Youssef El-Khatib : Citation Profile

4

H index

2

i10 index

63

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 3
   Journals where Youssef El-Khatib has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (5.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel131
   Updated: 2025-04-12    RAS profile: 2024-08-03    
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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 Youssef El-Khatib.

Is cited by:

Hatemi-J, Abdulnasser (21)

Mustafa, Alan (4)

Olaniyi, Clement (4)

Bouri, Elie (2)

GUPTA, RANGAN (2)

Olayeni, Olaolu (1)

Muroi, Yoshifumi (1)

Roca, Eduardo (1)

Lütkebohmert, Eva (1)

Privault, Nicolas (1)

Osinubi, Tolulope (1)

Cites to:

Hatemi-J, Abdulnasser (13)

Scholes, Myron (6)

Klein, Roger (4)

Dibeh, Ghassan (3)

Aase, Knut (3)

Hacker, R Scott (3)

Madhavan, Ananth (2)

Bahmani-Oskooee, Mohsen (2)

Privault, Nicolas (2)

Jorion, Philippe (2)

Roca, Eduardo (2)

Main data

Production by document typearticlechapterpaper20042005200620072008200920102011201220132014201520162017201820192020202120222023052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200420052006200720082009201020112012201320142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200420052006200720082009201020112012201320142015201620172018201920202021202220230102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Youssef El-Khatib has published?

Journals with more than one article published# docs
Journal of Economic Studies2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
MPRA Paper / University Library of Munich, Germany4

Recent works citing Youssef El-Khatib (2025 and 2024)

Year  ↓Title of citing document  ↓
2024An Asymmetric Capital Asset Pricing Model. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.14137.

Full description at Econpapers || Download paper

2025Pricing 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

Works by Youssef El-Khatib:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013On the pricing and hedging of options for highly volatile periods In: Papers.
[Full Text][Citation analysis]		paper0
2013On 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
2013On option pricing in illiquid markets with jumps In: Papers.
[Full Text][Citation analysis]		paper1
2018Computation of second order price sensitivities in depressed markets In: Papers.
[Full Text][Citation analysis]		paper1
2018Valuation of Currency Options in Markets with a Crunch In: Papers.
[Full Text][Citation analysis]		paper0
2018The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers.
[Full Text][Citation analysis]		paper1
2019Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return In: Papers.
[Full Text][Citation analysis]		paper4
2023A q-binomial extension of the CRR asset pricing model In: Papers.
[Full Text][Citation analysis]		paper0
2011A stochastic volatility model with jumps In: Papers.
[Full Text][Citation analysis]		paper0
2014A Homotopy Analysis Method for the Option Pricing PDE in Post-Crash Markets In: Mathematical Economics Letters.
[Full Text][Citation analysis]		article0
2015Portfolio selection: An alternative approach In: Economics Letters.
[Full Text][Citation analysis]		article9
2017Option valuation and hedging in markets with a crunch In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2020The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2021Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2012Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2011On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013On option pricing in illiquid markets with random jumps In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2004Computations of Greeks in a market with jumps via the Malliavin calculus In: Finance and Stochastics.
[Full Text][Citation analysis]		article14
2016An extension of the asymmetric causality tests for dealing with deterministic trend components In: Applied Economics.
[Full Text][Citation analysis]		article22
2020Has 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]		chapter2

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