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Dependence of stock and commodity futures markets in China : implications for portfolio investment
Hammoudeh, Shawkat; Nguyen, Duc Khuong; Reboredo, Juan … - In: Emerging markets review 21 (2014), pp. 183-200
Persistent link: https://www.econbiz.de/10011304331
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High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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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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Financial modeling and risk management of energy and environmental instruments and derivates
Jana, Rabin K. (ed.); Tiwari, Aviral Kumar (ed.);  … - 2022
Persistent link: https://www.econbiz.de/10013288059
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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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Special issue: Risk management and financial derivatives
Hammoudeh, Shawkat (contributor) - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-357
Persistent link: https://www.econbiz.de/10009777901
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Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat; Santos, Paulo Araújo; Al-Hassan, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 318-334
Persistent link: https://www.econbiz.de/10009779210
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Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader; Gozgor, Giray; Tiwari, Aviral Kumar; … - In: Research in international business and finance 55 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
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Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola; Al-Yahyaee, Khamis Hamed; … - In: Applied economics 51 (2019) 44, pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121