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Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 24 (2015), pp. 101-121
Persistent link: https://www.econbiz.de/10011538548
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Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Journal of international financial markets, … 60 (2019), pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; … - In: Energy economics 54 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
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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
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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
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Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid; Hammoudeh, Shawkat; Sensoy, Ahmet; Yoon, … - In: Applied economics 49 (2017) 25, pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
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Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Finance research letters 21 (2017), pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
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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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Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? : a comparison with gold
Selmi, Refk; Mensi, Walid; Hammoudeh, Shawkat; … - In: Energy economics 74 (2018), pp. 787-801
Persistent link: https://www.econbiz.de/10011972972