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Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the US to the other three markets; but no spillover...

Persistent link: https://www.econbiz.de/10011296721

Long-run relations and short-run dynamics among coal, natural gas and oil prices

Mohammadi, Hassan - In: Applied economics 43 (2011) 1/3, pp. 129-137

Persistent link: https://www.econbiz.de/10009011203

Electricity prices and fuel costs: Long-run relations and short-run dynamics

Mohammadi, Hassan - In: Energy economics 31 (2009) 3, pp. 503-509

Persistent link: https://www.econbiz.de/10003851710

Budget deficits and the foreign trade balance : a cross-country study

Mohammadi, Hassan - In: Economia internazionale 53 (2000) 1, pp. 85-95

Persistent link: https://www.econbiz.de/10001491685

Nominal-wage contracts and real activity : evidence from the German economy

Mohammadi, Hassan - In: Southern economic journal 60 (1993) 1, pp. 96-102

Persistent link: https://www.econbiz.de/10001145966

Market integration and price transmission in the US natural gas market : from the wellhead to end use markets

Mohammadi, Hassan - In: Energy economics 33 (2011) 2, pp. 227-235

Persistent link: https://www.econbiz.de/10009261950

Return and Volatility Spillovers Across the Western and MENA Countries

Habibi, Hamidreza; Mohammadi, Hassan - 2022

We use weekly data on returns and range-based volatility over 2005-2017 to examine the degree of interconnectedness in financial markets of eleven MENA and four Western economies using the methodology proposed by Diebold and Yilmaz (2009, 2012, 2014). Our findings suggest (a) similar patterns of...

Persistent link: https://www.econbiz.de/10013310446

Return and volatility spillovers across the Western and MENA countries

Habibi, Hamidreza; Mohammadi, Hassan - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013449121

Convergence in energy consumption per capita across the US states, 1970-2013 : an exploration through selected parametric and non-parametric methods

Mohammadi, Hassan; Ram, Rati - In: Energy economics 62 (2017), pp. 404-410

Persistent link: https://www.econbiz.de/10011748209

Long-run relation and short-run dynamics in energy consumption-output relationship : international evidence from country panels with different growth rates

Mohammadi, Hassan; Amin, Modhurima Dey - In: Energy economics 52 (2015) 1, pp. 118-126

Persistent link: https://www.econbiz.de/10011568141