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~person:"Hammoud, Rami"
~person:"Hernandez, Jose Arreola"
~subject:"ARCH model"
~subject:"Portfolio selection"
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Hammoud, Rami
Hernandez, Jose Arreola
Bouri, Elie
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Salisu, Afees A.
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The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
2
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
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