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Jose Arreola Hernandez

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First Name:Jose
Middle Name:
Last Name:Arreola Hernandez
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RePEc Short-ID:pfo387
[This author has chosen not to make the email address public]
Terminal Degree:2015 School of Business; Edith Cowan University (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles

Working papers

  1. Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020. "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print hal-02567429, HAL.
  2. Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang, 2020. "Characteristics of spillovers between the US stock market and precious metals and oil," Post-Print hal-02489889, HAL.
  3. Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020. "Inflation cycle synchronization in ASEAN countries," Post-Print hal-02779489, HAL.
  4. Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Post-Print hal-02956380, HAL.
  5. Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print hal-02966894, HAL.
  6. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Post-Print hal-02353094, HAL.
  7. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print hal-02352004, HAL.
  8. Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Jose Arreola-Hernandez, 2019. "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Post-Print hal-02129104, HAL.
  9. Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019. "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print hal-02468303, HAL.
  10. Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019. "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print hal-02468160, HAL.
  11. Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Shawkat Hammoudeh & Walid Mensi, 2019. "Tail dependence risk exposure and diversification potential of Islamic and conventional banks," Post-Print hal-02194592, HAL.
  12. Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019. "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," Post-Print hal-02430651, HAL.
  13. Jose Arreola Hernandez & Mazin A.M. Al Janabi, 2019. "Forecasting of dependence, market, and investment risks of a global index portfolio," Post-Print hal-02567413, HAL.
  14. Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018. "Directional predictability and time-varying spillovers between stock markets and economic cycles," Post-Print hal-01996787, HAL.
  15. Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print hal-01989649, HAL.
  16. Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018. "Risk transmitters and receivers in global currency markets," Post-Print hal-01814274, HAL.
  17. Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018. "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print hal-01774528, HAL.
  18. Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016. "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper 84626, University Library of Munich, Germany, revised Nov 2016.
  19. Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014. "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper 73399, University Library of Munich, Germany, revised Aug 2016.

Articles

  1. Hanif, Waqas & Arreola Hernandez, Jose & Kang, Sang Hoon & Boako, Gideon & Yoon, Seong-Min, 2024. "Interdependence and spillovers between big oil companies and regional and global energy equity markets," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 451-469.
  2. Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023. "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, vol. 81(C).
  3. Jose Arreola Hernandez & Mohammad Zahid Hasan & Ron P. McIver, 2023. "Bitcoin, gold, and the VIX: short- and long-term effects of economic policy uncertainty," Applied Economics Letters, Taylor & Francis Journals, vol. 30(6), pages 761-765, March.
  4. Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh & BenSaïda, Ahmed & Hernandez, Jose Arreola & Kang, Sang Hoon, 2023. "Dependence and risk management of portfolios of metals and agricultural commodity futures," Resources Policy, Elsevier, vol. 82(C).
  5. Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2022. "Spillovers and portfolio optimization of precious metals and global/regional equity markets," Applied Economics, Taylor & Francis Journals, vol. 54(20), pages 2320-2342, April.
  6. Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Sadorsky, Perry & Uddin, Gazi Salah & Bouri, Elie & Kang, Sang Hoon, 2022. "Regime specific spillovers across US sectors and the role of oil price volatility," Energy Economics, Elsevier, vol. 107(C).
  7. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada," Review of International Economics, Wiley Blackwell, vol. 30(1), pages 1-33, February.
  8. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
  9. Ahmed BenSaïda & Jose Arreola Hernandez & Houda Litimi & Seong-Min Yoon, 2022. "The influence of oil, gold and stock market index on US equity sectors," Applied Economics, Taylor & Francis Journals, vol. 54(6), pages 719-732, February.
  10. Zhuhua Jiang & Chizheng Miao & Jose Arreola Hernandez & Seong-Min Yoon, 2022. "Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden," Sustainability, MDPI, vol. 14(5), pages 1-18, February.
  11. Ahmad, Wasim & Hernandez, Jose Arreola & Saini, Seema & Mishra, Ritesh Kumar, 2021. "The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?," Resources Policy, Elsevier, vol. 72(C).
  12. Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min, 2021. "Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices," Energy Economics, Elsevier, vol. 101(C).
  13. Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021. "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, vol. 74(C).
  14. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
  15. Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2021. "Spillovers and portfolio optimization of agricultural commodity and global equity markets," Applied Economics, Taylor & Francis Journals, vol. 53(12), pages 1326-1341, March.
  16. Kang, Sanghoon & Hernandez, Jose Arreola & Sadorsky, Perry & McIver, Ronald, 2021. "Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs," Energy Economics, Elsevier, vol. 99(C).
  17. Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020. "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
  18. Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon, 2020. "Characteristics of spillovers between the US stock market and precious metals and oil," Resources Policy, Elsevier, vol. 66(C).
  19. Waqas Hanif & Jose Arreola-Hernandez & Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Seong-Min Yoon, 2020. "Regional and copula estimation effects on EU and US energy equity portfolios," Applied Economics, Taylor & Francis Journals, vol. 52(49), pages 5311-5342, October.
  20. Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  21. Gazi Salah Uddin & Jose Arreola Hernandez & Anupam Dutta & Sang Hoon Kang & Seong-Min Yoon, 2020. "Impact of food price volatility on the US restaurant sector," Applied Economics, Taylor & Francis Journals, vol. 52(39), pages 4250-4262, August.
  22. Jose Arreola Hernandez & Mazin A.M. Al Janabi, 2020. "Forecasting of dependence, market, and investment risks of a global index portfolio," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 512-532, April.
  23. Khan, Muhammad Asif & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain, 2020. "Time and frequency relationship between household investors’ sentiment index and US industry stock returns," Finance Research Letters, Elsevier, vol. 36(C).
  24. Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(4), pages 599-614, July.
  25. Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020. "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  26. Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Arreola-Hernandez, Jose, 2019. "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Finance Research Letters, Elsevier, vol. 28(C), pages 153-159.
  27. Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019. "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
  28. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
  29. Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019. "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, vol. 52.
  30. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 885-912, December.
  31. Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019. "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, CEPII research center, issue 160, pages 56-71.
  32. Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Shawkat Hammoudeh & Walid Mensi, 2019. "Tail dependence risk exposure and diversification potential of Islamic and conventional banks," Applied Economics, Taylor & Francis Journals, vol. 51(44), pages 4856-4869, September.
  33. Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen, 2018. "Directional predictability and time-varying spillovers between stock markets and economic cycles," Economic Modelling, Elsevier, vol. 69(C), pages 301-312.
  34. Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 104-127.
  35. Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018. "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, vol. 25(C), pages 1-9.
  36. Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018. "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, vol. 118(C), pages 182-198.
  37. Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017. "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1121-1131.
  38. Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo, 2017. "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," Applied Economics, Taylor & Francis Journals, vol. 49(25), pages 2409-2427, May.
  39. Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2015. "Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios," Resources Policy, Elsevier, vol. 46(P2), pages 1-11.
  40. Arreola Hernandez, Jose, 2014. "Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization," Energy Economics, Elsevier, vol. 45(C), pages 528-536.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2016-09-04 2018-03-19

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