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authFullName_s : Jose Areola Hernandez

Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets

Gazi Salah Uddin , Jose Areola Hernandez , Syed Jawad Hussain Shahzad , Axel Hedström
Energy Economics, 2018, 71, pp.35-46. ⟨10.1016/j.eneco.2018.01.035⟩
Journal articles hal-01996386v1

Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks

Gazi Salah Uddin , Jose Areola Hernandez , Syed Jawad Hussain Shahzad , Seong-Min Yoon
International Review of Financial Analysis, 2018, 56, pp.167-180. ⟨10.1016/j.irfa.2018.01.008⟩
Journal articles hal-01997844v1

Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach

Jose Areola Hernandez , Syed Jawad Hussain Shahzad , Gazi Salah Uddin , Sang Hoon Kang
Resources Policy, 2019, 62, pp.588-601. ⟨10.1016/j.resourpol.2018.11.007⟩
Journal articles hal-02159274v1

Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis

Gazi Salah Uddin , Syed Jawad Hussain Shahzad , Gideon Boako , Jose Areola Hernandez , Brian Lucey
Resources Policy, 2019, 64, pp.101509. ⟨10.1016/j.resourpol.2019.101509⟩
Journal articles hal-02468252v1

Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume

Syed Jawad Hussain Shahzad , Jose Areola Hernandez , Waqas Hanif , Ghulam Mujtaba Kayani
Physica A: Statistical Mechanics and its Applications, 2018, 506, pp.433 - 450. ⟨10.1016/j.physa.2018.04.016⟩
Journal articles hal-01813245v1

A global network topology of stock markets: Transmitters and receivers of spillover effects

Syed Jawad Hussain Shahzad , Jose Areola Hernandez , Mobeen Ur Rehman , Khamis Hamed Al-Yahyaee , Muhammad Zakaria
Physica A: Statistical Mechanics and its Applications, 2018, 492, pp.2136-2153. ⟨10.1016/j.physa.2017.11.132⟩
Journal articles hal-01994762v1

Are ethanol markets globalized or regionalized?

Jose Areola Hernandez , Gazi Salah Uddin , Anupam Dutta , Ali Ahmed , Sang Hoon Kang
Physica A: Statistical Mechanics and its Applications, 2020, 551, pp.124094. ⟨10.1016/j.physa.2019.124094⟩
Journal articles hal-02898233v1