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Dr. Chaker Aloui
Dr. Chaker Aloui
College of Business Administration -Prince Sultan University
Verified email at psu.edu.sa
Title
Cited by
Cited by
Year
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
A Sharif, C Aloui, L Yarovaya
International Review of Financial Analysis, 101496, 2020
13822020
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
C Aloui, R Jammazi
Energy economics 31 (5), 789-799, 2009
4002009
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling
R Jammazi, C Aloui
Energy Economics 34 (3), 828-841, 2012
3432012
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
C Aloui, S Mabrouk
Energy Policy 38 (5), 2326-2339, 2010
2812010
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
C Aloui, B Hkiri
Economic Modelling 36, 421-431, 2014
2522014
Assessing the impacts of oil price fluctuations on stock returns in emerging markets
C Aloui, DK Nguyen, H Njeh
Economic Modelling 29 (6), 2686-2695, 2012
2352012
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns
R Jammazi, C Aloui
Energy Policy 38 (3), 1415-1435, 2010
2152010
The interactive relationship between the US economic policy uncertainty and BRIC stock markets
I Dakhlaoui, C Aloui
International Economics 146, 141-157, 2016
1832016
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis
C Aloui, S Hammoudeh, HB Hamida
Journal of International Financial Markets, Institutions and Money 34, 69-79, 2015
1422015
Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of …
B Hkiri, S Hammoudeh, C Aloui, L Yarovaya
Pacific-Basin Finance Journal 43, 124-150, 2017
1302017
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
W Chkili, C Aloui, DK Nguyen
Journal of International Financial Markets, Institutions and Money 22 (4 …, 2012
1302012
A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia
C Aloui, B Hkiri, S Hammoudeh, M Shahbaz
Emerging Markets Finance and Trade 54 (4), 935-956, 2018
1282018
Price and volatility spillovers between exchange rates and stock indexes for the pre-and post-euro period
C Aloui
Quantitative Finance 7 (6), 669-685, 2007
1212007
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
C Aloui, S Hammoudeh, H ben Hamida
The North American Journal of Economics and Finance 31, 311-329, 2015
942015
Covid-19 pandemic, oil prices, stock market and policy uncertainty nexus in the us economy: Fresh evidence from the wavelet-based approach
A Sharif, C Aloui, L Yarovaya
Oil Prices, Stock Market and Policy Uncertainty Nexus in the US Economy …, 2020
852020
Hurst exponent behavior and assessment of the MENA stock markets efficiency
IZ Rejichi, C Aloui
Research in International Business and Finance 26 (3), 353-370, 2012
772012
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?
W Chkili, C Aloui, DK Nguyen
Journal of International Financial Markets, Institutions and Money 33, 354-366, 2014
692014
Testing the directional predictability between carbon trading and sectoral stocks in China: New insights using cross-quantilogram and rolling window causality approaches
A Razzaq, A Sharif, H An, C Aloui
Technological Forecasting and Social Change 182, 121846, 2022
652022
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis
C Aloui, S Hammoudeh, HB Hamida
Pacific-Basin Finance Journal 34, 121-135, 2015
642015
How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions
MAF Chowdhury, MS Meo, C Aloui
International Review of Financial Analysis 76, 101759, 2021
612021
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