Browsing Finance & Economics by Author "Al-Maadid, Alanoud"
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Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Walid, Mensi; Hammoudeh, Shawkat; Rehman, Mobeen Ur; Al-Maadid, Alanoud Ali S.; Hoon Kang, Sang ( Elsevier , 2020 , Article)This study examines portfolio management and risk spillovers between four major precious metals (gold, silver, palladium and platinum) and 20 important U.S. exchange markets. To this end, we employ the multivariate DECO-GARCH ... -
Political tension and stock markets in the Arabian Peninsula
Al-Maadid, Alanoud; Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola ( John Wiley and Sons Ltd , 2021 , Article)This note investigates the effects of the recent political tensions in the Arabian peninsula on the linkages between the stock markets of the leading Gulf Cooperation Council countries by estimating a VAR-GARCH(1,1) model ... -
Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries
Al-Maadid, Alanoud; Alhazbi, Saleh; Al-Thelaya, Khaled ( Elsevier , 2022 , Article)COVID-19 has resulted in high volatility in financial markets across the world. The goal of this study is to investigate the impact of COVID-19-related news on the stock markets in Gulf Cooperation Council (GCC) countries. ...