Shawkat Hammoudeh

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Affiliations

• Drexel University / LeBow College of Business / School of Economics (weight: 90%)
  • EDIRC entry
  • location:
• Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 10%)
  • EDIRC entry
  • location:

Research profile

author of:

• Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices (repec:aen:journl:2006v27-03-a02)
  by Bradley T. Ewing & Shawkat M. Hammoudeh & Mark A. Thompson
• Threshold Cointegration Analysis of Crude Oil Benchmarks (repec:aen:journl:2008v29-04-a04)
  by Shawkat M. Hammoudeh & Bradley T. Ewing & Mark A. Thompson
• Long Memory in Oil and Refined Products Markets (repec:aen:journl:2009v30-02-a05)
  by Kyongwook Choi & Shawkat Hammoudeh
• Asymmetric Adjustments in Oil and Metals Markets (repec:aen:journl:2010v31-04-a09)
  by Shawkat Hammoudeh & Li-Hsueh Chen & Bassam Fattouh
• Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures (repec:bla:coecpo:v:22:y:2004:i:2:p:250-269)
  by Shawkat Hammoudeh & Eisa Aleisa
• Relationships Among Strategic Commodities And With Financial Variables: A New Look (repec:bla:coecpo:v:27:y:2009:i:2:p:251-264)
  by Shawkat Hammoudeh & Ramazan Sari & Bradley T. Ewing
• SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-† (repec:bla:coecpo:v:30:y:2012:i:4:p:584-602)
  by Won Joong Kim & Shawkat Hammoudeh & Eisa A. Aleisa
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (repec:cbt:econwp:10/33)
  by Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer
• Risk Management of Precious Metals (repec:cbt:econwp:10/37)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
• Asymmetric Adjustments in the Ethanol and Grains Markets (repec:cbt:econwp:10/78)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
• Causality Between Market Liquidity and Depth for Energy and Grains (repec:cbt:econwp:11/15)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (repec:cbt:econwp:11/17)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
• The Dynamics of Energy-Grain Prices with Open Interest (repec:cbt:econwp:11/24)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
• Risk Management and Financial Derivatives: An Overview (repec:cbt:econwp:12/10)
  by Shawkat Hammoudeh & Michael McAleer
• Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview (repec:cbt:econwp:14/17)
  by Shawkat Hammoudeh & Michael McAleer
• Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies (repec:cfi:fseres:cf172)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (repec:cfi:fseres:cf187)
  by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (repec:cfi:fseres:cf218)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets (repec:eee:ecmode:v:41:y:2014:i:c:p:365-374)
  by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo
• Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations (repec:eee:ecofin:v:14:y:2003:i:1:p:89-114)
  by Hammoudeh, Shawkat & Li, Huimin & Jeon, Bang
• Financial CDS, stock market and interest rates: Which drives which? (repec:eee:ecofin:v:22:y:2011:i:3:p:257-276)
  by Hammoudeh, Shawkat & Sari, Ramazan
• Asymmetric convergence and risk shift in the TED spreads (repec:eee:ecofin:v:22:y:2011:i:3:p:277-297)
  by Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan
• Risk management and financial derivatives: An overview (repec:eee:ecofin:v:25:y:2013:i:c:p:109-115)
  by Hammoudeh, Shawkat & McAleer, Michael
• Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks (repec:eee:ecofin:v:25:y:2013:i:c:p:318-334)
  by Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah
• High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables (repec:eee:ecofin:v:26:y:2013:i:c:p:487-496)
  by Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat
• Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty (repec:eee:ecofin:v:28:y:2014:i:c:p:170-189)
  by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.
• Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions (repec:eee:ecofin:v:29:y:2014:i:c:p:22-35)
  by Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan
• What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors (repec:eee:ecofin:v:29:y:2014:i:c:p:418-440)
  by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat
• Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries (repec:eee:ecofin:v:31:y:2015:i:c:p:311-329)
  by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela ben
• Do global factors impact BRICS stock markets? A quantile regression approach (repec:eee:ememar:v:19:y:2014:i:c:p:1-17)
  by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong
• Dependence of stock and commodity futures markets in China: Implications for portfolio investment (repec:eee:ememar:v:21:y:2014:i:c:p:183-200)
  by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian
• The future oil price behaviour of OPEC and Saudi Arabia : A survey of optimization models (repec:eee:eneeco:v:1:y:1979:i:3:p:156-166)
  by Hammoudeh, Shawkat
• The dynamic stability of OPEC's oil price mechanism (repec:eee:eneeco:v:14:y:1992:i:1:p:65-71)
  by Hammoudeh, Shawkat & Madan, Vibhas
• Escaping the tolerance trap : Implications of rigidity in OPEC's output adjustment mechanism (repec:eee:eneeco:v:16:y:1994:i:1:p:3-8)
  by Hammoudeh, Shawkat & Madan, Vibhas
• An empirical exploration of the world oil price under the target zone model (repec:eee:eneeco:v:24:y:2002:i:6:p:577-596)
  by Tang, Linghui & Hammoudeh, Shawkat
• The impact of the Asian crisis on the behavior of US and international petroleum prices (repec:eee:eneeco:v:26:y:2004:i:1:p:135-160)
  by Hammoudeh, Shawkat & Li, Huimin
• Metal volatility in presence of oil and interest rate shocks (repec:eee:eneeco:v:30:y:2008:i:2:p:606-620)
  by Hammoudeh, Shawkat & Yuan, Yuan
• Dynamics of oil price, precious metal prices, and exchange rate (repec:eee:eneeco:v:32:y:2010:i:2:p:351-362)
  by Sari, Ramazan & Hammoudeh, Shawkat & Soytas, Ugur
• Causality between market liquidity and depth for energy and grains (repec:eee:eneeco:v:34:y:2012:i:5:p:1683-1692)
  by Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael
• Asymmetric adjustments in the ethanol and grains markets (repec:eee:eneeco:v:34:y:2012:i:6:p:1990-2002)
  by Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael
• Risk spillovers in oil-related CDS, stock and credit markets (repec:eee:eneeco:v:36:y:2013:i:c:p:526-535)
  by Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael
• A time-varying copula approach to oil and stock market dependence: The case of transition economies (repec:eee:eneeco:v:39:y:2013:i:c:p:208-221)
  by Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong
• On the short- and long-run efficiency of energy and precious metal markets (repec:eee:eneeco:v:40:y:2013:i:c:p:832-844)
  by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong
• Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (repec:eee:eneeco:v:41:y:2014:i:c:p:1-18)
  by Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong
• Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management (repec:eee:eneeco:v:42:y:2014:i:c:p:332-342)
  by Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong
• How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process (repec:eee:eneeco:v:42:y:2014:i:c:p:343-354)
  by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
• Dynamic spillovers among major energy and cereal commodity prices (repec:eee:eneeco:v:43:y:2014:i:c:p:225-243)
  by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min
• What explain the short-term dynamics of the prices of CO2 emissions? (repec:eee:eneeco:v:46:y:2014:i:c:p:122-135)
  by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M.
• Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate (repec:eee:eneeco:v:48:y:2015:i:c:p:46-60)
  by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
• An empirical analysis of energy cost pass-through to CO2 emission prices (repec:eee:eneeco:v:49:y:2015:i:c:p:149-156)
  by Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M.
• On the relationships between CO2 emissions, energy consumption and income: The importance of time variation (repec:eee:eneeco:v:49:y:2015:i:c:p:629-638)
  by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sato, João Ricardo
• Conventional and solar cooling systems for Kuwait : An economic analysis (repec:eee:eneeco:v:6:y:1984:i:4:p:259-266)
  by Hammoudeh, Shawkat & Ayyash, Saud & Suri, R. K.
• World oil prices, precious metal prices and macroeconomy in Turkey (repec:eee:enepol:v:37:y:2009:i:12:p:5557-5566)
  by Soytas, Ugur & Sari, Ramazan & Hammoudeh, Shawkat & Hacihasanoglu, Erk
• Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks (repec:eee:enepol:v:38:y:2010:i:8:p:3922-3932)
  by Hammoudeh, Shawkat & Yuan, Yuan & Chiang, Thomas & Nandha, Mohan
• Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment (repec:eee:enepol:v:38:y:2010:i:8:p:4388-4399)
  by Choi, Kyongwook & Hammoudeh, Shawkat
• Energy prices and CO2 emission allowance prices: A quantile regression approach (repec:eee:enepol:v:70:y:2014:i:c:p:201-206)
  by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M.
• Economic analysis of energy management for cooling systems in Kuwait (repec:eee:energy:v:10:y:1985:i:6:p:721-725)
  by Ayyash, S. & Hammoudeh, S.
• Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets (repec:eee:finana:v:17:y:2008:i:1:p:47-63)
  by Hammoudeh, Shawkat & Li, Huimin
• Component structure for nonstationary time series: Application to benchmark oil prices (repec:eee:finana:v:17:y:2008:i:5:p:971-983)
  by Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A.
• Re-examining the dynamic causal oil-macroeconomy relationship (repec:eee:finana:v:19:y:2010:i:4:p:298-305)
  by Hammoudeh, Shawkat & Bhar, Ramaprasad & Thompson, Mark A.
• Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries (repec:eee:intfin:v:17:y:2007:i:3:p:231-245)
  by Hammoudeh, Shawkat & Choi, Kyongwook
• Investor herds and regime-switching: Evidence from Gulf Arab stock markets (repec:eee:intfin:v:23:y:2013:i:c:p:295-321)
  by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat
• A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries (repec:eee:intfin:v:27:y:2013:i:c:p:99-112)
  by Liu, Tengdong & Hammoudeh, Shawkat & Thompson, Mark A.
