Publications

First; Publications;

  1. Migdadi, Y.K.A.; Khalifa, A.A.; Al-Swidi, A.; Amhamed, A.I.; El-Naas, M.H. A Conceptual Framework of Customer Value Proposition of CCU-Formic Acid Product. Sustainability 2022, 14, x
  2. Khalifa, A. Ibrahim, A. Amahmaed, A. ElNass- M. (2022), Accelerating the transition to a CE for net-zero emissions by 2050: A systematic review, Sustainability, MDPI
  3. Al-Maadid, A., Akesson, J. Jayani Chakravarti, Bernstein, D. and Khalifa, A. (2022). Understanding water consumption in Qatar; evidence from a representative survey. Urban Water Journal, online. 8th, March
  4. Khalifa,, A., Alanoud  Al- Madded, Ifigenia Koutiva, and Christos Makropoulos (2021). “Individual water consumption behavior in relation to urban residential dynamics: The Case of Qatar”, Urban Water Journal.  web of Science, IF (2.081)
  5. Khalifa, A., Caporin, M., Costola, M., and Hammoudeh, S. (2021). Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil. The Energy Journal, Vol. 42, No. 6. by the IAEE. web of Science, IF (2.414)
  6. Khalifa, A., Ibrahim, AJ. (2020). Why Gulf Rentier Economies Must Pursue Economic Diversification. In: Miniaoui, H. (eds) Economic Development in the Gulf Cooperation Council Countries. Gulf Studies, vol 1. Springer, Singapore.
  7. Khalifa, A. A., Al-Maadid, A. A. S. A., Caporin, M. (2019). Water demand in Qatar: Future trends and conservation scenarios. Water Utility Journal, Vol. 22, E.W. Publications
  8. Khalifa, A. A., Caporin, M., Di Fonzo, T. (2019). Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements. Energy Policy, 127, 155-164.
  9. Khalifa, A., Caporin, M. and Hammoudeh, H. (2017) the relationship between oil prices and rig counts: The importance of lags, Energy Economics (Elsevier), (ABDC, Australia, A*), (Impact Factor 2. 86). Volume 63, March 2017, Pages 213–226. http://dx.doi.org/10.1016/j.eneco.2017.01.015
  10. Khalifa, , Alsarhan, A. and Bertuccelli, P. (2017) Causes and Consequences of Energy Price Shocks on Petroleum-Based Stock Market Using the Spillover Asymmetric Multiplicative Error Model. Research in International Business and Finance, 39, PP 307-314.
  11. Khalifa, A., Caporin, M. and Hammoudeh, S. (2016). Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle. Energy Policy, 87, December, PP 72–82, (Elsevier) http://dx.doi.org/10.1016/j.enpol.2015.08.039 , (ABDC, Australia, Rank A), (Impact Factor 2.58)
  12. Khalifa,  A., Bertuccelli, P. and Otranto, E. (2017) Dataset for petroleum based stock markets and GAUSS codes for SAMEM, Data in Brief, vol. 10, February 2017, Pages 421-425
  13. Khalifa, A., Otranto, E. , Hammoudeh, S. and Sanjay Ramchander (2016) “Volatility transmission across currencies and commodities with US uncertainty measures” The North American Journal of Economics and Finance, Vol. 37, pp. 63 – 83(Elsevier), (https://doi.org/10.1016/j.najef.2016.01.005), (ABDC, Australia, Rank  B) , (Impact Factor 0. 78)
  14. Dimeir, Riza, Shrikant, and Khalifa, A. (2015) Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries, Energy Economics, (Elsevier), 49, PP 132–140 (http://dx.doi.org/10.1016/j.eneco.2015.02.010), (ABDC, Australia, Rank A*), (Impact Factor 2.56)
  15. Mia, F., Khalifa, A.A. and Hammoudeh, S. (2016) Further Evidence on the Rationality of Interest Rate Expectations: A Comprehensive Study of Developed and Emerging Economies. Economic Modelling, Vol. 54, pp. 574- 590 (Elsevier) , (ABDC, Australia, Rank  A),  (Impact Factor 0. 8)
  16. Khalifa, A., Otranto, E. , Hammoudeh, S. and Sanjay Ramchander “Volatility transmission across currencies and commodities with US uncertainty measures” The North American Journal of Economics and Finance, Vol. 37, pp. 63 – 83(Elsevier)(ABDC, Australia, Rank  B) , (Impact Factor 0. 78)
  17. Khalifa, A. , Hammoudeh, S and E. Otranto, (2014) Extracting portfolio management strategies from volatility transmission models in regime changing environments: Evidence from GCC and global markets, Economic Modeling, 41, PP 365-374 (Elsevier), http://dx.doi.org/10.1016/j.econmod.2014.05.027 (ABDC, Australia, Rank  A),  (Impact Factor 0.8)
  18. Khalifa, A. , Hammoudeh, S and E. Otranto, (2014) Patterns of volatility transmissions within regime switching across GCC and global markets, International Review of Economics and Finance, January, 29, PP 512-524 (Elsevier), http://dx.doi.org/10.1016/j.iref.2013.08.002 (ABDC, Australia, Rank  A),  (Impact Factor 1.76)
  19. Alsarhan, A., Khalifa, A., Al-Titi, O. (2013), Oil Price Volatility and the Dynamic Systematic Risk in Kuwait’s Equity Sector Portfolio Using the Kalman Filter Approach, American Journal of Finance and Accounting, Vol. 3, No. 1, 2013 (Cabell’s International), http://www.inderscience.com/offer.php?id=57173
  20. Khalifa, A., Hong Miao and Sanjay Ramchander (2011) Measuring and Forecasting Volatility in the Metal Futures Markets, Journal of Futures Markets, 31, No. 1, 55–80, (Wiley) http://onlinelibrary.wiley.com/doi/10.1002/fut.20459/pdf, (ABDC, Australia, Rank  A),  (Impact Factor 0.68)

