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1

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches

Shahzad, Syed Jawad Hussain, Aloui, Chaker, Jammazi, Rania

Journal:

Finance Research Letters

Year:

2019

Language:

english

File:

PDF, 16.45 MB

english, 2019

2

A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices

Jammazi, Rania, Lahiani, Amine, Nguyen, Duc Khuong

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2015

Language:

english

File:

PDF, 1.59 MB

english, 2015

3

Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas

Jammazi, Rania, Tiwari, Aviral Kr., Ferrer, Román, Moya, Pablo

Journal:

The North American Journal of Economics and Finance

Year:

2015

Language:

english

File:

PDF, 2.00 MB

english, 2015

4

[IEEE 2013 International Conference on Computing, Electrical and Electronics Engineering (ICCEEE) - Khartoum, Sudan (2013.08.26-2013.08.28)] 2013 INTERNATIONAL CONFERENCE ON COMPUTING, ELECTRICAL AND ELECTRONIC ENGINEERING (ICCEEE) - Oil price prediction using ensemble machine learning

Gabralla, Lubna A., Jammazi, Rania, Abraham, Ajith

Year:

2013

Language:

english

File:

PDF, 639 KB

english, 2013

5

Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates

Jammazi, Rania, Nguyen, Duc Khuong

Journal:

Journal of the Operational Research Society

Year:

2017

Language:

english

File:

PDF, 340 KB

english, 2017

6

Retraction notice to "On the interplay between Energy consumption, economic growth and CO2 emission nexus in the GCC countries: a comparative analysis through wavelet approaches" [Renew. Sustain. Energy Rev., 51(2015) 1737-1751]

Jammazi, Rania, Aloui, Chaker

Journal:

Renewable and Sustainable Energy Reviews

Year:

2018

Language:

english

File:

PDF, 123 KB

english, 2018

7

Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling

Rania Jammazi, Chaker Aloui

Journal:

Energy Economics

Year:

2012

Language:

english

File:

PDF, 1.33 MB

english, 2012

8

Cross dynamics of oil-stock interactions: A redundant wavelet analysis

Journal:

Year:

2012

Language:

english

File:

PDF, 7.12 MB

english, 2012

9

Responses of international stock markets to oil price surges: a regime-switching perspective

Jammazi, Rania, Nguyen, Duc Khuong

Journal:

Applied Economics

Year:

2015

Language:

english

File:

PDF, 351 KB

english, 2015

10

Dependence and risk management in oil and stock markets. A wavelet-copula analysis

Jammazi, Rania, Reboredo, Juan C.

Journal:

Year:

2016

Language:

english

File:

PDF, 10.14 MB

english, 2016

11

Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

Jammazi, Rania, Ferrer, Román, Jareño, Francisco, Hussain Shahzad, Syed Jawad

Journal:

International Review of Economics & Finance

Year:

2017

Language:

english

File:

PDF, 3.56 MB

english, 2017

12

Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View

Aloui, Chaker, Jammazi, Rania, Hamida, Hela Ben

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 1.51 MB

english, 2017

13

Time-frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis

Afshan, Sahar, Sharif, Arshian, Loganathan, Nanthakumar, Jammazi, Rania

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 1.69 MB

english, 2017

14

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches

Shahzad, Syed Jawad Hussain, Aloui, Chaker, Jammazi, Rania

Journal:

Finance Research Letters

Year:

2019

File:

PDF, 16.45 MB

2019

15

The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach

Chaker Aloui, Rania Jammazi

Journal:

Energy Economics

Year:

2009

Language:

english

File:

PDF, 669 KB

english, 2009

16

Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns

Rania Jammazi, Chaker Aloui

Journal:

Year:

2010

Language:

english

File:

PDF, 2.15 MB

english, 2010

17

Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach

Journal:

Year:

2012

Language:

english

File:

PDF, 948 KB

english, 2012

18

Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach

Jammazi, Rania, Aloui, Chaker

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 724 KB

english, 2015

19

Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

Aloui, Chaker, Jammazi, Rania

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 63 KB

english, 2015

20

The place of gold in the cross-market dependencies

Aboura, Sofiane, Chevallier, Julien, Jammazi, Rania, Tiwari, Aviral Kumar

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2016

Language:

english

File:

PDF, 5.03 MB

english, 2016

21

Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices

Bouri, Elie, Roubaud, David, Jammazi, Rania, Assaf, Ata

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 1.19 MB

english, 2017

22

Electricity and growth nexus dynamics in Singapore : Fresh insights based on wavelet approach

Sharif, Arshian, Jammazi, Rania, Raza, Syed Ali, Shahzad, Syed Jawad Hussain

Journal:

Year:

2017

Language:

english

File:

PDF, 703 KB

english, 2017

23

Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets

Ferrer, Román, Jammazi, Rania, Bolós, Vicente J., Benítez, Rafael

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 3.30 MB

english, 2017

24

Asymmetric risk spillovers between oil and agricultural commodities

Shahzad, Syed Jawad Hussain, Hernandez, Jose Arreola, Al-Yahyaee, Khamis Hamed, Jammazi, Rania

Journal:

Year:

2018

Language:

english

File:

PDF, 4.64 MB

english, 2018

25

Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis

Aloui, Chaker, Shahzad, Syed Jawad Hussain, Jammazi, Rania

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 1.29 MB

english, 2018

26

Spillovers from oil to precious metals: Quantile approaches

Shahzad, Syed Jawad Hussain, Rehman, Mobeen Ur, Jammazi, Rania

Journal:

Resources Policy

Year:

2018

Language:

english

File:

PDF, 4.61 MB

english, 2018

27

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach

Bekiros, Stelios, Hammoudeh, Shawkat, Jammazi, Rania, Nguyen, Duc Khuong

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 1.98 MB

english, 2018

28

Industry-level determinants of the linkage between credit and stock markets

Shahzad, Syed Jawad Hussain, Ferrer, Román, Hammoudeh, Shawkat, Jammazi, Rania

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 3.17 MB

english, 2018

29

Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework

Shahzad, Syed Jawad Hussain, Aloui, Chaker, Jammazi, Rania, Shahbaz, Muhammad

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 3.01 MB

english, 2018

30

Renewable Energies and Industrial Production in the USA: Does the Energy Source Matter?

Hoang, Thi-Hong-Van, Hussain Shahzad, Syed Jawad, Shahbaz, Muhammad, Jammazi, Rania

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 1.32 MB

2018

31

Renewable Energies and Industrial Production in the USA: Does the Energy Source Matter?

Hoang, Thi-Hong-Van, Hussain Shahzad, Syed Jawad, Shahbaz, Muhammad, Jammazi, Rania

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.32 MB

english, 2018

32

Spillovers across European sovereign credit markets and role of surprise and uncertainty

Bekiros, Stelios, Hussain Shahzad, Syed Jawad, Jammazi, Rania, Aloui, Chaker

Journal:

Applied Economics

Year:

2019

Language:

english

File:

PDF, 1.88 MB

english, 2019

33

Spillovers across European sovereign credit markets and role of surprise and uncertainty

Bekiros, Stelios, Hussain Shahzad, Syed Jawad, Jammazi, Rania, Aloui, Chaker

Journal:

Applied Economics

Year:

2019

File:

PDF, 1.88 MB

2019

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