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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Oil price fluctuations and equity returns in net oil-exporting countries
Arouri, Mohamed; Bellalah, Mondher; Lahiani, Amine; … - In: 6th International Finance Conference on Financial …, (pp. 135-145). 2011
Persistent link: https://www.econbiz.de/10009655288
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A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
Jammazi, Rania; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of international financial markets, … 34 (2015), pp. 173-187
Persistent link: https://www.econbiz.de/10011474509
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Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: European business review : EBR ; the official journal … 27 (2015) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
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World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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How strong are the causal relationships between Islamic stock markets and conventional financial systems? : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 28 (2014), pp. 213-227
Persistent link: https://www.econbiz.de/10010411562
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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
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Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17
Persistent link: https://www.econbiz.de/10010418057