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Shawkat Hammoudeh - Publications

Affiliations: 
Economics (LeBow College of Business) Drexel University, Philadelphia, PA, United States 
Area:
Finance, General Economics
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188 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2021 Tanin TI, Sarker A, Hammoudeh S, Shahbaz M. Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic? Journal of Economic Behavior & Organization. 191: 214-235. PMID 34602683 DOI: 10.1016/j.jebo.2021.09.003  0.521
2021 Trabelsi N, Gozgor G, Tiwari AK, Hammoudeh S. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. Research in International Business and Finance. 55: 101316. PMID 34173411 DOI: 10.1016/j.ribaf.2020.101316  0.459
2020 Shahbaz M, Kablan S, Hammoudeh S, Nasir MA, Kontoleon A. Environmental implications of increased US oil production and liberal growth agenda in post -Paris Agreement era. Journal of Environmental Management. 271: 110785. PMID 32778253 DOI: 10.1016/J.Jenvman.2020.110785  0.448
2020 Destek MA, Shahbaz M, Okumus I, Hammoudeh S, Sinha A. The relationship between economic growth and carbon emissions in G-7 countries: evidence from time-varying parameters with a long history. Environmental Science and Pollution Research International. PMID 32424763 DOI: 10.1007/S11356-020-09189-Y  0.356
2020 Elheddad M, Djellouli N, Tiwari AK, Hammoudeh S. The relationship between energy consumption and fiscal decentralization and the importance of urbanization: Evidence from Chinese provinces. Journal of Environmental Management. 264: 110474. PMID 32250901 DOI: 10.1016/J.Jenvman.2020.110474  0.367
2020 Dogan B, Madaleno M, Tiwari AK, Hammoudeh S. Impacts of export quality on environmental degradation: does income matter? Environmental Science and Pollution Research International. PMID 32030594 DOI: 10.1007/S11356-019-07371-5  0.36
2020 Jena SK, Tiwari AK, Hammoudeh S, Shahbaz M. Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter? The World Economy. 43: 2263-2284. DOI: 10.1111/Twec.12830  0.591
2020 Zeqiraj V, Hammoudeh S, Iskenderoglu O, Tiwari AK. Banking sector performance and economic growth: evidence from Southeast European countries Post-Communist Economies. 32: 267-284. DOI: 10.1080/14631377.2019.1640988  0.391
2020 Trabelsi N, Gozgor G, Tiwari AK, Hammoudeh S. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management Research in International Business and Finance. 101316. DOI: 10.1016/J.Ribaf.2020.101316  0.545
2020 Mokni K, Hammoudeh S, Ajmi AN, Youssef M. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price Resources Policy. 69: 101819. DOI: 10.1016/J.Resourpol.2020.101819  0.509
2020 Pradhan AK, Mishra BR, Tiwari AK, Hammoudeh S. Macroeconomic factors and frequency domain causality between Gold and Silver returns in India Resources Policy. 68: 101744. DOI: 10.1016/J.Resourpol.2020.101744  0.407
2020 Khalfaoui R, Padhan H, Tiwari AK, Hammoudeh S. Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India Resources Policy. 68: 101743. DOI: 10.1016/J.Resourpol.2020.101743  0.515
2020 Mensi W, Hammoudeh S, Rehman MU, Al-Maadid AAS, Kang SH. Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets The North American Journal of Economics and Finance. 51: 101086. DOI: 10.1016/J.Najef.2019.101086  0.471
2020 Padhan H, Padhang PC, Tiwari AK, Ahmed R, Hammoudeh S. Renewable energy consumption and robust globalization(s) in OECD countries: Do oil, carbon emissions and economic activity matter? Energy Strategy Reviews. 32: 100535. DOI: 10.1016/J.Esr.2020.100535  0.442
2020 Hammoudeh S, Ajmi AN, Mokni K. Relationship between green bonds and financial and environmental variables: A novel time-varying causality Energy Economics. 92: 104941. DOI: 10.1016/J.Eneco.2020.104941  0.355
2020 Agnello L, Castro V, Hammoudeh S, Sousa RM. Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases Energy Economics. 90: 104862. DOI: 10.1016/J.Eneco.2020.104862  0.537
2020 Naifar N, Shahzad SJH, Hammoudeh S. Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries Energy Economics. 88: 104747. DOI: 10.1016/J.Eneco.2020.104747  0.594
2020 Tiwari AK, Nasreen S, Shahbaz M, Hammoudeh S. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals Energy Economics. 85: 104529. DOI: 10.1016/J.Eneco.2019.104529  0.5
2020 Mensi W, Hammoudeh S, Tiwari AK, Al-Yahyaee KH. Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models Economic Systems. 44: 100739. DOI: 10.1016/J.Ecosys.2019.100739  0.483
2020 Tiwari AK, Raheem ID, Bozoklu S, Hammoudeh S. The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis International Journal of Finance & Economics. DOI: 10.1002/Ijfe.2231  0.569
