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Other IDs

Scopus Author ID: 12646573300

Keywords

Energy Economics, Environmental Economics, Time series analysis, Risk management

Countries

France

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Employment (1)

ICN Business School: Nancy, Grand Est, FR

Employment
Source: Self-asserted source
Rabeh Khalfaoui

Works (37)

Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective

Journal of Commodity Markets
2025-06 | Journal article
DOI: 10.1016/j.jcomm.2025.100472
Contributors: Ahmed H. Elsayed; Giray Gozgor; Rabeh Khalfaoui; Salma Tarchella
Source: check_circle
Crossref

Unveiling the impact of the digital economy on the interplay of energy transition, environmental transformation, and renewable energy adoption

Research in International Business and Finance
2025-04 | Journal article
DOI: 10.1016/j.ribaf.2025.102837
Contributors: Buhari Doğan; Rabeh Khalfaoui; Brahim Bergougui; Sudeshna Ghosh
Source: check_circle
Crossref

Technological innovations fuel carbon prices and transform environmental management across Europe

Journal of Environmental Management
2025-01 | Journal article
DOI: 10.1016/j.jenvman.2024.123663
Contributors: Mehmet Balcilar; Ahmed H. Elsayed; Rabeh Khalfaoui; Shawkat Hammoudeh
Source: check_circle
Crossref

Nash equilibrium in emerging partnership-based Islamic banking industry with a Bayesian game-theoretic approach

International Journal of Emerging Markets
2024-11-26 | Journal article
DOI: 10.1108/IJOEM-08-2022-1274
Contributors: Mahdi Ghaemi Asl; Ali Ghasemoghli; Rabeh Khalfaoui
Source: check_circle
Crossref

Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management

International Journal of Emerging Markets
2024-11-26 | Journal article
DOI: 10.1108/IJOEM-03-2022-0362
Contributors: Mahdi Ghaemi Asl; Rabeh Khalfaoui; Hamid Reza Tavakkoli; Sami Ben Jabeur
Source: check_circle
Crossref

Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus

Journal of Environmental Management
2024-08 | Journal article
DOI: 10.1016/j.jenvman.2024.121654
Contributors: Umar Kayani; Umaid A. Sheikh; Rabeh Khalfaoui; David Roubaud; Shawkat Hammoudeh
Source: check_circle
Crossref

The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis

Finance Research Letters
2024-06 | Journal article
DOI: 10.1016/j.frl.2024.105380
Contributors: Mohamad Husam Helmi; Ahmed H. Elsayed; Rabeh Khalfaoui
Source: check_circle
Crossref

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach

International Journal of Finance & Economics
2024-01 | Journal article
DOI: 10.1002/ijfe.2706
Contributors: Aviral Kumar Tiwari; Muhammad Shahbaz; Rabeh Khalfaoui; Rizwan Ahmed; Shawkat Hammoudeh
Source: check_circle
Crossref

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

Journal of Forecasting
2023-12 | Journal article
DOI: 10.1002/for.3015
Contributors: Zouhaier Dhifaoui; Sami Ben Jabeur; Rabeh Khalfaoui; Muhammad Ali Nasir
Source: check_circle
Crossref

Environment-growth nexus and corruption in the MENA region: Novel evidence based on method of moments quantile estimations

Journal of Environmental Management
2023-09 | Journal article
DOI: 10.1016/j.jenvman.2023.118146
Contributors: Rabeh Khalfaoui; Heli Arminen; Buhari Doğan; Sudeshna Ghosh
Source: check_circle
Crossref

Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses

Finance Research Letters
2023-06 | Journal article
DOI: 10.1016/j.frl.2023.103791
Contributors: Giray Gozgor; Rabeh Khalfaoui; Larisa Yarovaya
Source: check_circle
Crossref

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
2023-06 | Journal article
DOI: 10.1016/j.resourpol.2023.103654
Contributors: Kamel Si Mohammed; Rabeh Khalfaoui; Buhari Doğan; Gagan Deep Sharma; Urszula Mentel
Source: check_circle
Crossref

