KHALFAOUI Rabeh
Rabeh Khalfaoui is an Associate Professor at the ICN Business School. He obtained his Ph.D in Economics from GREQAM – Aix-Marseille University, France, and gained a Master in Applied Statistics for Management, and Bachelor in Finance from University of Sousse, Tunisia.
Rabeh’s main research interests are in the area of energy and environmental economics; climate change; green finance, green climate, risk management and time series analysis. His academic work has appeared in leading publications, including Energy Economics, Journal of Environmental Management, Annals of Operations Research, and Technological Forecasting & Social Change.
Rabeh has taught Business Statistics at UPEC Val de Marne, France and Mahidol University International College, Thailand, and Econometrics at Aix-Marseille University, France. He also taught in various programs including courses in Executive Education, MBA, and Masters.
Diplômes et formations
Cours enseignés
Intêrets de Recherche
Publications
KHALFAOUI, R., S. TARCHELLA, S. HAMMOUDEH, “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”, Research in International Business and Finance, January 2024, vol. 67, no. Part B
SHAHZAD, U., M. GHAEMI ASL, R. KHALFAOUI, M. TEDESCHI, “Extreme contributions of conventional investments vis-Ã -vis Islamic ones to renewables”, Renewable and Sustainable Energy Reviews, January 2024, vol. 189, no. Part B
AYSAN, A. F., J. BATTEN, G. GOZGOR, R. KHALFAOUI, Z. NANAEVA, “Twitter Matters for Metaverse Stocks Amid Economic Uncertainty”, Finance Research Letters, June 2023, vol. 104116
DHIFAOUI , Z., S. BEN JABEUR, R. KHALFAOUI, M. A. NASIR, “Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model”, Journal of Forecasting, August 2023, pp. 1-15
GHAEMI ASL, M., A. GHASEMOGHLI, R. KHALFAOUI, “Nash equilibrium in emerging partnership-based Islamic banking industry with a Bayesian game-theoretic approach”, The international Journal of Emerging Markets, February 2023
GHAEMI ASL, M., R. KHALFAOUI, H. R. TAVAKKOLI, S. BEN JABEUR, “Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management”, The international Journal of Emerging Markets, February 2023
GOZGOR, G., R. KHALFAOUI, L. YAROVAYA, “Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses”, Finance Research Letters, June 2023, vol. 54, no. 103791
KHALFAOUI, R., G. GOZGOR, J. W. GOODELL, “Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis”, Finance Research Letters, March 2023, vol. 52, pp. 103365
KHALFAOUI, R., H. ARMINEN, B. DOGAN, S. GHOSH, “Environment-growth nexus and corruption in the MENA region: Novel evidence based on method of moments quantile estimations”, Journal of Environmental Management, September 2023, vol. 342, no. 118146
KHALFAOUI, R., S. HAMMOUDEH, M. Z. REHMAN, “Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network”, Emerging Markets Review, March 2023, vol. 54
KHALFAOUI, R., S. MEFTEH-WALI, B. DOGAN, S. GHOSH, “Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis”, International Review of Financial Analysis, March 2023, vol. 86, pp. 102496
KHALFAOUI, R., U. UMER SHAHZAD, M. MAHDI GHAEMI ASL, S. SAMI BEN JABEUR, “Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach”, Quarterly Review of Economics and Finance, April 2023, vol. 88, pp. 63-80
LE, T.-L., J. W. GOODELL, R. KHALFAOUI, E. J. A. ABAKAH, B. DOÄžAN, “The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds”, Environment, Development and Sustainability, November 2023
SI MOHAMMED, K., R. KHALFAOUI, B. DOGAN, G. DEEP SHARMA, U. MENTEL, “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”, Resources Policy, June 2023, vol. 83
XU, Y., L. YUAN, R. KHALFAOUI, M. RADULESCU, S. MALLEK, X. ZHAO, “Making technological innovation greener: Does firm digital transformation work?”, Technological Forecasting and Social Change, October-December 2023, vol. 197, pp. 122928
