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Details about Ahmed Khalifa

Postal address:Qatar University College of Business and Economics Department of Finance and Economics
Workplace:College of Business and Economics, University of Qatar, (more information at EDIRC)
Economic Research Forum (ERF), (more information at EDIRC)

Access statistics for papers by Ahmed Khalifa.

Last updated 2018-01-01. Update your information in the RePEc Author Service.

Short-id: pkh395

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Working Papers


  1. Systemic risk for financial institutions of major petroleum-based economies: The role of oil
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads


  1. Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries
    Working Papers, Economic Research Forum Downloads View citations (3)
    See also Journal Article in Energy Economics (2015)


  1. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
    Working Papers, Economic Research Forum Downloads View citations (5)


  1. 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 Downloads View citations (6)
  2. 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 Downloads View citations (9)

Journal Articles


  1. 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 Downloads View citations (3)
  2. The relationship between oil prices and rig counts: The importance of lags
    Energy Economics, 2017, 63, (C), 213-226 Downloads View citations (13)


  1. Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies
    Economic Modelling, 2016, 54, (C), 574-590 Downloads View citations (5)
  2. Volatility transmission across currencies and commodities with US uncertainty measures
    The North American Journal of Economics and Finance, 2016, 37, (C), 63-83 Downloads View citations (14)


  1. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries
    Energy Economics, 2015, 49, (C), 132-140 Downloads View citations (61)
    See also Working Paper (2014)
  2. Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
    Energy Policy, 2015, 87, (C), 72-82 Downloads View citations (7)


  1. 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 Downloads View citations (3)
  2. Patterns of volatility transmissions within regime switching across GCC and global markets
    International Review of Economics & Finance, 2014, 29, (C), 512-524 Downloads View citations (30)


  1. 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 Downloads


  1. Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper
    Journal of Futures Markets, 2011, 31, (1), 55-80 Downloads View citations (41)
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