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Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model

Khalifa, Ahmed A.; Alsarhan, Abdulwahab A.; … - In: Research in international business and finance 39 (2017), pp. 307-314

Persistent link: https://www.econbiz.de/10011876487

Patterns of volatility transmissions within regime switching across GCC and global markets

Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Ortranto, Edoardo - In: International review of economics & finance : IREF 29 (2014), pp. 512-524

Persistent link: https://www.econbiz.de/10010432303

Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper

Khalifa, Ahmed A. A.; Miao, Hong; Ramchander, Sanjay - In: The journal of futures markets 31 (2011) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10008908411

Oil price risk exposure and the cross-section of stock returns : the case of net exporting countries

Demirer, Rıza; Jategaonkar, Shrikant P.; Khalifa, … - In: Energy economics 49 (2015), pp. 132-140

Persistent link: https://www.econbiz.de/10011536689

Volatility transmission across currencies and commodities with US uncertainty measures

Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83

Persistent link: https://www.econbiz.de/10011672897

Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets

Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374

Persistent link: https://www.econbiz.de/10010440698

Systematic Risk and Time Scales : New Evidence from an Application of Wavelet Approach to the Emerging Gulf Stock Markets

Masih, Abul M. M. - 2012

The paper is the first attempt to estimate systematic risk ‘beta' at different time scales in the context of the emerging Gulf Cooperation Council (GCC) equity markets by applying a relatively new approach in finance known as wavelet analysis. Our results indicate that on average beta...

Persistent link: https://www.econbiz.de/10013104640

Some cross-country evidence on information rigidity in inflation forecasts

Miah, Fazlul; Al-Titi, Omar; Wane, Abdoul - In: Cogent economics & finance 11 (2023) 1, pp. 1-22

The study investigates the existence and extent of information rigidity in inflation forecasts among 25 developed and 18 developing economies during 2002-2017 period utilizing a survey data set never explored before on this issue. In general, the study finds some evidence of information...

Persistent link: https://www.econbiz.de/10014500886

Constructing an alternative dollar index to gauge the movements in currency markets

Essayyad, Musa; Albinali, Khaled; Al-Titi, Omar; … - In: American journal of finance and accounting 1 (2008/09) 4, pp. 345-362

Persistent link: https://www.econbiz.de/10003970110

Systematic risk and time scales : new evidence from an application of wavelet approach to the emerging Gulf stock markets

Masih, Mansur; Alzahrani, Mohammed; Al-Titi, Omar - In: International review of financial analysis 19 (2010) 1, pp. 10-18

Persistent link: https://www.econbiz.de/10008668735