Browsing by Author "Charfeddine, Lanouar"
Now showing items 1-16 of 16
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Analysis Of The Effect Of The European Debt Crisis On The Saudi Arabian Economy
( Qatar University Press , 2021 , Article)This paper investigates the economic impact of the 2009 European debt crisis on Saudi Arabia’s real economy from 2004 Q2 to 2014 Q2 using a structural vector autoregressive model (SVAR). The results of the impulse response ... -
Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
( Elsevier B.V. , 2016 , Article)The aim of this paper is to propose an empirical strategy that allows the discrimination between true and spurious long memory behaviors. That strategy is based on the comparison between the estimated long memory parameter ... -
Do Oil and Gas Revenues Promote Economic Diversification in Qatar?
( Qatar University Press , 2020 , Poster)The aim of this paper is to explore the short- and long-run asymmetric impact of oil prices shocks and oil and gas revenues changes on the total real GDP, and the level of economic diversification of the Qatar economy. To ... -
Do oil producing countries offer international diversification benefits? Evidence from GCC countries
( Elsevier , 2016 , Article)This paper provides evidence of the existence of diversification benefits in international stock markets when oil producing countries are included in a global portfolio. Moreover, it examines whether recent oil shocks and ... -
Effect of aggregate, mandatory and voluntary disclosure on firm performance in a developing market: The case of Kuwait
( Inderscience Enterprises Ltd. , 2019 , Article)This paper examines the relationship between corporate disclosure and firm performance for the case of listed companies in the Kuwait Stock Exchanges (KSE). Our sample contains 51 non-financial firms that represent 42% of ... -
Environment Degradation and Economic Growth in the Qatar Economy: Evidence from a Markov Switching Equilibrium Correction Model
( Hamad bin Khalifa University Press (HBKU Press) , 2016 , Conference Paper)Air pollution, global greenhouse gases (GHG), water pollution and water resources degradation are among the most serious environmental concerns that encounter the Qatar country. In nowadays, it is commonly known that the ... -
Financial development and environmental quality in UAE: Cointegration with structural breaks
( Elsevier Ltd , 2016 , Article Review)This study extends the recent work of Shahbaz et al. (2014) by implementing recent unit root tests with multiple structural breaks and regime-switching cointegration techniques considering for one and two unknown regime ... -
Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs)
( Elsevier , 2016 , Article)This study explores the economic growth – energy consumption nexus for two samples of MENA Net Oil Exporting Countries (NOECs) during the period 1980–2012. Using panel cointegration approach, we found strong evidence for ... -
Innovations and Hotel Performance in the Aftermath announcement of Qatar Hosting FIFA 2022 World Cup
( Qatar University Press , 2020 , Poster)The innovation-performance relationships continue to raise an ongoing debate in which the existing literature yields no conclusive results mainly in the tourism sector of resource-rich countries. This paper contributes to ... -
Price convergence and integration in the Germany, France and Italy electricity markets
( McMaster University , 2014 , Article)This paper examines empirically the electricity market integration process for Germany, France and Italy countries by investigating possible price convergence. Two empirical approaches have been considered to investigate ... -
Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
( Elsevier Ltd , 2016 , Article)The purpose of this paper is to investigate the performance of ethical and conventional investments. It examines also whether socially responsible and Islamic investments offer an additional opportunity for domestic investors ... -
The forward premium anomaly in the energy futures markets: A time-varying approach
( Elsevier Ltd , 2019 , Article)This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ... -
The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model
( Elsevier B.V. , 2017 , Article)Reducing the impact of air pollution and global environmental degradation on human health and quality of life for Qatari citizens represents the most important objective of the Qatar National vision 2030. With respect to ... -
Time varying market efficiency of the GCC stock markets
( Elsevier B.V. , 2016 , Article)This paper investigates the time-varying levels of weak-form market efficiency for the GCC stock markets over the period spanning from May 2005 to September 2013. We use two empirical approaches: (1) the generalized ... -
A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
( Elsevier , 2016 , Article)This paper examines the time-varying conditional dependency between commodity markets and stock markets by applying the rolling-sample technique on the dependence parameter of copula. The dataset consists of the closing ... -
Understanding citizens' adoption of e-filing in developing countries: An empirical investigation
( Elsevier Ltd , 2016 , Article)This study develops a research framework by integrating the unified theory of acceptance and use of technology's model with multi-dimensional trust in order to investigate the antecedents of behavioral expectation toward ...
