KHALFAOUI Rabeh

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Rabeh KHALFAOUI
Professeur permanent
ICN Business School
FCC

Email :
rabeh.khalfaoui@icn-artem.com

Sujet(s) de recherche :

Economie de l'énergie

Séries temporelles

Economie de l'environnement

Alma mater :
Université d'Aix-Marseille, Université de Sousse

CV :

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Rabeh KHALFAOUI
Professeur permanent
ICN Business School
FCC
Rabeh Khalfaoui est enseignant-chercheur à l'ICN Business School au sein du département Supply Chain Management and Information Systems.Titulaire d'un doctorat en économie appliquée obtenus au GREQAM Aix-Marseille Université et d'un master en Statistiques appliquées à la gestions. Ses principales thématiques de recherche portent sur l'économie de l’énergie et de l’environnement, climate change, green finance, green climate, risk management et l'analyse des séries temporelles. Ses travaux de recherche on été publiés dans des revues internationales de pointe telles que : Energy Economics, Annals of Operations Research, Technological Forecasting & Social Change. En plus de la recherche, Rabeh est aussi passionné par l'enseignement. Jusqu'à présent, il a donné des cours en analyse de données, statistiques, économétrie appliquée ou encore méthodes quantitatives.

Fonction(s)

    @ICN Business School - Professeur permanent

Publications académiques


49 documents

Articles dans une revue46 document

  • Samira Ben Belgacem, Moheddine Younsi, Marwa Bechtini, Abad Alzuman, Rabeh Khalfaoui. Do Financial Development, Institutional Quality and Natural Resources Matter the Outward FDI of G7 Countries? A Panel Gravity Model Approach. Sustainability, 2024, 16 (6), pp.2237. ⟨10.3390/su16062237⟩. ⟨hal-04549196⟩
  • Salma Tarchella, Rabeh Khalfaoui, Shawkat 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, 2024, 67, pp.102125. ⟨10.1016/j.ribaf.2023.102125⟩. ⟨hal-04464938⟩
  • Umer Shahzad, Mahdi Ghaemi Asl, Rabeh Khalfaoui, Marco Tedeschi. Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. Renewable and Sustainable Energy Reviews, 2024, 189, pp.113932. ⟨10.1016/j.rser.2023.113932⟩. ⟨hal-04350739⟩
  • Yong Xu, Ling Yuan, Rabeh Khalfaoui, Magdalena Radulescu, Xin Zhao, et al.. Making technological innovation greener: Does firm digital transformation work?. Technological Forecasting and Social Change, 2023, 197, pp.122928. ⟨10.1016/j.techfore.2023.122928⟩. ⟨hal-04296366⟩
  • Tn-Lan Le, John Goodell, Rabeh Khalfaoui, Emmanuel Joel Aikins Abakah, Buhari Doğan. The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds. Environment, Development and Sustainability, 2023, pp.1-32. ⟨10.1007/s10668-023-04153-5⟩. ⟨hal-04350324⟩
  • Ahmet Faruk Aysan, Jonathan Batten, Giray Gozgor, Rabeh Khalfaoui, Zhamal Nanaeva. Twitter matters for metaverse stocks amid economic uncertainty. Finance Research Letters, 2023, 56, pp.104116. ⟨10.1016/j.frl.2023.104116⟩. ⟨hal-04316403⟩
  • Rabeh Khalfaoui, Heli Arminen, Buhari Doğan, Sudeshna Ghosh. Environment-growth nexus and corruption in the MENA region: Novel evidence based on method of moments quantile estimations. Journal of Environmental Management, 2023, 342, pp.118146. ⟨10.1016/j.jenvman.2023.118146⟩. ⟨hal-04296378⟩
