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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
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Distributional predictability between oil prices and renewable energy stocks : is there a role for the COVID-19 pandemic?
Hammoudeh, Shawkat; Mokni, Khaled; Ben Salha, Ousama; … - In: Energy economics 103 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013364061
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Green bonds and oil price shocks and uncertainty : a safe haven analysis
Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254
Persistent link: https://www.econbiz.de/10014339415
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What explain the short-term dynamics of the prices of CO 2 emissions?
Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Energy economics 46 (2014), pp. 122-135
Persistent link: https://www.econbiz.de/10011298607
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - In: Energy economics 42 (2014), pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - 2014
Persistent link: https://www.econbiz.de/10010432170
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A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
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Oil price and US dollar exchange rate : change detection of bi-directional causal impact
Albulescu, Claudiu Tiberiu; Ajmi, Ahdi Noomen - In: Energy economics 100 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012990364
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Modelling Return and Volatility of Oil Price using Dual Long Memory Models
BOUBAKER, Heni; SGHAIER, Nadia - Institut de Préparation à l'Administration et à la … - 2014
This paper investigates the dynamic properties of both return and volatility of the oil price. The analysis is carried out using a set of double long memory specifications incorporating several features such as long range dependence, asymmetry in conditional variances and time varying...
Persistent link: https://www.econbiz.de/10010764008