2020 Paramati SR, Alam S, Hammoudeh S, Hafeez K. Long‐run relationship between R&D investment and environmental sustainability: Evidence from the European Union member countries International Journal of Finance & Economics. DOI: 10.1002/Ijfe.2093  0.31
2019 Hyun J, Kim W, Hammoudeh S. A Factor-augmented VAR Analysis of Business Cycle and Inflation Synchronizations in GCC Member Countries Korea International Trade Research Institute. 15: 43-72. DOI: 10.16980/Jitc.15.3.201906.43  0.33
2019 Hammoudeh S, Yoon S, Kutan A. Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors Journal of Economic Studies. 46: 777-795. DOI: 10.1108/Jes-05-2018-0175  0.422
2019 Al-Jarrah IMW, Al-Abdulqader K, Hammoudeh S. How Do Bank Features and Global Crises Affect Scale Economies? Evidence from the Banking Sectors of Oil-Rich GCC Emerging Markets Emerging Markets Finance and Trade. 1-23. DOI: 10.1080/1540496X.2019.1602765  0.541
2019 Saeed A, Sameer M, Raziq MM, Salman A, Hammoudeh S. Board Gender Diversity and Organizational Determinants: Empirical Evidence from a Major Developing Country Emerging Markets Finance and Trade. 55: 1803-1820. DOI: 10.1080/1540496X.2018.1496421  0.341
2019 Hernandez JA, Al-Yahyaee KH, Hammoudeh S, Mensi W. Tail dependence risk exposure and diversification potential of Islamic and conventional banks Applied Economics. 51: 4856-4869. DOI: 10.1080/00036846.2019.1602716  0.404
2019 Nasir MA, Al-Emadi AA, Shahbaz M, Hammoudeh S. Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis Resources Policy. 61: 166-179. DOI: 10.1016/J.Resourpol.2019.01.019  0.511
2019 Shahzad SJH, Mensi W, Hammoudeh S, Sohail A, Al-Yahyaee KH. Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches Resources Policy. 62: 602-615. DOI: 10.1016/J.Resourpol.2018.11.008  0.472
2019 Mensi W, Hammoudeh S, Al-Jarrah IMW, Al-Yahyaee KH, Kang SH. Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks Journal of International Financial Markets, Institutions and Money. 60: 68-88. DOI: 10.1016/J.Intfin.2018.12.011  0.653
2019 Shahbaz M, Mahalik MK, Shahzad SJH, Hammoudeh S. Testing the globalization-driven carbon emissions hypothesis: International evidence International Economics. 158: 25-38. DOI: 10.1016/J.Inteco.2019.02.002  0.345
2019 Mensi W, Shahzad SJH, Hammoudeh S, Hkiri B, Yahyaee KHA. Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach Finance Research Letters. 29: 101-110. DOI: 10.1016/J.Frl.2019.03.007  0.584
2019 Balcilar M, Demirer R, Hammoudeh S. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets Energy Policy. 134: 110931. DOI: 10.1016/J.Enpol.2019.110931  0.626
2019 Solarin SA, Shahbaz M, Hammoudeh S. Sustainable economic development in China: Modelling the role of hydroelectricity consumption in a multivariate framework Energy. 168: 516-531. DOI: 10.1016/J.Energy.2018.11.061  0.441
2019 Bouoiyour J, Selmi R, Hammoudeh S, Wohar ME. What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? Energy Economics. 84: 104523. DOI: 10.1016/J.Eneco.2019.104523  0.529
2019 Tiwari AK, Trabelsi N, Alqahtani F, Hammoudeh S. Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look Energy Economics. 83: 445-466. DOI: 10.1016/J.Eneco.2019.07.014  0.633
2019 Shahbaz M, Gozgor G, Hammoudeh S. Human capital and export diversification as new determinants of energy demand in the United States Energy Economics. 78: 335-349. DOI: 10.1016/J.Eneco.2018.11.016  0.393
2019 Jena SK, Tiwari AK, Hammoudeh S, Roubaud D. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests Energy Economics. 78: 615-628. DOI: 10.1016/J.Eneco.2018.11.013  0.62
2019 Jana RK, Tiwari AK, Hammoudeh S. The Inefficiency of Litecoin: A Dynamic Analysis Journal of Quantitative Economics. 17: 447-457. DOI: 10.1007/S40953-018-0149-0  0.45
2019 Abbas G, Hammoudeh S, Shahzad SJH, Wang S, Wei Y. Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries Journal of Systems Science and Systems Engineering. 28: 1-36. DOI: 10.1007/S11518-018-5371-Y  0.626
2019 Naifar N, Hammoudeh S, Tiwari AK. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach Computational Economics. 54: 507-534. DOI: 10.1007/S10614-018-9838-1  0.505
2019 Shahbaz M, Mahalik MK, Shahzad SJH, Hammoudeh S. Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method International Journal of Finance & Economics. 24: 540-557. DOI: 10.1002/Ijfe.1678  0.344
2018 Saeed A, Ding Y, Hammoudeh S, Ahmad I. Taxing impact of terrorism on global economic openness of developed and developing countries Acta Oeconomica. 68: 311-335. DOI: 10.1556/032.2018.68.3.1  0.408
2018 Aloui C, Hkiri B, Hammoudeh S, Shahbaz M. A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia Emerging Markets Finance and Trade. 54: 935-956. DOI: 10.1080/1540496X.2017.1423469  0.522
