Ahmed Khalifa : Citation Profile


Are you Ahmed Khalifa?

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

7

H index

6

i10 index

213

Citations

RESEARCH PRODUCTION:

10

Articles

6

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 17
   Journals where Ahmed Khalifa has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 6 (2.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkh395
   Updated: 2024-11-04    RAS profile: 2022-11-27    
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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 Ahmed Khalifa.

Is cited by:

Demirer, Riza (12)

Balcilar, Mehmet (7)

Albulescu, Claudiu (6)

GUPTA, RANGAN (6)

Basher, Syed (6)

Tiwari, Aviral (6)

Caporin, Massimiliano (5)

Ahmed, Walid (5)

Balli, Faruk (4)

Smyth, Russell (4)

Hammoudeh, Shawkat (4)

Cites to:

Hammoudeh, Shawkat (58)

Otranto, Edoardo (24)

Gallo, Giampiero (17)

Bollerslev, Tim (14)

Hamilton, James (10)

Edwards, Sebastian (8)

Osmundsen, Petter (7)

Nguyen, Duc Khuong (7)

Ang, Andrew (7)

Engle, Robert (7)

lucey, brian (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 (2024 and 2023)


YearTitle of citing document
2024Green 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.

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2024Volatility 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.

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2023The 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.

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2023Time-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.

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2024Fossil 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.

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2023The 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.

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2023COVID?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.

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2023Intraday 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.

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2024How 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.

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2023Evolution 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.

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2024Influence 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.

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2023Institutional 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.

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2024Empirical analysis of investment in Pakistan’s upstream sector. (2024). Jamil, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012011.

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2024A 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.

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2023Border 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.

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2024Precious 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.

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2024Can 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.

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2023Can 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.

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2023Asymmetric 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.

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2023The 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.

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2023Oil 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.

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2023.

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2024Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110.

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2023Herding 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.

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2023Does 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.

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2023Nonlinearity 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.

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2023Heterogeneous 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.

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2024Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐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.

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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.
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paper5
2012Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation In: Working Paper CRENoS.
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paper9
2014Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets In: Economic Modelling.
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article3
2016Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies In: Economic Modelling.
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article5
2016Volatility transmission across currencies and commodities with US uncertainty measures In: The North American Journal of Economics and Finance.
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article16
2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
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article67
2014Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 67
paper
2017The relationship between oil prices and rig counts: The importance of lags In: Energy Economics.
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article16
2015Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle In: Energy Policy.
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article10
2014Patterns of volatility transmissions within regime switching across GCC and global markets In: International Review of Economics & Finance.
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article26
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.
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article5
2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers.
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paper5
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.
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article0
2023The Power to Conserve: A Field Experiment on Electricity Use in Qatar In: NBER Working Papers.
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paper0
2011Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets.
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article44
2017Systemic risk for financial institutions of major petroleum-based economies: The role of oil In: SAFE Working Paper Series.
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paper2

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