 

Second; Conference presentation

  1. Khalifa, A., Caporin, M., Costela, M. , Hammoudeh, S., (2016). Measuring systemic risk of the GCC countries; the role of oil. CFE ­ CMStatistics Conference, Spain, Dec. 10- 12, 2016
  2. Khalifa, A., Caporin, M. and Hammoudeh, S., (2016). The relationship between oil prices and the rig counts: A one-way street with a lag, the 39th IAEE International Conference, Bergen, Norway, (NHH), June 19- 22 June
  3. Khalifa, A., Alsarhan, A. Pietro (2015), The energy market shocks and the inter-market linkages, The US association of Energy Economics, IAEE, Pittsburg, PA, USA, Oct. 23-25
  4. Khalifa, A., Hammoudeh, S. , Edoardo Otranto, M. and Sanjay Ramchander “The Regime Switching models within the US uncertainty measures”. 90th Annual Conference, June 28-July 2, 2015, HONOLULU, USA
  5. Khalifa, A., Hammoudeh, S. and Caporin, M. “Asymmetric and uncertainty across the energy and FX markets. Midwest Economics Association Annual Meeting”, Minneapolis, Minnesota,  USA From 27 to 29 March, 2015)
  6. Tayachi, T., Hammoudeh, S., Khalifa, A. “Global factors and the GCC stock market integration using Regime switching”, ERF 21st Annual Conference, Tunis, March 20-22, 2015. Tayachi, T is the presenter
  7. Fazlul Mia and Ahmed Khalifa (2014) “Rationality of Survey Based Interest Rate Expectations of Thirty Developed and Emerging Economies”, SWFA, the Annual Conference, Dallas March 13-15.
  8. Riza Demirer, Shrikant, J. and Ahmed Khalifa. “Is There an Oil Risk Premium in Oil Exporting Stock Markets? An Asset Pricing Perspective”, ERF, the ERF 20th Annual Conference: Economic Development and Social Justice, Cairo, Egypt, 22 March 2014-24 March 2014. The paper won the best paper reword in Finance
  9. Balcilar , M., Demirer , R. , S. Hammoudeh, and A. Khalifa (2013), Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?, MEEA annual meeting,, January 3-5th, San Diego, USA.
  10. Khalifa, A. Hammoudeh, S., Otranto, E., Ramchander, S. “Volatility transmission and portfolio hedging within regime switching across FX, SP500 and Commodities”, 51st Meeting of the EWGFM and 1st Conference of the Research Centre for Energy Management (RCEM) at ESCP Europe & the International Centre for Shipping, , London, May 16-18
  11. Fazlul Mia and Ahmed Khalifa. “Rationality of Survey Based Interest Rate Expectations for Twenty Emerging Economies”, at EMU-SSEM EuroConference May 11-13, 2013, Turkey.
  12. Khalifa, A., Hammoudeh and E. Otranto. “Volatility Spillover, Interdependence, Comovement across the GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment (the World Finance & Banking Symposium at Shanghai, December 17 – 18, 2012).
  13. Khalifa, A., (2001) “The environmental policies and the production function of industrial export structure in Egypt, Alexandria University, Environment protection is a must conference. April.
  14. Khalifa, A., (2001), Analyzing the industrial structure of Egyptian Exports, Alexandria University, Environment protection is a must conference. April 21st

