Shawkat M. Hammoudeh

Drexel University - Lebow College of Business

Professor

3141 Chestnut Street

Philadelphia, PA 19104

United States

http://faculty.lebow.drexel.edu/HammoudehS/

Montpellier Business School

Affiliate

2300 Avenue des Moulins

Montpellier, 34080

France

SCHOLARLY PAPERS

29

DOWNLOADS
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Top 11,331

in Total Papers Downloads

6,099

SSRN CITATIONS
Rank 23,038

SSRN RANKINGS

Top 23,038

in Total Papers Citations

28

CROSSREF CITATIONS

14

Scholarly Papers (29)

1.

Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies

Number of pages: 33 Posted: 16 Sep 2009
Shawkat M. Hammoudeh, Yuan Yuan and Michael McAleer
Drexel University - Lebow College of Business, Drexel University - Bennett S. LeBow College of Business and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 1,082 (28,767)
Citation 3

Abstract:

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Multivariate GARCH, shocks, volatility, transmission, portfolio weights

2.

Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

Number of pages: 41 Posted: 31 Oct 2009
Shawkat M. Hammoudeh, Yuan Yuan, Mark A. Thompson and Michael McAleer
Drexel University - Lebow College of Business, affiliation not provided to SSRN, Texas Tech University - Rawls College of Business and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 1,044 (30,308)
Citation 6

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Multivariate, shocks, volatility, correlation, dependency, interdependency, precious metals, exchange rates, hedging

3.

Asymmetric Adjustments in the Ethanol and Grains Markets

Number of pages: 39 Posted: 21 Dec 2010
Chia-Lin Chang, Li-Hsueh Chen, Shawkat M. Hammoudeh and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, California State University, Los Angeles - College of Business & Economics, Drexel University - Lebow College of Business and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 751 (47,747)

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4.

Causality Between Market Liquidity and Depth for Energy and Grains

Number of pages: 43 Posted: 18 May 2011
Ramazan Sari, Shawkat M. Hammoudeh, Chia-Lin Chang and Michael McAleer
Middle East Technical University (METU), Drexel University - Lebow College of Business, National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 577 (67,146)
Citation 3

Abstract:

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Causality, market liquidity, depth, energy, grains

5.

The Dynamics of Energy-Grain Prices with Open Interest

Number of pages: 35 Posted: 29 May 2011
Drexel University - Lebow College of Business, Drexel University - Bennett S. LeBow College of Business, National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 564 (69,098)

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6.

Risk Spillovers in Oil-Related CDS, Stock and Credit Markets

Number of pages: 42 Posted: 29 May 2011
Shawkat M. Hammoudeh, Tengdong Liu, Chia-Lin Chang and Michael McAleer
Drexel University - Lebow College of Business, Drexel University - Bennett S. LeBow College of Business, National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 456 (89,618)
Citation 1

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7.

Searching for Safe Havens during the COVID-19 Pandemic: Determinants of Spillovers between Islamic and Conventional Financial Markets

Number of pages: 15 Posted: 24 Jun 2020
Larisa Yarovaya, Ahmed H. Elsayed and Shawkat M. Hammoudeh
University of Southampton - Southampton Business School, Durham University Business School and Drexel University - Lebow College of Business
Downloads 440 (93,370)
Citation 10

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COVID-19, spillover effect, Islamic markets, gold, oil, Bitcoin

8.

The Dynamics of BRICS's Country Risk Ratings and Stock Markets, U.S. Stock Market and Oil Price

Number of pages: 40 Posted: 25 Jul 2011
Shawkat M. Hammoudeh, Ramazan Sari, Tengdong Liu and Mehmet Uzunkaya
Drexel University - Lebow College of Business, Middle East Technical University (METU), Drexel University - Bennett S. LeBow College of Business and TR Prime Ministry State Planning Organization
Downloads 246 (174,212)
Citation 4

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risk, economic risk, political risk, risk ratings, stock market, ARDL

9.

Market Regimes and Herding Behavior in Chinese A and B Shares

Number of pages: 41 Posted: 22 Sep 2012
Mehmet Balcilar, Riza Demirer and Shawkat M. Hammoudeh
Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business
Downloads 190 (221,605)
Citation 1

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Herding Behavior, Chinese A- and B-Shares, Dispersion Shocks, Markov-Switching

10.

