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Details about Shawkat Hammoudeh

Homepage:http://www.lebow.drexel.edu/hammoudehs/
Phone:1-215-895-6673
Postal address:3200 Market Street Philadelphia, PA 19104 U.S.A.
Workplace:School of Economics, LeBow College of Business, Drexel University, (more information at EDIRC)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Shawkat Hammoudeh.

Last updated 2015-07-25. Update your information in the RePEc Author Service.

Short-id: pha672


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Working Papers

2014

  1. Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014) Downloads
  2. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    Working Papers, University of Pretoria, Department of Economics View citations (6)
  3. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (21)
  4. Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
    Working Papers, Department of Research, Ipag Business School Downloads View citations (14)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (1)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  5. China’s Monetary Policy and Commodity Prices
    Working Papers, Department of Research, Ipag Business School Downloads View citations (13)
  6. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
    Working Papers, Department of Research, Ipag Business School Downloads View citations (15)
    See also Journal Article in Energy Economics (2014)
  7. Do global factors impact BRICS stock markets? A quantile regression approach
    Working Papers, Department of Research, Ipag Business School Downloads View citations (92)
    See also Journal Article in Emerging Markets Review (2014)
  8. Dynamic spillovers among major energy and cereal commodity prices
    Working Papers, Department of Research, Ipag Business School Downloads View citations (71)
    See also Journal Article in Energy Economics (2014)
  9. Energy prices and CO2 emission allowance prices: A quantile regression approach
    Working Papers, Department of Research, Ipag Business School Downloads View citations (40)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2014) Downloads View citations (23)

    See also Journal Article in Energy Policy (2014)
  10. Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  11. Forecasting the Price of Gold Using Dynamic Model Averaging
    Working Papers, University of Pretoria, Department of Economics View citations (10)
  12. Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  13. Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  14. US Monetary Policy and Commodity Sector Prices
    Working Papers, Department of Research, Ipag Business School Downloads View citations (18)
  15. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Working Papers, Department of Research, Ipag Business School Downloads View citations (101)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (100)

    See also Journal Article in Energy Economics (2014)
  16. What explains the short-term dynamics of the prices of CO2 emissions?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (28)
    See also Journal Article in Energy Economics (2014)

2013

  1. Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Applied Financial Economics (2014)
  2. Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
    Working Papers, University of Pretoria, Department of Economics
  3. Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The North American Journal of Economics and Finance (2014)
  4. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    Working Papers, HAL Downloads View citations (4)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  5. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL Downloads View citations (15)
    See also Journal Article in Energy Economics (2013)
  6. Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
    Working Papers, University of Pretoria, Department of Economics View citations (3)

2012

  1. Asymmetric Adjustments in the Ethanol and Grains Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (12)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads

    See also Journal Article in Energy Economics (2012)
  2. Risk Management and Financial Derivatives: An Overview
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads

    See also Journal Article in The North American Journal of Economics and Finance (2013)

2011

  1. Causality Between Market Liquidity and Depth for Energy and Grains
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)

    See also Journal Article in Energy Economics (2012)
  2. Risk Management of Precious Metals
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (48)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (63)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads

    See also Journal Article in The Quarterly Review of Economics and Finance (2011)
  3. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (2)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads

    See also Journal Article in Energy Economics (2013)
  4. The Dynamics of Energy-Grain Prices with Open Interest
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)

2010

  1. Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (2)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (2)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (1)

2009

  1. Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (1)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (1)
  2. Modeling Exchange Rate and Industrial Commodity Volatility Transmissions
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" Downloads View citations (4)
  3. Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (43)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (5)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (1)

    See also Journal Article in International Review of Economics & Finance (2010)

2008

  1. Do Oil-Rich GCC Countries Finance US Current Account Deficit?
    Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics Downloads
  2. External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime
    Working Papers, Economic Research Forum Downloads
  3. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (40)
    See also Journal Article in The Quarterly Review of Economics and Finance (2009)

Journal Articles

2015

  1. An empirical analysis of energy cost pass-through to CO2 emission prices
    Energy Economics, 2015, 49, (C), 149-156 Downloads View citations (9)
  2. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 69-79 Downloads View citations (21)
  3. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
    The North American Journal of Economics and Finance, 2015, 31, (C), 311-329 Downloads View citations (20)
  4. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation
    Energy Economics, 2015, 49, (C), 629-638 Downloads View citations (36)
  5. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
    Energy Economics, 2015, 48, (C), 46-60 Downloads View citations (18)

