Research

Published Papers (Peer-Refereed Journals)

1- Ahmed A.A. Khalifa, Hong Miao and Sanjay Ramchander (2011) Measuring and Forecasting Volatility in the metal Futures Markets, Journal of Futures Markets, Vol. 31, No. 1, 55-80,

2- Ahmed Khalifa, S. 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 (Submitted)

 3- Ahmed Khalifa, S. Hammoudeh and E. Otranto, (2012) Volatility transmission and portfolio hedging within regime switching across FX, SP500 and Commodities  (Submitted)

4- Ahmed A.A. Khalifa (2012). Macroeconomic Competitiveness of the GCC economies in the GCC economies, Book Chapter, Springer 2012, Editor, M. A. Ramady (ISBN 978-1-4614-1610-4) and ISBN 978-1-4614-1611-1 (eBook)


Conferences
 

First: AACSB training Conferences and workshops;

1- CON-2012 October Asia Pacific Annual Conference

2-  SEM-2012 October Assurance of Learning Seminar Kuala Lumpur

3- SEM-2012 October Business Accreditation Seminar Kuala Lumpur

4-  Case Teaching and Writing Workshop, 17-19th April 2012,

Second: Academic Conferences;

1- Ahmed A.A. Khalifa, S. 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 (Accepted at the World Finance & Banking Symposium at Shanghai, December  17 - 18, 2012)

2- Ahmed A.A. Khalifa (2010) Systemic Risk of LCFI in the 1990s and 2007s, Eastern Economic Association, Philadelphia, February 26th, jointly with Victoria Geyfman and Jonathan Ohn.

3- Ahmed Abdel Alim Khalifa, (2001) Analyzing the Industrial Structure of Polluted Industries (2001), Environmental Protection is a must, Alexandria University.

4- Ahmed Abdel Alim Khalifa, (2001) the Impact of Environmental Policies on the Production Function of Manufactured Exports.  Environmental Protection is a must, Alexandria University.


Seminars

1-   Ahmed Khalifa, S. 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)

2- Ahmed Khalifa (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

3- Ahmed Khalifa  (2007) Wage Growth (Divergence) Convergence across Metropolitan Statistical Area (MSAs) of the US: Using a Spatial Panel Approach, Spring Seminar Series , Department of Economics, Colorado State University

 
Working Papers
1- Systemic Risk of financial Institutions of GCC in the 1990s and 2010s,
3- Systematic Risk of the GCC companies

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