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Rabeh KHALFAOUI

Professeur Permanent, ICN Business School
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Publications

The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods

Salma Tarchella , Rabeh Khalfaoui , Shawkat Hammoudeh
Research in International Business and Finance, 2024, 67, pp.102125. ⟨10.1016/j.ribaf.2023.102125⟩
Article dans une revue hal-04464938v1

Do Financial Development, Institutional Quality and Natural Resources Matter the Outward FDI of G7 Countries? A Panel Gravity Model Approach

Samira Ben Belgacem , Moheddine Younsi , Marwa Bechtini , Abad Alzuman , Rabeh Khalfaoui
Sustainability, 2024, 16 (6), pp.2237. ⟨10.3390/su16062237⟩
Article dans une revue hal-04549196v1

Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables

Umer Shahzad , Mahdi Ghaemi Asl , Rabeh Khalfaoui , Marco Tedeschi
Renewable and Sustainable Energy Reviews, 2024, 189, pp.113932. ⟨10.1016/j.rser.2023.113932⟩
Article dans une revue hal-04350739v1

Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis

Rabeh Khalfaoui , Salma Mefteh-Wali , Buhari Dogan , Sudeshna Ghosh
International Review of Financial Analysis, 2023, 86, pp.102496. ⟨10.1016/j.irfa.2023.102496⟩
Article dans une revue hal-03998228v1

Corrigendum to “Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach” [Q. Rev. Econ. Financ. 88 (2023) 63–80]

Rabeh Khalfaoui , Umer Shahzad , Mahdi Ghaemi Asl , Sami Ben Jabeur
Quarterly Review of Economics and Finance, 2023, 89, pp.227. ⟨10.1016/j.qref.2023.04.001⟩
Article dans une revue hal-04316547v1

The impact of geopolitical risks on renewable energy demand in OECD countries

Rabeh Khalfaoui , Zuoxiang Zhao , Giray Gozgor , Marco Chi Keung Lau , Mantu Kumar Mahalik
Energy Economics, 2023, 122, pp.106700. ⟨10.1016/j.eneco.2023.106700⟩
Article dans une revue hal-04144198v1

Exploring the effect of climate risk on agricultural and food stock prices: Fresh evidence from EMD-Based variable-lag transfer entropy analysis

Zouhaier Dhifaoui , Rabeh Khalfaoui , Sami Ben Jabeur , Mohammad Zoynul Abedin
Journal of Environmental Management, 2023, 326, pp.116789. ⟨10.1016/j.jenvman.2022.116789⟩
Article dans une revue hal-03998224v1

Environment-growth nexus and corruption in the MENA region: Novel evidence based on method of moments quantile estimations

Rabeh Khalfaoui , Heli Arminen , Buhari Doğan , Sudeshna Ghosh
Journal of Environmental Management, 2023, 342, pp.118146. ⟨10.1016/j.jenvman.2023.118146⟩
Article dans une revue hal-04296378v1

Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach

Rabeh Khalfaoui , Umer Shahzad , Mahdi Ghaemi Asl , Sami Ben Jabeur
Quarterly Review of Economics and Finance, 2023, 88, pp.63-80. ⟨10.1016/j.qref.2022.12.006⟩
Article dans une revue hal-03998215v1

Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management

Mahdi Ghaemi Asl , Rabeh Khalfaoui , Hamid Reza Tavakkoli , Sami Ben Jabeur
International Journal of Emerging Markets, 2023, ⟨10.1108/IJOEM-03-2022-0362⟩
Article dans une revue hal-03998220v1

The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies

Rabeh Khalfaoui , Kamel Si Mohammed , Buhari Doğan , Gagan Deep Sharma , Urszula Mentel
Resources Policy, 2023, 83, pp.103654. ⟨10.1016/j.resourpol.2023.103654⟩
Article dans une revue hal-04144194v1

Making technological innovation greener: Does firm digital transformation work?

Yong Xu , Ling Yuan , Rabeh Khalfaoui , Magdalena Radulescu , Xin Zhao
Technological Forecasting and Social Change, 2023, 197, pp.122928. ⟨10.1016/j.techfore.2023.122928⟩
Article dans une revue hal-04296366v1

Twitter matters for metaverse stocks amid economic uncertainty

Ahmet Faruk Aysan , Jonathan Batten , Giray Gozgor , Rabeh Khalfaoui , Zhamal Nanaeva
Finance Research Letters, 2023, 56, pp.104116. ⟨10.1016/j.frl.2023.104116⟩
Article dans une revue hal-04316403v1

Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model

Zouhaier Dhifaoui , Sami Ben Jabeur , Rabeh Khalfaoui , Muhammad Ali Nasir
Journal of Forecasting, 2023, 42 (8), pp.2292-2306. ⟨10.1002/for.3015⟩
Article dans une revue hal-04296385v1