  • Zouhaier Dhifaoui, Sami Ben Jabeur, Rabeh Khalfaoui, Muhammad Ali Nasir. Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model. Journal of Forecasting, 2023, 42 (8), pp.2292-2306. ⟨10.1002/for.3015⟩. ⟨hal-04296385⟩
  • Rabeh Khalfaoui, Zuoxiang Zhao, Giray Gozgor, Marco Chi Keung Lau, Mantu Kumar Mahalik, et al.. The impact of geopolitical risks on renewable energy demand in OECD countries. Energy Economics, 2023, 122, pp.106700. ⟨10.1016/j.eneco.2023.106700⟩. ⟨hal-04144198⟩
  • Rabeh Khalfaoui, Umer Shahzad, Mahdi Ghaemi Asl, Sami Ben Jabeur. Corrigendum to “Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach” [Q. Rev. Econ. Financ. 88 (2023) 63–80]. Quarterly Review of Economics and Finance, 2023, 89, pp.227. ⟨10.1016/j.qref.2023.04.001⟩. ⟨hal-04316547⟩
  • Rabeh Khalfaoui, Giray Gozgor, Larisa Yarovaya. Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. Finance Research Letters, 2023, 54, pp.103791. ⟨10.1016/j.frl.2023.103791⟩. ⟨hal-04144035⟩
  • Rabeh Khalfaoui, Kamel Si Mohammed, Buhari Doğan, Gagan Deep Sharma, Urszula 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, 2023, 83, pp.103654. ⟨10.1016/j.resourpol.2023.103654⟩. ⟨hal-04144194⟩
  • Rabeh Khalfaoui, Umer Shahzad, Mahdi Ghaemi Asl, 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, 2023, 88, pp.63-80. ⟨10.1016/j.qref.2022.12.006⟩. ⟨hal-03998215⟩
  • Rabeh Khalfaoui, Salma Mefteh-Wali, Buhari Dogan, Sudeshna 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, 2023, 86, pp.102496. ⟨10.1016/j.irfa.2023.102496⟩. ⟨hal-03998228⟩
  • Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman. Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. Emerging Markets Review, 2023, 54, pp.101002. ⟨10.1016/j.ememar.2023.101002⟩. ⟨hal-03998222⟩
  • Mahdi Ghaemi Asl, Ali Ghasemoghli, Rabeh Khalfaoui. Nash equilibrium in emerging partnership-based Islamic banking industry with a Bayesian game-theoretic approach. International Journal of Emerging Markets, 2023, pp.*. ⟨10.1108/IJOEM-08-2022-1274⟩. ⟨hal-04056736⟩
  • Mahdi Ghaemi Asl, Rabeh Khalfaoui, Hamid Reza Tavakkoli, Sami Ben Jabeur. Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management. International Journal of Emerging Markets, 2023, ⟨10.1108/IJOEM-03-2022-0362⟩. ⟨hal-03998220⟩
  • Zouhaier Dhifaoui, Rabeh Khalfaoui, Sami Ben Jabeur, Mohammad 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, 2023, 326, pp.116789. ⟨10.1016/j.jenvman.2022.116789⟩. ⟨hal-03998224⟩
  • Rabeh Khalfaoui, Salma Mefteh-Wali, Jean-Laurent Viviani, Sami Ben Jabeur, Mohammad Zoynul Abedin, et al.. How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?. Technological Forecasting and Social Change, 2022, 185, pp.122083. ⟨10.1016/j.techfore.2022.122083⟩. ⟨hal-03797937⟩
  • Aviral Kumar Tiwari, Muhammad Shahbaz, Rabeh Khalfaoui, Rizwan Ahmed, Shawkat Hammoudeh. 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 and Economics, 2022, 29 (1), pp.719-789. ⟨10.1002/ijfe.2706⟩. ⟨hal-03823420⟩
  • Buhari Dogan, Nader Trabelsi, Rabeh Khalfaoui, Sudeshna Ghosh, Umer 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, 2022, pp.112529. ⟨10.1016/j.enbuild.2022.112529⟩. ⟨hal-03797564⟩
