Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Mohamad Husam Helmi"'
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 6 (2024)
This study examines the long-run income and price elasticities of oil demand in 21 OECD countries using quarterly data from 1980:Q1 to 2021:Q3. We find that oil demand is inelastic with respect to both income and prices at 0.117 and −0.179, respect
Externí odkaz:
https://doaj.org/article/f46372807ebd4355a41ab16de9c06916
Autor:
Mohamad Husam Helmi, A. Nazif Catik, Begum Yurteri Kosedagli, Gul Serife Huyuguzel Kisla, Coskun Akdeniz
Publikováno v:
International Journal of Energy Economics and Policy, Vol 13, Iss 6 (2023)
This paper examines the effects of oil and natural gas prices on the oil and gas sectors of the BRIC countries (Brazil, Russia, India, and China) over the period over from 20013 to 2022. Unlike previous studies, it employs a time-varying capital asse
Externí odkaz:
https://doaj.org/article/86263fe4771f496cb637fc2fb188abf8
Publikováno v:
International Journal of Energy Economics and Policy, Vol 13, Iss 6 (2023)
This study examines the convergence of renewable energy consumption in G-7 countries. We employ LM unit root and RALS version of LM unit root tests with endogenously determined with structural one or two breaks. Despite the increase in renewable ener
Externí odkaz:
https://doaj.org/article/9f6626cd81f348178a3e19373980cc6c
Publikováno v:
Resources, Vol 12, Iss 5, p 54 (2023)
This study aims to analyze the impact of oil shocks on the external balance of Saudi Arabia, as one of the largest net oil-exporting countries. To this end, a time-varying parameter vector autoregression model (TVP-VAR) is estimated by using quarterl
Externí odkaz:
https://doaj.org/article/b79f6ab4057b494ca7c221aaebb90374
Publikováno v:
Journal of International Financial Markets, Institutions and Money, 2023, Vol.85, pp. 101784 [Peer Reviewed Journal]
Existing literature on spillovers and connectedness between Islamic and conventional financial markets overlooked the fundamental role played by money markets in volatility spillovers and risk transmission across markets. That being so, this paper ai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d9a824192d1323bae7abe5af180be240
http://dro.dur.ac.uk/38789/1/38789.pdf
http://dro.dur.ac.uk/38789/1/38789.pdf
Autor:
Guglielmo Maria Caporale, Abdurrahman Nazif Çatık, Gul Serife Huyuguzel Kısla, Mohamad Husam Helmi, Coşkun Akdeniz
Publikováno v:
Resources Policy, 2022, Vol.79, pp.103044 [Peer Reviewed Journal]
Copyright © 2022 The Authors. This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8eb551f20010c1fb2cffeca3ae375ec
https://bura.brunel.ac.uk/handle/2438/25308
https://bura.brunel.ac.uk/handle/2438/25308
Autor:
Ahmed Elsayed, Mohamad Husam Helmi
Publikováno v:
Annals of operations research, 2021, Vol.305, pp.1-22 [Peer Reviewed Journal]
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in Middle East and North African (MENA) countries by using an ADCC-GARCH model and a spillover approach. Unlike previous studies, we include the GPR index to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::614b3d5285891ddf8eab8a306da6cf2d
https://doi.org/10.1007/s10479-021-04081-5
https://doi.org/10.1007/s10479-021-04081-5
Publikováno v:
Research in International Business and Finance. 65:101968
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2ef3d7bb9791d556a07080fea80e4f3
https://doi.org/10.1016/j.ribaf.2023.101968
https://doi.org/10.1016/j.ribaf.2023.101968
Publikováno v:
Journal of international financial markets, institutions and money, 2019, Vol.60, pp.267-283 [Peer Reviewed Journal]
The denominator of the capital adequacy ratio (CAR) for Islamic banks includes an adjustment factor, alpha, arising from the subsidisation of investment account holders’ returns using bank equity. The methodology established by the risk management
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41a40d5733d4eba5087c2a8a94d9eaec
https://doi.org/10.1016/j.intfin.2018.12.015
https://doi.org/10.1016/j.intfin.2018.12.015
Autor:
Guglielmo Maria Caporale, Abdurrahman Nazif Catik, Mohamad Husam Helmi, Coskun Akdeniz, Ali Ilhan
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14d6013b88679e2cfc2c542bc3291237
https://doi.org/10.2139/ssrn.3932024
https://doi.org/10.2139/ssrn.3932024