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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536
Persistent link: https://www.econbiz.de/10010506548
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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 20, pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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Time and frequency relationship between household investors' sentiment index and US industry stock returns
Khan, Muhammad Asif; Hernandez, Jose Arreola; Shahzad, … - In: Finance research letters 36 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012483967
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Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas; Hernandez, Jose Arreola; Shahzad, Syed … - In: Applied economics 52 (2020) 49, pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
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Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; … - In: Economic modelling 69 (2018), pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
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The impact of financial and economic factors on Islamic mutual fund performance : evidence from multiple fund categories
Uddin, Mohammed Gazi Salah; Hernandez, Jose Arreola; … - In: Journal of multinational financial management 52/53 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012314805
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Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola; Hammoudeh, Shawkat; Nguyen, … - In: Applied economics 49 (2017) 25, pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
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Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola; Kang, Sang Hoon; Shahzad, Syed … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012663713