Ahmed Khalifa : Citation Profile


Are you Ahmed Khalifa?

University of Qatar (80% share)
Economic Research Forum (ERF) (20% share)

4

H index

3

i10 index

81

Citations

RESEARCH PRODUCTION:

10

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 13
   Journals where Ahmed Khalifa has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 6 (6.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkh395
   Updated: 2019-05-25    RAS profile: 2018-01-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Otranto, Edoardo (3)

Demirer, Riza (3)

Caporin, Massimiliano (3)

Hammoudeh, Shawkat (2)

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

Is cited by:

Demirer, Riza (7)

Balcilar, Mehmet (5)

Hammoudeh, Shawkat (5)

Basher, Syed (5)

Balli, Faruk (4)

Smyth, Russell (4)

McAleer, Michael (4)

Caporin, Massimiliano (4)

Tiwari, Aviral (3)

Ghassan, Hassan (3)

Ranaldo, Angelo (3)

Cites to:

Hammoudeh, Shawkat (52)

Otranto, Edoardo (23)

Gallo, Giampiero (17)

Bollerslev, Tim (15)

McAleer, Michael (15)

Hamilton, James (10)

Andersen, Torben (9)

Edwards, Sebastian (8)

Nguyen, Duc Khuong (8)

Timmermann, Allan (7)

Osmundsen, Petter (7)

Main data


Where Ahmed Khalifa has published?


Journals with more than one article published# docs
Economic Modelling2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Economic Research Forum2

Recent works citing Ahmed Khalifa (2018 and 2017)


YearTitle of citing document
2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

Full description at Econpapers || Download paper

2018Long-run co-movements between oil prices and rig count in the presence of structural breaks. (2018). Iliescu, Nicoleta. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00297.

Full description at Econpapers || Download paper

2017The 2016 U.S. presidential election and the Stock, FX and VIX markets. (2017). Shaikh, Imlak. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:546-563.

Full description at Econpapers || Download paper

2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

Full description at Econpapers || Download paper

2017Does speculation in the oil market drive investor herding in emerging stock markets?. (2017). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63.

Full description at Econpapers || Download paper

2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

Full description at Econpapers || Download paper

2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

Full description at Econpapers || Download paper

2017Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159.

Full description at Econpapers || Download paper

2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

Full description at Econpapers || Download paper

2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

Full description at Econpapers || Download paper

2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

Full description at Econpapers || Download paper

2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

Full description at Econpapers || Download paper

2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

Full description at Econpapers || Download paper

2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

Full description at Econpapers || Download paper

2018Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77.

Full description at Econpapers || Download paper

2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

Full description at Econpapers || Download paper

2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

Full description at Econpapers || Download paper

2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

Full description at Econpapers || Download paper

2018Co-existence of stochastic and chaotic behaviour in the copper price time series. (2018). Naldi, Maurizio ; Vellucci, Pierluigi ; Mastroeni, Loretta . In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:295-302.

Full description at Econpapers || Download paper

2017Jump spillover between oil prices and exchange rates. (2017). Li, Xiao-Ping ; Wu, Chong-Feng ; Zhou, Chun-Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:656-667.

Full description at Econpapers || Download paper

2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

Full description at Econpapers || Download paper

2017Financial integration in small Islands: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:201-219.

Full description at Econpapers || Download paper

2019Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

Full description at Econpapers || Download paper

2017On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

Full description at Econpapers || Download paper

2017Return and volatility spillovers between oil and stock markets in South Africa and Nigeria. (2017). Fowowe, Babajide . In: African Journal of Economic and Management Studies. RePEc:eme:ajempp:ajems-03-2017-0047.

Full description at Econpapers || Download paper

2019Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests. (2019). Demirer, Riza ; Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:351-:d:196929.

Full description at Econpapers || Download paper

2018Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

Full description at Econpapers || Download paper

2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Working Papers. RePEc:otg:wpaper:1710.

Full description at Econpapers || Download paper

2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: MPRA Paper. RePEc:pra:mprapa:81638.

Full description at Econpapers || Download paper

2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

Full description at Econpapers || Download paper

2018Impact of oil prices on firm stock return: industry-wise analysis. (2018). Waheed, Rida ; Lv, Yulan ; Sarwar, Suleman ; Wei, Chen. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1296-4.

Full description at Econpapers || Download paper

2017Exploring the nexus between oil prices and sectoral stock prices: Nonlinear evidence from Kuwait stock exchange. (2017). Kisswani, Khalid M ; Kruse, Robinson ; Elian, Mohammad I. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1286061.

Full description at Econpapers || Download paper

2018The informational content of unconventional monetary policy on precious metal markets. (2018). Papadamou, Stephanos ; Sogiakas, Vasilios. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:1:p:16-36.

Full description at Econpapers || Download paper

Works by Ahmed Khalifa:


YearTitleTypeCited
2012Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment In: Working Paper CRENoS.
[Full Text][Citation analysis]
paper5
2012Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation In: Working Paper CRENoS.
[Full Text][Citation analysis]
paper4
2014Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets In: Economic Modelling.
[Full Text][Citation analysis]
article1
2016Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies In: Economic Modelling.
[Full Text][Citation analysis]
article1
2016Volatility transmission across currencies and commodities with US uncertainty measures In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
[Full Text][Citation analysis]
article22
2014Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2017The relationship between oil prices and rig counts: The importance of lags In: Energy Economics.
[Full Text][Citation analysis]
article2
2015Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle In: Energy Policy.
[Full Text][Citation analysis]
article3
2014Patterns of volatility transmissions within regime switching across GCC and global markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article15
2017Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers.
[Full Text][Citation analysis]
paper3
2013Oil price volatility and the dynamic systematic risk in Kuwaits equity sector portfolio using the Kalman filter approach In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]
article0
2011Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets.
[Full Text][Citation analysis]
article21
2017Systemic risk for financial institutions of major petroleum-based economies: The role of oil In: SAFE Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team