Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
By Shawkat Hammoudeh, P. Santos, Abdullah Al-Hassan. 2013
110 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/5a1319681dfb2d068c743864f6a255b0c9d626c5
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Sang Hoon Kang
- Walid Mensi
- Duc Khuong Nguyen
- Shawkat Hammoudeh
- Renatas Kizys
- Nikolaos Antonakakis
- George Filis
- Stavros Degiannakis *
In Finance
- Duc Khuong Nguyen
- Walid Mensi
- Sang Hoon Kang
- Shawkat Hammoudeh
- Nikolaos Antonakakis
- Renatas Kizys
- George Filis
- Stavros Degiannakis *
Citations in the corpus
- Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016, methodology): “It is also expected that the four BRIC countries (excluding South Africa) account for 41% of the world’s stock market capitalization and China alone become the largest equity market in the world by 2030 (Hammoudeh et al., 2013; Liu et al., 2013).”
- Dynamic spillovers between commodity and currency markets (2015, background): “(2010), Hammoudeh et al. (2010, 2011), inter alia. The crude oil spot price is for the West Texas Intermediate (WTI). It is also known as Texas light sweet, and is a grade of crude oil used as a benchmark in oil pricing. The spot price is expressed in US Dollars per barrel. The choice of these asset”