Ahmed A.A. Khalifa

King Fahd University of Petroleum & Minerals (KFUPM)

Assistant Professor

Dhahran, 31261

Saudi Arabia

SCHOLARLY PAPERS

4

DOWNLOADS

553

SSRN CITATIONS

2

CROSSREF CITATIONS

10

Scholarly Papers (4)

1.

Systemic Risk for Financial Institutions of Major Petroleum-Based Economies: The Role of Oil

SAFE Working Paper No. 172
Number of pages: 56 Posted: 14 Jun 2017 Last Revised: 10 Nov 2017
King Fahd University of Petroleum & Minerals (KFUPM), University of Padua - Department of Statistical Sciences, Ca' Foscari University of Venice and Drexel University - Lebow College of Business
Downloads 167 (326,068)

Abstract:

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Systemic Risk, Risk Measurement, VaR, ΔCoVaR, Oil, Financial Institutions, Petroleum-based Economies

2.

Oil Price Risk Exposure and the Cross-Section of Stock Returns: The Case of Net Exporting Countries

Energy Economics, Vol. 49, 2015
Number of pages: 37 Posted: 28 Apr 2015
Riza Demirer, Shrikant P. Jategaonkar and Ahmed A.A. Khalifa
Southern Illinois University Edwardsville - Department of Economics & Finance, SIUE and King Fahd University of Petroleum & Minerals (KFUPM)
Downloads 161 (336,502)
Citation 8

Abstract:

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Oil price risk, Financial market risk, Asset pricing, Equity returns

3.

Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?

Number of pages: 40 Posted: 10 Jan 2013
University of New Haven, Southern Illinois University Edwardsville - Department of Economics & Finance, Drexel University - Lebow College of Business and King Fahd University of Petroleum & Minerals (KFUPM)
Downloads 158 (341,780)
Citation 9

Abstract:

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Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching

4.

Asymmetry and Uncertainty Across Energy and FX Markets

Number of pages: 33 Posted: 11 Nov 2014
Ahmed A.A. Khalifa, Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM), University of Padua - Department of Statistical Sciences and Drexel University - Lebow College of Business
Downloads 67 (614,606)

Abstract:

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Asymmetry, Interdependence, Uncertainty, Business cycle, Energy, FX