Rabeh Khalfaoui

Economics and Econometrics · 2015–2019

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Rabeh Khalfaoui trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Mohamed Arouri
  2. Perry Sadorsky
  3. Antonio Rúa
  4. Robert F. Engle
  5. George Filis
  6. Shawkat Hammoudeh
  7. Stavros Degiannakis *

Who trusts Rabeh Khalfaoui overall

  1. Stavros Degiannakis *
  2. George Filis

Papers from Rabeh Khalfaoui's perspective

Ordered by how strongly the researchers Rabeh Khalfaoui trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Risk factors in stock returns of Canadian oil and gas companies
  4. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
  5. Shock and volatility transmission in the oil, US and Gulf equity markets
  6. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
  7. Oil price shocks, stock market, economic activity and employment in Greece ☆
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. Modeling and forecasting petroleum futures volatility
  10. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)

Their papers