  • Zouhaier Dhifaoui, Rabeh Khalfaoui, Mohammad Zoynul Abedin, Baofeng Shi. Quantifying information transfer among clean energy, carbon, oil, and precious metals: A novel transfer entropy-based approach. Finance Research Letters, 2022, 49, pp.103138. ⟨10.1016/j.frl.2022.103138⟩. ⟨hal-03797566⟩
  • Rabeh Khalfaoui, Giray Gozgor, John Goodell. Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. Finance Research Letters, 2022, pp.103365. ⟨10.1016/j.frl.2022.103365⟩. ⟨hal-03797565⟩
  • Rabeh Khalfaoui, Nicolae Stef, Ben Arfi Wissal, Ben Jabeur Sami. 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, 181, pp.121743. ⟨10.1016/j.techfore.2022.121743⟩. ⟨hal-03797571⟩
  • Rabeh Khalfaoui, Sami Ben Jabeur, Shawkat Hammoudeh, Wissal Ben Arfi. The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy. Annals of Operations Research, 2022, ⟨10.1007/s10479-022-04824-y⟩. ⟨hal-03804993⟩
  • Rabeh Khalfaoui, Sakiru Adebola Solarin, Adel Al-Qadasi, Sami 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, 2022, 313 (1), pp.105-143. ⟨10.1007/s10479-021-04446-w⟩. ⟨hal-03797569⟩
  • Ibrahim Mohamed Ali Ali, Imed Attiaoui, Rabeh Khalfaoui, Aviral Kumar Tiwari. The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression. Social Indicators Research, 2022, 161 (1), pp.29-50. ⟨10.1007/s11205-021-02812-6⟩. ⟨hal-03797572⟩
  • Rabeh Khalfaoui, Sami Ben Jabeur, Buhari Dogan. The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network. Journal of Environmental Management, 2022, 306, pp.114493. ⟨10.1016/j.jenvman.2022.114493⟩. ⟨hal-03797573⟩
  • Rabeh Khalfaoui, Salma Mefteh-Wali, Ben Jabeur Sami, Aviral Kumar Tiwari. The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone. Current Issues in Tourism, 2022, pp.1-21. ⟨10.1080/13683500.2022.2043834⟩. ⟨hal-03804996⟩
  • Rabeh Khalfaoui, Aviral Kumar Tiwari, Usman Khalid, Muhammad Shahbaz. Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis. Journal of Environmental Planning and Management, 2021, pp.1-36. ⟨10.1080/09640568.2021.1978062⟩. ⟨hal-03804999⟩
  • Satish Kumar, Rabeh Khalfaoui, Aviral Kumar Tiwari. Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries. Resources Policy, 2021, 74, pp.102253. ⟨10.1016/j.resourpol.2021.102253⟩. ⟨hal-03797578⟩
  • Rabeh Khalfaoui, Eduard Baumöhl, Suleman Sarwar, Tomáš Výrost. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy, 2021, 74, pp.102318. ⟨10.1016/j.resourpol.2021.102318⟩. ⟨hal-03797575⟩
  • Sami Ben Jabeur, Houssein Ballouk, Wissal Ben Arfi, Rabeh Khalfaoui. Machine Learning-Based Modeling of the Environmental Degradation, Institutional Quality, and Economic Growth. Environmental Modeling & Assessment, 2021, 27, pp.953-966. ⟨10.1007/s10666-021-09807-0⟩. ⟨hal-03459460⟩
  • Sami Ben Jabeur, Rabeh Khalfaoui, Wissal Ben Arfi. 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, 298, pp.113511. ⟨10.1016/j.jenvman.2021.113511⟩. ⟨hal-03797577⟩
  • Rabeh Khalfaoui, H. Nammouri, O. Labidi, S. Ben Jabeur. Is the COVID-19 vaccine effective on the US financial market?. Public Health, 2021, 198, pp.177-179. ⟨10.1016/j.puhe.2021.07.026⟩. ⟨hal-03797580⟩
