Shawkat M. Hammoudeh

Drexel University - Lebow College of Business

Professor

3141 Chestnut Street

Philadelphia, PA 19104

United States

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

  • Drexel University - Lebow College of Business

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    • Tel: 2158956673
    • Fax: 2158956975
SCHOLARLY PAPERS

34

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54

CROSSREF CITATIONS

7

Scholarly Papers (34)

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1.

How did the COVID-19 Pandemic Affect Depositors in the Eurozone?

Number of pages: 14 Posted: 20 Apr 2023
Veton Zeqiraj, Shawkat M. Hammoudeh and Sead Ujkani
University of Prishtina - Faculty of Economics, Drexel University - Lebow College of Business and University of Pristina
Downloads 5,070 (3,089)

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Rate of deposits, Covid-19, Eurozone, NPL, ROA.

2.

Economic Uncertainty, Public Debt and Non-Performing Loans in the Eurozone: Three Systemic Crises

Number of pages: 17 Posted: 19 Sep 2023
Veton Zeqiraj, Constantin Gurdgiev, Kazi Sohag and Shawkat M. Hammoudeh
University of Prishtina - Faculty of Economics, Monfort College of Business, University of Northern Colorado, Graduate School of Economics and Management, Ural Federal University and Drexel University - Lebow College of Business
Downloads 3,927 (4,750)

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Banks, NPLs, government debt, EPU Index, systemic crises

3.

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 1,103 (34,478)
Citation 4

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Multivariate GARCH, shocks, volatility, transmission, portfolio weights

4.

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 1,073 (35,905)
Citation 6

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

5.

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 772 (56,686)

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6.

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 602 (77,930)
Citation 3

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Causality, market liquidity, depth, energy, grains

7.

The Dynamics of Energy-Grain Prices with Open Interest

Number of pages: 35 Posted: 29 May 2011
Shawkat M. Hammoudeh, Soodabeh Sarafrazi, 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 582 (81,262)

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8.

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 540 (89,304)
Citation 20

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

9.

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 465 (107,110)
Citation 1

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10.

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 269 (195,085)
Citation 6

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

11.

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
University of New Haven, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business
Downloads 213 (244,614)
Citation 1

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

12.

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
Ahmed A.A. Khalifa, Massimiliano Caporin, Michele Costola and Shawkat M. Hammoudeh
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 161 (313,042)

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

13.

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
University of New Haven, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business
Downloads 151 (330,318)
Citation 12

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

14.

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
University of New Haven, Southern Illinois University Edwardsville - Department of Economics & Finance, Drexel University - Lebow College of Business and King Fahd University of Petroleum & Minerals (KFUPM)
Downloads 139 (352,916)
Citation 9

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

15.

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 93 (471,476)
Citation 1

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

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 85 (498,518)

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

17.

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 72 (549,052)

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

18.

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 72 (549,052)
Citation 4

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CDS, Risk Premium, Great Recession, Quantitative Easing

19.

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 63 (588,831)

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

20.

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
University of New Haven, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business
Downloads 61 (598,447)
Citation 1

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

21.

Global Uncertainties and Australian Financial Markets: Quantile Time-Frequency Connectedness

Number of pages: 65 Posted: 02 Oct 2023
Mehrad Asadi, Umaid Sheikh, David Roubaud and Shawkat M. Hammoudeh
Tarbiat Modares University, University of Central Punjab, Montpellier Business School and Drexel University - Lebow College of Business
Downloads 57 (618,625)

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QVAR dynamic time and frequency connectedness, Trade policy uncertainty, geopolitical risk, global financial stress indices, Hedging effectiveness

22.

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 41 (712,169)
Citation 4

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

23.

Revisiting the Valuable Roles of Traditional and Modern Currencies for the G7 Equity Investments: A Dependence and Hedging Comparison

Number of pages: 29 Posted: 14 Dec 2022
Salma Tarchella, Rabeh Khalfaoui and Shawkat M. Hammoudeh
University of Sousse, ICN Business School and Drexel University - Lebow College of Business
Downloads 36 (747,009)

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Hedging, Cryptocurrencies, Covid-19 crisis, Oil and Gold, Multivariate GARCH

24.