2018 Shahzad SJH, Ferrer R, Hammoudeh S, Jammazi R. Industry-level determinants of the linkage between credit and stock markets Applied Economics. 50: 5277-5301. DOI: 10.1080/00036846.2018.1486986  0.507
2018 Bekiros SD, Hammoudeh S, Jammazi R, Nguyen DK. Sovereign bond market dependencies and crisis transmission around the Eurozone debt crisis : a dynamic copula approach Applied Economics. 50: 5031-5049. DOI: 10.1080/00036846.2018.1470313  0.538
2018 Shahbaz M, Mallick H, Mahalik MK, Hammoudeh S. Is globalization detrimental to financial development? Further evidence from a very large emerging economy with significant orientation towards policies Applied Economics. 50: 574-595. DOI: 10.1080/00036846.2017.1324615  0.41
2018 Mukarram SS, Saeed A, Hammoudeh S, Raziq MM. Women on Indian boards and market performance: a role-congruity theory perspective Asian Business & Management. 17: 4-36. DOI: 10.1057/S41291-018-0030-1  0.462
2018 Hkiri B, Hammoudeh S, Aloui C, Shahbaz M. The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences International Review of Economics & Finance. 57: 237-257. DOI: 10.1016/J.Iref.2018.01.011  0.423
2018 Solarin SA, Hammoudeh S, Shahbaz M. Influence of economic factors on disaggregated Islamic banking deposits: Evidence with structural breaks in Malaysia Journal of International Financial Markets, Institutions and Money. 55: 13-28. DOI: 10.1016/J.Intfin.2018.02.007  0.302
2018 Shahzad SJH, Mensi W, Hammoudeh S, Balcilar M, Shahbaz M. Distribution specific dependence and causality between industry-level U.S. credit and stock markets Journal of International Financial Markets, Institutions and Money. 52: 114-133. DOI: 10.1016/J.Intfin.2017.09.025  0.574
2018 Alam MS, Miah MD, Hammoudeh S, Tiwari AK. The nexus between access to electricity and labour productivity in developing countries Energy Policy. 122: 715-726. DOI: 10.1016/J.Enpol.2018.08.009  0.373
2018 Hammoudeh S, Reboredo JC. Oil price dynamics and market-based inflation expectations Energy Economics. 75: 484-491. DOI: 10.1016/J.Eneco.2018.09.011  0.61
2018 Balcilar M, Hammoudeh S, Toparli EA. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach Energy Economics. 74: 813-827. DOI: 10.1016/J.Eneco.2018.07.027  0.592
2018 Selmi R, Mensi W, Hammoudeh S, Bouoiyour J. Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold Energy Economics. 74: 787-801. DOI: 10.1016/J.Eneco.2018.07.007  0.571
2018 Shahbaz M, Lahiani A, Abosedra S, Hammoudeh S. The Role of Globalization in Energy Consumption: A Quantile Cointegrating Regression Approach Energy Economics. 71: 161-170. DOI: 10.1016/J.Eneco.2018.02.009  0.359
2018 Sayari N, Sari R, Hammoudeh S. The impact of value added components of GDP and FDI on economic freedom in Europe Economic Systems. 42: 282-294. DOI: 10.1016/J.Ecosys.2017.03.003  0.38
2018 Shahbaz M, Shahzad SJH, Mahalik MK, Hammoudeh S. Does Globalisation Worsen Environmental Quality in Developed Economies Environmental Modeling & Assessment. 23: 141-156. DOI: 10.1007/S10666-017-9574-2  0.37
2017 Al-Jarrah IM, Al-Abdulqader KS, Hammoudeh S. Cost-efficiency and financial and geographical characteristics of banking sectors in the MENA countries Applied Economics. 49: 3523-3537. DOI: 10.1080/00036846.2016.1262524  0.376
2017 Hernandez JA, Hammoudeh S, Nguyen DK, Janabi MAMA, Reboredo JC. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach Applied Economics. 49: 2409-2427. DOI: 10.1080/00036846.2016.1240346  0.55
2017 Hkiri B, Hammoudeh S, Aloui C, Yarovaya L. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods Pacific-Basin Finance Journal. 43: 124-150. DOI: 10.1016/J.Pacfin.2017.03.001  0.573
2017 Mensi W, Hammoudeh S, Kang SH. Risk spillovers and portfolio management between developed and BRICS stock markets The North American Journal of Economics and Finance. 41: 133-155. DOI: 10.1016/J.Najef.2017.03.006  0.613
2017 Mensi W, Hammoudeh S, Shahzad SJH, Shahbaz M. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method Journal of Banking and Finance. 75: 258-279. DOI: 10.1016/J.Jbankfin.2016.11.017  0.632
2017 Shahzad SJH, Nor SM, Hammoudeh S, Shahbaz M. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants International Review of Economics & Finance. 47: 46-61. DOI: 10.1016/J.Iref.2016.10.005  0.567
2017 Mensi W, Shahzad SJH, Hammoudeh S, Al-Yahyaee KH. Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia International Economics. 156: 15-30. DOI: 10.1016/J.Inteco.2017.10.003  0.437
2017 Mensi W, Hammoudeh S, Kang SH. Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis Finance Research Letters. 21: 26-33. DOI: 10.1016/J.Frl.2016.11.016  0.599