Third; Books and Book Chapters

  • Khalifa, A., “Macroeconomic Competitiveness of the GCC economies”. The GCC economies, Springer 2012, Editor, M. A. Ramady (Book Chapter, Springer Publisher, Germany, March, 2012, ISBN 978-1-4614-1611-1)

Fourth; Seminar Presentation

  1. Khalifa, A., Caporin, M. and Hammoudeh, S. (2015) “ Asymmetric and uncertainty across the energy and FX markets”, CBE, Department of Finance and Economics seminar series, Qatar University, Doha, Qatar, Feb. 18th, presenter, Ahmed Khalifa
  2. Khalifa, A., Hammoudeh and E. Otranto, S. Ramchander, (2013) Volatility Spillover, Interdependence, Comovements across the FX an Metals, CBE, Department of Finance and Economics seminar series, Qatar University, Doha, Qatar, Feb. 18th, presenter, Ahmed Khalifa
  3. Khalifa, A., Hammoudeh and E. Otranto, (2012) Volatility Spillover, Interdependence, Comovements across the GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment (KFUPM, CIM, Saudi Arabia, February, 11th 2012)
  4. Khalifa, A., (2009) The Measurement and Modeling of  Volatility in the Financial Markets Using Intraday Data: Evidence from the Metals Market, Department of Finance and Real Estate, Colorado State University, Spring Seminar Series

Fifth; Accepted Technical Reports

  1. Khalifa, A. A. (October 2022), Al-Maadid, A. A. S. A. (Principal Investigator), “Improving Qatar water use/reuse efficiency through a behavioural lens”, NPRP10-0131-170-300.
  2. Khalifa, A. A. (October 2019), “Promoting energy efficiency in Qatar: field experimental evidence- (NPRP9-232-5-026)
  3. GE Global Growth& Organization- Sourcing Project Charter, 2012-2013, General Electric, Saudi Arabia (CEMS2265), June 2013.
  4. Volatility Transmission across the GCC stock markets, DSR, KFUPM, Sep. 2013 (JF101021)
  5. Volatility Transmission across the FX and Metals, DSR, KFUPM, Sep. 2012 (FT111011)
  6. Oil, Systematic and Systemic Risk, KFAS, Kuwait, Sept. 2013 (No. 2011-1103-01)
  7. Oil price volatility and systemic risk of the financial institutions in the GCC countries, DSR, KFUPM, Saudi Arabia, Sep. 2015 (FT121001)
  8. The Dynamic Systematic Risk across the GCC Economic Sectors and the Mutual Funds Performance, DSR- KFUPM- Internal Grant # , Sep. 2015 (IN121059)