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1

Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management

Mohamed El Hedi Arouri, Jamel Jouini, Duc Khuong Nguyen

Journal:

Journal of International Money and Finance

Year:

2011

Language:

english

File:

PDF, 217 KB

english, 2011

2

Energy consumption, economic growth and CO2 emissions in Middle East and North African countries

Mohamed El Hedi Arouri, Adel Ben Youssef, Hatem M'henni, Christophe Rault

Journal:

Year:

2012

Language:

english

File:

PDF, 185 KB

english, 2012

3

An international CAPM for partially integrated markets: Theory and empirical evidence

Mohamed El Hedi Arouri, Duc Khuong Nguyen, Kuntara Pukthuanthong

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 6.52 MB

english, 2012

4

OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS

Mohamed El Hedi Arouri, Christophe Rault

Journal:

International Journal of Finance & Economics

Year:

2012

Language:

english

File:

PDF, 911 KB

english, 2012

5

Emerging Markets and the Global Economy || An Econometric Analysis of the Impact of Oil Prices on Stock Markets in Gulf Cooperation Countries

Arouri, Mohamed El Hedi

Year:

2014

Language:

english

File:

PDF, 369 KB

english, 2014

6

Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe

Mohamed El Hedi Arouri and Christophe Rault

Journal:

Revue économique

Year:

2010

File:

PDF, 1.30 MB

2010

7

Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade

Mohamed El Hedi Arouri, Duc Khuong Nguyen

Journal:

Year:

2010

Language:

english

File:

PDF, 304 KB

english, 2010

8

Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models

Mohamed El Hédi Arouri, Amine Lahiani, Aldo Lévy, Duc Khuong Nguyen

Journal:

Energy Economics

Year:

2012

Language:

english

File:

PDF, 423 KB

english, 2012

9

On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness

Mohamed El Hedi Arouri, Jamel Jouini, Duc Khuong Nguyen

Journal:

Energy Economics

Year:

2012

Language:

english

File:

PDF, 294 KB

english, 2012

10

Environmental Regulation and Competitiveness: Evidence from Romania

Mohamed El Hedi Arouri, Guglielmo Maria Caporale, Christophe Rault, Robert Sova, Anamaria Sova

Journal:

Ecological Economics

Year:

2012

Language:

english

File:

PDF, 367 KB

english, 2012

11

Market structure and the cost of capital

El Hedi Arouri, Mohamed, Rault, Christophe, Sova, Anamaria, Sova, Robert, Teulon, Frédéric

Journal:

Economic Modelling

Year:

2013

Language:

english

File:

PDF, 294 KB

english, 2013

12

Testing the efficiency of the aluminium market: evidence from London metal exchange

Arouri, Mohamed El Hedi, Jawadi, Fredj, Mouak, Prosper

Journal:

Applied Financial Economics

Year:

2013

Language:

english

File:

PDF, 254 KB

english, 2013

13

Stock returns and oil price fluctuations: short and long-run analysis in the GCC context

Arouri, Mohamed El Hedi, Nguyen, Duc Khuong

Journal:

International Journal of Global Energy Issues

Year:

2010

Language:

english

File:

PDF, 316 KB

english, 2010

14

Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?

Rault, Christophe, Arouri, Mohamed El Hédi

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 290 KB

english, 2009

15

Oil Price Shocks and Stock Market Returns in Oil-Exporting Countries: The Case of GCC Countries

AROURI, Mohamed El Hédi, Lahiani, Amine, BELLALAH, Makram

Journal:

International Journal of Economics and Finance

Year:

2010

Language:

english

File:

PDF, 202 KB

english, 2010

16

Time-varying predictability in crude-oil markets: the case of GCC countries

Mohamed El Hedi Arouri, Thanh Huong Dinh, Duc Khuong Nguyen

Journal:

Year:

2010

Language:

english

File:

PDF, 397 KB

english, 2010

17

Long memory and structural breaks in modeling the return and volatility dynamics of precious metals

Mohamed El Hedi Arouri, Shawkat Hammoudeh, Amine Lahiani, Duc Khuong Nguyen

Journal:

The Quarterly Review of Economics and Finance

Year:

2012

Language:

english

File:

PDF, 623 KB

english, 2012

18

Return and volatility transmission between world oil prices and stock markets of the GCC countries

Mohamed El Hedi Arouri, Amine Lahiani, Duc Khuong Nguyen

Journal:

Economic Modelling

Year:

2011

Language:

english

File:

PDF, 494 KB

english, 2011

19

Does crude oil move stock markets in Europe? A sector investigation

Mohamed El Hedi Arouri

Journal:

Economic Modelling

Year:

2011

Language:

english

File:

