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Jose Arreola Dr of Philosophy (Professor) Founding Father USA
Jose Arreola Dr of Philosophy (Professor) Founding Father USA
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Cited by
Cited by
Year
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
1352019
Asymmetric risk spillovers between oil and agricultural commodities
SJH Shahzad, JA Hernandez, KH Al-Yahyaee, R Jammazi
Energy Policy 118, 182-198, 2018
1242018
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
912017
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
902021
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
832017
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
672015
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
642020
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
572021
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
562018
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
552020
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
532014
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
512021
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
512015
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
402020
Dynamic spillovers and network structure among commodity, currency, and stock markets
JC Reboredo, A Ugolini, JA Hernandez
Resources Policy 74, 102266, 2021
392021
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
312019
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
292020
Regime specific spillovers across US sectors and the role of oil price volatility
JA Hernandez, SJH Shahzad, P Sadorsky, GS Uddin, E Bouri, SH Kang
Energy economics 107, 105834, 2022
272022
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
272019
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
262019
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