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Rania Jammazi

15 works· latest 2019· 4 institutionscluster: provisional

h-index15

i1015

Citations1,630

Works here15

Most cited in this library

Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling2011 · 282 citations
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach2009 · 260 citations
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns2009 · 150 citations
Asymmetric risk spillovers between oil and agricultural commodities2018 · 131 citations
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?2017 · 119 citations

Works

15 shown

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches

Finance research letters·2019·3 authors

47citations

Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework

Applied Economics·2018·4 authors

43citations

Spillovers from oil to precious metals: Quantile approaches

Resources Policy·2018·3 authors

92citations

Asymmetric risk spillovers between oil and agricultural commodities

Energy Policy·2018·4 authors

131citations

Electricity and growth nexus dynamics in Singapore : Fresh insights based on wavelet approach

Energy Policy·2017·4 authors

84citations

Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View

Computational Economics·2017·3 authors

40citations

Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

International Review of Economics & Finance·2017·4 authors·Open access

119citations

Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

Physica A Statistical Mechanics and its Applications·2015·2 authors

37citations

Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas

The North American Journal of Economics and Finance·2015·4 authors·Open access

60citations

A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices

Journal of International Financial Markets Institutions and Money·2014·3 authors

85citations

Cross dynamics of oil-stock interactions: A redundant wavelet analysis

Energy·2012·1 author·Open access

103citations

Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach

Energy·2011·1 author

97citations

Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling

Energy Economics·2011·2 authors

282citations

Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns

Energy Policy·2009·2 authors·Open access

150citations

The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach

Energy Economics·2009·2 authors

260citations