Rabeh KHALFAOUI Professeur Permanent, ICN Business School

Identifiants chercheurs

IdHAL :

rabeh-khalfaoui

ORCID :

0000-0003-1617-0269

IdRef :

175819718

Présentation

Publications

Article dans une revue (47)

Entrepreneurial firm creation and economic uncertainty: an explainable artificial intelligence approach Houssein Ballouk,Hela Nammouri,Sami Ben Jabeur,Rabeh Khalfaoui Venture Capital, 2024, pp.1-18. ⟨10.1080/13691066.2024.2410735⟩ Article dans une revue hal-04854042v1
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
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
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 Mahaliket al. Energy Economics, 2023, 122, pp.106700. ⟨10.1016/j.eneco.2023.106700⟩ Article dans une revue hal-04144198v1
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
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
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
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
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
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
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
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
Making technological innovation greener: Does firm digital transformation work? Yong Xu,Ling Yuan,Rabeh Khalfaoui,Magdalena Radulescu,Xin Zhaoet al. Technological Forecasting and Social Change, 2023, 197, pp.122928. ⟨10.1016/j.techfore.2023.122928⟩ Article dans une revue hal-04296366v1
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
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
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 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
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
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
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 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 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
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 Abedinet al. Technological Forecasting and Social Change, 2022, 185, pp.122083. ⟨10.1016/j.techfore.2022.122083⟩ Article dans une revue hal-03797937v1
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Wavelets and estimation of long memory in nonstationary models: does anything beat the Exact Local Whittle Estimator? H Boubaker,; Boutahar,R Khalfaoui Communications in Statistics - Simulation and Computation, 2016, 46 (2), pp.189-1218. ⟨10.1080/03610918.2014.995814⟩ Article dans une revue hal-03599624v1
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

Chapitre d'ouvrage (1)

Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach Rabeh Khalfaoui,Aviral Kumar Tiwari,Xuan Vinh Vo Encyclopedia of Finance, Springer International Publishing, pp.1-40, 2021, ⟨10.1007/978-3-030-73443-5_108-1⟩ Chapitre d'ouvrage hal-03805006v1

Pré-publication, Document de travail (2)

Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis R. Khalfaoui,M. Boutahar 2012 Pré-publication, Document de travail halshs-00793068v1
Estimation of the long memory parameter in non stationary models: A Simulation Study Mohamed Boutahar,Rabeh Khalfaoui2 2011 Pré-publication, Document de travail halshs-00595057v1