Rabeh Khalfaoui : Citation Profile


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133

Citations

RESEARCH PRODUCTION:

1

Articles

5

Papers

RESEARCH ACTIVITY:

   4 years (2011 - 2015). See details.
   Cites by year: 33
   Journals where Rabeh Khalfaoui has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pkh193
   Updated: 2023-01-28    RAS profile: 2015-07-14    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rabeh Khalfaoui.

Is cited by:

Tiwari, Aviral (7)

Maghyereh, Aktham (5)

Batten, Jonathan (5)

Filis, George (4)

Vo, Xuan Vinh (3)

Wagner, Niklas (3)

Szilagyi, Peter (3)

Bianconi, Marcelo (2)

Wang, Yudong (2)

Yoshino, Joe (2)

Liow, Kim (2)

Cites to:

McAleer, Michael (12)

Engle, Robert (7)

AROURI, Mohamed (6)

Rua, António (6)

Nguyen, Duc Khuong (6)

Caporin, Massimiliano (6)

Du, Xiaodong (4)

Bollerslev, Tim (4)

Lahiani, Amine (4)

Nunes, Luis (4)

Alzahrani, Mohammed (3)

Main data


Where Rabeh Khalfaoui has published?


Working Papers Series with more than one paper published# docs
Working Papers / HAL2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Rabeh Khalfaoui (2022 and 2021)


YearTitle of citing document
2021Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices. (2021). J. A. C. Santos, ; Eg, A D ; Bernardino, W ; Alcoforado, R G. In: Papers. RePEc:arx:papers:2107.07556.

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2021Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2021Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Zhu, Huiming ; Hau, Liya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759.

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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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2021What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

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2021Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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2021Frequency connectedness and cross-quantile dependence between green bond and green equity markets. (2021). Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001626.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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2022Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach. (2022). Yu, Haishan ; Geng, Yong ; Qu, Fang ; Zhang, Yuquan W ; Zheng, Biao. In: Energy. RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008544.

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2022Are carbon futures prices stable? New evidence during negative oil. (2022). Larkin, Charles ; Gunay, Samet ; Goodell, John W ; Corbet, Shaen ; Ahonen, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000472.

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2021Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000714.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2021The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100091x.

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2021Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Miftah, Amal. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001574.

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2021Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

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2021Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2022The time-varying spillover effect of China’s stock market during the COVID-19 pandemic. (2022). Yao, Yinhong ; Chen, Zhensong ; Liu, Xueyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005362.

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2021Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Akanni, Lateef O. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:150-159.

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2021Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gana, Marjene ; Ayadi, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:376-423.

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2021Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gana, Marjene ; Ayadi, Ahmed. In: Working Papers. RePEc:hal:wpaper:halshs-03169699.

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2021Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH. (2021). Jana, R K ; Sanyal, Manas K ; Ghosh, Indranil. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09965-0.

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2021Investigating the Institutional Determinants of Financial Development: Empirical Evidence From SAARC Countries. (2021). Qaim, Sarah ; Saghir, Rabia ; Affandi, Hina ; Awais, Muhammad ; Kiani, Adiqa Kausar ; Ellahi, Nazima. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006029.

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2021Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800.

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2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis. (2021). Afanasyev, Dmitriy O ; Gilenko, Evgeniy V ; Fedorova, Elena A. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01825-3.

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2022Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model. (2022). Sepehri, Elmira ; Yazdani, Sanaz ; Mamipour, Siab. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09587-7.

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2022Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Trbovi, Eljana ; Kovaevi, Jelena ; Mani, Slavica ; Ivkov, Dejan. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00189-x.

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2022Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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2021Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR?cDCC?GARCH model. (2021). Akko, Uur ; Civcir, rfan . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1978-1992.

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2021Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis ; Kartsonakismademlis, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3930-3944.

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Works by Rabeh Khalfaoui:


YearTitleTypeCited
2012Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis In: AMSE Working Papers.
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paper7
2012Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2012Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2015Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis In: Energy Economics.
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article121
2011Estimation of the long memory parameter in non stationary models: A Simulation Study In: Working Papers.
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paper0
2011A time-scale analysis of systematic risk: wavelet-based approach In: MPRA Paper.
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paper5

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