2014

  1. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 367-378 Downloads View citations (17)
    See also Working Paper (2014)
  2. Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
    Applied Financial Economics, 2014, 24, (17), 1147-1157 Downloads View citations (7)
    See also Working Paper (2013)
  3. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
    Energy Economics, 2014, 42, (C), 332-342 Downloads View citations (15)
    See also Working Paper (2014)
  4. Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    Emerging Markets Review, 2014, 21, (C), 183-200 Downloads View citations (20)
  5. Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
    The North American Journal of Economics and Finance, 2014, 29, (C), 22-35 Downloads View citations (15)
  6. Do global factors impact BRICS stock markets? A quantile regression approach
    Emerging Markets Review, 2014, 19, (C), 1-17 Downloads View citations (94)
    See also Working Paper (2014)
  7. Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
    Journal of International Money and Finance, 2014, 44, (C), 47-68 Downloads View citations (3)
  8. Downside risk, portfolio diversification and the financial crisis in the euro-zone
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 368-396 Downloads View citations (5)
  9. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
    Pacific-Basin Finance Journal, 2014, 30, (C), 189-206 Downloads View citations (42)
  10. Dynamic spillovers among major energy and cereal commodity prices
    Energy Economics, 2014, 43, (C), 225-243 Downloads View citations (78)
    See also Working Paper (2014)
  11. Energy prices and CO2 emission allowance prices: A quantile regression approach
    Energy Policy, 2014, 70, (C), 201-206 Downloads View citations (42)
    See also Working Paper (2014)
  12. Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets
    Economic Modelling, 2014, 41, (C), 365-374 Downloads View citations (2)
  13. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 Downloads View citations (10)
  14. Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
    The North American Journal of Economics and Finance, 2014, 28, (C), 170-189 Downloads View citations (9)
    See also Working Paper (2013)
  15. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
    Energy Economics, 2014, 42, (C), 343-354 Downloads View citations (33)
  16. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 213-227 Downloads View citations (46)
  17. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
    Applied Economics, 2014, 46, (18), 2167-2177 Downloads View citations (52)
  18. Patterns of volatility transmissions within regime switching across GCC and global markets
    International Review of Economics & Finance, 2014, 29, (C), 512-524 Downloads View citations (18)
  19. 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
    International Review of Economics & Finance, 2014, 30, (C), 101-119 Downloads View citations (17)
  20. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Energy Economics, 2014, 41, (C), 1-18 Downloads View citations (113)
    See also Working Paper (2014)
  21. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
    The North American Journal of Economics and Finance, 2014, 29, (C), 418-440 Downloads View citations (28)
  22. What explain the short-term dynamics of the prices of CO2 emissions?
    Energy Economics, 2014, 46, (C), 122-135 Downloads View citations (39)
    See also Working Paper (2014)

2013

  1. A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 99-112 Downloads View citations (10)
  2. A time-varying copula approach to oil and stock market dependence: The case of transition economies
    Energy Economics, 2013, 39, (C), 208-221 Downloads View citations (61)
  3. Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
    The North American Journal of Economics and Finance, 2013, 25, (C), 318-334 Downloads View citations (43)
  4. Dynamics of CDS spread indexes of US financial sectors
    Applied Economics, 2013, 45, (2), 213-223 Downloads View citations (10)
  5. High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
    The North American Journal of Economics and Finance, 2013, 26, (C), 487-496 Downloads View citations (7)
  6. Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries
    International Review of Economics & Finance, 2013, 27, (C), 298-317 Downloads View citations (11)
  7. Investor herds and regime-switching: Evidence from Gulf Arab stock markets
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 295-321 Downloads View citations (48)
  8. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 Downloads View citations (13)
    See also Working Paper (2013)
  9. Risk management and financial derivatives: An overview
    The North American Journal of Economics and Finance, 2013, 25, (C), 109-115 Downloads View citations (16)
    See also Working Paper (2012)
  10. Risk spillovers in oil-related CDS, stock and credit markets
    Energy Economics, 2013, 36, (C), 526-535 Downloads View citations (22)
    See also Working Paper (2011)
  11. The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach
    Emerging Markets Finance and Trade, 2013, 49, (1), 4-16 Downloads View citations (6)
  12. The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 277-294 Downloads View citations (21)

2012

  1. Asymmetric adjustments in the ethanol and grains markets
    Energy Economics, 2012, 34, (6), 1990-2002 Downloads View citations (14)
    See also Working Paper (2012)
  2. Causality between market liquidity and depth for energy and grains
    Energy Economics, 2012, 34, (5), 1683-1692 Downloads View citations (19)
    See also Working Paper (2011)
  3. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 207-218 Downloads View citations (82)
    See also Working Paper (2013)
  4. SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-†
    Contemporary Economic Policy, 2012, 30, (4), 584-602 Downloads View citations (3)

2011

  1. Asymmetric convergence and risk shift in the TED spreads
    The North American Journal of Economics and Finance, 2011, 22, (3), 277-297 Downloads View citations (1)
  2. Asymmetric convergence in US financial credit default swap sector index markets
    The Quarterly Review of Economics and Finance, 2011, 51, (4), 408-418 Downloads View citations (9)
  3. Commodities and financial variables: Analyzing relationships in a changing regime environment
    International Review of Economics & Finance, 2011, 20, (4), 469-484 Downloads View citations (21)
  4. Financial CDS, stock market and interest rates: Which drives which?
    The North American Journal of Economics and Finance, 2011, 22, (3), 257-276 Downloads View citations (25)
  5. Risk management of precious metals
    The Quarterly Review of Economics and Finance, 2011, 51, (4), 435-441 Downloads View citations (63)
    See also Working Paper (2011)