Systemic Risk for Financial Institutions of Major Petroleum-Based Economies: The Role of Oil

SAFE Working Paper No. 172
Number of pages: 56 Posted: 14 Jun 2017 Last Revised: 10 Nov 2017
King Fahd University of Petroleum & Minerals (KFUPM), University of Padua - Department of Statistical Sciences, Ca' Foscari University of Venice and Drexel University - Lebow College of Business
Downloads 140 (285,456)

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Systemic Risk, Risk Measurement, VaR, ΔCoVaR, Oil, Financial Institutions, Petroleum-based Economies

11.

Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets

Number of pages: 40 Posted: 18 Sep 2012
Mehmet Balcilar, Riza Demirer and Shawkat M. Hammoudeh
Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business
Downloads 129 (303,903)
Citation 9

Abstract:

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herding, GCC stock markets, dispersion shocks, Markov-Switching

12.

Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?

Number of pages: 40 Posted: 10 Jan 2013
Mehmet Balcilar, Riza Demirer, Shawkat M. Hammoudeh and Ahmed A.A. Khalifa
Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance, Drexel University - Lebow College of Business and King Fahd University of Petroleum & Minerals (KFUPM)
Downloads 112 (336,337)
Citation 8

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Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching

13.

Financial Markets, Innovations and Cleaner Energy Production in OECD Countries

Energy Economics, Forthcoming
Number of pages: 55 Posted: 09 Apr 2016 Last Revised: 26 Apr 2018
Md Al Mamun, Kazi Sohag, Muhammad Shahbaz and Shawkat M. Hammoudeh
La Trobe University - Department of Economics and Finance, Graduate School of Economics and Management, Ural Federal University, Montpellier Business School- Energy and Sustainable Development and Drexel University - Lebow College of Business
Downloads 71 (444,164)
Citation 1

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Biomass and cleaner energy production, common correlated effects pooled (CCEP), credit and equity markets, global financial crisis, innovation.

14.

Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?

Number of pages: 47 Posted: 08 Sep 2011
Shawkat M. Hammoudeh, Ramaprasad Bhar and Tengdong Liu
Drexel University - Lebow College of Business, UNSW, Risk and Actuarial Studies and Drexel University - Bennett S. LeBow College of Business
Downloads 52 (516,108)
Citation 2

Abstract:

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CDS, Risk Premium, Great Recession, Quantitative Easing

15.

China's Monetary Policy Framework and Global Commodity Prices

Number of pages: 34 Posted: 28 May 2022
Shawkat M. Hammoudeh, Duc Khuong Nguyen and Ricardo M. Sousa
Drexel University - Lebow College of Business, IPAG Business School and University of Minho
Downloads 51 (520,598)

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Monetary policy instruments, Commodity prices, Bayesian Structural VAR, China.

16.

Global and Domestic Shocks on Inflation and Economic Growth and Membership Expansion in the GCC Bloc

Number of pages: 42 Posted: 15 Sep 2012
Won Joong Kim and Shawkat M. Hammoudeh
Konkuk University - Department of Economics and Drexel University - Lebow College of Business
Downloads 51 (520,598)

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GCC membership, structural VAR, block exogeneity, exchange rate, China, export prices, oil price, pass-through, inflation, economic growth

17.

Asymmetry and Uncertainty Across Energy and FX Markets

Number of pages: 33 Posted: 11 Nov 2014
Ahmed A.A. Khalifa, Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM), University of Padua - Department of Statistical Sciences and Drexel University - Lebow College of Business
Downloads 48 (533,985)

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Asymmetry, Interdependence, Uncertainty, Business cycle, Energy, FX

18.

Regional and Global Spillovers and Diversification Opportunities in the GCC-Wide Equity Sectors Across Market Regimes

Number of pages: 45 Posted: 28 May 2014
Mehmet Balcilar, Riza Demirer and Shawkat M. Hammoudeh
Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business
Downloads 46 (543,228)
Citation 1

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GCC-wide equity sectors, Multivariate regime-switching, Time-varying correlations, Financial integration, International portfolio diversification

19.

Inflation Synchronization among the G7 and China: The Important Role of Oil Inflation

Energy Economics, Forthcoming
Number of pages: 43 Posted: 01 Jun 2021
Ahmed H. Elsayed, Shawkat M. Hammoudeh and Ricardo M. Sousa
Durham University Business School, Drexel University - Lebow College of Business and University of Minho
Downloads 26 (657,288)

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Oil price inflation, CPI inflation, G7 and China, DECO-GARCH model, spillovers

20.

How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis

Number of pages: 8 Posted: 06 Aug 2022
Amine Ben Amar, Nejib Hachicha, Hichem Rezgui and Shawkat M. Hammoudeh
International University of Rabat - Rabat Business School, affiliation not provided to SSRN, affiliation not provided to SSRN and Drexel University - Lebow College of Business
Downloads 13 (771,722)

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NATO stock markets, Russian stock market, commodity markets, Russian-Ukrainian war.

