kuwait: An economic analysis 0 0 0 38 0 0 0 179
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 1 59 0 1 7 213
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 4 29 2 4 15 95
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions 0 0 1 9 1 2 11 70
Do global factors impact BRICS stock markets? A quantile regression approach 1 1 9 56 4 11 55 211
Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period 0 0 0 5 0 0 2 35
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks 0 1 3 47 0 1 10 171
Downside risk, portfolio diversification and the financial crisis in the euro-zone 0 0 1 7 0 1 6 60
Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures 1 3 11 175 3 10 30 427
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 4 16 2 4 18 82
Dynamic spillovers among major energy and cereal commodity prices 2 5 12 38 2 6 35 152
Dynamics of CDS spread indexes of US financial sectors 1 1 3 38 2 2 7 174
Dynamics of oil price, precious metal prices, and exchange rate 0 7 23 368 2 16 70 968
Economic analysis of energy management for cooling systems in Kuwait 0 0 0 0 1 1 1 5
Energy prices and CO2 emission allowance prices: A quantile regression approach 3 4 5 26 5 6 11 102
Escaping the tolerance trap: Implications of rigidity in OPEC's output adjustment mechanism 0 0 0 12 0 0 0 70
Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices 0 0 2 37 0 0 7 199
Expectations, target zones, and oil price dynamics 0 0 1 30 2 2 4 106
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 0 4 0 2 4 35
Financial CDS, stock market and interest rates: Which drives which? 1 1 4 40 2 5 17 96
Financial linkages between US sector credit default swaps markets 0 0 0 12 0 3 6 64
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty 0 0 2 27 1 2 16 127
GCC Petrodollar Surpluses and the US Current Account Imbalance 0 0 1 7 1 4 9 40
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 0 0 1 42 1 3 12 120
High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables 0 0 0 13 0 0 4 70
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 0 1 3 39 3 7 19 159
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 1 15 101 1 4 52 360
Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries 1 1 3 37 2 3 7 113
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 0 2 39 2 5 19 153
Long Memory in Oil and Refined Products Markets 0 0 1 59 2 2 8 268
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 2 3 51 3 7 18 206
Metal volatility in presence of oil and interest rate shocks 0 2 11 121 3 14 44 329
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 1 2 31 2 4 17 149
Oil sensitivity and systematic risk in oil-sensitive stock indices 1 2 13 184 2 5 28 447
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 0 1 11 57 3 6 37 171
On the short- and long-run efficiency of energy and precious metal markets 0 0 1 13 1 1 10 104
Patterns of volatility transmissions within regime switching across GCC and global markets 0 2 2 22 1 5 12 83
Precious metals-exchange rate volatility transmissions and hedging strategies 0 1 2 31 1 3 14 132
RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK 0 0 0 133 0 0 6 316
Re-examining the dynamic causal oil-macroeconomy relationship 0 0 1 14 0 0 6 131
Relationships among U.S. oil prices and oil industry equity indices 0 1 12 266 2 9 42 525
Risk management and financial derivatives: An overview 1 1 5 73 2 6 22 201
Risk management of precious metals 0 0 3 46 0 0 19 152
Risk spillovers in oil-related CDS, stock and credit markets 0 0 2 35 0 0 12 150
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 11 0 0 3 33
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 2 51 0 7 21 201
Shock and volatility transmission in the oil, US and Gulf equity markets 0 4 16 140 1 13 42 350
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 1 2 25 1 4 11 110
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 1 3 51 0 3 8 131
Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets 0 0 2 111 0 0 9 235
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 0 25 1 1 5 127
Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets 0 0 6 142 1 5 20 378
The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach 0 0 2 70 1 1 7 216
The dynamic stability of OPEC's oil price mechanism 0 1 1 152 0 2 2 473
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price 0 0 2 23 0 1 16 92
The future oil price behaviour of OPEC and Saudi Arabia: A survey of optimization models 0 0 1 31 0 1 2 109
The impact of the Asian crisis on the behavior of US and international petroleum prices 0 0 0 44 0 1 2 139
Threshold Cointegration Analysis of Crude Oil Benchmarks 0 0 4 91 3 4 16 389
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment 1 3 20 173 3 14 56 428
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 1 7 74 0 2 26 240
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 1 2 14 2 6 12 68
What explain the short-term dynamics of the prices of CO2 emissions? 0 0 0 7 0 0 6 63
World oil prices, precious metal prices and macroeconomy in Turkey 0 1 13 150 3 6 38 540
Total Journal Articles 17 67 316 4,688 95 286 1,245 14,910


Statistics updated 2019-09-09