Search Results - "Al Rababa'A, Abdel Razzaq"

Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants by Mensi, Walid, Ziadat, Salem Adel, Rababa'a, Abdel Razzaq Al, Vo, Xuan Vinh, Kang, Sang Hoon

“…This study examines the lower and upper return spillovers and connectedness between important commodity (crude oil and gold) and main international stock…”
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Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management by Rababa’a, Abdel Razzaq Al, Alomari, Mohammad, Rehman, Mobeen Ur, McMillan, David, Hendawi, Raed

“…This study examines the multiscale links between economic policy uncertainty (EPU) and sectoral stock returns in China, India, the UK, and the US. We find that…”
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Oil price shocks and stock–bond correlation by Ziadat, Salem Adel, Al Rababa'a, Abdel Razzaq A., Rehman, Mobeen, McMillan, David G.

“…•This paper examines oil as a determinant of the US stock–bond correlation.•Oil shocks are disaggregated using the Ready (2018) method.•Oil supply and demand…”
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The pass‐through effects of oil price shocks on sovereign credit risks of GCC countries: Evidence from the TVP‐SVAR‐SV framework by Maghyereh, Aktham, Ziadat, Salem Adel, Al Rababa'a, Abdel Razzaq A.

“…We implement a two‐stage methodology based on the structural vector autoregressive and time‐varying parameter vector autoregressive models to examine the…”
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Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation by Alomari, Mohammad, Al rababa’a, Abdel Razzaq, El-Nader, Ghaith, Alkhataybeh, Ahmad

“…This study investigates the impact of both social and news sentiments indices on the dynamic stock–bond correlation across wavelet-based time-scales over the…”
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Reassessing the Predictability of the Investor Sentiments on US Stocks: The Role of Uncertainty and Risks by Ur Rehman, Mobeen, Raheem, Ibrahim D., Al Rababa'a, Abdel Razzaq, Ahmad, Nasir, Vo, Xuan Vinh

“…We examine the predictive power of US investor sentiments on US sectoral returns and aggregated S&P 500 index in the presence of different risk and uncertainty…”
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Forecasting stock returns on the Amman Stock Exchange: Do neural networks outperform linear regressions? by Razzaq Al Rababa’a, Abdel, Saidat, Zaid, Hendawi, Raed

“…Different models have been used in the finance literature to predict the stock market returns. However, it remains an open question whether non-linear models…”
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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets by Mensi, Walid, Al Rababa'a, Abdel Razzaq, Vo, Xuan Vinh, Kang, Sang Hoon

“…This paper examines the asymmetric return spillovers between crude oil futures, gold futures and ten sector stock markets of China. The results show using the…”
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Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK by Alomari, Mohammad, Al Rababa’a, Abdel Razzaq, El-Nader, Ghaith, Alkhataybeh, Ahmad, Ur Rehman, Mobeen

“…•This paper examines the effect of both news and social media sentiments on the stock and bond market volatility and their return dynamic correlation.•That…”
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Multiscale stock-bond correlation: Implications for risk management by Al Rababa’a, Abdel Razzaq, Alomari, Mohammad, McMillan, David

“…[Display omitted] This paper examines the multiscale return correlation between the stocks and government bonds of different maturities returns in 25…”
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Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach by Maghyereh, Aktham, Ziadat, Salem Adel, Al Rababa'a, Abdel Razzaq A.

“…This paper investigates the impact of oil price changes on bond yields across nine developed nations, focusing on how demand, supply, and oil-specific demand…”
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Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis by Mensi, Walid, Al Rababa'a, Abdel Razzaq, Alomari, Mohammad, Vo, Xuan Vinh, Kang, Sang Hoon

“…This study examines the time-varying frequency spillovers and connectedness between U.S. sector stock markets and both crude oil and gold and their…”
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Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach by Al Rababa'a, Abdel Razzaq, Alomari, Mohammad, Mensi, Walid, Matar, Ali, Saidat, Zaid

“…This paper examines whether tracking the infectious diseases affects the oil, gold and dollar returns and their dynamic interlinkages. Using a quantile…”
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Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis by Alomari, Mohammad, Al Rababa'a, Abdel Razzaq, Ur Rehman, Mobeen, Power, David M.

“…•The relationship is negative (positive) at lower (higher) return quantiles.•The relationship is negative at all quantiles when the healthcare sector is…”
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Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure? by Ur Rehman, Mobeen, Al Rababa'a, Abdel Razzaq, El-Nader, Ghaith, Alkhataybeh, Ahmad, Vo, Xuan Vinh

“…•Investigating daily returns spillover between 30 FX markets in different market conditions and quantiles.•Employing the quantile cross spectral approach of…”
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Uncovering hidden information and relations in time series data with wavelet analysis : three case studies in finance by Al Rababa'A, Abdel Razzaq

“…This thesis aims to provide new insights into the importance of decomposing aggregate time series data using the Maximum Overlap Discrete Wavelet Transform. In…”
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