2017 Shahbaz M, Solarin SA, Hammoudeh S, Shahzad SJH. Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States Energy Economics. 68: 548-565. DOI: 10.1016/J.Eneco.2017.10.004  0.377
2017 Shahzad SJH, Naifar N, Hammoudeh S, Roubaud D. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis Energy Economics. 68: 327-339. DOI: 10.1016/J.Eneco.2017.10.001  0.487
2017 Mensi W, Hammoudeh S, Shahzad SJH, Al-Yahyaee KH, Shahbaz M. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas Energy Economics. 67: 476-495. DOI: 10.1016/J.Eneco.2017.08.036  0.557
2017 Mensi W, Hammoudeh S, Al-Jarrah IMW, Sensoy A, Kang SH. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications Energy Economics. 67: 454-475. DOI: 10.1016/J.Eneco.2017.08.031  0.553
2017 Shahbaz M, Shafiullah M, Papavassiliou VG, Hammoudeh S. The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries Energy Economics. 65: 183-193. DOI: 10.1016/J.Eneco.2017.05.007  0.364
2017 Khalifa A, Caporin M, Hammoudeh S. The relationship between oil prices and rig counts: The importance of lags Energy Economics. 63: 213-226. DOI: 10.1016/J.Eneco.2017.01.015  0.532
2017 Kim WJ, Hammoudeh S, Hyun JS, Gupta R. Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks Energy Economics. 62: 61-69. DOI: 10.1016/J.Eneco.2016.12.007  0.509
2017 Shahbaz M, Nasreen S, Ahmed K, Hammoudeh S. Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels Energy Economics. 61: 221-232. DOI: 10.1016/J.Eneco.2016.11.008  0.397
2017 Agnello L, Castro V, Hammoudeh S, Sousa RM. Spillovers from the oil sector to the housing market cycle Energy Economics. 61: 209-220. DOI: 10.1016/J.Eneco.2016.11.004  0.548
2017 Shahzad SJH, Mensi W, Hammoudeh S, Rehman MU, Al-Yahyaee KH. Extreme dependence and risk spillovers between oil and Islamic stock markets Emerging Markets Review. 34: 42-63. DOI: 10.1016/J.Ememar.2017.10.003  0.634
2017 Mensi W, Shahzad SJH, Hammoudeh S, Zeitun R, Rehman MU. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach Emerging Markets Review. 32: 130-147. DOI: 10.1016/J.Ememar.2017.06.002  0.597
2017 Shahzad SJH, Nor SM, Ferrer R, Hammoudeh S. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach Economic Modelling. 60: 211-230. DOI: 10.1016/J.Econmod.2016.09.003  0.489
2016 Hammoudeh S, Kang SH, Mensi W, Nguyen DK. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting The World Economy. 39: 1703-1727. DOI: 10.1111/Twec.12433  0.611
2016 Mensi W, Hammoudeh S, Yoon SM, Nguyen DK. Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models Review of International Economics. 24: 1-19. DOI: 10.1111/Roie.12201  0.617
2016 Hammoudeh S, Kim WJ, Sarafrazi S. Sources of Fluctuations in Islamic, U.S., EU, and Asia Equity Markets: The Roles of Economic Uncertainty, Interest Rates, and Stock Indexes Emerging Markets Finance and Trade. 52: 1195-1209. DOI: 10.1080/1540496X.2014.998561  0.793
2016 Mensi W, Hammoudeh S, Sensoy A, Yoon SM. Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes Applied Economics. 1-24. DOI: 10.1080/00036846.2016.1240349  0.515
2016 Mensi W, Hammoudeh S, Yoon SM, Balcilar M. Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching Applied Economics. 1-18. DOI: 10.1080/00036846.2016.1217305  0.657
2016 Hkiri B, Hammoudeh S, Aloui C. Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons Applied Economics. 1-20. DOI: 10.1080/00036846.2016.1161723  0.467
2016 Naifar N, Hammoudeh S. Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? Pacific Basin Finance Journal. 39: 57-69. DOI: 10.1016/J.Pacfin.2016.05.016  0.61
2016 Khalifa AAA, Otranto E, Hammoudeh S, Ramchander S. Volatility transmission across currencies and commodities with US uncertainty measures North American Journal of Economics and Finance. 37: 63-83. DOI: 10.1016/J.Najef.2016.01.005  0.5
2016 Lahiani A, Hammoudeh S, Gupta R. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting International Review of Economics and Finance. 43: 443-456. DOI: 10.1016/J.Iref.2016.01.007  0.42
2016 Mensi W, Hammoudeh S, Nguyen DK, Kang SH. Global financial crisis and spillover effects among the U.S. and BRICS stock markets International Review of Economics and Finance. 42: 257-276. DOI: 10.1016/J.Iref.2015.11.005  0.619
2016 Youssef AB, Hammoudeh S, Omri A. Simultaneity modeling analysis of the environmental Kuznets curve hypothesis Energy Economics. 60: 266-274. DOI: 10.1016/J.Eneco.2016.10.005  0.364
2016 Balcilar M, Demirer R, Hammoudeh S, Nguyen DK. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk Energy Economics. 54: 159-172. DOI: 10.1016/J.Eneco.2015.11.003  0.549
2016 Mensi W, Hammoudeh S, Tiwari AK. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile Emerging Markets Review. 28: 155-183. DOI: 10.1016/J.Ememar.2016.08.003  0.633
