Details about Khaled Guesmi
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Last updated 2021-03-04. Update your information in the RePEc Author Service.
Short-id: pgu524
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Working Papers
2020
- COVID 19's impact on crude oil and natural gas S&P GS Indexes
Working Papers, HAL View citations (28)
- Risk Factors and Contagion in Commodity Markets and Stocks Markets
Post-Print, HAL
- The Impacts of COVID-19 on China's. Domestic Natural Gas Market
Post-Print, HAL
Also in Post-Print, HAL (2020)
- The Unprecedented Equity and Commodity Markets Reaction to COVID-19
Post-Print, HAL View citations (10)
2019
- Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?
Working Papers, HAL View citations (9)
Also in Post-Print, HAL (2018) View citations (5)
See also Journal Article in Finance Research Letters (2019)
- Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints
Working Papers, HAL
- Commodities risk premia and regional integration in gas-exporting countries
Post-Print, HAL View citations (2)
See also Journal Article in Energy Economics (2019)
- Contagion and bond pricing: The case of the ASEAN region
Post-Print, HAL
See also Journal Article in Research in International Business and Finance (2019)
- DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY
Working Papers, HAL
- DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS
Working Papers, HAL View citations (4)
- FDI, banking crises and growth: direct and spill over effects
Post-Print, HAL View citations (6)
Also in Working Papers, HAL (2019)  Papers, arXiv.org (2019) View citations (2) Working Papers, HAL (2019) View citations (6)
See also Journal Article in Applied Economics Letters (2019)
- Hedging and diversification across commodity assets
Post-Print, HAL View citations (2)
See also Journal Article in Applied Economics (2020)
- Media attention and Bitcoin prices
Post-Print, HAL View citations (49)
See also Journal Article in Finance Research Letters (2019)
- On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps
Working Papers, HAL
- Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers
Working Papers, HAL View citations (3)
See also Journal Article in Energy Policy (2019)
- Public attention to environmental issues and stock market returns
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (4)
See also Journal Article in Ecological Economics (2021)
- Study of the dynamic of Bitcoin's price
Working Papers, HAL View citations (1)
- What Interactions between Financial Globalization and Instability?-Growth in Developing Countries
Post-Print, HAL View citations (12)
See also Journal Article in Journal of International Development (2019)
2018
- Oil Price Risk and Financial Contagion
Post-Print, HAL View citations (8)
- On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
Post-Print, HAL View citations (6)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)
- Optimal strategy between extraction and storage of crude oil
Post-Print, HAL View citations (1)
Also in Post-Print, HAL (2018) View citations (2)
See also Journal Article in Annals of Operations Research (2019)
- The Asymmetric Responses of Stock Markets
Post-Print, HAL View citations (4)
See also Journal Article in Journal of Economic Integration (2018)
2017
- Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
Post-Print, HAL View citations (4)
See also Journal Article in Journal of Risk Finance (2017)
- Financial integration and Japanese stock market
Working Papers, HAL
Also in MPRA Paper, University Library of Munich, Germany (2015)
- The regional pricing of risk: An empirical investigation of the MENA equity determinants
Working Papers, HAL 
Also in MPRA Paper, University Library of Munich, Germany (2015)
2015
- International CAPM and Oil Price: Evidence from Selected OPEC Countries
Post-Print, HAL View citations (3)
See also Journal Article in Bankers, Markets & Investors (2015)
- Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach
MPRA Paper, University Library of Munich, Germany View citations (2)
Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (12)
See also Journal Article in Applied Economics (2015)
- Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
Post-Print, HAL View citations (9)
Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (12)
See also Journal Article in Applied Economics (2015)
2014
- Are hedge funds uncorrelated with financial markets? An empirical assessment
Working Papers, Department of Research, Ipag Business School View citations (5)
- Australia’s integration into the ASEAN- 5 Region
Working Papers, Department of Research, Ipag Business School
- Commodity Price Correlation and Time varying Hedge Ratios
Working Papers, Department of Research, Ipag Business School View citations (20)
- Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation
Working Papers, Department of Research, Ipag Business School View citations (7)
- Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
Working Papers, Department of Research, Ipag Business School View citations (27)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
- Is there a difference between domestic and foreign risk premium? The case of China Stock Market
Working Papers, Department of Research, Ipag Business School View citations (5)
- L’intégration intra-régionale des marchés boursiers de l’Europe du sudest: une analyse multivariée
Working Papers, Department of Research, Ipag Business School View citations (5)
- Measuring contagion effects between crude oil and OECD stock markets
Working Papers, Department of Research, Ipag Business School View citations (40)
- Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis
Working Papers, Department of Research, Ipag Business School View citations (68)
Also in Post-Print, HAL (2014) View citations (65)
See also Journal Article in Energy Policy (2014)
- Oil price and financial markets in the main OPEC countries
Post-Print, HAL View citations (10)
- Oil price impact on financial markets
Working Papers, Department of Research, Ipag Business School View citations (24)
- On the determinants of equity international risk premium: Are emerging zones different ?
Working Papers, Department of Research, Ipag Business School View citations (15)
Also in Post-Print, HAL (2013)
See also Journal Article in Economics Bulletin (2013)
- Regional Stock Market Integration of Singapore: A Multivariate Analysis
Post-Print, HAL View citations (16)
See also Journal Article in Economic Modelling (2014)
- Robust Portfolio Protection: A Scenarios-Based Approach
EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (5)
See also Journal Article in Bankers, Markets & Investors (2015)
- Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia
Post-Print, HAL View citations (12)
See also Journal Article in Economic Modelling (2014)
- Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis
Working Papers, Department of Research, Ipag Business School View citations (2)
- The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
Working Papers, Department of Research, Ipag Business School View citations (21)
See also Journal Article in International Review of Financial Analysis (2014)
- The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region
Working Papers, Department of Research, Ipag Business School View citations (8)
- The crisis of the sovereign debts in the Eurozone: an overview
Working Papers, Department of Research, Ipag Business School View citations (1)
- The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach
Working Papers, Department of Research, Ipag Business School View citations (10)
See also Journal Article in International Economics (2014)
2013
- Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?
Post-Print, HAL View citations (6)
Also in Post-Print, HAL (2012) EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) 
See also Journal Article in Economic Modelling (2013)
- Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
Post-Print, HAL View citations (5)
Also in Working Papers, HAL (2013) View citations (6) EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (5)
- Regional Equity Risk Premium Convergence: The case of Japan
Working Papers, Department of Research, Ipag Business School View citations (1)
- Regional integration of stock markets in Southeast Europe
Working Papers, Department of Research, Ipag Business School View citations (1)
- Sudden Changes in Volatility in European Stock Markets
Working Papers, Department of Research, Ipag Business School View citations (1)
2012
- Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach
Post-Print, HAL
2011
- Contagion effect of financial crisis on OECD stock markets
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (4)
- How strong is the global integration of emerging market regions? An empirical assessment
EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (47)
See also Journal Article in Economic Modelling (2011)
2009
- Évaluation de la prime de risque de change dans un contexte régional: une analyse multi-variée du MEDAFI
EconomiX Working Papers, University of Paris Nanterre, EconomiX
Journal Articles
2021
- Public Attention to Environmental Issues and Stock Market Returns
Ecological Economics, 2021, 180, (C) View citations (20)
See also Working Paper (2019)
- Survival of reorganized firms in France
Finance Research Letters, 2021, 38, (C) View citations (2)
- The unprecedented reaction of equity and commodity markets to COVID-19
Finance Research Letters, 2021, 38, (C) View citations (20)
2020
- Diamonds versus precious metals: What gleams most against USD exchange rates?
Finance Research Letters, 2020, 34, (C) View citations (6)
- Does Financial inclusion affect the African banking stability?
