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Ibrahim A. Onour

Personal Details

First Name:Ibrahim
Middle Name:A.
Last Name:Onour
Suffix:
RePEc Short-ID:pon87
[This author has chosen not to make the email address public]

Affiliation

School of Management Studies
University of Khartoum

Khartoum, Sudan
http://sms.uofk.edu/
RePEc:edi:smsuksd (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Onour, Ibrahim, 2021. "The impact of the covid-19 pandemic on major Asian stock markets: evidence of decoupling effects," MPRA Paper 115994, University Library of Munich, Germany.
  2. Onour, Ibrahim, 2020. "Crime surge and institutional weakness: Are they associated? Evidence from a conflict country," MPRA Paper 115995, University Library of Munich, Germany.
  3. Onour, Ibrahim, 2020. "Assessing the Impact of covid-19 Shock on major Asian stock markets," MPRA Paper 115996, University Library of Munich, Germany.
  4. Onour, Ibrahim, 2020. "Modeling the impact of economic sanctions on a small open economy: A dynamic approach," MPRA Paper 116005, University Library of Munich, Germany.
  5. Onour, Ibrahim, 2018. "Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan," MPRA Paper 83919, University Library of Munich, Germany.
  6. Onour, Ibrahim, 2018. "The cost of mismanagement of gold production in Sudan," MPRA Paper 83921, University Library of Munich, Germany.
  7. Onour, Ibrahim, 2015. "Modeling inflation dynamics in a conflict economy," MPRA Paper 63527, University Library of Munich, Germany.
  8. onour, Ibrahim, 2015. "Efficiency of sugar industry in Sudan: Data Envelopment Analysis," MPRA Paper 61821, University Library of Munich, Germany.
  9. onour, Ibrahim, 2014. "رؤية لإنشاء بنك أوقاف [An Initiative to establish Waqf Bank]," MPRA Paper 57105, University Library of Munich, Germany.
  10. Onour, Ibrahim, 2013. "Pricing the Cost of Deposit Insurance and Assessing Moral Hazard Effect: Evidence from Banking Sector in Sudan," MPRA Paper 57082, University Library of Munich, Germany.
  11. Onour, Ibrahim, 2012. "Volatility Spillover Across GCC Stock Markets," MPRA Paper 57086, University Library of Munich, Germany.
  12. Onour, Ibrahim, 2012. "نحو رؤية جديدة لتمويل منشآت الأعمال الصغيرة والمتوسطة [Financing Small and Medium Scale Enterprises:A New Approach]," MPRA Paper 37086, University Library of Munich, Germany.
  13. Onour, Ibrahim & Sergi, Bruno, 2011. "Global food and energy markets: volatility transmission and impulse response effects," MPRA Paper 34079, University Library of Munich, Germany.
  14. Onour, Ibrahim, 2011. "Financial stability in small open economy under political uncertainty," MPRA Paper 29883, University Library of Munich, Germany.
  15. Onour, Ibrahim & Abdalla, Abdelgadir, 2011. "Technical efficiency analysis of banks in major oil exporting Middle East countries," MPRA Paper 29884, University Library of Munich, Germany.
  16. Onour, Ibrahim, 2011. "Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market," MPRA Paper 28001, University Library of Munich, Germany.
  17. Onour, Ibrahim, 2011. "قياس الكفاءة الفنية لبنوك دول مجلس التعاون الخليجي [Testing technical efficiency of banks in GCC countries]," MPRA Paper 29991, University Library of Munich, Germany.
  18. Onour, Ibrahim, 2011. "الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة [Options as Islamic Financial Derivative: Thoughts provoking discussion]," MPRA Paper 30707, University Library of Munich, Germany.
  19. Onour, Ibrahim, 2010. "Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature," MPRA Paper 23334, University Library of Munich, Germany.
  20. Onour, Ibrahim, 2010. "South Sudan Referundum: A Macroeconomic Analysis of Post-Secession Scenario," MPRA Paper 29897, University Library of Munich, Germany.
  21. Onour, Ibrahim & Abdalla, Abdelgadir, 2010. "Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis," MPRA Paper 29885, University Library of Munich, Germany.
  22. Onour, Ibrahim, 2009. "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper 14937, University Library of Munich, Germany.
  23. Onour, Ibrahim, 2009. "Rational bubbles and volatility persistence in India stock market," MPRA Paper 18545, University Library of Munich, Germany.
  24. Onour, Ibrahim, 2008. "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper 15187, University Library of Munich, Germany.
  25. Onour, Ibrahim, 2008. "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper 14992, University Library of Munich, Germany.
  26. Onour, Ibrahim, 2007. "Testing Efficiency Performance of an Underdeveloped Stock Market," MPRA Paper 15020, University Library of Munich, Germany.
  27. Onour, Ibrahim & Cameron, Norman, 1997. "Parallel Market Premia and Misalignment of Official Exchange Rates," MPRA Paper 15537, University Library of Munich, Germany.
  28. Ibrahim Onour, "undated". "Forecasting Volatility in Global Food Commodity Prices," API-Working Paper Series 1101, Arab Planning Institute - Kuwait, Information Center.
  29. Ibrahim Onour, "undated". "Is the high crude oil prices cause the soaring global food prices?," API-Working Paper Series 1001, Arab Planning Institute - Kuwait, Information Center.
  30. Dr. Ibrahim Onour, "undated". "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," API-Working Paper Series 1009, Arab Planning Institute - Kuwait, Information Center.
  31. Ibrahim Onour, "undated". "Financial Integration of North Africa Stock Markets," API-Working Paper Series 0908, Arab Planning Institute - Kuwait, Information Center.
  32. Ibrahim Onour, "undated". "Exploring Stability of Systematic Risk: Sectoral Portfolio Analysis," API-Working Paper Series 1002, Arab Planning Institute - Kuwait, Information Center.
  33. Ibrahim Onour, "undated". "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," API-Working Paper Series 0911, Arab Planning Institute - Kuwait, Information Center.
  34. Ibrahim A. Onour , Abdelgadir M.A Abdalla, "undated". "Do Islamic Banks Perform Better than Conventional Banks? Evidence from Gulf Cooperation Council countries," API-Working Paper Series 1012, Arab Planning Institute - Kuwait, Information Center.
  35. Ibrahim Onour, "undated". "North Africa Stock Markets: Analysis of Unit Root and Long Memory Process," API-Working Paper Series 0906, Arab Planning Institute - Kuwait, Information Center.

