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Component structure for nonstationary time series : application to benchmark oil prices

Bhar, Ramaprasad; Hammoudeh, Shawkat; Thompson, Mark A. - In: International review of financial analysis 17 (2008) 5, pp. 971-983

Persistent link: https://www.econbiz.de/10003792334

Dynamics of oil price, precious metal prices, and exchange rate

Sari, Ramazan; Hammoudeh, Shawkat; Soytas, Ugur - In: Energy economics 32 (2010) 2, pp. 351-362

Persistent link: https://www.econbiz.de/10003954622

Metal volatility in presence of oil and interest rate shocks

Hammoudeh, Shawkat; Yuan, Yuan - In: Energy economics 30 (2008) 2, pp. 606-620

Persistent link: https://www.econbiz.de/10003711342

The dynamics of energy-grain prices with open interest

Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619364

The dynamics of energy-grain prices with open interest

Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009413662

Relationships between financial sectors' CDS spreads and other gauges of risk : did the Great Recession change them?

Hammoudeh, Shawkat; Bhar, Ramaprasad; Liu, Tengdong - In: The financial review : the official publication of the … 48 (2013) 1, pp. 151-178

Persistent link: https://www.econbiz.de/10009717656

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

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy Uncertainty" is to highlight some areas of research in...

Persistent link: https://www.econbiz.de/10010366930

Regional and global spillovers and diversification opportunities in the GCC equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Emerging markets review 24 (2015), pp. 160-187

Persistent link: https://www.econbiz.de/10011538565

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