2010

  1. Asymmetric Adjustments in Oil and Metals Markets
    The Energy Journal, 2010, Volume 31, (Number 4), 183-204 Downloads View citations (15)
  2. Dynamics of oil price, precious metal prices, and exchange rate
    Energy Economics, 2010, 32, (2), 351-362 Downloads View citations (169)
  3. Precious metals-exchange rate volatility transmissions and hedging strategies
    International Review of Economics & Finance, 2010, 19, (4), 633-647 Downloads View citations (105)
    See also Working Paper (2009)
  4. Re-examining the dynamic causal oil-macroeconomy relationship
    International Review of Financial Analysis, 2010, 19, (4), 298-305 Downloads View citations (7)
  5. Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks
    Energy Policy, 2010, 38, (8), 3922-3932 Downloads View citations (14)
  6. Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
    Energy Policy, 2010, 38, (8), 4388-4399 Downloads View citations (138)

2009

  1. GCC Petrodollar Surpluses and the US Current Account Imbalance
    Ekonomik Yaklasim, 2009, 20, (73), 39-54 Downloads
  2. Long Memory in Oil and Refined Products Markets
    The Energy Journal, 2009, Volume 30, (Number 2), 97-116 Downloads View citations (41)
  3. RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK
    Contemporary Economic Policy, 2009, 27, (2), 251-264 Downloads View citations (27)
  4. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
    The Quarterly Review of Economics and Finance, 2009, 49, (3), 829-842 Downloads View citations (69)
    See also Working Paper (2008)
  5. World oil prices, precious metal prices and macroeconomy in Turkey
    Energy Policy, 2009, 37, (12), 5557-5566 Downloads View citations (91)

2008

  1. Component structure for nonstationary time series: Application to benchmark oil prices
    International Review of Financial Analysis, 2008, 17, (5), 971-983 Downloads View citations (14)
  2. Metal volatility in presence of oil and interest rate shocks
    Energy Economics, 2008, 30, (2), 606-620 Downloads View citations (142)
  3. Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets
    International Review of Financial Analysis, 2008, 17, (1), 47-63 Downloads View citations (69)
  4. Threshold Cointegration Analysis of Crude Oil Benchmarks
    The Energy Journal, 2008, Volume 29, (Number 4), 79-96 Downloads View citations (38)

2007

  1. Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (3), 231-245 Downloads View citations (36)
  2. Shock and volatility transmission in the oil, US and Gulf equity markets
    International Review of Economics & Finance, 2007, 16, (3), 357-368 Downloads View citations (116)
  3. Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets
    Research in International Business and Finance, 2007, 21, (2), 326-341 Downloads View citations (22)

2006

  1. Behavior of GCC stock markets and impacts of US oil and financial markets
    Research in International Business and Finance, 2006, 20, (1), 22-44 Downloads View citations (44)
  2. Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices
    The Energy Journal, 2006, Volume 27, (Number 3), 9-24 Downloads View citations (18)

2005

  1. Oil sensitivity and systematic risk in oil-sensitive stock indices
    Journal of Economics and Business, 2005, 57, (1), 1-21 Downloads View citations (74)

2004

  1. Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures
    Contemporary Economic Policy, 2004, 22, (2), 250-269 Downloads View citations (117)
  2. Relationships among U.S. oil prices and oil industry equity indices
    International Review of Economics & Finance, 2004, 13, (4), 427-453 Downloads View citations (117)
  3. The impact of the Asian crisis on the behavior of US and international petroleum prices
    Energy Economics, 2004, 26, (1), 135-160 Downloads View citations (37)

2003

  1. Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
    The North American Journal of Economics and Finance, 2003, 14, (1), 89-114 Downloads View citations (59)

2002

  1. An empirical exploration of the world oil price under the target zone model
    Energy Economics, 2002, 24, (6), 577-596 Downloads View citations (26)

1995

  1. Expectations, target zones, and oil price dynamics
    Journal of Policy Modeling, 1995, 17, (6), 597-613 Downloads View citations (9)

1994

  1. Escaping the tolerance trap: Implications of rigidity in OPEC's output adjustment mechanism
    Energy Economics, 1994, 16, (1), 3-8 Downloads View citations (1)

1992

  1. The dynamic stability of OPEC's oil price mechanism
    Energy Economics, 1992, 14, (1), 65-71 Downloads View citations (3)

1985

  1. Economic analysis of energy management for cooling systems in Kuwait
    Energy, 1985, 10, (6), 721-725 Downloads View citations (1)

1984

  1. Conventional and solar cooling systems for Kuwait: An economic analysis
    Energy Economics, 1984, 6, (4), 259-266 Downloads

1979

  1. The future oil price behaviour of OPEC and Saudi Arabia: A survey of optimization models
    Energy Economics, 1979, 1, (3), 156-166 Downloads
 
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