2016 Miah F, Khalifa AA, Hammoudeh S. Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies Economic Modelling. 54: 574-590. DOI: 10.1016/J.Econmod.2015.12.036  0.569
2015 Balcilar M, Jooste C, Hammoudeh S, Gupta R, Babalos V. Are there long-run diversification gains from the Dow Jones Islamic finance index? Applied Economics Letters. 22: 945-950. DOI: 10.1080/13504851.2014.990613  0.56
2015 Sarafrazi S, Hammoudeh S, Balcilar M. Interactions between real economic and financial sides of the US economy in a regime-switching environment Applied Economics. 47: 6493-6518. DOI: 10.1080/00036846.2015.1080806  0.781
2015 Nazlioglu S, Hammoudeh S, Gupta R. Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test Applied Economics. 47: 4996-5011. DOI: 10.1080/00036846.2015.1039705  0.651
2015 Hernandez JA, Al Janabi MAM, Hammoudeh S, Nguyen DK. Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios Journal of Asset Management. 16: 467-483. DOI: 10.1057/Jam.2015.33  0.546
2015 Muteba Mwamba JW, Hammoudeh S, Gupta R. Financial tail risks in conventional and Islamic stock markets: A comparative analysis Pacific Basin Finance Journal. DOI: 10.1016/J.Pacfin.2016.01.003  0.545
2015 Balcilar M, Demirer R, Hammoudeh S. Global risk exposures and industry diversification with Shariah-compliant equity sectors Pacific Basin Finance Journal. 35: 499-520. DOI: 10.1016/J.Pacfin.2015.09.002  0.521
2015 Aloui C, Hammoudeh S, Hamida HB. Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis Pacific Basin Finance Journal. 34: 121-135. DOI: 10.1016/J.Pacfin.2015.06.004  0.603
2015 Aloui C, Hammoudeh S, Hamida Hb. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries North American Journal of Economics and Finance. 31: 311-329. DOI: 10.1016/J.Najef.2014.12.002  0.548
2015 Hammoudeh S, Nguyen DK, Sousa RM. US monetary policy and sectoral commodity prices Journal of International Money and Finance. 57: 61-85. DOI: 10.1016/J.Jimonfin.2015.06.003  0.563
2015 Aye G, Gupta R, Hammoudeh S, Kim WJ. Forecasting the price of gold using dynamic model averaging International Review of Financial Analysis. 41: 257-266. DOI: 10.1016/J.Irfa.2015.03.010  0.437
2015 Balcilar M, Gungor H, Hammoudeh S. The time-varying causality between spot and futures crude oil prices: A regime switching approach International Review of Economics and Finance. 40: 51-71. DOI: 10.1016/J.Iref.2015.02.008  0.6
2015 Balcilar M, Hammoudeh S, Asaba NAF. A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates International Review of Economics and Finance. 40: 72-89. DOI: 10.1016/J.Iref.2015.02.005  0.55
2015 Hammoudeh S, McAleer M. Advances in financial risk management and economic policy uncertainty: An overview International Review of Economics and Finance. 40: 1-7. DOI: 10.1016/J.Iref.2015.02.001  0.611
2015 Naifar N, Hammoudeh S, Al dohaiman MS. Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas Journal of International Financial Markets, Institutions and Money. DOI: 10.1016/J.Intfin.2016.05.003  0.607
2015 Aloui C, Hammoudeh S, Hamida HB. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis Journal of International Financial Markets, Institutions and Money. 34: 69-79. DOI: 10.1016/J.Intfin.2014.11.003  0.459
2015 Khalifa A, Caporin M, Hammoudeh S. Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle Energy Policy. 87: 72-82. DOI: 10.1016/J.Enpol.2015.08.039  0.621
2015 Hammoudeh S, Lahiani A, Nguyen DK, Sousa RM. An empirical analysis of energy cost pass-through to CO2 emission prices Energy Economics. 49: 149-156. DOI: 10.1016/J.Eneco.2015.02.013  0.54
2015 Mensi W, Hammoudeh S, Yoon SM. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate Energy Economics. 48: 46-60. DOI: 10.1016/J.Eneco.2014.12.004  0.586
2015 Balcilar M, Demirer R, Hammoudeh S. Regional and global spillovers and diversification opportunities in the GCC equity sectors Emerging Markets Review. 24: 160-187. DOI: 10.1016/J.Ememar.2015.06.002  0.622
2015 Mensi W, Hammoudeh S, Reboredo JC, Nguyen DK. Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? Emerging Markets Review. 24: 101-121. DOI: 10.1016/J.Ememar.2015.05.007  0.586
2015 Mensi W, Hammoudeh S, Kang SH. Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia Economic Modelling. 51: 340-358. DOI: 10.1016/J.Econmod.2015.08.005  0.599
2014 Gupta R, Hammoudeh S, Simo-Kengne BD, Sarafrazi S. Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? Applied Financial Economics. 24: 1147-1157. DOI: 10.1080/09603107.2014.924296  0.797
2014 Ajmi AN, El-montasser G, Hammoudeh S, Nguyen DK. Oil prices and MENA stock markets: New evidence from nonlinear and asymmetric causalities during and after the crisis period Applied Economics. 46: 2167-2177. DOI: 10.1080/00036846.2014.896987  0.583
