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US monetary policy and sectoral commodity prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Journal of international money and finance 57 (2015), pp. 61-85

Persistent link: https://www.econbiz.de/10011478211

What explain the short-term dynamics of the prices of CO 2 emissions?

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Energy economics 46 (2014), pp. 122-135

Persistent link: https://www.econbiz.de/10011298607

China's monetary policy framework and global commodity prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Energy economics 138 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015182935

China's Monetary Policy Framework and Global Commodity Prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - 2022

This paper examines the effects of China’s monetary policy on global commodity prices over the quarterly period 1990:1-2021:4. Using a Bayesian Structural VAR model, we identify shocks to the interest rate as a price rule and the monetary aggregate (M2) as a quantity rule in China and evaluate...

Persistent link: https://www.econbiz.de/10014083197

Long memory and structural breaks in modeling the return and volatility dynamics of precious metals

Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218

Persistent link: https://www.econbiz.de/10009700518

On the short- and long-run efficiency of energy and precious metal markets

Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: Energy economics 40 (2013), pp. 832-844

Persistent link: https://www.econbiz.de/10010355559

Testing for asymmetric causality between U.S. equity returns and commodity futures returns

Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47

Persistent link: https://www.econbiz.de/10011552233

U.S. equity and commodity futures markets : hedging or financialization?

Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012511797

Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 130-147

Persistent link: https://www.econbiz.de/10010338339

Understanding return and volatility spillovers among major agricultural commodities

Lahiani, Amine; Nguyen, Duc Khuong; Vo, Thierry - In: The journal of applied business research 29 (2013) 6, pp. 1781-1790

Persistent link: https://www.econbiz.de/10010229476