Rania Jammazi
Economics and Econometrics · 2009–2018
A researcher in the Science corpus: 7 papers; trusts 51 researchers and is trusted by 33 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 157 citations into it; #2,674 of 23,481 by trust here, #3,485 by citations
- Finance — 61 citations into it
- Renewable Energy, Sustainability and the Environment — 56 citations into it; #1,375 of 5,212 by trust here, #3,147 by citations
- Computer Vision and Pattern Recognition — 5 citations into it
- Statistics and Probability — 5 citations into it
Whom Rania Jammazi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- C. Aloui
- Lutz Kilian
- James D. Hamilton
- Markus Haas
- Paresh Kumar Narayan
- Robert F. Engle
- Mark J. Shensa
- Gian Piero Aielli
- Jungseok Park
- Chao Wei
Who trusts Rania Jammazi overall
- George Filis
- Stavros Degiannakis *
- Lean Yu
- P. Moya-Martínez
- Guiglielmo Maria Caporale
- Limin Du
- Kaijian He
- Juan Carlos Reboredo
- Roman Ferrer-Lapeña
- Rui Zha
Papers from Rania Jammazi's perspective
Ordered by how strongly the researchers Rania Jammazi trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Oil price risk and emerging stock markets
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
- A Theory for Multiresolution Signal Decomposition: The Wavelet Representation
- What is an Oil Shock
- Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries ☆
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- An analysis of commodity markets: What gain for investors?
Their papers
- Wavelet Decomposition and Regime Shifts: Assessing the Effects of Crude Oil Shocks on Stock Market Returns (2010) — 178 citations
- The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach (2009) — 271 citations
- Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? (2017) — 128 citations
- Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach (2012) — 111 citations
- Cross dynamics of oil-stock interactions: A redundant wavelet analysis (2012) — 111 citations
- Asymmetric risk spillovers between oil and agricultural commodities (2018) — 120 citations
- Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis (2018) — 74 citations