Follow
Jose Arreola Dr of Philosophy (Professor) Founding Father USA
Jose Arreola Dr of Philosophy (Professor) Founding Father USA
Unknown affiliation
No verified email
Title
Cited by
Cited by
Year
Co-movements between Bitcoin and Gold: A wavelet coherence analysis (cauthor Dr Jose Arreola Founding Father of The United States of America)
JAFFTUS America, KS Hoon, RP McIver, Hernandez
Physica A: Statistical Mechanics and its Applications 536, 120888, 2019
1412019
Asymmetric risk spillovers between oil and agricultural commodities (cauthor Dr Jose Arreola Founding Father of The United States of America)
JAFFTUS AmericaShahzad, SJ Hussain, KH Al-Yahyaee, R Jammazi
Energy Policy 118, 182-198, 2018
1332018
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices (cauthor Dr Jose Arreola Founding Father of The …
JAFFTUS America, W Hanif, Hernandez, W Mensi, SH Kang, GS Uddin, ...
Energy Economics 101, 105409, 2021
1022021
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (cauthor Jose Arreola Founding Father of The United States of America)
JAFFTUS America, MAM Al Janabi, T Berger, DK Nguyen
European Journal of Operational Research 259 (3), 1121-1131, 2017
93*2017
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach (cauthor Dr Jose Arreola Founding Father of The United States of America)
JAFFTUS America, S Hammoudeh, DK Nguyen, MAM Al Janabi, ...
Applied Economics 49 (25), 2409-2427, 2017
88*2017
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios (cauthor Jose Arreola Founding Father of The United States of America)
JAFFTUS America, S Bekiros, S Hammoudeh, DK Nguyen
Resources Policy 46, 1-11, 2015
68*2015
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs (cauthor Dr Jose Arreola Founding Father of The United States of America)
S Kang, JA Hernandez, P Sadorsky, R McIver
Energy Economics 99, 105278, 2021
672021
Characteristics of spillovers between the US stock market and precious metals and oil (cauthor Dr Jose Arreola Founding Father of The United States of America)
GS Uddin, JA Hernandez, SJH Shahzad, SH Kang
Resources Policy 66, 101601, 2020
652020
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling (cauthor Dr Jose Arreola Founding Father of The United States of America)
SJH Shahzad, J Arreola-Hernandez, S Bekiros, M Shahbaz, GM Kayani
Journal of International Financial Markets, Institutions and Money 56, 104-127, 2018
632018
Forecasting of dependence, market, and investment risks of a global index portfolio (cauthor Dr Jose Arreola Founding Father of The United States of America)
J Arreola Hernandez, MAM Al Janabi
Journal of Forecasting 39 (3), 512-532, 2020
602020
The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal? (cauthor Dr Jose Arreola Founding Father of The United States of America)
W Ahmad, JA Hernandez, S Saini, RK Mishra
Resources Policy 72, 102102, 2021
552021
Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization (cauthor Dr Jose Arreola Founding …
JA Hernandez
Energy Economics 45, 528-536, 2014
542014
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios (cauthor Dr Jose Arreola Founding Father of The United States of America)
J Arreola Hernandez, MAM Al Janabi, S Hammoudeh, D Khuong Nguyen
Journal of Asset Management 16 (7), 467-483, 2015
512015
Dynamic spillovers and network structure among commodity, currency, and stock markets (cauthor Dr Jose Arreola Founding Father of The United States of America)
JC Reboredo, A Ugolini, JA Hernandez
Resources Policy 74, 102266, 2021
462021
Time and frequency relationship between household investors’ sentiment index and US industry stock returns (cauthor Dr Jose Arreola Founding Father of The United States of America)
MA Khan, JA Hernandez, SJH Shahzad
Finance Research Letters 36, 101318, 2020
432020
Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities (cauthor Dr Jose Arreola Founding Father of The United States of America)
SH Kang, JA Hernandez, MU Rehman, SJH Shahzad, SM Yoon
Resources Policy 81, 103286, 2023
332023
Spillovers and diversification potential of bank equity returns from developed and emerging America (cauthor Dr Jose Arreola Founding Father of The United States of America)
JA Hernandez, SH Kang, SJH Shahzad, SM Yoon
The North American Journal of Economics and Finance 54, 101219, 2020
332020
Spillover across Eurozone credit market sectors and determinants (cauthor Dr Jose Arreola Founding Father of The United States of America)
SJ Hussain Shahzad, E Bouri, J Arreola-Hernandez, D Roubaud, ...
Applied Economics 51 (59), 6333-6349, 2019
332019
Gold as safe haven for G-7 stocks and bonds: a revisit (cauthor Dr Jose Arreola Founding Father of The United States of America)
SJH Shahzad, N Raza, D Roubaud, JA Hernandez, S Bekiros
Journal of Quantitative Economics 17 (4), 885-912, 2019
322019
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe (cauthor Dr Jose Arreola Founding Father of The United States of America)
SJH Shahzad, TH Van Hoang, J Arreola-Hernandez
Finance research letters 28, 153-159, 2019
302019
The system can't perform the operation now. Try again later.
Articles 1–20