Details about Ibrahim A. Onour

Access statistics for papers by Ibrahim A. Onour.

Last updated 2024-03-10. Update your information in the RePEc Author Service.

Short-id: pon87

Working Papers

2021

1. The impact of the covid-19 pandemic on major Asian stock markets: evidence of decoupling effects
   MPRA Paper, University Library of Munich, Germany

2020

2. Assessing the Impact of covid-19 Shock on major Asian stock markets
   MPRA Paper, University Library of Munich, Germany
3. Crime surge and institutional weakness: Are they associated? Evidence from a conflict country
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country, International Journal of World Policy and Development Studies, Academic Research Publishing Group (2017) (2017)
4. Modeling the impact of economic sanctions on a small open economy: A dynamic approach
   MPRA Paper, University Library of Munich, Germany

2018

5. Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article TECHNICAL TRADING RULES AND TRADING SIGNALS IN THE BLACK MARKET FOR FOREIGN EXCHANGE IN SUDAN, Theoretical and Practical Research in the Economic Fields, ASERS Publishing (2018) View citations (1) (2018)
6. The cost of mismanagement of gold production in Sudan
   MPRA Paper, University Library of Munich, Germany

2015

7. Efficiency of sugar industry in Sudan: Data Envelopment Analysis
   MPRA Paper, University Library of Munich, Germany
8. Modeling inflation dynamics in a conflict economy
   MPRA Paper, University Library of Munich, Germany View citations (1)

2014

9. رؤية لإنشاء بنك أوقاف
   (An Initiative to establish Waqf Bank)
   MPRA Paper, University Library of Munich, Germany

2013

10. Pricing the Cost of Deposit Insurance and Assessing Moral Hazard Effect: Evidence from Banking Sector in Sudan
    MPRA Paper, University Library of Munich, Germany

2012

11. Volatility Spillover Across GCC Stock Markets
    MPRA Paper, University Library of Munich, Germany
12. نحو رؤية جديدة لتمويل منشآت الأعمال الصغيرة والمتوسطة
    (Financing Small and Medium Scale Enterprises:A New Approach)
    MPRA Paper, University Library of Munich, Germany

2011

13. Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market
    MPRA Paper, University Library of Munich, Germany
14. Financial stability in small open economy under political uncertainty
    MPRA Paper, University Library of Munich, Germany
15. Global food and energy markets: volatility transmission and impulse response effects
    MPRA Paper, University Library of Munich, Germany View citations (5)
16. Technical efficiency analysis of banks in major oil exporting Middle East countries
    MPRA Paper, University Library of Munich, Germany View citations (2)
17. الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
    (Options as Islamic Financial Derivative: Thoughts provoking discussion)
    MPRA Paper, University Library of Munich, Germany
18. قياس الكفاءة الفنية لبنوك دول مجلس التعاون الخليجي
    (Testing technical efficiency of banks in GCC countries)
    MPRA Paper, University Library of Munich, Germany

2010

19. Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature, International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd (2012) View citations (3) (2012)
20. Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis
    MPRA Paper, University Library of Munich, Germany
21. South Sudan Referundum: A Macroeconomic Analysis of Post-Secession Scenario
    MPRA Paper, University Library of Munich, Germany
22. The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries
    MPRA Paper, University Library of Munich, Germany View citations (8)
    Also in API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center View citations (2)

2009

23. Extreme Risk and Fat-tails Distribution Model:Empirical Analysis
    MPRA Paper, University Library of Munich, Germany
    Also in API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center View citations (3)
24. Financial Integration of North Africa Stock Markets
    MPRA Paper, University Library of Munich, Germany
    Also in API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center
25. Natural Gas markets:How Sensitive to Crude Oil Price Changes?
    MPRA Paper, University Library of Munich, Germany View citations (5)
26. Rational bubbles and volatility persistence in India stock market
    MPRA Paper, University Library of Munich, Germany

2008

27. Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Financial integration of GCC capital markets: evidence of non-linear cointegration, Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd (2009) View citations (1) (2009)
28. Forward-Looking Beta Estimates:Evidence from an Emerging Market
    MPRA Paper, University Library of Munich, Germany View citations (1)

2007

29. Testing Efficiency Performance of an Underdeveloped Stock Market
    MPRA Paper, University Library of Munich, Germany View citations (4)

1997

30. Parallel Market Premia and Misalignment of Official Exchange Rates
    MPRA Paper, University Library of Munich, Germany View citations (5)

Undated

31. Do Islamic Banks Perform Better than Conventional Banks? Evidence from Gulf Cooperation Council countries
    API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center
32. Exploring Stability of Systematic Risk: Sectoral Portfolio Analysis
    API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center
33. Forecasting Volatility in Global Food Commodity Prices
    API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center View citations (10)
34. Is the high crude oil prices cause the soaring global food prices?
    API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center
35. North Africa Stock Markets: Analysis of Unit Root and Long Memory Process
    API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center View citations (3)