21.

The CO2-Growth Nexus Revisited: A Nonparametric Analysis for G7 Economies over Nearly Two Centuries

Energy Economics, Vol. 65, pp. 183-193, 2017
Number of pages: 32 Posted: 19 May 2017 Last Revised: 28 Oct 2021
Comsats University Islamabad, University of Nottingham Malaysia Campus, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Drexel University - Lebow College of Business
Downloads 3 (864,914)

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G7 Countries; Economic Growth; CO2 Emissions; EKC Hypothesis; Nonparametric Econometrics

22.

Relationships Among Strategic Commodities and with Financial Variables: A New Look

Contemporary Economic Policy, Vol. 27, No. 2, pp. 251-264, April 2009
Number of pages: 14 Posted: 16 Jun 2009
Shawkat M. Hammoudeh, Ramazan Sari and Bradley T. Ewing
Drexel University - Lebow College of Business, Middle East Technical University (METU) and Baylor University - Department of Economics
Downloads 3 (864,914)

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23.

Synchronization of Economic Shocks between Gulf Cooperation Council and United States, Europe, Japan, and Oil Market: Choice of Exchange Rate Regime

Contemporary Economic Policy, Vol. 30, Issue 4, pp. 584-602, 2012
Number of pages: 19 Posted: 06 Oct 2012
Won Joong Kim, Shawkat M. Hammoudeh and Eisa Aleisa
Konkuk University - Department of Economics, Drexel University - Lebow College of Business and Government of the Kingdom of Saudi Arabia - Saudi Arabian Monetary Agency (SAMA)
Downloads 2 (877,942)

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24.

Nonlinear Relationship between Economic Growth and Nuances of Globalization with Income Stratification: Roles of Financial Development and Governance

Economic Systems, Vol. 44, No. 3, 2020
Number of pages: 49 Posted: 16 Feb 2022
Shawkat M. Hammoudeh, Kazi Sohag, Shaiara, Humaira Husain and Jamaliah Said
Drexel University - Lebow College of Business, Graduate School of Economics and Management, Ural Federal University, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1 (892,363)

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Globalization; Growth; Financial Development; Governance; CS-ARDL; System GMM with Collapse Option

25.

Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models

Review of International Economics, Vol. 24, Issue 1, pp. 1-19, 2016
Number of pages: 19 Posted: 20 Jan 2016
Walid Mensi, Shawkat M. Hammoudeh, Seong-Min Yoon and Duc Nguyenc
Al-Imam Muhammad Ibn Saud Islamic University, Drexel University - Lebow College of Business, Department of Economics, Pusan National University and IPAG Business School
Downloads 1 (892,363)

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26.

Dynamics of FII Flows and Stock Market Returns in a Major Developing Country: How Does Economic Uncertainty Matter?

The World Economy, Vol. 43, Issue 8, pp. 2263-2284, 2020
Number of pages: 22 Posted: 30 Sep 2020
affiliation not provided to SSRN, Rajagiri Business School, Drexel University - Lebow College of Business and Beijing Institute of Technology
Downloads 0 (908,984)

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economic uncertainty, FII flows, stock market return, wavelet coherency and phase difference

27.

Importance of Oil Shocks and the GCC Macroeconomy: A Structural VAR Analysis

Resources Policy, Vol. 61,166-179 (2019)
Posted: 02 May 2019
Leeds University Business School (LUBS) - Division of Economics, Independent, Montpellier Business School- Energy and Sustainable Development and Drexel University - Lebow College of Business

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GCC, Natural Resources, Oil Price Shocks,Trade Balance, Inflation, GDP, SVAR Model

28.

Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting

The World Economy, Vol. 39, Issue 11, pp. 1703-1727, 2016
Number of pages: 25 Posted: 10 Nov 2016
Shawkat M. Hammoudeh, Sang Hoon Kang and Duc Khuong Nguyen
Drexel University - Lebow College of Business, Pusan National University and IPAG Business School
Downloads 0 (908,984)
Citation 1

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29.

Multivariate Dependence Risk and Portfolio Optimization: An Application to Mining Stock Portfolios

Resources Policy 46 (2015) 1–11
Posted: 30 May 2016
European University Institute - Economics Department (ECO), Tecnologico de Monterrey (ITESM), Drexel University - Lebow College of Business and IPAG Business School

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Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization