Details about Walid Bahloul

Access statistics for papers by Walid Bahloul.

Last updated 2018-07-20. Update your information in the RePEc Author Service.

Short-id: pba1355

Working Papers

2017

1. The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures
   Working Papers, University of Pretoria, Department of Economics View citations (3)
2. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test, Journal of Multinational Financial Management, Elsevier (2018) View citations (63) (2018)

Journal Articles

2018

1. The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test
   Journal of Multinational Financial Management, 2018, 45, (C), 52-71 View citations (63)
   See also Working Paper The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2017) (2017)

2016

2. Profitability of return and sentiment-based investment strategies in US futures markets
   Research in International Business and Finance, 2016, 36, (C), 254-270 View citations (6)
3. The Efficiency of the European Non-Life Insurance: CEO Power, Macroeconomic, and Market Characteristics Impact
   IJFS, 2016, 4, (1), 1-13 View citations (1)
4. The impact of investor sentiment on returns and conditional volatility in U.S. futures markets
   Journal of Multinational Financial Management, 2016, 36, (C), 89-102 View citations (18)