Journal Articles

2022

1. Evaluation of transmission effects of the COVID-19 shock on major Asian stock markets
   International Journal of Global Environmental Issues, 2022, 21, (1), 82-93

2021

2. Modeling and assessing systematic risk in stock markets in major oil exporting countries
   Economic Consultant, 2021, 35, (3), 18-29
3. The impact of COVID-19 pandemic shock on major Asian stock markets: evidence of decoupling effects
   Economic Consultant, 2021, 34, (2), 21-32
4. The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach
   Journal of Central Banking Theory and Practice, 2021, 10, (3), 137-152 View citations (1)

2018

5. Do Political Internal Unrest and Smuggling of Precious Metals are Associated? Evidence from a Conflict Country
   International Journal of World Policy and Development Studies, 2018, 4, (1), 1-5
6. TECHNICAL TRADING RULES AND TRADING SIGNALS IN THE BLACK MARKET FOR FOREIGN EXCHANGE IN SUDAN
   Theoretical and Practical Research in the Economic Fields, 2018, 9, (1), 25-31 View citations (1)
   See also Working Paper Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan, MPRA Paper (2018) View citations (1) (2018)

2017

7. Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country
   International Journal of World Policy and Development Studies, 2017, 3, (1), 1-9
   See also Working Paper Crime surge and institutional weakness: Are they associated? Evidence from a conflict country, MPRA Paper (2020) (2020)
8. Operational constraints of equity financed budget deficit in interest-free economy
   International Journal of Bonds and Derivatives, 2017, 3, (2), 176-182

2016

9. Can OPEC Cartel Reverse Crude Oil Price Downfall?
   International Journal of World Policy and Development Studies, 2016, 2, (12), 90-93

2015

10. Credit for equity investment and stock market volatility: evidence of variance causality
    International Journal of Monetary Economics and Finance, 2015, 8, (3), 265-273

2014

11. Assessing the cost of deposit insurance and moral hazard effect: evidence from banking sector in Sudan
    Afro-Asian Journal of Finance and Accounting, 2014, 4, (3), 339-348

2012

12. Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature
    International Journal of Monetary Economics and Finance, 2012, 5, (1), 1-10 View citations (3)
    See also Working Paper Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature, MPRA Paper (2010) View citations (3) (2010)
13. Wheat and corn prices and energy markets: spillover effects
    International Journal of Business and Globalisation, 2012, 9, (4), 372-382

2011

14. Modeling and forecasting volatility in global food commodity prices
    Agricultural Economics, 2011, 57, (3), 132-139 View citations (1)

2010

15. Decomposing fundamental and non-fundamental volatility in GCC stock markets
    International Journal of Monetary Economics and Finance, 2010, 3, (1), 1-12 View citations (1)
16. GCC stock markets: How risky are they?
    International Journal of Monetary Economics and Finance, 2010, 3, (4), 330-337 View citations (4)
17. Global food crisis and crude oil price changes: Do they share common cyclical features?
    International Journal of Economic Policy in Emerging Economies, 2010, 3, (1), 61-70 View citations (2)
18. North Africa stock markets: analysis of long memory and persistence of shocks
    International Journal of Monetary Economics and Finance, 2010, 3, (2), 101-111 View citations (5)

2009

19. Dynamic analysis of dual exchange rates in small open economy
    International Journal of Economic Policy in Emerging Economies, 2009, 2, (1), 50-62
20. Financial integration of GCC capital markets: evidence of non-linear cointegration
    Afro-Asian Journal of Finance and Accounting, 2009, 1, (3), 251-265 View citations (1)
    See also Working Paper Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration, MPRA Paper (2008) (2008)

2008

21. Forecasting volatility in Gulf Cooperation Council emerging markets: the predictive power of alternative models
    Afro-Asian Journal of Finance and Accounting, 2008, 1, (2), 129-139
22. What drives short-term GCC stock market returns? Empirical evidence from fat-tailed distribution
    Afro-Asian Journal of Finance and Accounting, 2008, 1, (1), 17-25 View citations (6)

2007

23. Impact of oil price volatility on Gulf Cooperation Council stock markets' return
    OPEC Energy Review, 2007, 31, (3), 171-189 View citations (17)

2000

24. Unification of Dual Foreign Exchange Markets
    Economic Change and Restructuring, 2000, 33, (3), 171-184
    Also in Economic Change and Restructuring, 2000, 33, (3), 171-84 (2000) View citations (4)

Software Items

2012

1. NONPARAUNITROOT: Shazam routine to perform the non-parametric unit root test statistic developed by Breitung J.& Gourieroux C.,(1997), Journal of Econometrics, Vol.81(1), pp.7-27
   Statistical Software Components, Boston College Department of Economics
2. VAR_AND_ES: SHAZAM code for computing VaR and Expected Shortfall
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology
3. VAR_ESHORTFALL: Shazam routine to evaluate Value at Risk and Expected Shortfall
   Statistical Software Components, Boston College Department of Economics