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Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Khalifa, Ahmed A.; Alsarhan, Abdulwahab A.; … - In: Research in international business and finance 39 (2017), pp. 307-314
Persistent link: https://www.econbiz.de/10011876487
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Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper
Khalifa, Ahmed A. A.; Miao, Hong; Ramchander, Sanjay - In: The journal of futures markets 31 (2011) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10008908411
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Patterns of volatility transmissions within regime switching across GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Ortranto, Edoardo - In: International review of economics & finance : IREF 29 (2014), pp. 512-524
Persistent link: https://www.econbiz.de/10010432303
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Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
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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