Articles

  1. Ibrahim A. Onour, 2024. "The effect of global economic and geopolitical uncertainty on global food commodity prices," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 23(1), pages 47-58.
  2. Ibrahim A. Onour, 2022. "Evaluation of transmission effects of the COVID-19 shock on major Asian stock markets," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 21(1), pages 82-93.
  3. Ibrahim A. Onour & Bruno S. Sergi, 2021. "The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 137-152.
  4. Onour , Ibrahim A., 2021. "Modeling and assessing systematic risk in stock markets in major oil exporting countries," Economic Consultant, Roman I. Ostapenko, vol. 35(3), pages 18-29.
  5. Onour, Ibrahim A., 2021. "The impact of COVID-19 pandemic shock on major Asian stock markets: evidence of decoupling effects," Economic Consultant, Roman I. Ostapenko, vol. 34(2), pages 21-32.
  6. Ibrahim A. Onour, 2018. "Do Political Internal Unrest and Smuggling of Precious Metals are Associated? Evidence from a Conflict Country," International Journal of World Policy and Development Studies, Academic Research Publishing Group, vol. 4(1), pages 1-5, 01-2018.
  7. Ibrahim ONOUR, 2018. "Technical Trading Rules And Trading Signals In The Black Market For Foreign Exchange In Sudan," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 9(1), pages 25-31.
  8. Ibrahim A. Onour, 2017. "Operational constraints of equity financed budget deficit in interest-free economy," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 3(2), pages 176-182.
  9. Ibrahim A. Onour, 2017. "Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country," International Journal of World Policy and Development Studies, Academic Research Publishing Group, vol. 3(1), pages 1-9, 01-2017.
  10. Ibrahim A. Onour, 2016. "Can OPEC Cartel Reverse Crude Oil Price Downfall?," International Journal of World Policy and Development Studies, Academic Research Publishing Group, vol. 2(12), pages 90-93, 12-2016.
  11. Ibrahim A. Onour, 2015. "Credit for equity investment and stock market volatility: evidence of variance causality," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 8(3), pages 265-273.
  12. Ibrahim A. Onour, 2014. "Assessing the cost of deposit insurance and moral hazard effect: evidence from banking sector in Sudan," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 4(3), pages 339-348.
  13. Ibrahim A. Onour & Bruno S. Sergi, 2012. "Wheat and corn prices and energy markets: spillover effects," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 9(4), pages 372-382.
  14. Ibrahim A. Onour, 2012. "Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 1-10.
  15. Ibrahim A. ONOUR & Bruno S. SERGI, 2011. "Modeling and forecasting volatility in global food commodity prices," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 57(3), pages 132-139.
  16. Ibrahim A. Onour & Bruno S. Sergi, 2010. "GCC stock markets: How risky are they?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(4), pages 330-337.
  17. Ibrahim A. Onour, 2010. "North Africa stock markets: analysis of long memory and persistence of shocks," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(2), pages 101-111.
  18. Ibrahim A. Onour, 2010. "Global food crisis and crude oil price changes: Do they share common cyclical features?," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 3(1), pages 61-70.
  19. Ibrahim A. Onour, 2010. "Decomposing fundamental and non-fundamental volatility in GCC stock markets," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(1), pages 1-12.
  20. Ibrahim A. Onour, 2009. "Dynamic analysis of dual exchange rates in small open economy," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 2(1), pages 50-62.
  21. Ibrahim A. Onour, 2009. "Financial integration of GCC capital markets: evidence of non-linear cointegration," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(3), pages 251-265.
  22. Ibrahim A. Onour, 2008. "What drives short-term GCC stock market returns? Empirical evidence from fat-tailed distribution," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(1), pages 17-25.
  23. Ibrahim A. Onour, 2008. "Forecasting volatility in Gulf Cooperation Council emerging markets: the predictive power of alternative models," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(2), pages 129-139.
  24. Ibrahim A. Onour, 2007. "Impact of oil price volatility on Gulf Cooperation Council stock markets' return," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 31(3), pages 171-189, September.
  25. Ibrahim Onour, 2000. "Unification of Dual Foreign Exchange Markets," Economic Change and Restructuring, Springer, vol. 33(3), pages 171-184, October.

