Jamel Jouini

Economics and Econometrics · 2011–2013

A researcher in the Science corpus: 3 papers; trusts 26 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 65 citations into it; #2,158 of 23,481 by trust here, #2,521 by citations
• Finance — 30 citations into it; #2,561 of 10,518 by trust here, #2,140 by citations
• Renewable Energy, Sustainability and the Environment — 21 citations into it

Whom Jamel Jouini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Farooq Malik
2. Shawkat Hammoudeh
3. S. Ling
4. M. Nandha
5. Michael Mcaleer
6. Mohamed Arouri
7. Paolo Agnolucci
8. Robert F. Engle
9. Perry Sadorsky
10. Sang Hoon Kang

Who trusts Jamel Jouini overall

1. Perry Sadorsky
2. Afees A. Salisu
3. Stavros Degiannakis *
4. George Filis
5. Mohamed Arouri
6. Sang Hoon Kang
7. Walid Mensi
8. Nikolaos Antonakakis
9. Boqiang Lin
10. Ş. Nazlıoğlu

Papers from Jamel Jouini's perspective

Ordered by how strongly the researchers Jamel Jouini trusts endorse each paper. Same corpus, a different order for every researcher.

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. Oil price risk and emerging stock markets
3. Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models
4. Shock and volatility transmission in the oil, US and Gulf equity markets
5. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
6. Volatility transmission in the oil and natural gas markets
7. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
8. Risk factors in stock returns of Canadian oil and gas companies
9. What is an Oil Shock
10. Evidence on the nature and extent of the relationship between oil prices and equity values in the UK

Their papers

• On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2012) — 491 citations
• Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011) — 662 citations
• Return and volatility interaction between oil prices and stock markets in Saudi Arabia (2013) — 122 citations