ZUOXIANG , Z., G. GOZGOR, M. C. KEUNG LAU, M. K. MAHALIK, G. PATEL, R. KHALFAOUI, “The impact of geopolitical risks on renewable energy demand in OECD countries”, Energy Economics, June 2023, vol. 122
BUHARI, D., N. TRABELSI, R. KHALFAOUI, S. GHOSH, U. SHAHZAD, “Role of Ethnic Diversity, Temperature Changes, and Socio-Economic Conditions for Residential Energy Use and Energy Expenditures: Evidence from the United States”, Energy and Buildings, December 2022, vol. 276
DHIFAOUI, Z., R. KHALFAOUI, M. ZOYNUL ABEDIN, B. SHI, “Quantifying information transfer among clean energy, carbon, oil, and precious metals: A novel transfer entropy-based approach”, Finance Research Letters, October 2022, vol. 49
DHIFAOUI, Z., R. KHALFAOUI, S. BEN JABEUR, M. ZOYNUL ABEDIN, “Exploring the effect of climate risk on agricultural and food stock prices: Fresh evidence from EMD-Based variable-lag transfer entropy analysis”, Journal of Environmental Management, November 2022, vol. 326
KHALFAOUI, R., “The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network”, Journal of Environmental Management, March 2022, vol. 306, pp. 114493
KHALFAOUI, R., N. STEF, W. BEN ARFI, S. BEN JABEUR, “Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence”, Technological Forecasting & Social Change, August 2022, vol. 181
KHALFAOUI, R., S. A. SOLARIN, A. AL-QADASI, S. BEN JABEUR, “Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries”, Annals of Operations Research, January 2022, vol. 313, pp. 105-143
KHALFAOUI, R., S. BEN JABEUR, S. HAMMOUDEH, W. BEN ARFI, “The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy”, Annals of Operations Research, July 2022
KHALFAOUI, R., S. BEN JABEUR, S. MEFTEH-WALI, A. TIWARI, “The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone”, Current Issues in Tourism, December 2022, vol. 25, no. 24, pp. 3973-3993
KHALFAOUI, R., S. MEFTEH-WALI, J.-L. VIVIANI, S. BEN JABEUR, M. Z. ABEDIN, B. LUCEY, “How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?”, Technological Forecasting and Social Change, December 2022, vol. 185
TIWARI, A., M. SHAHBAZ, R. KHALFAOUI, R. AHMED, S. HAMMOUDEH, “Directional predictability from energy markets to exchangerates and stock markets in the emerging market countries(E7+1): New evidence from cross-quantilogram approach”, International Journal of Finance and Economics, October 2022, pp. 1-71
KHALFAOUI, R., “Can political risk predict stock markets during COVID-19 pandemic? Evidence from machine learning methods”, 2021, Istanbul, Turkey
KHALFAOUI, R., “Dynamic spillovers effect and connectedness among climate change, technological innovation and uncertainty: Quantile VAR and multiple wavelet coherency networks”, 2021, Istanbul, Turkey
KHALFAOUI, R., “Dynamic causality interplay from covid-19 pandemic to oil price, stock market, and economic policy uncertainty: Evidence from the oil-importing and oil-exporting countries” in RCEF 2020, 2nd Rajagiri Conference on Economics and Finance, 2020, Rajagiri, India
KHALFAOUI, R., “Measuring the connectedness between energy and non-energy commodity markets: An evidence for the quantile coherency and network analysis”, 2020, Istanbul, Turkey
SARWAR, S., R. KHALFAOUI, R. WAHEED, H. GHORBANI DASTGERDI, “Volatility spillovers and hedging: Evidence from Asian oil-importing countries”, Resources Policy, June 2019, vol. 61, pp. 479-488
KHALFAOUI, R., “Oil–gold time varying nexus: A time–frequency analysis”, Physica A: Statistical Mechanics and Its Applications, August 2018, vol. 503, pp. 86-104
KUMAR TIWARI, A., R. KHALFAOUI, S. A. SOLARIN, M. SHAHBAZ, “Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities”, Energy Economics, November 2018, vol. 76, pp. 470-494
BOUBAKER, H., R. KHALFAOUI, M. BOUTAHAR, “Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?”, Communications in Statistics – Simulation and Computation, May 2017, vol. 46, no. 2
KUMAR TIWARI, A., R. KHALFAOUI, S. A. SOLARIN, M. SHAHBAZ, “Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis”, Energy Economics, April 2015