2014 Hammoudeh S, Mensi W, Reboredo JC, Nguyen DK. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors Pacific Basin Finance Journal. 30: 189-206. DOI: 10.1016/J.Pacfin.2014.10.001  0.638
2014 Hammoudeh S, Nguyen DK. Global imbalances and dynamics of international financial markets North American Journal of Economics and Finance. 29: 301-305. DOI: 10.1016/J.Najef.2014.08.001  0.566
2014 Balcilar M, Demirer R, Hammoudeh S. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors North American Journal of Economics and Finance. 29: 418-440. DOI: 10.1016/J.Najef.2014.06.009  0.647
2014 Álvarez-Díaz M, Hammoudeh S, Gupta R. Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions North American Journal of Economics and Finance. 29: 22-35. DOI: 10.1016/J.Najef.2014.05.001  0.549
2014 Gupta R, Hammoudeh S, Kim WJ, Simo-Kengne BD. Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty North American Journal of Economics and Finance. 28: 170-189. DOI: 10.1016/J.Najef.2014.02.003  0.455
2014 Liu T, Hammoudeh S, Santos PA. Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period Journal of International Money and Finance. 44: 47-68. DOI: 10.1016/J.Jimonfin.2014.01.006  0.502
2014 Mensi W, Hammoudeh S, Yoon SM. 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 and Finance. 30: 101-119. DOI: 10.1016/J.Iref.2013.10.004  0.527
2014 Khalifa AAA, Hammoudeh S, Otranto E. Patterns of volatility transmissions within regime switching across GCC and global markets International Review of Economics and Finance. 29: 512-524. DOI: 10.1016/J.Iref.2013.08.002  0.633
2014 Gupta R, Hammoudeh S, Modise MP, Nguyen DK. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? Journal of International Financial Markets, Institutions and Money. 33: 367-378. DOI: 10.1016/J.Intfin.2014.09.004  0.517
2014 Arouri M, Hammoudeh S, Jawadi F, Nguyen DK. Financial linkages between US sector credit default swaps markets Journal of International Financial Markets, Institutions and Money. 33: 223-243. DOI: 10.1016/J.Intfin.2014.08.002  0.467
2014 Sarafrazi S, Hammoudeh S, AraújoSantos P. Downside risk, portfolio diversification and the financial crisis in the euro-zone Journal of International Financial Markets, Institutions and Money. 32: 368-396. DOI: 10.1016/J.Intfin.2014.06.008  0.783
2014 Ajmi AN, Hammoudeh S, Nguyen DK, Sarafrazi S. 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. 28: 213-227. DOI: 10.1016/J.Intfin.2013.11.004  0.811
2014 Hammoudeh S, Nguyen DK, Sousa RM. Energy prices and CO2 emission allowance prices: A quantile regression approach Energy Policy. 70: 201-206. DOI: 10.1016/J.Enpol.2014.03.026  0.53
2014 Hammoudeh S, Nguyen DK, Sousa RM. What explain the short-term dynamics of the prices of CO2 emissions? Energy Economics. 46: 122-135. DOI: 10.1016/J.Eneco.2014.07.020  0.514
2014 Mensi W, Hammoudeh S, Nguyen DK, Yoon SM. Dynamic spillovers among major energy and cereal commodity prices Energy Economics. 43: 225-243. DOI: 10.1016/J.Eneco.2014.03.004  0.583
2014 Aloui R, Aïssa MSB, Hammoudeh S, Nguyen DK. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management Energy Economics. 42: 332-342. DOI: 10.1016/J.Eneco.2013.12.005  0.566
2014 Mensi W, Hammoudeh S, Yoon SM. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process Energy Economics. 42: 343-354. DOI: 10.1016/J.Eneco.2013.11.005  0.552
2014 Chkili W, Hammoudeh S, Nguyen DK. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory Energy Economics. 41: 1-18. DOI: 10.1016/J.Eneco.2013.10.011  0.543
2014 Hammoudeh S, Nguyen DK, Reboredo JC, Wen X. Dependence of stock and commodity futures markets in China: Implications for portfolio investment Emerging Markets Review. 21: 183-200. DOI: 10.1016/J.Ememar.2014.09.002  0.606
2014 Mensi W, Hammoudeh S, Reboredo JC, Nguyen DK. Do global factors impact BRICS stock markets? A quantile regression approach Emerging Markets Review. 19: 1-17. DOI: 10.1016/J.Ememar.2014.04.002  0.638
2014 Khalifa AAA, Hammoudeh S, Otranto E. Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets Economic Modelling. 41: 365-374. DOI: 10.1016/J.Econmod.2014.05.027  0.61
2014 Hammoudeh S, Sari R. Forcing variables in the dynamics of risk spillovers in oil-related CDS sectors, equity, bond and oil markets and volatility market risks Lecture Notes in Energy. 54: 113-140. DOI: 10.1007/978-3-642-55382-0_5  0.455
2013 Sari R, Uzunkaya M, Hammoudeh S. The relationship between disaggregated country risk ratings and stock market movements: An Ardl approach Emerging Markets Finance and Trade. 49: 4-16. DOI: 10.2753/Ree1540-496X490101  0.539
