Publications

Discover GUST Scientific Papers and Publications

Explore 3908 publications

JOURNAL ARTICLE

Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis

Walid Mensi

Abdel Razzaq Al Rababa'a

Mohammad Alomari

Xuan Vinh Vo

Sang Hoon Kang

Resources Policy

Economics-Finance Department

December 31st, 2022

JOURNAL ARTICLE

Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management

Mohammad Alomari

Walid Mensi

Xuan Vinh Vo

Sang Hoon Kang

Resources Policy

Economics-Finance Department

December 31st, 2022

JOURNAL ARTICLE

Ranking

Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management

Abdel Razzaq Al Rababa’a

Mohammad Alomari

Mobeen Ur Rehman

David McMillan

Raed Hendawi

Research in International Business and Finance

Economics-Finance Department

October 31st, 2022

JOURNAL ARTICLE

Ranking

Does COVID-19 drive the US corporate-government bonds yield correlations? Local and global reporting

Ahmad Alkhataybeh

Mobeen Ur Rehman

Ghaith El-Nader

Abedalrazaq Alrababa’a

Mohammad Alomari

Investment Management and Financial Innovations

Economics-Finance Department

September 6th, 2022

JOURNAL ARTICLE

Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis

Alomari.M

The North American Journal of Economics and Finance

Economics-Finance Department

January 31st, 2022

OTHER

Extreme Return Spillovers and Connectedness between Crude Oil and Precious Metals Futures Markets: Implications for Portfolio Management

Alomari, M.

Mensi, W.

Al-Yahyee, K.H.

Kang, S.H.

SSRN

Economics-Finance Department

December 31st, 2021

JOURNAL ARTICLE

Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach

Abdel Razzaq Al Rababa'a

Mohammad Alomari

Walid Mensi

Ali Matar

Zaid Saidat

Resources Policy

Economics-Finance Department

December 31st, 2021

JOURNAL ARTICLE

Multiscale stock-bond correlation: Implications for risk management

Alomari.M

Research in International Business and Finance

Economics-Finance Department

December 31st, 2021

JOURNAL ARTICLE

Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK

Mohammad Alomari

Abdel Razzaq Al Rababa’a

Ghaith El-Nader

Ahmad Alkhataybeh

Mobeen Ur Rehman

The Quarterly Review of Economics and Finance

Economics-Finance Department

November 30th, 2021

JOURNAL ARTICLE

Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation

Mohammad Alomari

Abdel Razzaq Al rababa’a

Ghaith El-Nader

Ahmad Alkhataybeh

Review of Quantitative Finance and Accounting

Economics-Finance Department

October 11th, 2021

JOURNAL ARTICLE

The effect of financial leverage on banks' performance: empirical evidence from a frontier market - the Amman Stock Exchange

Alomari.M

Afro-Asian J. of Finance and Accounting

Economics-Finance Department

December 31st, 2020

JOURNAL ARTICLE

Ranking

The effect of financial leverage on banks’ performance: Empirical evidence from a frontier market – the Amman Stock Exchange

Abu-Alkheil, A.

Alomari, M.

Set-Abouha, B.

Afro-Asian Journal of Finance and Accounting

Economics-Finance Department

December 31st, 2020

JOURNAL ARTICLE

Determinants of equity return correlations: a case study of the Amman Stock Exchange

Mohammad Alomari

David. M. Power

Nongnuch Tantisantiwong

Review of Quantitative Finance and Accounting

Economics-Finance Department

January 17th, 2018

JOURNAL ARTICLE