Energy Tokens and Green Energy Markets Under Crisis Periods:  a Quantile Downside Tail Risk Dependence Analysis

Number of pages: 60 Posted: 10 Oct 2023
Emmanuel Joel Aikins Abakah, Mohammad Ashraful Ferdous Chowdhury, Mohammad Abdullah and Shawkat M. Hammoudeh
University of Ghana - University of Ghana Business School (UGBS), IRC for Finance & Digital Economy, King Fahd University of Petroleum & Minerals, Universiti Sultan Zainal Abidin (UniSZA) and Drexel University - Lebow College of Business
Downloads 29 (800,788)

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Energy tokens, green energy markets, solar energy, wind energy, clean energy, tail risk.

25.

Natural Resource Extraction and Economic Diversification in Russian Regions: Application of Dynamic Did

Number of pages: 30 Posted: 27 Jul 2023
Kazi Sohag, Rogneda Vasilyeva, Valentin Voytenkov and Shawkat M. Hammoudeh
Graduate School of Economics and Management, Ural Federal University, Ural Federal University - Graduate School of Economics and Management, National Research University Higher School of Economics (Moscow) and Drexel University - Lebow College of Business
Downloads 29 (800,788)

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Resource extraction, extraction fields discovery, export diversification, dynamic DID, Russian regions

26.

Responses of High Risk and Safe Haven Assets to Stock Market Risk Before and after the Yield Curve Inversions in the U.S

Number of pages: 25 Posted: 13 Oct 2023
Amin Sokhanvar and Shawkat M. Hammoudeh
Ural Federal University and Drexel University - Lebow College of Business
Downloads 23 (851,895)

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VIX, Bitcoin, U.S. dollar index and Gold, Stock market, Yield inversion

27.

Oil Price Volatility and Changes in Corporate Debt: An Empirical Study in the Indian Landscape

Number of pages: 25 Posted: 21 Jul 2023
Shawkat M. Hammoudeh, Nitya Tripathi, Asha Binu Raj and Aviral Kumar Tiwari
Drexel University - Lebow College of Business, ICFAI Foundation for Higher Education, ICFAI Foundation for Higher Education and Rajagiri Business School
Downloads 21 (879,742)

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Crude oil, price volatility, leverage, business group, Emerging economy

28.

Comparative Analysis of the Exchange Rates-Stock Returns Nexus in Commodity-Exporters and -Importers Before and During the War in Ukraine

Number of pages: 33 Posted: 17 Apr 2023
Serhan Çiftçioğlu, Amin Sokhanvar and Shawkat M. Hammoudeh
Final International University, Ural Federal University and Drexel University - Lebow College of Business
Downloads 19 (898,989)

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Exchange rates, stock market, Commodity-exporters, Commodity-importers, The Ukraine war.

29.

Spillover Connectedness Among Geopolitical Oil Price Risk, Clean Energy Stocks, Global Stock, and Commodity Markets

Number of pages: 25 Posted: 07 Aug 2023
Merve Coskun, nasir khan khattak, Asima Saleem and Shawkat M. Hammoudeh
Eastern Mediterranean University, University of Central Punjab, Bahria University and Drexel University - Lebow College of Business
Downloads 17 (908,844)

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spillover, GOPRX, Global Markets, Global Commodities, Clean Energy, Time and Frequency Domain Approach

30.

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
Muhammad Shahbaz, Muhammad Shafiullah, Vassilios G. Papavassiliou and Shawkat M. Hammoudeh
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 17 (908,844)
Citation 4

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

31.

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 13 (948,650)

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

32.

From Policy Stringency to Environmental Resilience: Unraveling the Dose-Response Dynamics of Environmental Parameters in OECD Countries

Number of pages: 40 Posted: 20 Oct 2023
Kazi Sohag, Md. Monirul Islam and Shawkat M. Hammoudeh
Graduate School of Economics and Management, Ural Federal University, Ural Federal University - Graduate School of Economics and Management and Drexel University - Lebow College of Business
Downloads 7 (1,003,813)

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Policy stringency, environmental indicators, Sustainable development, dose response functions, OECD environmental policies.

33.

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

Resources Policy, Vol. 61,166-179 (2019)
Posted: 02 May 2019
Muhammad Ali Nasir, Ahmed Abdulsalam Al-Emadi, Muhammad Shahbaz and Shawkat M. Hammoudeh
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

34.

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

Resources Policy 46 (2015) 1–11
Posted: 30 May 2016
Stelios Bekiros, José Arreola Hernández, Shawkat M. Hammoudeh and Duc Khuong Nguyen
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