2013 Hammoudeh S, Nandha M, Yuan Y. Dynamics of CDS spread indexes of US financial sectors Applied Economics. 45: 213-223. DOI: 10.1080/00036846.2011.597727  0.416
2013 Araújo Santos P, Fraga Alves I, Hammoudeh S. High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables North American Journal of Economics and Finance. 26: 487-496. DOI: 10.1016/J.Najef.2013.02.017  0.414
2013 Hammoudeh S, McAleer M. Risk management and financial derivatives: An overview North American Journal of Economics and Finance. 25: 109-115. DOI: 10.1016/J.Najef.2012.06.014  0.526
2013 Hammoudeh S, Araújo Santos P, Al-Hassan A. Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks North American Journal of Economics and Finance. 25: 318-334. DOI: 10.1016/J.Najef.2012.06.012  0.452
2013 Hammoudeh S, Sari R, Uzunkaya M, Liu T. The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price Mathematics and Computers in Simulation. 94: 277-294. DOI: 10.1016/J.Matcom.2012.01.002  0.592
2013 Kim WJ, Hammoudeh S. Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries International Review of Economics and Finance. 27: 298-317. DOI: 10.1016/J.Iref.2012.10.009  0.539
2013 Liu T, Hammoudeh S, Thompson MA. A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries Journal of International Financial Markets, Institutions and Money. 27: 99-112. DOI: 10.1016/J.Intfin.2013.07.013  0.58
2013 Balcilar M, Demirer R, Hammoudeh S. Investor herds and regime-switching: Evidence from Gulf Arab stock markets Journal of International Financial Markets, Institutions and Money. 23: 295-321. DOI: 10.1016/j.intfin.2012.09.007  0.525
2013 Ajmi AN, Hammoudeh S, Nguyen DK, Sato JR. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation Energy Economics. 49: 629-638. DOI: 10.1016/J.Eneco.2015.02.007  0.331
2013 Arouri MEH, Hammoudeh S, Lahiani A, Nguyen DK. On the short- and long-run efficiency of energy and precious metal markets Energy Economics. 40: 832-844. DOI: 10.1016/J.Eneco.2013.10.004  0.539
2013 Aloui R, Hammoudeh S, Nguyen DK. A time-varying copula approach to oil and stock market dependence: The case of transition economies Energy Economics. 39: 208-221. DOI: 10.1016/J.Eneco.2013.04.012  0.625
2013 Hammoudeh S, Liu T, Chang CL, McAleer M. Risk spillovers in oil-related CDS, stock and credit markets Energy Economics. 36: 526-535. DOI: 10.1016/j.eneco.2012.10.010  0.442
2012 Kim WJ, Hammoudeh S, Aleisa EA. Synchronization of economic shocks between gulf cooperation council and United States, Europe, Japan, and oil market: Choice of exchange rate regime Contemporary Economic Policy. 30: 584-602. DOI: 10.1111/J.1465-7287.2011.00279.X  0.466
2012 Arouri MEH, Hammoudeh S, Lahiani A, Nguyen DK. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals Quarterly Review of Economics and Finance. 52: 207-218. DOI: 10.1016/J.Qref.2012.04.004  0.345
2012 Chang CL, Chen LH, Hammoudeh S, McAleer M. Asymmetric adjustments in the ethanol and grains markets Energy Economics. 34: 1990-2002. DOI: 10.1016/j.eneco.2012.07.026  0.394
2012 Sari R, Hammoudeh S, Chang CL, McAleer M. Causality between market liquidity and depth for energy and grains Energy Economics. 34: 1683-1692. DOI: 10.1016/J.Eneco.2012.02.006  0.565
2011 Hammoudeh S, Malik F, McAleer M. Risk management of precious metals Quarterly Review of Economics and Finance. 51: 435-441. DOI: 10.1016/J.Qref.2011.07.002  0.458
2011 Chen LH, Hammoudeh S, Yuan Y. Asymmetric convergence in US financial credit default swap sector index markets Quarterly Review of Economics and Finance. 51: 408-418. DOI: 10.1016/J.Qref.2011.06.001  0.455
2011 Hammoudeh S, Chen LH, Yuan Y. Asymmetric convergence and risk shift in the TED spreads North American Journal of Economics and Finance. 22: 277-297. DOI: 10.1016/J.Najef.2011.05.001  0.384
2011 Hammoudeh S, Sari R. Financial CDS, stock market and interest rates: Which drives which? North American Journal of Economics and Finance. 22: 257-276. DOI: 10.1016/J.Najef.2011.04.001  0.499
2011 Bhar R, Hammoudeh S. Commodities and financial variables: Analyzing relationships in a changing regime environment International Review of Economics and Finance. 20: 469-484. DOI: 10.1016/J.Iref.2010.07.011  0.5
2010 Hammoudeh S, Chen LH, Fattouh B. Asymmetric adjustments in oil and metals markets Energy Journal. 31: 183-203. DOI: 10.5547/Issn0195-6574-Ej-Vol31-No4-9  0.568
2010 Hammoudeh S, Bhar R, Thompson MA. Re-examining the dynamic causal oil-macroeconomy relationship International Review of Financial Analysis. 19: 298-305. DOI: 10.1016/J.Irfa.2010.09.002  0.46
2010 Choi K, Hammoudeh S. Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment Energy Policy. 38: 4388-4399. DOI: 10.1016/J.Enpol.2010.03.067  0.518
