EL MEHDI FERROUHI : Citation Profile

Are you EL MEHDI FERROUHI?

Université Ibn Tofaïl

2

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

5

Articles

10

Papers

2

Chapters

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 3
   Journals where EL MEHDI FERROUHI has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 3 (8.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe398
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Gerritsen, Dirk (4)

Menkveld, Albert (4)

Ferrara, Gerardo (4)

Ait-Sahalia, Yacine (4)

Adrian, Tobias (4)

Gehrig, Thomas (4)

Holzmeister, Felix (4)

Alexeev, Vitali (4)

Colliard, Jean-Edouard (4)

Dimpfl, Thomas (4)

Frömmel, Michael (4)

Abudy, Menachem (4)

Caporin, Massimiliano (4)

Brownlees, Christian (4)

Deku, Solomon (4)

Dumitrescu, Ariadna (4)

CAPELLE-BLANCARD, Gunther (4)

Deev, Oleg (4)

Bohorquez Correa, Santiago (4)

Dreber, Anna (4)

Chow, Nikolai Sheung-Chi (4)

Johannesson, Magnus (4)

Chernov, Mikhail (4)

Füllbrunn, Sascha (3)

Hurlin, Christophe (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Talavera, Oleksandr (2)

Heath, Davidson (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Frijns, Bart (2)

Patton, Andrew (2)

He, Xuezhong (Tony) (2)

Rakowski, David (2)

Lopez-Lira, Alejandro (2)

Stefanova, Denitsa (2)

Liew, Chee (2)

Taylor, Nick (2)

Hautsch, Nikolaus (2)

Wong, Wing-Keung (2)

Lajaunie, Quentin (2)

Park, Andreas (2)

Xia, Shuo (2)

Gil-Bazo, Javier (2)

Schuerhoff, Norman (2)

van Kervel, Vincent (2)

Bos, Charles (2)

Schenk-Hoppé, Klaus (2)

Ødegaard, Bernt (2)

Xiu, Dacheng (2)

Tonks, Ian (2)

Wolff, Christian (2)

LINTON, OLIVER (2)

Korajczyk, Robert (2)

Moinas, Sophie (2)

Sojli, Elvira (2)

Zhou, Chen (2)

Foucault, Thierry (2)

Scaillet, Olivier (2)

Vilkov, Grigory (2)

Jalkh, Naji (2)

PASCUAL, ROBERTO (2)

Palan, Stefan (2)

Smales, Lee (2)

Harris, Jeffrey (2)

Pasquariello, Paolo (2)

Jurkatis, Simon (2)

Rinne, Kalle (2)

Gorbenko, Arseny (2)

Hjalmarsson, Erik (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Horenstein, Alex (2)

Kassner, Bernhard (2)

Bouri, Elie (2)

Renault, Thomas (2)

Nielsson, Ulf (2)

Theissen, Erik (2)

Roy, Saurabh (2)

Wilhelmsson, Anders (2)

Walther, Thomas (2)

Lof, Matthijs (2)

Davies, Ryan (2)

Ranaldo, Angelo (2)

Patel, Vinay (2)

Vogel, Sebastian (2)

Reitz, Stefan (2)

Sarno, Lucio (2)

Putnins, Talis (2)

Mihet, Roxana (2)

Regis, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with EL MEHDI FERROUHI.

Is cited by:

Salisu, Afees (2)

Jareño, Francisco (2)

Abakah, Emmanuel (1)

Awodumi, Olabanji (1)

Okotori, Tonprebofa (1)

Huber, Christoph (1)

Hassan, M. Kabir (1)

Vo, Xuan Vinh (1)

Tiwari, Aviral (1)

Kenourgios, Dimitris (1)

Tonzer, Lena (1)

Cites to:

Allen, Franklin (5)

Carletti, Elena (5)

Johannesson, Magnus (4)

Dreber, Anna (4)

Ho, Teck (4)

Berger, Allen (4)

Kosmidou, Kyriaki (4)

Johansen, Soren (3)

Beam, Emily (3)

FREIXAS, XAVIER (3)

Huntington-Klein, Nick (3)

Main data

Where EL MEHDI FERROUHI has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6

Recent works citing EL MEHDI FERROUHI (2022 and 2021)

YearTitle of citing document
2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2022Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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2022Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries. (2022). Awodumi, Olabanji ; Adewuyi, Adeolu O ; Adeleke, Musefiu A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004068.

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2022Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management. (2022). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid ; Alomari, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005566.

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2023Measuring enterprise risk management implementation: A multifaceted approach for the banking sector. (2023). Mahtab, Nehal ; Soliman, Alaa M ; Adam, Mukhtar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:244-256.

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2021Connectedness between cryptocurrency and technology sectors: International evidence. (2021). Alqahtani, Faisal ; Trabelsi, Nader ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:910-922.

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2022Network connectedness dynamics of the yield curve of G7 countries. (2022). Aharon, David Y ; Riaz, Yasir ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288.

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2021Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. (2021). Teplova, Tamara ; Tran, Dang Khoa ; Gubareva, Mariya ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001148.

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2021Methodology for Building Traders Investment Strategy Based on Assessment of the Market Value of the Company. (2021). Zemlianska, Nataliia ; Wielki, Janusz ; Sytnik, Inessa ; Stopochkin, Artem. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:913-935.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2021Quelles sont les variables managériales et économiques qui influencent la performance opérationnelle des banques de l’UEMOA ?. (2021). Diallo, Mamadou Nouhou ; Goudiaby, Keba Aly ; Deh, Amon Anike. In: Journal of Academic Finance. RePEc:jaf:journl:v:12:y:2021:i:2:n:384.

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2021COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations. (2021). Salisu, Afees ; Obiora, Kingsley. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00253-1.

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2023COVID-19 pandemic and financial innovations. (2023). Salisu, Afees ; Omoke, Philip C ; Sikiru, Abdulsalam Abidemi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01540-4.

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2023High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. (2023). Peter, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00463-y.

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2022.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by EL MEHDI FERROUHI:

YearTitleTypeCited
2014Moroccan Banks Analysis Using CAMEL Model In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]		article3
2020Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Non-Standard Errors.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2013Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Liquidity Determinants of Moroccan Banking Industry In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2014Savings Determinants of Moroccan banks: A cointegration modeling approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Trading mechanisms, return’s volatility and efficiency in the Casablanca Stock Exchange In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Determinants of bank deposits in Morocco In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2018Determinants of banks’ profitability and performance: an overview In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2022High-Frequency Trading and Market Efficiency in the Moroccan Stock Market In: Springer Books.
[Citation analysis]		chapter0
2021Calendar anomalies in African stock markets In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2021Herding Behavior in the Moroccan Stock Exchange In: Journal of African Business.
[Full Text][Citation analysis]		article2
2017DETERMINANTS OF BANK PERFORMANCE IN A DEVELOPING COUNTRY: EVIDENCE FROM MOROCCO In: Organizations and Markets in Emerging Economies.
[Full Text][Citation analysis]		article1
2020Comovements and Integration in African Stock Markets In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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