Browsing Finance & Economics by Title
Now showing items 154-173 of 252
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Rational functions: an alternative approach to asset pricing
( Routledge , 2019 , Article)This paper shows that asset prices are linear polynomials of various underlying explanatory factors and asset returns being ratios of these polynomials, are rational functions that do not add linearly when averaging. Hence, ... -
Regime-specific impact of financial reforms on economic growth in Pakistan
( Elsevier , 2021 , Article)This study uses and proposes a new methodological approach to construct a financial liberalization index on the basis of the dynamic factor model technique. The resulting index is used to investigate the impact of the ... -
Remittances, institutions and economic growth: A closer look at some proxies for institutions
( Economics Bulletin , 2016 , Article)This paper re-examines the relationship between remittances and economic growth by giving a closer look at the role of institutions. Using data on 55 developing countries over the period 1991-2011 and estimates from empirical ... -
Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries
( Elsevier , 2017 , Article Review)This study examines the energy use - economic growth nexus by disaggregating energy use into two types of energy, renewable and non-renewable energy use. Our sample consists of eleven MENA Net Oil Importing Countries (NOICs) ... -
Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks
( Palgrave Macmillan Ltd. , 2019 , Article)The dynamics of return and volatility spillover indices were investigated to reveal the strength and direction of transmission that occurred during a financial crisis. The focus of this study was especially placed on the ... -
Reviewing the oil price-GDP growth relationship: A replication study
( Elsevier , 2020 , Article)This paper presents a thorough replication of Hamilton (2003) which in turn replicates and extends the findings of four seminal papers regarding the oil price-GDP growth relationship. Firstly, we replicate the empirical ... -
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
( Elsevier , 2022 , Article)The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ... -
Risk factors of road accident severity and the development of a new system for prevention: New insights from China
( Elsevier , 2020 , Article)Road accident fatalities and accident severity costs have become top priorities and concerns for Chinese policymakers. Understanding the principal factors that explain accident severity is considered to be the first step ... -
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
( Elsevier , 2021 , Article)In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ... -
Scale heterogeneity in discrete choice experiment: An application of generalized mixed logit model in air travel choice
( Elsevier B.V. , 2018 , Article)This study explores to what extent scale heterogeneity (i.e., varying standard deviation of the errors across consumers) is important in air travel choice using data from a stated preference discrete choice experiment. We ... -
Shadow banking, insurance and financial sector stability
( Elsevier Ltd , 2017 , Article)Motivated by the recent financial crisis and the near collapse of the insurance giant American International Group (AIG), we empirically study the link between the insurance sector, the size of the shadow system and financial ... -
Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy
( Elsevier , 2020 , Article)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 ... -
Simulating Yields for Selected Vegetables in Qatar Using Crop, Climate, Soil and Management Information to Improve the Country's Food Security
( Hamad bin Khalifa University Press (HBKU Press) , 2016 , Conference Paper)Qatar produces only about 8 to 10 percent of food consumed in the country. Domestic production of perishable commodities, primarily vegetables, will be increased by using a combination of hi-tech water-efficient field and ... -
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 ... -
Sources of Economic Growth in MENA Countries: Technological Progress, Physical or Human Capital Accumulations?
( Palgrave Macmillan , 2016 , Book chapter)Economic growth is an increase in the productive capacity of an economy. The productive capacity can be increased by an increase in factors of production, such as capital, labor, or the level of technology. Economic growth ... -
Spillovers between food and energy prices and structural breaks
( Elsevier B.V. , 2017 , Article)This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible ... -
State and foreign ownership and the value of working capital management
( Elsevier , 2016 , Article)In this paper we examine whether state and foreign ownership affect the shape of the value-net working capital (NWC) curve. Using a multinational sample of privatized firms from 54 countries, we provide documentation ... -
Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade
( Elsevier , 2020 , Article)This paper examines the correlation and the dependence patterns of the Qatar stock market with other markets using copula statistical theory and exploiting new datasets covering the period August 1998 to June 2018. To ... -
Stock Prices and Crude Oil Shocks: The Case of GCC Countries
( Elsevier , 2016 , Article)The aim of this chapter is to identify the effects of oil price volatility on stock market volatility for eight oil exporter or importer countries. Using weekly data for the 2004-15 period, we model the relationship between ... -
Stock Prices and Crude Oil Shocks: The Case of GCC Countries
( Hamad bin Khalifa University Press (HBKU Press) , 2016 , Conference Paper)Qatar and other Middle Eastern countries stock market are influenced by oil prices. The goal of this paper is to compare how stock prices in the GCC are affected by shocks in oil prices and comparing the results with other ...
