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Details about Basel Awartani

Workplace:Westminster Business School, University of Westminster, (more information at EDIRC)
Economic Research Forum (ERF), (more information at EDIRC)

Access statistics for papers by Basel Awartani.

Last updated 2019-01-16. Update your information in the RePEc Author Service.

Short-id: paw37

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Working Papers


  1. Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (2)
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) Downloads View citations (2)

Journal Articles


  1. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management
    Journal of Asset Management, 2018, 19, (6), 394-412 Downloads View citations (9)


  1. Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries
    Energy Economics, 2017, 68, (C), 440-453 Downloads View citations (46)


  1. Corporate debt maturity in the MENA region: Does institutional quality matter?
    International Review of Financial Analysis, 2016, 46, (C), 309-325 Downloads View citations (13)
  2. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
    Energy Economics, 2016, 56, (C), 205-214 Downloads View citations (36)
  3. Dynamic transmissions between Sukuk and bond markets
    Research in International Business and Finance, 2016, 38, (C), 246-261 Downloads View citations (15)
  4. Institutions and corporate capital structure in the MENA region
    Emerging Markets Review, 2016, 26, (C), 99-129 Downloads View citations (33)
  5. Oil price uncertainty and equity returns: Evidence from oil importing and exporting countries in the MENA region
    Journal of Financial Economic Policy, 2016, 8, (1), 64-79 Downloads View citations (8)
  6. The connectedness between crude oil and financial markets: Evidence from implied volatility indices
    Journal of Commodity Markets, 2016, 4, (1), 56-69 Downloads View citations (38)
  7. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
    Energy Economics, 2016, 57, (C), 78-93 Downloads View citations (149)


  1. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis
    The Quarterly Review of Economics and Finance, 2015, 56, (C), 123-138 Downloads View citations (17)


  1. Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries
    Research in International Business and Finance, 2014, 30, (C), 126-147 Downloads View citations (9)
  2. The effect of market structure, regulation, and risk on banks efficiency: Evidence from the Gulf cooperation council countries
    Journal of Economic Studies, 2014, 41, (3), 405-430 Downloads View citations (6)


  1. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 224-242 Downloads View citations (19)
  2. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
    Energy Economics, 2013, 36, (C), 28-42 Downloads View citations (161)


  1. Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach
    Research in International Business and Finance, 2012, 26, (2), 181-195 Downloads View citations (13)
  2. Modeling and Forecasting Value-at-Risk in the UAE Stock Markets: The Role of Long Memory, Fat Tails and Asymmetries in Return Innovations
    Review of Middle East Economics and Finance, 2012, 8, (1), 1-22 Downloads View citations (1)
  3. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
    Applied Financial Economics, 2012, 22, (10), 837-848 Downloads View citations (9)


  1. Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
    Journal of Business & Economic Statistics, 2009, 27, (2), 251-265 Downloads View citations (12)


  1. Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
    Journal of Forecasting, 2008, 27, (3), 267-278 Downloads


  1. Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
    International Journal of Forecasting, 2005, 21, (1), 167-183 Downloads View citations (66)
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