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Education

BA Economics - University of Baghdad 1969
MA Economics minor Political Science - University of Kansas 1974
Ph.D. Economics and Minor Mathematics - University of Kansas 1980

Areas of Expertise

Economics/Managerial Economics

Agricultural and Natural Resource Economics

Applied Econometrics

Financial Economics

International Economics

Natural Resource Economics

Selected Works

Articles

Hammoudeh, Shawkat , Sari, Ramazan and Soytas, Ugur . "Dynamics of Oil Price, Precious Metal Prices, and Exchange Rate: Are There Relationships" ENERGY ECONOMICS Forthcoming. (forthcoming)

Hammoudeh, Shawkat , Sari, Ramazan and Soytas, Ugur . "The oil prices, Precious Metal Prices and Macroeconomy in Turkey" Energy Policy In Press. (forthcoming)

Hammoudeh, Shawkat , Yuan, Yuan and McAleer, Michael . "Shocks and Volatility Spillovers among Equity Sectors of the Gulf Arab Stock Markets" QUARTERLY REVIEW OF ECONOMICS AND FINANCE 49.2 (Spring 2009):829-842

Hammoudeh, Shawkat , Sari, Ramazan and Ewing, Bradley . "Relationships among Strategic Commodities and with Financial Variables: A New Look" CONTEMPORARY ECONOMIC POLICY 27.2 (Apr 2009):251-264

Hammoudeh, Shawkat and Choi, Kyongwook . "Long Memory in Oil and Refined Products Markets" THE ENERGY JOURNAL 30.2 (Apr 2009):57-76

Hammoudeh, Shawkat , Bhar, Ram and Thompson, Mark . "Component Structure for Nonstationary Time Series: Application to Benchmark Oil Prices" INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 17.5 (Dec 2008):971-983

Hammoudeh, Shawkat , Thompson, M and Ewing, B. . "Threshold Cointegration Analysis of Crude Oil Benchmarks," THE ENERGY JOURNAL 29.4 (Oct 2008):79-95

Hammoudeh, Shawkat . "Noncompliance, Shocks and Optimal Policy in OPEC's Decision Making" GEOPOLITICS OF ENERGY 30.5 (Aug 2008):1-20

Hammoudeh, Shawkat and Choi, Kyongwook . "Characteristic of Permanent and Transitory Returns in Oil-Sensitive Emerging Stock Markets: the Case of the GCC Countries" JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY 17.3 (Summer 2007):231-245

Hammoudeh, Shawkat and Yuan, Yuan . "Metal Volatility in Presence of Oil and Interest Rate Shocks" ENERGY ECONOMICS 30.2 (Winter 2008) 606-620

Hammoudeh, Shawkat and Li, Huimin . "Sudden Changes in Volatility in Emerging" INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 17.1 (Winter 2008):47-63

Hammoudeh, Shawkat and Nandha, Mohan . "Systematic Risk, and Oil Price and Exchange Rate Sensitivities in Asia-Pacific Stock Markets" RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 21.2 (Spring 2007):326-341

Hammoudeh, Shawkat and AlGudhea, Salim . "Return, Risk and Global Factors in Saudi Equity Sectors" JOURNAL OF EMERGING MARKETS 10.3 (Fall 2006):55-64

Hammoudeh, Shawkat and Li, Huimin . "Oil Sensitivity and Systematic Risk in Oil-Sensitive Stock Markets" JOURNAL OF ECONOMICS AND BUSINESS 57. (Nov 1999):1-21

Covarrabias, G. , Ewing, B. and Hammoudeh, Shawkat . "Volatility of the UK Basis: Persistence and Sudden Changes" FINANCE LETTERS . (Nov 1999)

Books

Krass, I. and New York: Academic Press, S. . The Theory of Positional Games with Application in Economics :New York: Academic Press, Sep 1981