  • Rabeh Khalfaoui, Aviral Kumar Tiwari, Sandrine Kablan, Shawkat Hammoudeh. Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches. Energy Economics, 2021, 101, pp.105421. ⟨10.1016/j.eneco.2021.105421⟩. ⟨hal-03797581⟩
  • Rabeh Khalfaoui, Aviral Kumar Tiwari, Faisal Alqahtani, Shawkat Hammoudeh, Suleman Sarwar. 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, 14 (5), pp.1042-1061. ⟨10.1108/IJHMA-06-2020-0069⟩. ⟨hal-03797583⟩
  • Rabeh Khalfaoui, Hemachandra Padhan, Aviral Kumar Tiwari, Shawkat Hammoudeh. Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India. Resources Policy, 2020, 68, pp.101743. ⟨10.1016/j.resourpol.2020.101743⟩. ⟨hal-03797587⟩
  • Aviral Kumar Tiwari, Rabeh Khalfaoui, Samir Saidi, Muhammad Shahbaz. Transportation and environmental degradation interplays in US: New insights based on wavelet analysis. Environmental and Sustainability Indicators, 2020, 7, pp.100051. ⟨10.1016/j.indic.2020.100051⟩. ⟨hal-03797586⟩
  • Rabeh Khalfaoui, Suleman Sarwar, Aviral Kumar Tiwari. 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, 62, pp.22-32. ⟨10.1016/j.resourpol.2019.03.004⟩. ⟨hal-03797589⟩
  • Suleman Sarwar, Rabeh Khalfaoui, Rida Waheed, Hamidreza Ghorbani Dastgerdi. Volatility spillovers and hedging: Evidence from Asian oil-importing countries. Resources Policy, 2019, 61, pp.479-488. ⟨10.1016/j.resourpol.2018.04.010⟩. ⟨hal-03797591⟩
  • Aviral Kumar Tiwari, Rabeh Khalfaoui, Sakiru Adebola Solarin, Muhammad Shahbaz. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. Energy Economics, 2018, 76, pp.470-494. ⟨10.1016/j.eneco.2018.10.037⟩. ⟨hal-03797590⟩
  • Rabeh Khalfaoui. Oil–gold time varying nexus: A time–frequency analysis. Physica A: Statistical Mechanics and its Applications, 2018, 503, pp.86-104. ⟨10.1016/j.physa.2018.02.198⟩. ⟨hal-03797592⟩
  • H. Boubaker, M. Boutahar, Rabeh Khalfaoui. Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?. Communications in Statistics - Simulation and Computation, 2017, 46 (2), pp.1189-1218. ⟨10.1080/03610918.2014.995814⟩. ⟨hal-03797594⟩
  • H Boubaker, ; Boutahar, R Khalfaoui. Wavelets and estimation of long memory in nonstationary models: does anything beat the Exact Local Whittle Estimator?. Communications in Statistics - Simulation and Computation, 2016, 46 (2), pp.189-1218. ⟨10.1080/03610918.2014.995814⟩. ⟨hal-03599624⟩
  • Rabeh Khalfaoui, M. Boutahar, H. Boubaker. Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis. Energy Economics, 2015, 49, pp.540-549. ⟨10.1016/j.eneco.2015.03.023⟩. ⟨hal-03797593⟩

Chapitres d'ouvrage1 document

  • Rabeh Khalfaoui, Aviral Kumar Tiwari, Xuan Vinh Vo. Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach. Encyclopedia of Finance, Springer International Publishing, pp.1-40, 2021, ⟨10.1007/978-3-030-73443-5_108-1⟩. ⟨hal-03805006⟩

Pré-publications, Documents de travail2 document

  • R. Khalfaoui, M. Boutahar. Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. 2012. ⟨halshs-00793068⟩
  • Mohamed Boutahar, Rabeh Khalfaoui2. Estimation of the long memory parameter in non stationary models: A Simulation Study. 2011. ⟨halshs-00595057⟩

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