2010 Hammoudeh S, Yuan Y, Chiang T, Nandha M. Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks Energy Policy. 38: 3922-3932. DOI: 10.1016/J.Enpol.2010.03.015  0.602
2010 Sari R, Hammoudeh S, Soytas U. Dynamics of oil price, precious metal prices, and exchange rate Energy Economics. 32: 351-362. DOI: 10.1016/J.Eneco.2009.08.010  0.572
2009 Choi K, Hammoudeh S. Long memory in oil and refined products markets Energy Journal. 30: 97-116. DOI: 10.5547/Issn0195-6574-Ej-Vol30-No2-5  0.494
2009 Hammoudeh S, Sari R, Ewing BT. Relationships among strategic commodities and with financial variables: A new look Contemporary Economic Policy. 27: 251-264. DOI: 10.1111/J.1465-7287.2008.00126.X  0.417
2009 Hammoudeh SM, Yuan Y, McAleer M. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets Quarterly Review of Economics and Finance. 49: 829-842. DOI: 10.1016/j.qref.2009.04.004  0.447
2009 Soytas U, Sari R, Hammoudeh S, Hacihasanoglu E. World oil prices, precious metal prices and macroeconomy in Turkey Energy Policy. 37: 5557-5566. DOI: 10.1016/J.Enpol.2009.08.020  0.62
2008 Bhar R, Hammoudeh S, Thompson MA. Component structure for nonstationary time series: Application to benchmark oil prices International Review of Financial Analysis. 17: 971-983. DOI: 10.1016/J.Irfa.2008.07.003  0.513
2008 Hammoudeh S, Li H. Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets International Review of Financial Analysis. 17: 47-63. DOI: 10.1016/J.Irfa.2005.01.002  0.611
2008 Hammoudeh S, Yuan Y. Metal volatility in presence of oil and interest rate shocks Energy Economics. 30: 606-620. DOI: 10.1016/J.Eneco.2007.09.004  0.438
2008 Hammoudeh SM, Ewing BT, Thompson MA. Threshold cointegration analysis of crude oil benchmarks Energy Journal. 29: 79-95.  0.341
2007 Nandha M, Hammoudeh S. Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets Research in International Business and Finance. 21: 326-341. DOI: 10.1016/J.Ribaf.2006.09.001  0.581
2007 Malik F, Hammoudeh S. Shock and volatility transmission in the oil, US and Gulf equity markets International Review of Economics and Finance. 16: 357-368. DOI: 10.1016/J.Iref.2005.05.005  0.625
2007 Hammoudeh S, Choi K. 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. 17: 231-245. DOI: 10.1016/J.Intfin.2005.11.002  0.632
2007 Sari R, Hammoudeh S, Ewing BT. Dynamic relationships between oil and metal commodity futures prices Geopolitics of Energy. 29: 2-13.  0.441
2006 Hammoudeh S, Choi K. Behavior of GCC stock markets and impacts of US oil and financial markets Research in International Business and Finance. 20: 22-44. DOI: 10.1016/J.Ribaf.2005.05.008  0.626
2006 Ewing BT, Hammoudeh SM, Thompson MA. Examining asymmetric behavior in US petroleum futures and spot prices Energy Journal. 27: 9-23.  0.495
2005 Hammoudeh S, Li H. Oil sensitivity and systematic risk in oil-sensitive stock indices Journal of Economics and Business. 57: 1-21. DOI: 10.1016/J.Jeconbus.2004.08.002  0.481
2004 Hammoudeh S, Aleisa E. Dynamic relationships among GCC stock markets and NYMEX oil futures Contemporary Economic Policy. 22: 250-269. DOI: 10.1093/Cep/Byh018  0.633
2004 Hammoudeh S, Dibooglu S, Aleisa E. Relationships among U.S. oil prices and oil industry equity indices International Review of Economics and Finance. 13: 427-453. DOI: 10.1016/S1059-0560(03)00011-X  0.542
2004 Hammoudeh S, Li H. The impact of the Asian crisis on the behavior of US and international petroleum prices Energy Economics. 26: 135-160. DOI: 10.1016/S0140-9883(03)00046-X  0.592
2003 Hammoudeh S, Li H, Jeon B. Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations North American Journal of Economics and Finance. 14: 89-114. DOI: 10.1016/S1062-9408(02)00112-2  0.6
2002 Tang L, Hammoudeh S. An empirical exploration of the world oil price under the target zone model Energy Economics. 24: 577-596. DOI: 10.1016/S0140-9883(02)00057-9  0.511
1996 Hammoudeh S. Oil price, mean reversion and zone readjustments Southern Economic Journal. 62: 916-929. DOI: 10.2307/1060937  0.589
1995 Hammoudeh S, Madan V. Expectations, target zones, and oil price dynamics Journal of Policy Modeling. 17: 597-613. DOI: 10.1016/0161-8938(95)00022-4  0.591
1994 Hammoudeh S, Madan V. Escaping the tolerance trap. Implications of rigidity in OPEC's output adjustment mechanism Energy Economics. 16: 3-8. DOI: 10.1016/0140-9883(94)90012-4  0.565
1992 Hammoudeh S, Madan V. The dynamic stability of OPEC's oil price mechanism Energy Economics. 14: 65-71. DOI: 10.1016/0140-9883(92)90026-A  0.418
1979 Hammoudeh S. The future oil price behaviour of OPEC and Saudi Arabia. A survey of optimization models Energy Economics. 1: 156-166. DOI: 10.1016/0140-9883(79)90047-1  0.509
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