Search Results - Hernandez, Jose Areola

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  1. 1
    Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach

    Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach by Hernandez, Jose Areola, Shahzad, Syed Jawad Hussain, Uddin, Gazi Salah, Kang, Sang Hoon

    Published in Resources policy
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  2. 2
    Are ethanol markets globalized or regionalized?

    Are ethanol markets globalized or regionalized? by Areola Hernandez, Jose, Uddin, Gazi Salah, Dutta, Anupam, Ahmed, Ali, Kang, Sang Hoon

    Published in Physica A
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  3. 3
    Tail dependence risk and spillovers between oil and food prices

    Tail dependence risk and spillovers between oil and food prices by Hanif, Waqas, Areola Hernandez, Jose, Shahzad, Syed Jawad Hussain, Yoon, Seong-Min

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  4. 4
    Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets

    Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets by Hanif, Waqas, Areola Hernandez, Jose, Troster, Victor, Kang, Sang Hoon, Yoon, Seong-Min

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  5. 5
    A global network topology of stock markets: Transmitters and receivers of spillover effects

    A global network topology of stock markets: Transmitters and receivers of spillover effects by Shahzad, Syed Jawad Hussain, Hernandez, Jose Areola, Rehman, Mobeen Ur, Al-Yahyaee, Khamis Hamed, Zakaria, Muhammad

    Published in Physica A
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  6. 6
    Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets

    Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets by Uddin, Gazi Salah, Hernandez, Jose Areola, Shahzad, Syed Jawad Hussain, Hedström, Axel

    Published in Energy economics
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  7. 7
    Do uncertainties affect biofuel prices?

    Do uncertainties affect biofuel prices? by Uddin, Gazi Salah, Hernandez, Jose Areola, Wadström, Christoffer, Dutta, Anupam, Ahmed, Ali

    Published in Biomass & bioenergy
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  8. 8
    Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume

    Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume by Shahzad, Syed Jawad Hussain, Hernandez, Jose Areola, Hanif, Waqas, Kayani, Ghulam Mujtaba

    Published in Physica A
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  9. 9
    Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis

    Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis by Uddin, Gazi Salah, Shahzad, Syed Jawad Hussain, Boako, Gideon, Hernandez, Jose Areola, Lucey, Brian M.

    Published in Resources policy
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  10. 10
    Causal nexus between crude oil and US corporate bonds

    Causal nexus between crude oil and US corporate bonds by Shahzad, Syed Jawad Hussain, Bouri, Elie, Hernandez, Jose Areola, Roubaud, David

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  11. 11
    Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks

    Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks by Uddin, Gazi Salah, Hernandez, Jose Areola, Shahzad, Syed Jawad Hussain, Yoon, Seong-Min

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