Details about Ahmed Khalifa
Access statistics for papers by Ahmed Khalifa.
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- Systemic risk for financial institutions of major petroleum-based economies: The role of oil
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
- Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries
Working Papers, Economic Research Forum View citations (3)
See also Journal Article in Energy Economics (2015)
- Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
Working Papers, Economic Research Forum View citations (5)
- Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment
Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations (6)
- Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation
Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations (9)
- Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Research in International Business and Finance, 2017, 39, (PA), 307-314 View citations (3)
- The relationship between oil prices and rig counts: The importance of lags
Energy Economics, 2017, 63, (C), 213-226 View citations (13)
- Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies
Economic Modelling, 2016, 54, (C), 574-590 View citations (5)
- Volatility transmission across currencies and commodities with US uncertainty measures
The North American Journal of Economics and Finance, 2016, 37, (C), 63-83 View citations (14)
- Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries
Energy Economics, 2015, 49, (C), 132-140 View citations (61)
See also Working Paper (2014)
- Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
Energy Policy, 2015, 87, (C), 72-82 View citations (7)
- Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets
Economic Modelling, 2014, 41, (C), 365-374 View citations (3)
- Patterns of volatility transmissions within regime switching across GCC and global markets
International Review of Economics & Finance, 2014, 29, (C), 512-524 View citations (30)
- Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach
American Journal of Finance and Accounting, 2013, 3, (1), 24-40
- Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper
Journal of Futures Markets, 2011, 31, (1), 55-80 View citations (41)
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