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 et al. · Energy Economics · 2018 · 117 citations

Economic Diversification, Economics, Carbon Emission Trading +12

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

Syed Jawad Hussain Shahzad, Jose Areola Hernandez, Mobeen Ur Rehman et al. · Physica A Statistical Mechanics and its Applications · 2017 · 69 citations

Market Microstructure, Economics, Financial Economics +10

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 et al. · Resources Policy · 2018 · 55 citations

Economics, Asset Pricing, Commodity Frontier +10

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

Gazi Salah Uddin, Syed Jawad Hussain Shahzad, Gideon Boako et al. · Resources Policy · 2019 · 53 citations

Materials Science, Precious Metals, Physics +3

Tail dependence risk and spillovers between oil and food prices

Waqas Hanif, Jose Areola Hernandez, Syed Jawad Hussain Shahzad et al. · The Quarterly Review of Economics and Finance · 2021 · 37 citations

Economics, Tail Dependence Risk, Risk Management +7