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Systemic risk for financial institutions of major petroleum-based economies : the role of oil

Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; … - 2017 - This version: June 2017

This paper examines the relationship between systemic risk measures across 546 financial institutions in major petroleum-based economies and oil movements. In this paper, we follow two steps. In the first step, we estimate the delta conditional VaR (CoVaR) for the financial institutions and...

Persistent link: https://www.econbiz.de/10011662132

Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; … - In: Energy economics 54 (2016), pp. 159-172

Persistent link: https://www.econbiz.de/10011662798

Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?

Naifar, Nader; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 39 (2016), pp. 57-69

Persistent link: https://www.econbiz.de/10011669181

Cost-efficiency and financial and geographical characteristics of banking sectors in the MENA countries

Al-Jarrah, Idries Mohammad Wanas; Al-Abdulqader, Khalid S. - In: Applied economics 49 (2017) 34/36, pp. 3523-3537

Persistent link: https://www.econbiz.de/10011776675

Oil price shocks and China's economy : reactions of the monetary policy to oil price shocks

Kim, Won Joong; Hammoudeh, Shawkat; Hyun, Jun Seog; … - In: Energy economics 62 (2017), pp. 61-69

Persistent link: https://www.econbiz.de/10011748036

Sources of fluctuations in Islamic, U.S., EU, and Asia equity markets : the roles of economic uncertainty, interest rates, and stock indexes

Hammoudeh, Shawkat; Kim, Won Joong; Sarafrazi, Soodabeh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1195-1209

Persistent link: https://www.econbiz.de/10011563286

Spillovers from the oil sector to the housing market cycle

Agnello, Luca; Castro, Vitor; Hammoudeh, Shawkat; … - In: Energy economics 61 (2017), pp. 209-220

Persistent link: https://www.econbiz.de/10011737752

Trade openness-carbon emissions nexus : the importance of turning points of trade openness for country panels

Shahbaz, Muhammad; Nasreen, Samia; Ahmed, Khalid; … - In: Energy economics 61 (2017), pp. 221-232

Persistent link: https://www.econbiz.de/10011737757

Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants

Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; … - In: International review of economics & finance : IREF 47 (2017), pp. 46-61

Persistent link: https://www.econbiz.de/10011740095

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279

Persistent link: https://www.econbiz.de/10011742164