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Shawkat Hammoudeh

Global rank #2510 97%

Institution: Drexel University

Primary Field: Energy (weighted toward more recent publications)

Homepage: http://www.lebow.drexel.edu/hammoudehs/

First Publication: 1979

Most Recent: 2015

RePEc ID: pha672 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 15.75 3.35 0.00 35.78

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 21.04

Publications (29)

Year Article Journal Tier Authors
2015 On the relationships between CO2 emissions, energy consumption and income: The importance of time variation Energy Economics A 4
2015 Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate Energy Economics A 3
2015 An empirical analysis of energy cost pass-through to CO2 emission prices Energy Economics A 4
2014 Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period Applied Economics C 4
2014 Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management Energy Economics A 4
2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory Energy Economics A 3
2014 Energy prices and CO2 emission allowance prices: A quantile regression approach Energy Policy B 3
2014 What explain the short-term dynamics of the prices of CO2 emissions? Energy Economics A 3
2014 How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process Energy Economics A 3
2014 Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets Economic Modeling C 3
2014 Dynamic spillovers among major energy and cereal commodity prices Energy Economics A 4
2014 Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period Journal of International Money and Finance B 3
2013 A time-varying copula approach to oil and stock market dependence: The case of transition economies Energy Economics A 3
2013 On the short- and long-run efficiency of energy and precious metal markets Energy Economics A 4
2013 Risk spillovers in oil-related CDS, stock and credit markets Energy Economics A 4
2013 Dynamics of CDS spread indexes of US financial sectors Applied Economics C 3
2012 Causality between market liquidity and depth for energy and grains Energy Economics A 4
2012 Asymmetric adjustments in the ethanol and grains markets Energy Economics A 4
2010 Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks Energy Policy B 4
2010 Dynamics of oil price, precious metal prices, and exchange rate Energy Economics A 3
2010 Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment Energy Policy B 2
2009 World oil prices, precious metal prices and macroeconomy in Turkey Energy Policy B 4
2008 Metal volatility in presence of oil and interest rate shocks Energy Economics A 2
2004 The impact of the Asian crisis on the behavior of US and international petroleum prices Energy Economics A 2
2002 An empirical exploration of the world oil price under the target zone model Energy Economics A 2
1994 Escaping the tolerance trap : Implications of rigidity in OPEC's output adjustment mechanism Energy Economics A 2
1992 The dynamic stability of OPEC's oil price mechanism Energy Economics A 2
1984 Conventional and solar cooling systems for Kuwait : An economic analysis Energy Economics A 3
1979 The future oil price behaviour of OPEC and Saudi Arabia : A survey of optimization models Energy Economics A 1