Khaled Guesmi

PSB Paris School of Business - Center of Research for Energy and Climate Change

France

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 34,584

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Top 34,584

in Total Papers Downloads

1,969

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

The Effects of COVID-19 Pandemic on Oil Prices, CO 2 Emissions and the Stock Market: Evidence from a VAR Model

Number of pages: 8 Posted: 29 Apr 2020 Last Revised: 19 May 2020
University of Tunis Carthage-Carthage Business School, PSB Paris School of Business, Linkoping University - Department of Management and Engineering Division and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 1,047 (29,343)
Citation 9

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Oil price; COVID-19; CO2 emissions; financial volatility; VIX

2.

Determinants Effects of Foreign Direct Investment in Middle East and North Africa Region: Panel Cointegration Analysis

Number of pages: 13 Posted: 01 Jun 2012
Jabri Abdelkarim, Ilyes Abid and Khaled Guesmi
affiliation not provided to SSRN, Université Paris Ouest - Nanterre, La Défense - EconomiX and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 339 (122,296)
Citation 1

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Macro determinants of FDI, Dependences and structural breaks, Panel cointegration analysis

3.

Crude Oil Prices and Crypto-Assets: What Are the Effects of COVID-19 Pandemic?

Number of pages: 17 Posted: 20 Sep 2020
Hela Mzoughi, Yosra Ghabri and Khaled Guesmi
University of Tunis Carthage-Carthage Business School, University of Tunis Carthage-Carthage Business School and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 156 (255,647)

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WTI; Crypto-assets; COVID-19 pandemic; Co-movement; Safe-haven

4.

The Unprecedented Equity and Commodity Markets Reaction to COVID-19

Number of pages: 11 Posted: 20 May 2020 Last Revised: 11 Jun 2020
UIR, RBS College of Management, BEAR Lab, Faculty of Management, Economics & Sciences, Lille Catholic University, Université de Nice Sophia Antipolis, CCBEF of Southwestern University of Finance and Economics, China and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 137 (283,440)

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COVID-19, Stock Markets, spillover index, cross-wavelet coherence.

5.

The High-Frequency Impact of Macroeconomic News on Jumps and Co-Jumps in the Cryptocurrency Markets

Ben Omrane, Wa., Guesmi, K., Qi, Q., and Saadi, S. (2021). The High-Frequency Impact of Macroeconomic News on Jumps and Co-Jumps in the Cryptocurrency Markets. Accepted for publication in the Annals of Operations Research.
Number of pages: 45 Posted: 01 Oct 2021 Last Revised: 03 Nov 2021
Walid Ben Omrane, Khaled Guesmi, Qianru Qi and Samir Saadi
Brock University - Department of Finance, Operations and Information Systems (FOIS), PSB Paris School of Business - Center of Research for Energy and Climate Change, Telfer School of Management and University of Ottawa - Telfer School of Management
Downloads 124 (305,444)

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Macroeconomic news, Jumps, Co-jumps, Bitcoin, Ethereum, High frequency data.

6.

On the Asymmetric Relationship Between Stock Market Development, Energy Efficiency and Environmental Quality: A Nonlinear Analysis

Number of pages: 17 Posted: 22 Mar 2021
University Paris-Saclay, UMI SOURCE, UVSQ., PSB Paris School of Business - Center of Research for Energy and Climate Change, Université Paris-Saclay and affiliation not provided to SSRN
Downloads 51 (513,151)

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Stock market development; Carbon emissions; Energy efficiency; Asymmetric relationship; NARDL model;

7.

Are Domestic Asian Markets Integrated with the Regional One? An Empirical Assessment

Number of pages: 11 Posted: 02 Feb 2011
Khaled Guesmi
PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 51 (508,840)

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Time-varying Integration, Emerging Markets, ICAPM, Risk Premium, DCC-GARCH.

8.

Do Economic Surprises Explain Returns of Stocks: The Case of COVID-19 Pandemic

Number of pages: 13 Posted: 14 Jun 2021
Amine Ben Amar, Hela Mzoughi and Khaled Guesmi
International University of Rabat - Rabat Business School, University of Tunis Carthage-Carthage Business School and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 33 (597,712)

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Epidemic uncertainty, financial uncertainty, economic uncertainty, stock markets

9.

Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS

Number of pages: 45 Posted: 19 Mar 2021
University Paris-Saclay, UMI SOURCE, UVSQ., PSB Paris School of Business - Center of Research for Energy and Climate Change, Ecole Polytechnique de Tunisie- Carthage University and University of Paris 8 Vincennes-Saint DenisLEFA – IHEC Carthage
Downloads 31 (609,369)

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Equity-commodity contagion, Three-factor CAPM, Financial crises

10.

Renewable Energy, CO2 Emissions and Value Added: Empirical Evidence From Countries With Different Income Levels

Structural Change and Economic Dynamics, Vol. 53, No. C (2020)
Posted: 30 Jun 2020
Sahbi Farhani and Khaled Guesmi
Faculté privée de Management et des Sciences de l'Administration de Sousse (FMSA Sousse) and PSB Paris School of Business - Center of Research for Energy and Climate Change

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11.

COVID 19’s Impact on Crude Oil and Natural Gas S&P GS Indexes

Posted: 28 Apr 2020 Last Revised: 09 Oct 2020
Carthage Business School, University Paris-Saclay, UMI SOURCE, UVSQ., PSB Paris School of Business - Center of Research for Energy and Climate Change and University of Tunis Carthage-Carthage Business School

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COVID-19, oil price war, health crisis, drop oil price, S&P GS commodities Indexes, TVP-SVAR model, crude oil, natural gas