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

The Quarterly Review of Economics and Finance
2023-04 | Journal article
DOI: 10.1016/j.qref.2022.12.006
Contributors: Rabeh Khalfaoui; Umer Shahzad; Mahdi Ghaemi Asl; Sami Ben Jabeur
Source: check_circle
Crossref

Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis

International Review of Financial Analysis
2023-03 | Journal article
DOI: 10.1016/j.irfa.2023.102496
Contributors: Rabeh Khalfaoui; Salma Mefteh-Wali; Buhari Dogan; Sudeshna Ghosh
Source: check_circle
Crossref

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network

Emerging Markets Review
2023-03 | Journal article
DOI: 10.1016/j.ememar.2023.101002
Contributors: Rabeh Khalfaoui; Shawkat Hammoudeh; Mohd Ziaur Rehman
Source: check_circle
Crossref

How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?

SSRN Electronic Journal
2022 | Journal article
DOI: 10.2139/ssrn.4114005
Part of ISSN: 1556-5068
Source: Self-asserted source
Rabeh Khalfaoui

Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence

Technological Forecasting and Social Change
2022-08 | Journal article
DOI: 10.1016/j.techfore.2022.121743
Part of ISSN: 0040-1625
Source: Self-asserted source
Rabeh Khalfaoui

The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression

Social Indicators Research
2022-05 | Journal article
DOI: 10.1007/s11205-021-02812-6
Part of ISSN: 0303-8300
Part of ISSN: 1573-0921
Source: Self-asserted source
Rabeh Khalfaoui

The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network

Journal of Environmental Management
2022-03 | Journal article
DOI: 10.1016/j.jenvman.2022.114493
Part of ISSN: 0301-4797
Source: Self-asserted source
Rabeh Khalfaoui

The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone

Current Issues in Tourism
2022-02-23 | Journal article
DOI: 10.1080/13683500.2022.2043834
Part of ISSN: 1368-3500
Part of ISSN: 1747-7603
Source: Self-asserted source
Rabeh Khalfaoui
grade
Preferred source (of 2)‎

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
2022-01-05 | Journal article
DOI: 10.1007/s10479-021-04446-w
Part of ISSN: 0254-5330
Part of ISSN: 1572-9338
Source: Self-asserted source
Rabeh Khalfaoui
grade
Preferred source (of 2)‎

Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries

Resources Policy
2021 | Journal article
DOI: 10.1016/j.resourpol.2021.102253
EID:

2-s2.0-85110452438

Part of ISSN: 03014207
Contributors: Kumar, S.; Khalfaoui, R.; Tiwari, A.K.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis

International Journal of Housing Markets and Analysis
2021 | Journal article
DOI: 10.1108/IJHMA-06-2020-0069
EID:

2-s2.0-85102750315

Part of ISSN: 17538289 17538270
Contributors: Khalfaoui, R.; Tiwari, A.K.; Alqahtani, F.; Hammoudeh, S.; Sarwar, S.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach

Encyclopedia of Finance
2021 | Book chapter
DOI: 10.1007/978-3-030-73443-5_108-1
Part of ISBN: 9783030734435
Part of ISBN: 9783030734435
Source: Self-asserted source
Rabeh Khalfaoui

Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches

Energy Economics
2021 | Journal article
DOI: 10.1016/j.eneco.2021.105421
EID:

2-s2.0-85109089280

Part of ISSN: 01409883
Contributors: Khalfaoui, R.; Tiwari, A.K.; Kablan, S.; Hammoudeh, S.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Is the COVID-19 vaccine effective on the US financial market?

