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

Khalfaoui, Rabeh; Shahzad, Umer; Asl, Mahdi Ghaemi; … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 63-80

Persistent link: https://www.econbiz.de/10014427902

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

Dhifaoui, Zouhaier; Jabeur, Sami Ben; Khalfaoui, Rabeh; … - In: Journal of forecasting 42 (2023) 8, pp. 2292-2306

Persistent link: https://www.econbiz.de/10014432894

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

Khalfaoui, Rabeh; Mefteh-Wali, Salma; Viviani, Jean-Laurent - In: Technological forecasting & social change : an … 185 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014234848

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

Khalfaoui, Rabeh; Solarin Sakiru Adebola; Al-Qadasi, … - In: Financial modeling and risk management of energy and …, (pp. 105-143). 2022

Persistent link: https://www.econbiz.de/10013349930

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

Khalfaoui, Rabeh; Gozgor, Giray; Goodell, John W. - In: Finance research letters 52 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014472182

Impact of climate risk shocks on global food and agricultural markets : a multiscale and tail connectedness analysis

Khalfaoui, Rabeh; Goodell, John W.; Mefteh-Wali, Salma; … - In: International review of financial analysis 93 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014543463

Impact of Russia-Ukraine War Attention on Cryptocurrency : Evidence from Quantile Dependence Analysis

Khalfaoui, Rabeh; Gozgor, Giray; Goodell, John W. - 2022

Cryptocurrency values have recently fallen substantially. Why? We examine the impact of attention on the Russia-Ukraine War, proxied by Google Trends , on cryptocurrencies (and equity). Using quantile cross-spectral analysis, we observe that co-movement between War attention, stocks, and...

Persistent link: https://www.econbiz.de/10014079451