Software components

  1. Ibrahim Onour, 2012. "NONPARAUNITROOT: Shazam routine to perform the non-parametric unit root test statistic developed by Breitung J.& Gourieroux C.,(1997), Journal of Econometrics, Vol.81(1), pp.7-27," Statistical Software Components SHZ00001, Boston College Department of Economics.
  2. Ibrahim Onour, 2012. "VAR_ESHORTFALL: Shazam routine to evaluate Value at Risk and Expected Shortfall," Statistical Software Components SHZ00002, Boston College Department of Economics.
  3. Ibrahim A. Onour, 2012. "VAR_AND_ES: SHAZAM code for computing VaR and Expected Shortfall," HSC Software M12003, Hugo Steinhaus Center, Wroclaw University of Technology.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Onour, Ibrahim, 2018. "Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan," MPRA Paper 83919, University Library of Munich, Germany.

    Cited by:

    1. Ibrahim A. Onour & Bruno S. Sergi, 2021. "The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 137-152.

  2. Onour, Ibrahim, 2015. "Modeling inflation dynamics in a conflict economy," MPRA Paper 63527, University Library of Munich, Germany.

    Cited by:

    1. Xin-Zhou Qi & Zhong Ning & Meng Qin, 2022. "Economic policy uncertainty, investor sentiment and financial stability—an empirical study based on the time varying parameter-vector autoregression model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 779-799, July.

  3. Onour, Ibrahim & Sergi, Bruno, 2011. "Global food and energy markets: volatility transmission and impulse response effects," MPRA Paper 34079, University Library of Munich, Germany.

    Cited by:

    1. Lochhead, Kyle & Ghafghazi, Saeed & Havlik, Petr & Forsell, Nicklas & Obersteiner, Michael & Bull, Gary & Mabee, Warren, 2016. "Price trends and volatility scenarios for designing forest sector transformation," Energy Economics, Elsevier, vol. 57(C), pages 184-191.
    2. Nicholas Apergis & Sofia Eleftheriou & Dimitrios Voliotis, 2017. "Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 166-177.
    3. Lee , Hyun-Hoon & Park, Cyn-Young, 2013. "International Transmission of Food Prices and Volatilities: A Panel Analysis," ADB Economics Working Paper Series 373, Asian Development Bank.
    4. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
    5. Agie Wandala Putra & Jatna Supriatna & Raldi Hendro Koestoer & Tri Edhi Budhi Soesilo, 2021. "Differences in Local Rice Price Volatility, Climate, and Macroeconomic Determinants in the Indonesian Market," Sustainability, MDPI, vol. 13(8), pages 1-21, April.

  4. Onour, Ibrahim & Abdalla, Abdelgadir, 2011. "Technical efficiency analysis of banks in major oil exporting Middle East countries," MPRA Paper 29884, University Library of Munich, Germany.

    Cited by:

    1. Onour, Ibrahim, 2011. "قياس الكفاءة الفنية لبنوك دول مجلس التعاون الخليجي [Testing technical efficiency of banks in GCC countries]," MPRA Paper 29991, University Library of Munich, Germany.
    2. Michael O. Nyong, 2017. "Relative Efficiency of Commercial Banks in Nigeria: A Nonparametric Mathematical Optimization Analysis," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 2(2), pages 27-49, February.