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network

Rabeh Khalfaoui , Shawkat Hammoudeh , Mohd Ziaur Rehman
Emerging Markets Review, 2023, 54, pp.101002. ⟨10.1016/j.ememar.2023.101002⟩
Article dans une revue hal-03998222v1

Nash equilibrium in emerging partnership-based Islamic banking industry with a Bayesian game-theoretic approach

Mahdi Ghaemi Asl , Ali Ghasemoghli , Rabeh Khalfaoui
International Journal of Emerging Markets, 2023, pp.*. ⟨10.1108/IJOEM-08-2022-1274⟩
Article dans une revue hal-04056736v1

Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses

Rabeh Khalfaoui , Giray Gozgor , Larisa Yarovaya
Finance Research Letters, 2023, 54, pp.103791. ⟨10.1016/j.frl.2023.103791⟩
Article dans une revue hal-04144035v1

The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds

Tn-Lan Le , John Goodell , Rabeh Khalfaoui , Emmanuel Joel Aikins Abakah , Buhari Doğan
Environment, Development and Sustainability, 2023, pp.1-32. ⟨10.1007/s10668-023-04153-5⟩
Article dans une revue hal-04350324v1

The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone

Rabeh Khalfaoui , Salma Mefteh-Wali , Ben Jabeur Sami , Aviral Kumar Tiwari
Current Issues in Tourism, 2022, pp.1-21. ⟨10.1080/13683500.2022.2043834⟩
Article dans une revue hal-03804996v1

Quantifying information transfer among clean energy, carbon, oil, and precious metals: A novel transfer entropy-based approach

Zouhaier Dhifaoui , Rabeh Khalfaoui , Mohammad Zoynul Abedin , Baofeng Shi
Finance Research Letters, 2022, 49, pp.103138. ⟨10.1016/j.frl.2022.103138⟩
Article dans une revue hal-03797566v1

The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression

Ibrahim Mohamed Ali Ali , Imed Attiaoui , Rabeh Khalfaoui , Aviral Kumar Tiwari
Social Indicators Research, 2022, 161 (1), pp.29-50. ⟨10.1007/s11205-021-02812-6⟩
Article dans une revue hal-03797572v1

The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy

Rabeh Khalfaoui , Sami Ben Jabeur , Shawkat Hammoudeh , Wissal Ben Arfi
Annals of Operations Research, 2022, ⟨10.1007/s10479-022-04824-y⟩
Article dans une revue hal-03804993v1

Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries

Rabeh Khalfaoui , Sakiru Adebola Solarin , Adel Al-Qadasi , Sami Ben Jabeur
Annals of Operations Research, 2022, 313 (1), pp.105-143. ⟨10.1007/s10479-021-04446-w⟩
Article dans une revue hal-03797569v1

The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network

Rabeh Khalfaoui , Sami Ben Jabeur , Buhari Dogan
Journal of Environmental Management, 2022, 306, pp.114493. ⟨10.1016/j.jenvman.2022.114493⟩
Article dans une revue hal-03797573v1

Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis

Rabeh Khalfaoui , Giray Gozgor , John Goodell
Finance Research Letters, 2022, pp.103365. ⟨10.1016/j.frl.2022.103365⟩
Article dans une revue hal-03797565v1

Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence

Rabeh Khalfaoui , Nicolae Stef , Ben Arfi Wissal , Ben Jabeur Sami
Technological Forecasting and Social Change, 2022, 181, pp.121743. ⟨10.1016/j.techfore.2022.121743⟩
Article dans une revue hal-03797571v1

Role of Ethnic Diversity, Temperature Changes, and Socio-Economic Conditions for Residential Energy Use and Energy Expenditures: Evidence from the United States

Buhari Dogan , Nader Trabelsi , Rabeh Khalfaoui , Sudeshna Ghosh , Umer Shahzad
Energy and Buildings, 2022, pp.112529. ⟨10.1016/j.enbuild.2022.112529⟩
Article dans une revue hal-03797564v1

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( E7 + 1): New evidence from cross‐quantilogram approach

Aviral Kumar Tiwari , Muhammad Shahbaz , Rabeh Khalfaoui , Rizwan Ahmed , Shawkat Hammoudeh
International Journal of Finance and Economics, 2022, 29 (1), pp.719-789. ⟨10.1002/ijfe.2706⟩
Article dans une revue hal-03823420v1

How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

Rabeh Khalfaoui , Salma Mefteh-Wali , Jean-Laurent Viviani , Sami Ben Jabeur , Mohammad Zoynul Abedin
Technological Forecasting and Social Change, 2022, 185, pp.122083. ⟨10.1016/j.techfore.2022.122083⟩
Article dans une revue hal-03797937v1

Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis

Rabeh Khalfaoui , Aviral Kumar Tiwari , Usman Khalid , Muhammad Shahbaz
Journal of Environmental Planning and Management, 2021, pp.1-36. ⟨10.1080/09640568.2021.1978062⟩
Article dans une revue hal-03804999v1

Is the COVID-19 vaccine effective on the US financial market?

