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Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks

Hammoudeh, Shawkat; Santos, Paulo Araújo; Al-Hassan, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 318-334

Persistent link: https://www.econbiz.de/10009779210

Downside risk, portfolio diversification and the financial crisis in the euro-zone

Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396

Persistent link: https://www.econbiz.de/10011299784

Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period

Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68

Persistent link: https://www.econbiz.de/10010391088

Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging

Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35

Persistent link: https://www.econbiz.de/10013534076

Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

Hammoudeh, Shawkat - 2009

This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system. The implications of the estimated results for portfolio...

Persistent link: https://www.econbiz.de/10013155236