Search Results - "Arreola, Jose"

Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices by Hanif, Waqas, Arreola Hernandez, Jose, Mensi, Walid, Kang, Sang Hoon, Uddin, Gazi Salah, Yoon, Seong-Min

“…This study examines frequency volatility spillovers, connectedness and the nonlinear dependence between the European emission allowance (EUA) prices and…”
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Asymmetric risk spillovers between oil and agricultural commodities by Shahzad, Syed Jawad Hussain, Hernandez, Jose Arreola, Al-Yahyaee, Khamis Hamed, Jammazi, Rania

“…Increase in agricultural commodities’ prices not only increases economic and social costs, it may also affect health, education and family ties. The dependence…”
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Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs by Kang, Sanghoon, Hernandez, Jose Arreola, Sadorsky, Perry, McIver, Ronald

“…This study uses time-frequency analysis to examine directional connectedness between US sector equity ETFs, oil, gold, stock market, and uncertainty factors…”
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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization by Arreola Hernandez, Jose

“…This article models the dependence risk and resource allocation characteristics of two 20-stock coal–uranium and oil–gas sector portfolios from the Australian…”
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Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method by Preciado Arreola, José Luis, Johnson, Andrew L., Chen, Xun C., Morita, Hiroshi

“…•A Bayesian nonparametric shape-constrained frontier is estimated.•A non-homoskedastic inefficiency term is jointly estimated.•We use the proposed method to…”
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The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal? by Ahmad, Wasim, Hernandez, Jose Arreola, Saini, Seema, Mishra, Ritesh Kumar

“…This study examines the spillover role of the implied volatilities of oil, gold, and the stock market with US equity sectors. Using time and frequency-based…”
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Insights from machine learning for evaluating production function estimators on manufacturing survey data by Arreola, José Luis Preciado, Yagi, Daisuke, Johnson, Andrew L.

“…National statistical organizations often rely on non-exhaustive surveys to estimate industry-level production functions in years in which a full census is not…”
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Bitcoin, gold, and the VIX: short- and long-term effects of economic policy uncertainty by Hernandez, Jose Arreola, Hasan, Mohammad Zahid, McIver, Ron P.

“…We investigate short- and long-term effects of U.S. economic policy uncertainty (EPU) on bitcoin, gold, and the implied US stock market volatility (VIX). We…”
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Light-Responsive and Dual-Targeting Liposomes: From Mechanisms to Targeting Strategies by Agiba, Ahmed M, Arreola-Ramírez, José Luis, Carbajal, Verónica, Segura-Medina, Patricia

“…In recent years, nanocarriers have played an ever-increasing role in clinical and biomedical applications owing to their unique physicochemical properties and…”
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Spillovers and portfolio optimization of agricultural commodity and global equity markets by Hernandez, Jose Arreola, Kang, Sang Hoon, Yoon, Seong-Min

“…We investigate the portfolio allocation and risk contribution characteristics of agricultural commodities, and the volatility spillovers between agricultural…”
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Spillovers and portfolio optimization of precious metals and global/regional equity markets by Hernandez, Jose Arreola, Kang, Sang Hoon, Yoon, Seong-Min

“…We examine the spillovers and resource allocation characteristics of a portfolio of precious metal commodities and global/regional equity markets using a…”
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Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada by Arreola Hernandez, Jose, Kang, Sang Hoon, Yoon, Seong‐Min

“…We investigate the nonlinear spillover and portfolio allocation characteristics of the US and Canadian energy equity portfolios. Our empirical study based on…”
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Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios by Bekiros, Stelios, Hernandez, Jose Arreola, Hammoudeh, Shawkat, Nguyen, Duc Khuong

“…This study proposes an integrated framework to model and estimate relatively large dependence matrices using pair vine copulas and minimum risk optimal…”
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Asymmetric interdependence between currency markets' volatilities across frequencies and time scales by Shahzad, Syed Jawad Hussain, Arreola‐Hernandez, Jose, Rahman, Md Lutfur, Uddin, Gazi Salah, Yahya, Muhammad

“…We investigate the dynamics of interdependence between realized variances and realized semivariances of six major currencies across frequencies and time…”
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Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe by Arreola Hernandez, Jose, Kang, Sang Hoon, Yoon, Seong‐Min

“…We examine the spillovers, portfolio allocation, and diversification potential of bank equity portfolios from developed and emerging countries in Europe…”
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The influence of oil, gold and stock market index on US equity sectors by BenSaïda, Ahmed, Hernandez, Jose Arreola, Litimi, Houda, Yoon, Seong-Min

“…Within a Markov regime switching perspective, we examine the spillovers between the returns of the ten most representative US equity sectors and the returns of…”
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Perioperative fosfomycin disodium prophylaxis against urinary tract infection in renal transplant recipients: a randomized clinical trial by Rosado-Canto, Rodrigo, Parra-Avila, Idalia, Tejeda-Maldonado, Javier, Kauffman-Ortega, Cristopher, Rodriguez-Covarrubias, Francisco T, Trujeque-Matos, Mariedel, Cruz-Martínez, Rodrigo, Maravilla-Franco, Ernesto, Criollo-Mora, Elia, Arreola-Guerra, José M, Morales-Buenrostro, Luis E, Sifuentes-Osornio, José

“…Abstract Background Symptomatic urinary tract infection (UTI) is the most common infectious complication in renal transplant recipients (RTRs). Fosfomycin…”
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Forecasting of dependence, market, and investment risks of a global index portfolio by Arreola Hernandez, Jose, Al Janabi, Mazin A.M.

“…This paper undertakes an in‐sample and rolling‐window comparative analysis of dependence, market, and portfolio investment risks on a 10‐year global index…”
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A Birth-Death Markov Chain Monte Carlo Method to Estimate the Number of States in a State-Contingent Production Frontier Model by Arreola, José Luis Preciado, Johnson, Andrew L.

“…In this article we estimate a state-contingent production frontier for a group of farms while endogenously estimating the number of states of nature induced by…”
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Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities by Kang, Sang Hoon, Arreola Hernandez, Jose, Rehman, Mobeen Ur, Shahzad, Syed Jawad Hussain, Yoon, Seong-Min

“…We investigate the spillovers and hedging between US equity sector returns and oil, gold, Islamic stocks, and the implied volatilities of oil (OVX) and US…”
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