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Examining Asymmetric Behavior...
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Hammoudeh, Shawkat
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1
Threshold cointegration analyis of crude oil benchmarks
Hammoudeh, Shawkat M.
;
Ewing, Bradley T.
;
Thompson, Mark A.
- In:
The energy journal
29
(
2008
)
4
,
pp. 79-96
Persistent link: https://www.econbiz.de/10003772370
Saved in:
2
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
Saved in:
3
A momentum threshold model of stock prices and country risk ratings : evidence from BRICS countries
Liu, Tengdong
;
Hammoudeh, Shawkat
;
Thompson, Mark A.
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 99-112
Persistent link: https://www.econbiz.de/10010411750
Saved in:
4
Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
Saved in:
5
International evidence on Wagner's hypothesis : a cointegration analysis
Payne, James E.
- In:
Public finance
51
(
1996
)
2
,
pp. 258-274
Persistent link: https://www.econbiz.de/10001241512
Saved in:
6
Oil reserve life and the influence of crude oil prices : an analysis of Texas reserves
Apergēs, Nikolaos
;
Ewing, Bradley T.
;
Payne, James E.
- In:
Energy economics
55
(
2016
),
pp. 266-271
Persistent link: https://www.econbiz.de/10011663490
Saved in:
7
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
8
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
Saved in:
9
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
Saved in:
10
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619364
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