• How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests (repec:eee:intfin:v:28:y:2014:i:c:p:213-227)
  by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh
• Downside risk, portfolio diversification and the financial crisis in the euro-zone (repec:eee:intfin:v:32:y:2014:i:c:p:368-396)
  by Sarafrazi, Soodabeh & Hammoudeh, Shawkat & AraújoSantos, Paulo
• Financial linkages between US sector credit default swaps markets (repec:eee:intfin:v:33:y:2014:i:c:p:223-243)
  by Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong
• Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? (repec:eee:intfin:v:33:y:2014:i:c:p:367-378)
  by Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong
• Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis (repec:eee:intfin:v:34:y:2015:i:c:p:69-79)
  by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben
• Oil sensitivity and systematic risk in oil-sensitive stock indices (repec:eee:jebusi:v:57:y:2005:i:1:p:1-21)
  by Hammoudeh, Shawkat & Li, Huimin
• Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period (repec:eee:jimfin:v:44:y:2014:i:c:p:47-68)
  by Liu, Tengdong & Hammoudeh, Shawkat & Santos, Paulo Araújo
• Expectations, target zones, and oil price dynamics (repec:eee:jpolmo:v:17:y:1995:i:6:p:597-613)
  by Hammoudeh, Shawkat & Madan, Vibhas
• The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price (repec:eee:matcom:v:94:y:2013:i:c:p:277-294)
  by Hammoudeh, Shawkat & Sari, Ramazan & Uzunkaya, Mehmet & Liu, Tengdong
• Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (repec:eee:pacfin:v:30:y:2014:i:c:p:189-206)
  by Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong
• Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets (repec:eee:quaeco:v:49:y:2009:i:3:p:829-842)
  by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael
• Asymmetric convergence in US financial credit default swap sector index markets (repec:eee:quaeco:v:51:y:2011:i:4:p:408-418)
  by Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan
• Risk management of precious metals (repec:eee:quaeco:v:51:y:2011:i:4:p:435-441)
  by Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael
• Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (repec:eee:quaeco:v:52:y:2012:i:2:p:207-218)
  by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong
• Relationships among U.S. oil prices and oil industry equity indices (repec:eee:reveco:v:13:y:2004:i:4:p:427-453)
  by Hammoudeh, Shawkat & Dibooglu, Sel & Aleisa, Eisa
• Shock and volatility transmission in the oil, US and Gulf equity markets (repec:eee:reveco:v:16:y:2007:i:3:p:357-368)
  by Malik, Farooq & Hammoudeh, Shawkat
• Precious metals-exchange rate volatility transmissions and hedging strategies (repec:eee:reveco:v:19:y:2010:i:4:p:633-647)
  by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A.
• Commodities and financial variables: Analyzing relationships in a changing regime environment (repec:eee:reveco:v:20:y:2011:i:4:p:469-484)
  by Bhar, Ramaprasad & Hammoudeh, Shawkat
• Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries (repec:eee:reveco:v:27:y:2013:i:c:p:298-317)
  by Kim, Won Joong & Hammoudeh, Shawkat
• Patterns of volatility transmissions within regime switching across GCC and global markets (repec:eee:reveco:v:29:y:2014:i:c:p:512-524)
  by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo
• Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements (repec:eee:reveco:v:30:y:2014:i:c:p:101-119)
  by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
• Behavior of GCC stock markets and impacts of US oil and financial markets (repec:eee:riibaf:v:20:y:2006:i:1:p:22-44)
  by Hammoudeh, Shawkat & Choi, Kyongwook
• Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets (repec:eee:riibaf:v:21:y:2007:i:2:p:326-341)
  by Nandha, Mohan & Hammoudeh, Shawkat
• Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets (repec:ems:eureir:13780)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (repec:ems:eureir:17308)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (repec:ems:eureir:19449)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
• Risk management of precious metals (repec:ems:eureir:20166)
  by Hammoudeh, S.M. & Malik, F. & McAleer, M.J.
• Asymmetric Adjustment in the Ethanol and Grains Markets (repec:ems:eureir:22151)
  by Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J.
• Causality Between Market Liquidity and Depth for Energy and Grains (repec:ems:eureir:23115)
  by Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J.
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (repec:ems:eureir:23120)
  by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.
• The Dynamics of Energy-Grain Prices with Open Interest (repec:ems:eureir:23590)
  by Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J.
• Risk Management and Financial Derivatives: An Overview (repec:ems:eureir:32527)
  by Hammoudeh, S.M. & McAleer, M.J.