Rabeh Khalfaoui , H. Nammouri , O. Labidi , S. Ben Jabeur
Public Health, 2021, 198, pp.177-179. ⟨10.1016/j.puhe.2021.07.026⟩
Article dans une revue hal-03797580v1

Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches

Rabeh Khalfaoui , Aviral Kumar Tiwari , Sandrine Kablan , Shawkat Hammoudeh
Energy Economics, 2021, 101, pp.105421. ⟨10.1016/j.eneco.2021.105421⟩
Article dans une revue hal-03797581v1

Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks

Rabeh Khalfaoui , Eduard Baumöhl , Suleman Sarwar , Tomáš Výrost
Resources Policy, 2021, 74, pp.102318. ⟨10.1016/j.resourpol.2021.102318⟩
Article dans une revue hal-03797575v1

Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries

Satish Kumar , Rabeh Khalfaoui , Aviral Kumar Tiwari
Resources Policy, 2021, 74, pp.102253. ⟨10.1016/j.resourpol.2021.102253⟩
Article dans une revue hal-03797578v1
Image document

The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning

Sami Ben Jabeur , Rabeh Khalfaoui , Wissal Ben Arfi
Journal of Environmental Management, 2021, 298, pp.113511. ⟨10.1016/j.jenvman.2021.113511⟩
Article dans une revue hal-03797577v1

Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis

Rabeh Khalfaoui , Aviral Kumar Tiwari , Faisal Alqahtani , Shawkat Hammoudeh , Suleman Sarwar
International Journal of Housing Markets and Analysis, 2021, 14 (5), pp.1042-1061. ⟨10.1108/IJHMA-06-2020-0069⟩
Article dans une revue hal-03797583v1

Machine Learning-Based Modeling of the Environmental Degradation, Institutional Quality, and Economic Growth

Sami Ben Jabeur , Houssein Ballouk , Wissal Ben Arfi , Rabeh Khalfaoui
Environmental Modeling & Assessment, 2021, 27, pp.953-966. ⟨10.1007/s10666-021-09807-0⟩
Article dans une revue hal-03459460v1

Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India

Rabeh Khalfaoui , Hemachandra Padhan , Aviral Kumar Tiwari , Shawkat Hammoudeh
Resources Policy, 2020, 68, pp.101743. ⟨10.1016/j.resourpol.2020.101743⟩
Article dans une revue hal-03797587v1

Transportation and environmental degradation interplays in US: New insights based on wavelet analysis

Aviral Kumar Tiwari , Rabeh Khalfaoui , Samir Saidi , Muhammad Shahbaz
Environmental and Sustainability Indicators, 2020, 7, pp.100051. ⟨10.1016/j.indic.2020.100051⟩
Article dans une revue hal-03797586v1

Volatility spillovers and hedging: Evidence from Asian oil-importing countries

Suleman Sarwar , Rabeh Khalfaoui , Rida Waheed , Hamidreza Ghorbani Dastgerdi
Resources Policy, 2019, 61, pp.479-488. ⟨10.1016/j.resourpol.2018.04.010⟩
Article dans une revue hal-03797591v1

Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

Rabeh Khalfaoui , Suleman Sarwar , Aviral Kumar Tiwari
Resources Policy, 2019, 62, pp.22-32. ⟨10.1016/j.resourpol.2019.03.004⟩
Article dans une revue hal-03797589v1

Oil–gold time varying nexus: A time–frequency analysis

Rabeh Khalfaoui
Physica A: Statistical Mechanics and its Applications, 2018, 503, pp.86-104. ⟨10.1016/j.physa.2018.02.198⟩
Article dans une revue hal-03797592v1

Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities

Aviral Kumar Tiwari , Rabeh Khalfaoui , Sakiru Adebola Solarin , Muhammad Shahbaz
Energy Economics, 2018, 76, pp.470-494. ⟨10.1016/j.eneco.2018.10.037⟩
Article dans une revue hal-03797590v1

Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?

H. Boubaker , M. Boutahar , Rabeh Khalfaoui
Communications in Statistics - Simulation and Computation, 2017, 46 (2), pp.1189-1218. ⟨10.1080/03610918.2014.995814⟩
Article dans une revue hal-03797594v1

Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis

Rabeh Khalfaoui , M. Boutahar , H. Boubaker
Energy Economics, 2015, 49, pp.540-549. ⟨10.1016/j.eneco.2015.03.023⟩
Article dans une revue hal-03797593v1