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~person:"Hammoudeh, Shawkat"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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79
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39
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27
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27
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24
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Hammoudeh, Shawkat
Caporale, Guglielmo Maria
351
McAleer, Michael
319
Gupta, Rangan
283
Gil-Alaña, Luis A.
185
Bahmani-Oskooee, Mohsen
152
Bollerslev, Tim
146
Belke, Ansgar
131
Narayan, Paresh Kumar
129
Chang, Chia-Lin
118
Pierdzioch, Christian
115
Diebold, Francis X.
112
Bouri, Elie
111
Lütkepohl, Helmut
107
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104
Tiwari, Aviral Kumar
103
Spagnolo, Nicola
100
Andersen, Torben
99
Aizenman, Joshua
97
Phillips, Peter C. B.
97
Ma, Feng
95
Härdle, Wolfgang
87
Engle, Robert F.
83
Rault, Christophe
83
Bekaert, Geert
82
Hautsch, Nikolaus
82
Koopman, Siem Jan
82
McMillan, David G.
80
Pesaran, M. Hashem
80
Shahbaz, Muhammad
79
Buch, Claudia M.
78
Caporin, Massimiliano
72
Apergēs, Nikolaos
71
Herwartz, Helmut
71
Johansen, Søren
71
Lucey, Brian M.
70
Dreger, Christian
69
Wagner, Martin
69
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69
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68
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25
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
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4
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3
Econometric Institute research papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 121-135
Persistent link: https://www.econbiz.de/10011535314
Saved in:
5
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
6
Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen
;
El Montasser, Ghassen
;
Hammoudeh, Shawkat
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
Saved in:
7
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
8
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
9
The role of globalization in energy consumption : a quantile cointegrating regression approach
Shahbaz, Muhammad
;
Lahiani, Amine
;
Abosedra, Salah S.
; …
- In:
Energy economics
71
(
2018
),
pp. 161-170
Persistent link: https://www.econbiz.de/10011942981
Saved in:
10
On the relationships between CO 2 emissions, energy consumption and income : the importance of time variation
Ajmi, Ahdi Noomen
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
49
(
2015
),
pp. 629-638
Persistent link: https://www.econbiz.de/10011537234
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