4
H index
2
i10 index
63
Citations
Youssef El-Khatib : Citation Profile
| RESEARCH PRODUCTION: 7 Articles 13 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Youssef El-Khatib. | Is cited by:
| Cites to:
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Main data
Where Youssef El-Khatib has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Studies | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 8 |
| MPRA Paper / University Library of Munich, Germany | 4 |
Recent works citing Youssef El-Khatib (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios. (2023). Mustafa, Alan ; Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2305.12826. Full description at Econpapers || Download paper |
| 2024 | An Asymmetric Capital Asset Pricing Model. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.14137. Full description at Econpapers || Download paper |
| 2024 | Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus. (2024). Tahmasebi, Mahdieh ; Ahmadi, Ayub. In: Papers. RePEc:arx:papers:2405.00473. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper |
| 2023 | Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy. (2023). Chen, Zhiwei ; Zhang, Jingshu ; Gong, Xiaomin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000057. Full description at Econpapers || Download paper |
| 2023 | Does income inequality respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests. (2023). Tarique, MD ; Khanday, Ishfaq Nazir. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000531. Full description at Econpapers || Download paper |
| 2023 | Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic. (2023). Wang, LI ; Qu, Fang ; Ma, Xueke ; Xu, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004026. Full description at Econpapers || Download paper |
| 2023 | Environmentally sustainable policies in the petroleum sector through the lens of industry 4.0. Russians Lukoil and Gazprom: The COVID-19 crisis of 2020 vs sanctions crisis of 2022. (2023). Sergi, Bruno S ; Alekseev, Alexander N ; Delo, Piper ; Lobova, Svetlana V ; Bogoviz, Aleksei V ; Popkova, Elena G. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004440. Full description at Econpapers || Download paper |
| 2023 | A hybrid stochastic volatility model in a Lévy market. (2023). Vives, Josep ; Makumbe, Zororo S ; Goutte, Stephane ; El-Khatib, Youssef. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:220-235. Full description at Econpapers || Download paper |
| 2023 | European and Asian Greeks for Exponential Lévy Processes. (2023). Ruschendorf, Ludger ; Hudde, Anselm. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10014-5. Full description at Econpapers || Download paper |
| 2023 | Modelling asymmetric structure in the finance-poverty nexus: empirical insights from an emerging market economy. (2023). Olaniyi, Clement ; Odhiambo, Nicholas ; Dada, James ; Vo, Xuan Vinh. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01363-3. Full description at Econpapers || Download paper |
Works by Youssef El-Khatib:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | On the pricing and hedging of options for highly volatile periods In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | On the pricing and hedging of options for highly volatile periods.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | On option pricing in illiquid markets with jumps In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Computation of second order price sensitivities in depressed markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Valuation of Currency Options in Markets with a Crunch In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | A q-binomial extension of the CRR asset pricing model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A stochastic volatility model with jumps In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Homotopy Analysis Method for the Option Pricing PDE in Post-Crash Markets In: Mathematical Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Portfolio selection: An alternative approach In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2017 | Option valuation and hedging in markets with a crunch In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2020 | The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
| 2021 | Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2013 | On option pricing in illiquid markets with random jumps In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Computations of Greeks in a market with jumps via the Malliavin calculus In: Finance and Stochastics. [Full Text][Citation analysis] | article | 14 |
| 2016 | An extension of the asymmetric causality tests for dealing with deterministic trend components In: Applied Economics. [Full Text][Citation analysis] | article | 22 |
| 2020 | Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team