Economics Bulletin, 2020, 40, (1), 863-879 View citations (1)
- Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates
Research in International Business and Finance, 2020, 52, (C) View citations (15)
- Financial instability and oil price fluctuations: evidence from oil exporting developing countries
European Journal of Comparative Economics, 2020, 17, (1), 55-71 View citations (2)
- Hedging and diversification across commodity assets
Applied Economics, 2020, 52, (23), 2472-2492 View citations (6)
See also Working Paper (2019)
- Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory
Resources Policy, 2020, 68, (C) View citations (14)
- Hedging strategy for financial variables and commodities
Economics Bulletin, 2020, 40, (2), 1368-1379 View citations (2)
- Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Research in International Business and Finance, 2020, 54, (C) View citations (22)
- Oil price shocks, equity markets, and contagion effect in OECD countries
European Journal of Comparative Economics, 2020, 17, (2), 155-183 View citations (1)
- Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Economic Modelling, 2020, 93, (C), 230-258 View citations (30)
- Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels
Structural Change and Economic Dynamics, 2020, 53, (C), 402-410 View citations (39)
- The Non-Linear Relationship Between Economic Growth and Public Debt
Economics Bulletin, 2020, 40, (3), 2336-2343 View citations (1)
2019
- Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?
Finance Research Letters, 2019, 31, (C) View citations (7)
See also Working Paper (2019)
- Commodities risk premia and regional integration in gas-exporting countries
Energy Economics, 2019, 80, (C), 267-276 View citations (2)
See also Working Paper (2019)
- Contagion and bond pricing: The case of the ASEAN region
Research in International Business and Finance, 2019, 47, (C), 371-385 
See also Working Paper (2019)
- FDI, banking crises and growth: direct and spill over effects
Applied Economics Letters, 2019, 26, (20), 1655-1658 View citations (5)
See also Working Paper (2019)
- Financial development and energy consumption: Is the MENA region different?
Energy Policy, 2019, 135, (C) View citations (28)
- Media attention and Bitcoin prices
Finance Research Letters, 2019, 30, (C), 37-43 View citations (52)
See also Working Paper (2019)
- On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks
Journal of Quantitative Economics, 2019, 17, (1), 153-165
- Optimal strategy between extraction and storage of crude oil
Annals of Operations Research, 2019, 281, (1), 3-26 
See also Working Paper (2018)
- Portfolio diversification with virtual currency: Evidence from bitcoin
International Review of Financial Analysis, 2019, 63, (C), 431-437 View citations (183)
- Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers
Energy Policy, 2019, 132, (C), 1120-1129 View citations (3)
See also Working Paper (2019)
- Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets
Energy Policy, 2019, 134, (C) View citations (7)
- What Interactions between Financial Globalization and Instability?—Growth in Developing Countries
Journal of International Development, 2019, 31, (1), 39-79 View citations (12)
See also Working Paper (2019)
2018
- On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 233-254 View citations (6)
See also Working Paper (2018)
- The Asymmetric Responses of Stock Markets
Journal of Economic Integration, 2018, 33, (1), 1096-1140 View citations (4)
See also Working Paper (2018)
- The regional pricing of risk: An empirical investigation of the MENA Region
Economics Bulletin, 2018, 38, (2), 751-760
2017
- ASEAN Plus Three Stock Markets Integration
Journal of Quantitative Economics, 2017, 15, (3), 565-581 View citations (1)
- Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
Journal of Risk Finance, 2017, 18, (4), 381-397 View citations (4)
See also Working Paper (2017)
- Commodity price cycles and financial pressures in African commodities exporters
Emerging Markets Review, 2017, 30, (C), 215-231 View citations (6)
- The role of banks in the governance of non-financial firms: Evidence from Europe
Research in International Business and Finance, 2017, 42, (C), 285-294 View citations (2)
Also in Research in International Business and Finance, 2017, 42, (C), 784-793 (2017) View citations (2)
- “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
Energy Economics, 2017, 68, (C), 228-239 View citations (66)
2016
- Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence
Economics Bulletin, 2016, 36, (4), 2225-2236 View citations (1)
- Financial Integration and Japanese Stock market Performance
Economics Bulletin, 2016, 36, (2), 1064-1070 View citations (1)
- From Oil to Stock Markets
Journal of Economic Integration, 2016, 31, (1), 103-133 View citations (2)
- Oil price and stock market co-movement: What can we learn from time-scale approaches?
