7
H index
6
i10 index
213
Citations
University of Qatar (80% share) | 7 H index 6 i10 index 213 Citations RESEARCH PRODUCTION: 10 Articles 6 Papers RESEARCH ACTIVITY: 12 years (2011 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkh395 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ahmed Khalifa. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 2 |
Energy Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Economic Research Forum | 2 |
Year | Title of citing document |
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2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper |
2024 | Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494. Full description at Econpapers || Download paper |
2023 | The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482. Full description at Econpapers || Download paper |
2023 | Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327. Full description at Econpapers || Download paper |
2024 | Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855. Full description at Econpapers || Download paper |
2023 | The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns. (2023). Li, Jiaqi ; Xu, Zhiwei ; Zhang, Teng. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028013. Full description at Econpapers || Download paper |
2023 | COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316962. Full description at Econpapers || Download paper |
2023 | Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting. (2023). Xue, Yinsong ; Lv, Jiamin ; Ye, Chuxin ; Luo, Xingguo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300394x. Full description at Econpapers || Download paper |
2024 | How useful are energy-related uncertainty for oil price volatility forecasting?. (2024). Guo, Qiang ; Zhang, Xiaoyun. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013259. Full description at Econpapers || Download paper |
2023 | Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Chen, Jinyu ; Wen, Fenghua ; Duan, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617. Full description at Econpapers || Download paper |
2024 | Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609. Full description at Econpapers || Download paper |
2023 | Institutional and country level determinants of vertical integration: New evidence from the oil and gas industry. (2023). Thanakijsombat, Thanarerk ; Nosheen, Safia ; Saeed, Asif ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004889. Full description at Econpapers || Download paper |
2024 | Empirical analysis of investment in Pakistan’s upstream sector. (2024). Jamil, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012011. Full description at Econpapers || Download paper |
2024 | A wavelet analysis of the relationship between carbon emissions rights and crude oil prices in China. (2024). Cao, Yafei ; Long, Huidian. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724000795. Full description at Econpapers || Download paper |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647. Full description at Econpapers || Download paper |
2024 | Can green finance strengthen energy resilience? The case of China. (2024). Dong, Kangyin ; Liu, Yang ; Zhao, Xiaomeng ; Nepal, Rabindra. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524000982. Full description at Econpapers || Download paper |
2023 | Can Accounting Value Relevance and Pricing Error Influence Stock Price of High-Technology Service Enterprises?. (2023). Ghani, Erlane K ; Santoso, Jose Christian ; Sukmadilaga, Citra. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:48-:d:1055015. Full description at Econpapers || Download paper |
2023 | Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets. (2023). Chen, Wei-Hung ; Chiou-Wei, Song-Zan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5752-:d:1208620. Full description at Econpapers || Download paper |
2023 | The Effects of Crude Oil Price Surprises on National Income: Evidence from India. (2023). Babu, Manivannan ; Dana, Leo Paul ; Maniam, Balasundram ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1148-:d:1042450. Full description at Econpapers || Download paper |
2023 | Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey. (2023). Tuna, Gulcay ; Taha, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3103-:d:1110401. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110. Full description at Econpapers || Download paper |
2023 | Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers || Download paper |
2023 | Does Information Spillover and Leverage Effect Exist in World Gold Markets?. (2023). Lazar, D ; Immanuvel, Maria S. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:475-487. Full description at Econpapers || Download paper |
2023 | Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1. Full description at Econpapers || Download paper |
2023 | Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3. Full description at Econpapers || Download paper |
2024 | Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and nonâ€energy sectors. (2018). Han, Liyan ; Liu, Yang ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Volatility 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] | paper | 5 |
2012 | Volatility 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] | paper | 9 |
2014 | Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2016 | Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2016 | Volatility transmission across currencies and commodities with US uncertainty measures In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 16 |
2015 | Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 67 |
2014 | Oil 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 nother version. Agregated cites: 67 | paper | |
2017 | The relationship between oil prices and rig counts: The importance of lags In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
2015 | Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle In: Energy Policy. [Full Text][Citation analysis] | article | 10 |
2014 | Patterns of volatility transmissions within regime switching across GCC and global markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 26 |
2017 | Causes 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] | article | 5 |
2013 | Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Oil 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] | article | 0 |
2023 | The Power to Conserve: A Field Experiment on Electricity Use in Qatar In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 44 |
2017 | Systemic risk for financial institutions of major petroleum-based economies: The role of oil In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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