Autor

Nome:
Shawkat Hammoudeh
e-mail:
hammousm@drexel.edu
URL:
http://www.lebow.drexel.edu/academics/departments/economics/faculty/shawkathammoudeh
Artigos 11:

Inflation Synchronization among the G7 and China: The Important Role of Oil Inflation
Ahmed H. Elsayed, Shawkat Hammoudeh, Ricardo Sousa
Energy Economics, vol. 100, 2021, p. .

Global Factors, Uncertainty, Weather Conditions and Energy Prices: On the Drivers of the Duration of Commodity Price Cycle Phases
Luca Agnello, Vitor Castro, Shawkat Hammoudeh, Ricardo Sousa
Energy Economics, vol. 90, 2020, p. .

Spillovers from the Oil Sector to the Housing Market Cycle
Luca Agnello, Vitor Castro, Shawkat Hammoudeh, Ricardo Sousa
Energy Economics, vol. 61, 2017, p. 209-220.

An Empirical Analysis of Energy Cost Pass-Through to CO2 Emission Prices
Shawkat Hammoudeh, Amine Lahiani , Duc Khuong Nguyen, Ricardo Sousa
Energy Economics, vol. 49, 2015, p. 149-156.

US Monetary Policy and Sectoral Commodity Prices
Shawkat Hammoudeh, Duc Khuong Nguyen, Ricardo Sousa
Journal of International Money and Finance, vol. 57, 2015, p. 61-85.

Downside Risk and Portfolio Diversification in the Euro-Zone Equity Markets with Special Consideration of the Crisis Period
Tengdong Liu, Shawkat Hammoudeh, Paulo Araújo Santos
Journal of International Money and Finance, vol. 44, 2014, p. 47-68.

Downside Risk, Portfolio Diversification and the Financial Crisis in the Euro-Zone
Soodabeh Sarafrazi, Shawkat Hammoudeh, Paulo Araújo Santos
Journal Of International Financial Markets, Institutions And Money, vol. 32, 2014, p. 368-396.

Energy Prices and CO2 Emission Allowance Prices: A Quantile Regression Approach
Shawkat Hammoudeh, Duc Khuong Nguyen, Ricardo Sousa
Energy Policy, vol. 70, 2014, p. 201-206.

What Explains the Short-Term Dynamics of the Prices of CO2 Emissions?
Shawkat Hammoudeh, Duc Khuong Nguyen, Ricardo Sousa
Energy Economics, vol. 46, 2014, p. 122-135.

Downside Risk Management and VaR-Based Optimal Portfolios for Precious Metals, Oil and Stocks
Paulo Araújo Santos, Shawkat Hammoudeh, Abdullah Al-Hassan
North American Journal Of Economics And Finance, vol. 25, 2013, p. 318-334.

High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables
Paulo Araújo Santos, Isabel Fraga Alves, Shawkat Hammoudeh
North American Journal Of Economics And Finance, vol. 26, 2013, p. 487-496.

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