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Precious metals-exchange rate volatility transmissions and hedging strategies

Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - 2009

Persistent link: https://www.econbiz.de/10003910288

Risk management of precious metals

Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003989642

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010

This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and three cross pairs...

Persistent link: https://www.econbiz.de/10008840782

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619368

Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619369

The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures

Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019

Persistent link: https://www.econbiz.de/10011986953

Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach

Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534

Persistent link: https://www.econbiz.de/10012134319

Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis

Hassani, Hossein; Ghodsi, Zara; Gupta, Rangan; Segnon, … - In: Computational economics 49 (2017) 1, pp. 83-97

Persistent link: https://www.econbiz.de/10011751817

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