Co-movements between Bitcoin and Gold: A wavelet coherence analysis SH Kang, RP McIver, JA Hernandez Physica A: Statistical Mechanics and its Applications 536, 120888, 2019 | 135 | 2019 |
Asymmetric risk spillovers between oil and agricultural commodities SJH Shahzad, JA Hernandez, KH Al-Yahyaee, R Jammazi Energy Policy 118, 182-198, 2018 | 128 | 2018 |
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices W Hanif, JA Hernandez, W Mensi, SH Kang, GS Uddin, SM Yoon Energy Economics 101, 105409, 2021 | 96 | 2021 |
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios MAM Al Janabi, JA Hernandez, T Berger, DK Nguyen European Journal of Operational Research 259 (3), 1121-1131, 2017 | 92 | 2017 |
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach J Arreola Hernandez, S Hammoudeh, DK Nguyen, MAM Al Janabi, ... Applied Economics 49 (25), 2409-2427, 2017 | 84 | 2017 |
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios S Bekiros, JA Hernandez, S Hammoudeh, DK Nguyen Resources Policy 46, 1-11, 2015 | 68 | 2015 |
Characteristics of spillovers between the US stock market and precious metals and oil GS Uddin, JA Hernandez, SJH Shahzad, SH Kang Resources Policy 66, 101601, 2020 | 64 | 2020 |
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs S Kang, JA Hernandez, P Sadorsky, R McIver Energy Economics 99, 105278, 2021 | 60 | 2021 |
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling SJH Shahzad, J Arreola-Hernandez, S Bekiros, M Shahbaz, GM Kayani Journal of International Financial Markets, Institutions and Money 56, 104-127, 2018 | 60 | 2018 |
Forecasting of dependence, market, and investment risks of a global index portfolio J Arreola Hernandez, MAM Al Janabi Journal of Forecasting 39 (3), 512-532, 2020 | 59 | 2020 |
The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal? W Ahmad, JA Hernandez, S Saini, RK Mishra Resources Policy 72, 102102, 2021 | 53 | 2021 |
Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization JA Hernandez Energy Economics 45, 528-536, 2014 | 53 | 2014 |
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios J Arreola Hernandez, MAM Al Janabi, S Hammoudeh, D Khuong Nguyen Journal of Asset Management 16 (7), 467-483, 2015 | 51 | 2015 |
Dynamic spillovers and network structure among commodity, currency, and stock markets JC Reboredo, A Ugolini, JA Hernandez Resources Policy 74, 102266, 2021 | 42 | 2021 |
Time and frequency relationship between household investors’ sentiment index and US industry stock returns MA Khan, JA Hernandez, SJH Shahzad Finance Research Letters 36, 101318, 2020 | 42 | 2020 |
Spillover across Eurozone credit market sectors and determinants SJ Hussain Shahzad, E Bouri, J Arreola-Hernandez, D Roubaud, ... Applied Economics 51 (59), 6333-6349, 2019 | 32 | 2019 |
Spillovers and diversification potential of bank equity returns from developed and emerging America JA Hernandez, SH Kang, SJH Shahzad, SM Yoon The North American Journal of Economics and Finance 54, 101219, 2020 | 31 | 2020 |
Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities SH Kang, JA Hernandez, MU Rehman, SJH Shahzad, SM Yoon Resources Policy 81, 103286, 2023 | 28 | 2023 |
Gold as safe haven for G-7 stocks and bonds: a revisit SJH Shahzad, N Raza, D Roubaud, JA Hernandez, S Bekiros Journal of Quantitative Economics 17 (4), 885-912, 2019 | 28 | 2019 |
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe SJH Shahzad, TH Van Hoang, J Arreola-Hernandez Finance research letters 28, 153-159, 2019 | 28 | 2019 |