• External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime (repec:erg:wpaper:426)
  by Eisa A. Aleisa & Shawkat Hammoudeh & Yuan Yuan
• GCC Petrodollar Surpluses and the US Current Account Imbalance (repec:eyd:eyjrnl:v:20:y:2009:i:73:p:39-54)
  by Shawkat HAMMOUDEH & Ramazan SARI & Eisa ALESIA
• Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (repec:hal:wpaper:hal-00798033)
  by Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen
• On the short- and long-run efficiency of energy and precious metal markets (repec:hal:wpaper:hal-00798036)
  by Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani
• Do global factors impact BRICS stock markets? A quantile regression approach (repec:ipg:wpaper:2014-159)
  by Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen
• Dynamic spillovers among major energy and cereal commodity prices (repec:ipg:wpaper:2014-160)
  by Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon
• Energy prices and CO2 emission allowance prices: A quantile regression approach (repec:ipg:wpaper:2014-185)
  by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa
• China’s Monetary Policy and Commodity Prices (repec:ipg:wpaper:2014-298)
  by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa
• Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (repec:ipg:wpaper:2014-325)
  by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen
• Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (repec:ipg:wpaper:2014-389)
  by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen
• Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? (repec:ipg:wpaper:2014-436)
  by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
• US Monetary Policy and Commodity Sector Prices (repec:ipg:wpaper:2014-438)
  by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa
• Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management (repec:ipg:wpaper:2014-590)
  by Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (repec:kyo:wpaper:751)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Asymmetric Adjustments in the Ethanol and Grains Markets (repec:kyo:wpaper:752)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
• Risk Management of Precious Metals (repec:kyo:wpaper:765)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
• Causality Between Market Liquidity and Depth for Energy and Grains (repec:kyo:wpaper:769)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (repec:kyo:wpaper:772)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
• The Dynamics of Energy-Grain Prices with Open Interest (repec:kyo:wpaper:776)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
• Risk Management and Financial Derivatives:An Overview (repec:kyo:wpaper:816)
  by Michael McAleer & Shawkat Hammoudeh
• The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach (repec:mes:emfitr:v:49:y:2013:i:1:p:4-16)
  by Ramazan Sari & Mehmet Uzunkaya & Shawkat Hammoudeh
• What explains the short-term dynamics of the prices of CO2 emissions? (repec:nip:nipewp:04/2014)
  by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa
• Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices (repec:nip:nipewp:05/2014)
  by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa
• Energy prices and CO2 emission allowance prices: A quantile regression approach (repec:nip:nipewp:06/2014)
  by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa
• Modeling Exchange Rate and Industrial Commodity Volatility Transmissions (repec:pad:wpaper:0096)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty (repec:pre:wpaper:201338)
  by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne
• Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (repec:pre:wpaper:201351)
  by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
• Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? (repec:pre:wpaper:201381)
  by Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi
• Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test (repec:pre:wpaper:201384)
  by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta
• Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions (repec:pre:wpaper:201385)
  by Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta
• Forecasting the Price of Gold Using Dynamic Model Averaging (repec:pre:wpaper:201415)
  by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim
• Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? (repec:pre:wpaper:201433)
  by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
• Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting (repec:pre:wpaper:201456)
  by Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta
• Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes (repec:pre:wpaper:201480)
  by John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta
• Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks (repec:pre:wpaper:201481)
  by Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta
• Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? (repec:taf:apfiec:v:24:y:2014:i:17:p:1147-1157)
  by Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi
• Dynamics of CDS spread indexes of US financial sectors (repec:taf:applec:45:y:2013:i:2:p:213-223)
  by Shawkat Hammoudeh & Mohan Nandha & Yuan Yuan
• Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period (repec:taf:applec:v:46:y:2014:i:18:p:2167-2177)
  by Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen
• Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview (repec:tin:wpaper:20140076)
  by Shawkat Hammoudeh & Michael McAleer
• Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies (repec:tky:fseres:2009cf668)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (repec:tky:fseres:2009cf684)
  by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (repec:tky:fseres:2010cf741)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Risk Management of Precious Metals (repec:ucm:doicae:1104)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
• Causality Between Market Liquidity and Depth for Energy and Grains (repec:ucm:doicae:1110)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (repec:ucm:doicae:1112)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
• The Dynamics of Energy-Grain Prices with Open Interest (repec:ucm:doicae:1118)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
• Risk Management and Financial Derivatives: An Overview (repec:ucm:doicae:1208)
  by Shawkat Hammoudeh & Michael McAleer
• Asymmetric Adjustments in the Ethanol and Grains Markets (repec:ucm:doicae:1211)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
• Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview (repec:ucm:doicae:1417)
  by Shawkat Hammoudeh & Michael McAleer
• Do Oil-Rich GCC Countries Finance US Current Account Deficit? (repec:zbw:gdec08:38)
  by Hammoudeh, Shawkat & Sari, Ramazan & Alesia, Eisa