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Hammoudeh, S.M.

(Shawkat M. Hammoudeh, S.M.)


price future market ethanol model volatility commodity result metal shock adjustment return sugar table sector soybean exchange rate spread portfolio relationship exchange futures prices period index silver correlation effect -05 -04 -06 variable cointegration copper contract paper equation gasoline threshold variance trading futures price garch platinum stock crude oil economic discovery impact interest equilibrium palladium aluminum 0.000000 dollar statistic spot price estimate level asset strategy grain ethanol futures change credit trend response value system option journal ratio mcaleer weight university ethanol futures price price discovery energy oil price volume service




10 Most Recent Publications

Risk spillovers in oil-related CDS, stock and credit markets (Article)
Hammoudeh, S.M. Liu, T. Chang, C.L. McAleer, M.J.
2013-03-01
Asymmetric adjustments in the ethanol and grains markets (Article)
Chang, C.L. Chen, L.H. Hammoudeh, S.M. McAleer, M.J.
2012-11-01
Risk Management and Financial Derivatives: An Overview (Research Paper)
Hammoudeh, S.M. McAleer, M.J.
2012-04-01
The Dynamics of Energy-Grain Prices with Open Interest (Research Paper)
Hammoudeh, S.M. Sarafrazi, S. Chang, C.L. McAleer, M.J.
2011-05-31
Causality Between Market Liquidity and Depth for Energy and Grains (Research Paper)
Sari, S. Hammoudeh, S.M. Chang, C.L. McAleer, M.J.
2011-04-27
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (Research Paper)
Hammoudeh, S.M. Liu, T. Chang, C.L. McAleer, M.J.
2011-04-27
Asymmetric Adjustment in the Ethanol and Grains Markets (Research Paper)
Chang, C.L. Chen, L.H. Hammoudeh, S.M. McAleer, M.J.
2011-01-13
Risk management of precious metals (Research Paper)
Hammoudeh, S.M. Malik, F. McAleer, M.J.
2010-07-29
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (Research Paper)
Hammoudeh, S.M. Yuan, Y. McAleer, M.J.
2010-05-11
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (Research Paper)
Hammoudeh, S.M. Yuan, Y. McAleer, M.J. Thompson, M.A.
2009-11-24
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