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On the relationships between CO 2 emissions, energy consumption and income : the importance of time variation

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 49 (2015), pp. 629-638

Persistent link: https://www.econbiz.de/10011537234

Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach

Hernandez, Jose Arreola; Hammoudeh, Shawkat; Nguyen, … - In: Applied economics 49 (2017) 25, pp. 2409-2427

Persistent link: https://www.econbiz.de/10011819424

Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

Hernandez, Jose Arreola; Al Janabi, Mazin A. M.; … - In: The journal of asset management 16 (2015) 7, pp. 467-483

Persistent link: https://www.econbiz.de/10011455734

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach

Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049

Persistent link: https://www.econbiz.de/10012061678

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