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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

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

Precious metals-exchange rate volatility transmissions and hedging strategies

Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 633-647

Persistent link: https://www.econbiz.de/10009007004

Commodities and financial variables : analyzing relationships in a changing regime environment

Bhar, Ramaprasad; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 20 (2011) 4, pp. 469-484

Persistent link: https://www.econbiz.de/10009304009

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - In: Energy economics 34 (2012) 6, pp. 1990-2002

Persistent link: https://www.econbiz.de/10009688901

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

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

An empirical analysis of energy cost pass-through to CO2 emission prices

Hammoudeh, Shawkat; Lahiani, Amine; Nguyen, Duc Khuong; … - In: Energy economics 49 (2015), pp. 149-156

Persistent link: https://www.econbiz.de/10011536699

Global risk exposures and industry diversification with Shariah-compliant equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520

Persistent link: https://www.econbiz.de/10011540670

Sources of fluctuations in Islamic, U.S., EU, and Asia equity markets : the roles of economic uncertainty, interest rates, and stock indexes

Hammoudeh, Shawkat; Kim, Won Joong; Sarafrazi, Soodabeh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1195-1209

Persistent link: https://www.econbiz.de/10011563286