Ahmed Khalifa
Names
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Ahmed |
| last: |
Khalifa |
Identifer
Contact
Affiliations
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University of Qatar
/ College of Business and Economics (weight: 80%)
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Economic Research Forum (ERF) (weight: 20%)
Research profile
author of:
- 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 (2012)
by A. Khalifa & S. Hammoudeh & E. Otranto
(ReDIF-paper, cns:cnscwp:201209) - 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 (2012)
by A. Khalifa & S. Hammoudeh & E. Otranto & S. Ramchander
(ReDIF-paper, cns:cnscwp:201214) - Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets
Economic Modelling, Elsevier (2014)
by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo
(ReDIF-article, eee:ecmode:v:41:y:2014:i:c:p:365-374) - Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies
Economic Modelling, Elsevier (2016)
by Miah, Fazlul & Khalifa, Ahmed Ali & Hammoudeh, Shawkat
(ReDIF-article, eee:ecmode:v:54:y:2016:i:c:p:574-590) - Volatility transmission across currencies and commodities with US uncertainty measures
The North American Journal of Economics and Finance, Elsevier (2016)
by Khalifa, Ahmed A.A. & Otranto, Edoardo & Hammoudeh, Shawkat & Ramchander, Sanjay
(ReDIF-article, eee:ecofin:v:37:y:2016:i:c:p:63-83) - Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries
Energy Economics, Elsevier (2015)
by Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A.
(ReDIF-article, eee:eneeco:v:49:y:2015:i:c:p:132-140) - The relationship between oil prices and rig counts: The importance of lags
Energy Economics, Elsevier (2017)
by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat
(ReDIF-article, eee:eneeco:v:63:y:2017:i:c:p:213-226) - Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
Energy Policy, Elsevier (2015)
by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat
(ReDIF-article, eee:enepol:v:87:y:2015:i:c:p:72-82) - Patterns of volatility transmissions within regime switching across GCC and global markets
International Review of Economics & Finance, Elsevier (2014)
by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo
(ReDIF-article, eee:reveco:v:29:y:2014:i:c:p:512-524) - 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, Elsevier (2017)
by Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro
(ReDIF-article, eee:riibaf:v:39:y:2017:i:pa:p:307-314) - Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
Working Papers, Economic Research Forum (2013)
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa
(ReDIF-paper, erg:wpaper:819) - Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries
Working Papers, Economic Research Forum (2014)
by Riza Demirer & Shrikant P. Jategaonka & Ahmed Khalifa
(ReDIF-paper, erg:wpaper:858) - 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, Inderscience Enterprises Ltd (2013)
by Abdulwahab A. Alsarhan & Ahmed A.A. Khalifa & Omar Al-Titi
(ReDIF-article, ids:amerfa:v:3:y:2013:i:1:p:24-40) - The Power to Conserve: A Field Experiment on Electricity Use in Qatar
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Omar Al-Ubaydli & Alecia W. Cassidy & Anomitro Chatterjee & Ahmed Khalifa & Michael K. Price
(ReDIF-paper, nbr:nberwo:31931) - Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper
Journal of Futures Markets, John Wiley & Sons, Ltd. (2011)
by Ahmed A. A. Khalifa & Hong Miao & Sanjay Ramchander
(ReDIF-article, wly:jfutmk:v:31:y:2011:i:1:p:55-80) - Systemic risk for financial institutions of major petroleum-based economies: The role of oil
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017)
by Khalifa, Ahmed & Caporin, Massimiliano & Costola, Michele & Hammoudeh, Shawkat
(ReDIF-paper, zbw:safewp:172)