Author Page for Shawkat M. Hammoudeh

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

Faculty of Economics at University of Prishtina; Central Bank of the Republic of Kosovo, Drexel University - Lebow College of Business and University of Pristina

Downloads 5,078 (3,627)

Abstract:

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

Faculty of Economics at University of Prishtina; Central Bank of the Republic of Kosovo, 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 3,943 (5,543)

Citation 1

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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 1,113 (39,642)

Citation 4

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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 1,086 (41,087)

Citation 6

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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, 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 791 (63,833)

Abstract:

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 and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute

Downloads 612 (88,588)

Citation 3

Abstract:

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 and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute

Downloads 591 (92,590)

Abstract:

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 578 (95,488)

Citation 23

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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 and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute

Downloads 475 (121,190)

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 278 (219,422)

Citation 6

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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 239 (255,104)

Citation 1

Abstract:

12.

How Global Commodities React to Geopolitical Risks? New Insights into the Russia-Ukraine and Palestine-Israel Conflicts

Number of pages: 41 Posted: 05 Feb 2024

Shawkat M. Hammoudeh

Drexel University - Lebow College of Business

Downloads 195 (310,232)

Abstract:

13.

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 179 (333,645)

Abstract:

14.

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 174 (342,101)

Citation 15

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15.

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 168 (352,653)

Citation 9

Abstract:

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 136 (419,290)

Abstract:

17.

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 111 (489,676)

Citation 1

Abstract:

18.

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 107 (509,785)

Abstract:

19.

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 99 (531,193)

Citation 1

Abstract:

20.

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 98 (541,930)

Abstract:

21.

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 84 (588,647)

Citation 1

Abstract:

22.

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 83 (592,884)

Citation 4

Abstract:

23.

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 70 (651,480)

Abstract:

24.

Devising Electric Vehicle Policy Stringency: A Comprehensive Metric for Environmental Sustainability and Technological Advancement

Number of pages: 22 Posted: 09 Jan 2024

Kazi Sohag, Md. Monirul Islam, Shawkat M. Hammoudeh and Oleg Mariev

Graduate School of Economics and Management, Ural Federal University, Ural Federal University - Graduate School of Economics and Management, Drexel University - Lebow College of Business and affiliation not provided to SSRN

Downloads 67 (671,028)

Abstract:

25.

Distributional Asymmetric and Nonlinear Interconnectedness between Crypto-Assets and the Us Equity Market: A Contrary Point of View

Downloads 59 (708,239)

2

Distributional Asymmetric and Nonlinear Interconnectedness between Crypto-Assets and the Us Equity Market: A Contrary Point of View

Number of pages: 78 Posted: 07 Dec 2023

Walid Ben Omrane, Shawkat M. Hammoudeh, Amine Lahiani and Salma Mefteh-Wali

Brock University - Department of Finance, Operations and Information Systems (FOIS), Drexel University - Lebow College of Business, University of Orléans and ESSCA School of Management

Downloads 36 (888,708)

Abstract:

Distributional Asymmetric and Nonlinear Interconnectedness between Crypto-Assets and the Us Equity Market: A Contrary Point of View

Number of pages: 78 Posted: 24 Jul 2024

Walid Ben Omrane, Shawkat M. Hammoudeh, Amine Lahiani and Salma Mefteh-Wali

Brock University - Department of Finance, Operations and Information Systems (FOIS), Drexel University - Lebow College of Business, University of Orléans and ESSCA School of Management

Downloads 23 (1,017,117)

Abstract:

26.

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 53 (743,419)

Abstract:

27.

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 53 (743,419)

Citation 7

Abstract:

28.

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 Indian Institute of Management Bodh Gaya

Downloads 52 (749,722)

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29.

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 49 (782,238)

Abstract:

30.

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 49 (768,938)

Abstract:

31.

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 40 (832,848)

Abstract:

32.

U.S. And China Monetary Policy Uncertainty, Financial Stress and GCC Sectoral Risk: Do These Shocks Intensify GCC Sectoral Risk Contagion?

Downloads 39 (840,694)

2

U.S. And China Monetary Policy Uncertainty, Financial Stress and GCC Sectoral Risk: Do These Shocks Intensify GCC Sectoral Risk Contagion?

Number of pages: 69 Posted: 20 Dec 2023

Mehrad Asadi, Umaid Sheikh and Shawkat M. Hammoudeh

Tarbiat Modares University, University of Central Punjab and Drexel University - Lebow College of Business

Downloads 25 (995,500)

Abstract:

U.S. And China Monetary Policy Uncertainty, Financial Stress and GCC Sectoral Risk: Do These Shocks Intensify GCC Sectoral Risk Contagion?

Number of pages: 69 Posted: 07 Mar 2024

Mehrad Asadi, Umaid Sheikh and Shawkat M. Hammoudeh

Tarbiat Modares University, University of Central Punjab and Drexel University - Lebow College of Business

Downloads 14 (1,124,607)

Abstract:

33.

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 35 (873,224)

Citation 4

Abstract:

34.

Dynamic Connectedness Among Dirty and Clean Energy Markets: A Tvp-Var Approach

Number of pages: 28 Posted: 21 Mar 2024

Hadi Esmaeilpour Moghadam, Emad Sharifbagheri and Shawkat M. Hammoudeh

affiliation not provided to SSRN, affiliation not provided to SSRN and Drexel University - Lebow College of Business

Downloads 31 (908,299)

Abstract:

35.

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 31 (908,299)

Abstract:

36.

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 30 (917,503)

Abstract:

37.

The determinants of corporate cost of debt during a financial crisis

British Accounting Review, No. 101390, 2024

Number of pages: 12 Posted: 10 May 2024

Tauhidul Islam TANIN, Ashutosh Sarker, Shawkat M. Hammoudeh and Jonathan A. Batten

EGADE Business School, Tecnológico de Monterrey, University of Alberta, Drexel University - Lebow College of Business and RMIT University

Downloads 29 (926,618)

Abstract:

38.

Return Spillovers between Islamic and Conventional Banking Rates: Evidence from an Emerging Economy

Number of pages: 37 Posted: 04 Feb 2024

Remzi Gök, Shawkat M. Hammoudeh and Ahdi Noomen Ajmi

Dicle University, Drexel University - Lebow College of Business and Prince Sattam bin Abdulaziz University

Downloads 26 (955,704)

Abstract:

39.

Conflict, Sanctions and Sectoral Inflations in the EU: Structural Breaks Analysis

Number of pages: 35 Posted: 30 Sep 2024

Shawkat M. Hammoudeh, Kazi Sohag, Md. Monirul Islam, Vsevolod vsevolod Karass and Oleg Mariev

Drexel University - Lebow College of Business, Graduate School of Economics and Management, Ural Federal University, Ural Federal University - Graduate School of Economics and Management, affiliation not provided to SSRN and affiliation not provided to SSRN

Downloads 20 (1,018,729)

Abstract:

40.

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 19 (1,029,965)

Abstract:

41.

Assessing Market Power and Competitive Dynamics in GCC Banks: Econometric Insights and Regulatory Implications

Number of pages: 32 Posted: 25 Oct 2024

Shawkat M. Hammoudeh, Idries Mohammad Wanas Al-Jarrah, Khalid Al-Abdulqader and Yazan Idries Al-Jarrah

Drexel University - Lebow College of Business, Qatar University, Qatar University and Qatar University

Downloads 9 (1,146,567)

Abstract:

42.

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

Abstract:

43.

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

Shawkat M. Hammoudeh

Drexel University - Lebow College of Business

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Scholarly Papers (43)

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