Presentations

Hammoudeh, Shawkat and Ewing, Bradley . Threshold Cointegration Analysis of Crude Oil Benchmarks 83rd Western Economic Association : Honolulu, HA Jul 2009

Hammoudeh, Shawkat , Yuan, Yuan and Thompson, Mark . Precious Metal-Exchange Rate Volatility Transmissions and Hedging Strategies 84th Western Economic Association International Meeting : Vancouver, Canada, Jul 2009

Hammoudeh, Shawkat and Bhar, Ramaprasad . Commodity and Relevant Macro-Financial Variables: Empirical Analysis of Dynamic Causal Relationship in a Regime Switching Environment 84th Western Economic Association International : Vancouver, Canada, Jul 2009

Hammoudeh, Shawkat , Smimou, Kama and Yuan, Yuan . Cycles, Contagion and Volatility in the Stock Markets in Middle East and North Africa Allied Social Science Associations : San Francisco, CA Jan 2009

Hammoudeh, Shawkat , Ewing, Bradley and Thompson, Mark . Threshold Cointegration Analysis of Crude Oil Benchmarks 83rd Western Economic Association International : Honolulu, HA Jul 2008

Hammoudeh, Shawkat , Ewing, Bradley and Thompson, Mark . Do GCC Countries Finance US Current Account Deficit? Allied Social Science Associations : New Orleans, LA Jan 2008

Choi, Kwang and Hammoudeh, Shawkat . Characteristic of Permanent and Transitory Returns in Oil-Sensitive Emerging Stock Markets: the Case of the GCC Countries The Allied Social Sciences–Middle East Economic Association conference : Philadelphia, PA Jan 2005

Hammoudeh, Shawkat and Malik, F . Volatility Transmission in the Oil, US and GCC Equity Markets The Allied Social Sciences–Middle East Economic Association conference : San Diego, CA Jan 2004

Hammoudeh, Shawkat . Impacts of NYMEX Oil futures, Dow Jones, US T-Bill Rate on GCC Stock Markets The Western Economic Association International Conference : , Jun 2003

Proceedings

Hammoudeh, Shawkat . Pricing Risk, Oil and Financial Factors in Saudi Sector Index Returns Middle East Economic Association-ASSA Jun 2006 http://www.luc.edu/orgs/meea/volume8/meea8.html:Oct 2006

Conferences

84th Western Economic Association International, Organizer Jun 29, 2009 - Jul 03, 2009

84th Western Economic Association International Meeting, Speaker Jun 29, 2009 - Jul 03, 2009

84th Western Economic Association Meeting, Sesssion Chair Jun 29, 2009 - Jul 03, 2009

84th Weastern Economic Association Internationl Meeting, Speaker Jun 29, 2009 - Jul 03, 2009

84th Western Economic Association International Meeting, Discussant Jun 29, 2009 - Jul 03, 2009

Allied Social Science Associations, Discussant Jan 03, 2009 - Jan 06, 2009

83rd Western Economic Association International, Chair Jun 30, 2008 - Jul 03, 2008

83rd Western Economic Association, Organizer Jun 30, 2008 - Jul 03, 2008

83rd Western Economic Association International, Speaker Jun 30, 2008 - Jul 03, 2008

83rd Weastern Economic Association International, Speaker Jun 30, 2008 - Jul 03, 2008

Allied Social Science Association, Discussant Jan 03, 2008 - Jan 06, 2008

82nd Western Economic Association International, Organizer Jun 29, 2007 - Jul 03, 2007

82nd Western Economic Association International, Chair Jun 29, 2007 - Jul 03, 2007

Professional Experience

Associate Research Scientist, Kuwait Institute for Scientific Research (KISR) Jul 1981-Jul 1983

Senior Economist, Organization of Arab Petroleum Exporting Countries Aug 1983-Jul 1988

Professor, Drexel University Philadelphia, PA Sep 1990-Oct 2009

WWW Resources

http://faculty.lebow.drexel.edu/HammoudehS