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Effects of US macroeconomic shocks on international commodity prices

Kim, Won Joong; Hammoudeh, Shawkat; Choi, Kyongwook - In: Korea and the world economy 15 (2014) 1, pp. 45-85

Persistent link: https://www.econbiz.de/10010359831

Long memory in oil and refined products markets

Choi, Kyongwook; Hammoudeh, Shawkat - In: The energy journal 30 (2009) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10003842673

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399

Persistent link: https://www.econbiz.de/10008655098

Behavior of GCC stock markets and impacts of US oil and financial markets

Hammoudeh, Shawkat; Choi, Kyongwook - In: Research in international business and finance 20 (2006) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10003374204

Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets : the case of GCC countries

Hammoudeh, Shawkat; Choi, Kyongwook - In: Journal of international financial markets, … 17 (2007) 3, pp. 231-245

Persistent link: https://www.econbiz.de/10003499624

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy Policy 38 (2010) 8, pp. 4388-4399

This study supplements previous regime-switching studies on WTI crude oil and finds two possible volatility regimes for the strategic commodity prices of Brent oil, WTI oil, copper, gold and silver, and the S&P 500 index, but with varying high-to-low volatility ratios. The dynamic conditional...

Persistent link: https://www.econbiz.de/10008494558

Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries

Hammoudeh, Shawkat; Choi, Kyongwook - In: Journal of International Financial Markets, … 17 (2007) 3, pp. 231-245

Persistent link: https://www.econbiz.de/10005408557

Behavior of GCC stock markets and impacts of US oil and financial markets

Hammoudeh, Shawkat; Choi, Kyongwook - In: Research in International Business and Finance 20 (2006) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10005204773

Long Memory in Oil and Refined Products Markets

Choi, Kyongwook; Hammoudeh, Shawkat - In: The Energy Journal Volume 30 (2009) Number 2

Persistent link: https://www.econbiz.de/10004986876

Long Memory in Oil and Refined Products Markets

Choi, Kyongwook; Hammoudeh, Shawkat - In: The energy journal 30 (2009) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10008241325