PDF, 251 KB

english, 2011

20

Financial market integration: Theory and empirical results

Mohamed El Hedi Arouri, Philippe Foulquier

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 1.14 MB

english, 2012

21

Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS

Mohamed El Hédi Arouri, Fredj Jawadi, Duc Khuong Nguyen

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 627 KB

english, 2012

22

[Contributions to Management Science] The Dynamics of Emerging Stock Markets || International Financial Crisis and Contagion

Arouri, Mohamed El Hedi, Jawadi, Fredj, Nguyen, Duc Khuong

Year:

2010

Language:

english

File:

PDF, 225 KB

english, 2010

23

Time‐varying characteristics of cross‐market linkages with empirical application to Gulf stock markets

El Hedi Arouri, Mohamed, Khuong Nguyen, Duc

Journal:

Managerial Finance

Year:

2009

Language:

english

File:

PDF, 396 KB

english, 2009

24

Causal relationships between oil and stock prices: some new evidence from gulf oil-exporting countries

AROURI, Mohamed El Hedi, RAULT, Christophe

Journal:

International Economics

Year:

2010

Language:

english

File:

PDF, 327 KB

english, 2010

25

On the short- and long-run efficiency of energy and precious metal markets

Arouri, Mohamed El Hedi, Hammoudeh, Shawkat, Lahiani, Amine, Nguyen, Duc Khuong

Journal:

Energy Economics

Year:

2013

Language:

english

File:

PDF, 873 KB

english, 2013

26

The speculative efficiency of the aluminum market: A nonlinear investigation

Arouri, Mohamed El Hedi, Jawadi, Fredj, Mouak, Prosper

Journal:

International Economics

Year:

2011

File:

PDF, 433 KB

2011

27

World gold prices and stock returns in China: Insights for hedging and diversification strategies

El Hedi Arouri, Mohamed, Lahiani, Amine, Nguyen, Duc Khuong

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 339 KB

english, 2015

28

Stock market integration in Mexico and Argentina: are short- and long-term considerations different?

Jawadi, Fredj, Arouri, Mohamed El Hédi, Nguyen, Duc Khuong

Journal:

Applied Economics Letters

Year:

2010

Language:

english

File:

PDF, 211 KB

english, 2010

29

The comovements in international stock markets: new evidence from Latin American emerging countries

El Hedi Arouri, Mohamed, Bellalah, Mondher, Nguyen, Duc Khuong

Journal:

Applied Economics Letters

Year:

2010

Language:

english

File:

PDF, 207 KB

english, 2010

30

Oil Prices and Stock Markets in Europe: A Sector Perspective

AROURI, Mohamed El Hedi, Foulquier, Philippe, Fouquau, Julien

Journal:

Recherches économiques de Louvain

Year:

2011

Language:

english

File:

PDF, 1.64 MB

english, 2011

31

[Contributions to Management Science] The Dynamics of Emerging Stock Markets || Stock Market Volatility

Arouri, Mohamed El Hedi, Jawadi, Fredj, Nguyen, Duc Khuong

Year:

2010

Language:

english

File:

PDF, 232 KB

english, 2010

32

L'Intégration boursière internationale: Tests et effets sur la diversification

Arouri Mohamed El Hedi

Journal:

Annales d'Économie et de Statistique

Year:

2007

File:

PDF, 2.83 MB

2007

33

Cross-market dynamics and optimal portfolio strategies in Latin American equity markets

Juan Carlos Sosa Varela, Dr, Arouri, Mohamed El Hédi, Lahiani, Amine, Nguyen, Duc Khuong

Journal:

European Business Review

Year:

2015

Language:

english

File:

PDF, 249 KB

english, 2015

34

MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS

Arouri, Mohamed El Hedi, Jawadi, Fredj, Nguyen, Duc Khuong

Journal:

Macroeconomic Dynamics

Year:

2012

Language:

english

File:

PDF, 350 KB

english, 2012

35

Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?

Rault, Christophe, Arouri, Mohamed El Hédi

Journal:

SSRN Electronic Journal

Year:

2009

File:

PDF, 290 KB

2009

36

Nonlinear Stock Market Integration in Emerging Countries

AROURI, Mohamed El Hedi, JAWADI, Fredj

Journal:

International Journal of Economics and Finance

Year:

2010

Language:

english

File:

PDF, 150 KB

english, 2010

37

The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk

Arouri, Mohamed El Hédi

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 98 KB

english, 2002

38

An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence

Arouri, Mohamed El Hedi, Nguyen, Duc Khuong, Pukthuanthong, Kuntara

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 8.21 MB

english, 2012

39

Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches

Uddin, Gazi Salah, Arouri, Mohamed El Hedi, Tiwari, Aviral Kumar

Journal:

SSRN Electronic Journal

Year:

2013

File:

PDF, 456 KB

2013