Public Health
2021 | Journal article
DOI: 10.1016/j.puhe.2021.07.026
EID:

2-s2.0-85113776000

Part of ISSN: 14765616 00333506
Contributors: Khalfaoui, R.; Nammouri, H.; Labidi, O.; Ben Jabeur, S.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning

Journal of Environmental Management
2021 | Journal article
DOI: 10.1016/j.jenvman.2021.113511
EID:

2-s2.0-85112366392

Part of ISSN: 10958630 03014797
Contributors: Ben Jabeur, S.; Khalfaoui, R.; Ben Arfi, W.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks

Resources Policy
2021-12 | Journal article
DOI: 10.1016/j.resourpol.2021.102318
Contributors: Rabeh Khalfaoui; Eduard Baumöhl; Suleman Sarwar; Tomáš Výrost
Source: check_circle
Crossref
grade
Preferred source (of 3)‎

Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis

Journal of Environmental Planning and Management
2021-12-15 | Journal article
DOI: 10.1080/09640568.2021.1978062
Part of ISSN: 0964-0568
Part of ISSN: 1360-0559
Source: Self-asserted source
Rabeh Khalfaoui
grade
Preferred source (of 2)‎

Transportation and environmental degradation interplays in US: New insights based on wavelet analysis

Environmental and Sustainability Indicators
2020 | Journal article
DOI: 10.1016/j.indic.2020.100051
EID:

2-s2.0-85091972105

Part of ISSN: 26659727
Contributors: Tiwari, A.K.; Khalfaoui, R.; Saidi, S.; Shahbaz, M.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India

Resources Policy
2020 | Journal article
DOI: 10.1016/j.resourpol.2020.101743
EID:

2-s2.0-85086447361

Part of ISSN: 03014207
Contributors: Khalfaoui, R.; Padhan, H.; Tiwari, A.K.; Hammoudeh, S.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

Resources Policy
2019 | Journal article
DOI: 10.1016/j.resourpol.2019.03.004
EID:

2-s2.0-85062897615

Part of ISSN: 03014207
Contributors: Khalfaoui, R.; Sarwar, S.; Tiwari, A.K.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Volatility spillovers and hedging: Evidence from Asian oil-importing countries

Resources Policy
2019 | Journal article
DOI: 10.1016/j.resourpol.2018.04.010
EID:

2-s2.0-85046854284

Part of ISSN: 03014207
Contributors: Sarwar, S.; Khalfaoui, R.; Waheed, R.; Dastgerdi, H.G.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities

Energy Economics
2018 | Journal article
DOI: 10.1016/j.eneco.2018.10.037
EID:

2-s2.0-85056471244

Part of ISSN: 01409883
Contributors: Tiwari, A.K.; Khalfaoui, R.; Solarin, S.A.; Shahbaz, M.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Oil–gold time varying nexus: A time–frequency analysis

Physica A: Statistical Mechanics and its Applications
2018 | Journal article
DOI: 10.1016/j.physa.2018.02.198
EID:

2-s2.0-85043390322

Part of ISSN: 03784371
Contributors: Khalfaoui, R.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?

Communications in Statistics: Simulation and Computation
2017 | Journal article
DOI: 10.1080/03610918.2014.995814
EID:

2-s2.0-84994172964

Part of ISSN: 15324141 03610918
Contributors: Boubaker, H.; Boutahar, M.; Khalfaoui, R.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis

Energy Economics
2015 | Journal article
DOI: 10.1016/j.eneco.2015.03.023
EID:

2-s2.0-84928238164

Part of ISSN: 01409883
Contributors: Khalfaoui, R.; Boutahar, M.; Boubaker, H.
Source: Self-asserted source
Rabeh Khalfaoui via Scopus - Elsevier

Peer review (79 reviews for 18 publications/grants)

Review activity for Annals of operation research. (4)
Review activity for Energy economics. (11)
Review activity for Environment, development and sustainability. (2)
Review activity for EPJ data science. (1)
Review activity for Eurasian business review. (1)
Review activity for Eurasian economic review. (1)
Review activity for Finance research letters. (2)
Review activity for Global finance journal. (1)
Review activity for Gondwana research. (1)
Review activity for Humanities & social sciences communications. (1)
Review activity for International review of economics & finance. (1)
Review activity for International review of financial analysis. (2)
Review activity for Journal of commodity markets. (3)
Review activity for Journal of environmental management. (32)
Review activity for Renewable & sustainable energy reviews. (1)
Review activity for Research in international business and finance. (8)
Review activity for Resources policy. (2)
Review activity for Technological forecasting and social change. (5)
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