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Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
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Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat; Li, Huimin; Jeon, Bang-nam - In: The North American journal of economics and finance : a … 14 (2003) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
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Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid; Hammoudeh, Shawkat; Ur Rehman, Mobeen; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
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Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
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Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
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Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698