International Review of Financial Analysis, 2016, 46, (C), 266-280 View citations (35)
- On the Influence of Oil Prices on Financial Variables
Economics Bulletin, 2016, 36, (4), 2261-2274
- On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach
European Journal of Comparative Economics, 2016, 13, (1), 67-79
- What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries
Energy Economics, 2016, 60, (C), 313-324 View citations (7)
2015
- International CAPM and Oil Price: Evidence from Selected OPEC Countries
Bankers, Markets & Investors, 2015, (136-137), 64-78 View citations (3)
See also Working Paper (2015)
- Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach
Applied Economics, 2015, 47, (57), 6200-6210 View citations (3)
See also Working Paper (2015)
- Robust Portfolio Protection: A Scenarios-based Approach
Bankers, Markets & Investors, 2015, (138), 30-44 
See also Working Paper (2014)
- Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
Computational Economics, 2015, 46, (4), 575-611 View citations (15)
- Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
Applied Economics, 2015, 47, (28), 2974-2984 View citations (11)
See also Working Paper (2015)
2014
- Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 204-212 View citations (26)
See also Working Paper (2014)
- Oil price and financial markets: Multivariate dynamic frequency analysis
Energy Policy, 2014, 73, (C), 245-258 View citations (69)
See also Working Paper (2014)
- Regional stock market integration in Singapore: A multivariate analysis
Economic Modelling, 2014, 43, (C), 217-224 View citations (17)
See also Working Paper (2014)
- Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Economic Modelling, 2014, 38, (C), 305-310 View citations (106)
- Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia
Economic Modelling, 2014, 37, (C), 408-416 View citations (20)
See also Working Paper (2014)
- The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach
Economics Bulletin, 2014, 34, (1), 510-519 View citations (2)
- The determinants of regional stock market integration in middle east: A conditional ICAPM approach
International Economics, 2014, (137), 22-31 View citations (9)
See also Working Paper (2014)
- The evolution of risk premium as a measure for intra-regional equity market integration
International Review of Financial Analysis, 2014, 35, (C), 13-19 View citations (21)
See also Working Paper (2014)
- Time-varying regional integration of stock markets in Southeast Europe
Applied Economics, 2014, 46, (11), 1279-1290 View citations (13)
2013
- Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
Economic Modelling, 2013, 31, (C), 423-432 View citations (6)
See also Working Paper (2013)
- Further evidence on the determinants of regional stock market integration in Latin America
European Journal of Comparative Economics, 2013, 10, (3), 397-413 View citations (6)
- Greece’s Stock Market Integration with Southeast Europe
Journal of Economic Integration, 2013, 28, 668-682 View citations (3)
- On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?
Economics Bulletin, 2013, 33, (1), 597-611 View citations (1)
See also Working Paper (2014)
2011
- Are domestic Asian markets integrated with the regional one? An empirical assessment
Economics Bulletin, 2011, 31, (1), A5
- How strong is the global integration of emerging market regions? An empirical assessment
Economic Modelling, 2011, 28, (6), 2517-2527 View citations (48)
See also Working Paper (2011)
- Measuring stock market volatility in oecd economy
Economics Bulletin, 2011, 31, (4), A58
- Time varying regional integration in emerging stock market
Economics Bulletin, 2011, 31, (2), 1082-1094 View citations (2)
- What Drives the Regional Integration of Emerging Stock Markets?
Economics Bulletin, 2011, 31, (3), 2603-2619 View citations (3)
Also in Economics Bulletin, 2011, 31, (2), A23 (2011) View citations (2)
Undated
- Les fonds souverains et le spectre des Etats rentiers: Le cas du Qatar
IPAG Economics and Management Letters, 9 View citations (12)
- Overview of the 2nd International Symposium on Energy and Finance Issues: Part I
IPAG Economics and Management Letters, 10 View citations (1)
Edited books
2020
- Risk Factors and Contagion in Commodity Markets and Stocks Markets
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
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