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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - In: Energy economics 34 (2012) 5, pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
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Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
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Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
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Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat; Yuan, Yuan - In: Energy economics 30 (2008) 2, pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
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Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases
Agnello, Luca; Castro, Vítor; Hammoudeh, Shawkat; … - In: Energy economics 90 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517583
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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - In: Energy economics 42 (2014), pp. 332-342
Persistent link: https://www.econbiz.de/10010503584