  5. Onour, Ibrahim, 2010. "Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature," MPRA Paper 23334, University Library of Munich, Germany.

    Cited by:

    1. Dong, Yang & Wen, Shu-hui & Hu, Xiao-bing & Li, Jiang-Cheng, 2020. "Stochastic resonance of drawdown risk in energy market prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    2. Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019. "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, vol. 78(C), pages 134-149.
    3. Venkata Sai Srinivasa Rao Muramalla & Hassan Ali Alqahtani, 2020. "Long Run Association of Oil Prices and Stock Prices: A Case of Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 593-600.
    4. Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).

  6. Onour, Ibrahim, 2009. "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper 14937, University Library of Munich, Germany.

    Cited by:

    1. Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
    2. Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Osman, Ms. Amber, 2012. "Are the Prices of Light Diesel Oil, Gasoline, CNG and Kerosene Oil Co-Integrated?," MPRA Paper 45142, University Library of Munich, Germany.
    3. Cornille, David & Meyler, Aidan, 2010. "The behaviour of consumer gas prices in an environment of high and volatile oil prices," MPRA Paper 39099, University Library of Munich, Germany.
    4. Hayette Gatfaoui, 2016. "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Post-Print hal-01562989, HAL.
    5. Zied Ftiti & Kais Tissaoui & Sahbi Boubaker, 2022. "On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach," Annals of Operations Research, Springer, vol. 313(2), pages 915-943, June.

  7. Onour, Ibrahim, 2008. "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper 15187, University Library of Munich, Germany.

    Cited by:

    1. Kapar, Burcu & Olmo, Jose & Ghalayini, Rim, 2020. "Financial integration in the United Arab Emirates Stock Markets," Finance Research Letters, Elsevier, vol. 33(C).

  8. Onour, Ibrahim, 2008. "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper 14992, University Library of Munich, Germany.

    Cited by:

    1. Onour , Ibrahim A., 2021. "Modeling and assessing systematic risk in stock markets in major oil exporting countries," Economic Consultant, Roman I. Ostapenko, vol. 35(3), pages 18-29.

  9. Onour, Ibrahim, 2007. "Testing Efficiency Performance of an Underdeveloped Stock Market," MPRA Paper 15020, University Library of Munich, Germany.

    Cited by:

    1. Feyyaz Zeren & Filiz Konuk, 2013. "Testing The Random Walk Hypothesis For Emerging Markets: Evidence From Linear And Non-Linear Unit Root Tests," Romanian Economic Business Review, Romanian-American University, vol. 8(4), pages 61-71, december.
    2. Mohammed AlHomaidy, 2020. "Lack of Reform Effect on Exchange Efficiency- Empirical Evidence from Saudi Market Index," Research in Applied Economics, Macrothink Institute, vol. 12(4), pages 46-65, December.
    3. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017. "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 218-238, May.

  10. Onour, Ibrahim & Cameron, Norman, 1997. "Parallel Market Premia and Misalignment of Official Exchange Rates," MPRA Paper 15537, University Library of Munich, Germany.

    Cited by:

    1. Coppola,Andrea & Lagerborg,Andresa & Mustafaoglu,Zafer, 2016. "Estimating an equilibrium exchange rate for the Argentine Peso," Policy Research Working Paper Series 7682, The World Bank.
    2. Onour, Ibrahim, 2010. "South Sudan Referundum: A Macroeconomic Analysis of Post-Secession Scenario," MPRA Paper 29897, University Library of Munich, Germany.
    3. Ibrahim Onour, 2000. "Unification of Dual Foreign Exchange Markets," Economic Change and Restructuring, Springer, vol. 33(3), pages 171-184, October.
    4. Sarmiento, Julio & Cayon, Edgardo & Collazos, María & Sandoval, Juan S., 2017. "Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela," Research in International Business and Finance, Elsevier, vol. 41(C), pages 547-555.
    5. Onour, Ibrahim, 2011. "Financial stability in small open economy under political uncertainty," MPRA Paper 29883, University Library of Munich, Germany.

  11. Ibrahim Onour, "undated". "Forecasting Volatility in Global Food Commodity Prices," API-Working Paper Series 1101, Arab Planning Institute - Kuwait, Information Center.

    Cited by:

    1. Karel Janda & Ladislav Kristoufek & David Zilberman, 2011. "Modeling the Environmental and Socio-Economic Impacts of Biofuels," Working Papers IES 2011/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2011.
    2. Tarasov, Arthur, 2011. "Coherent Quantitative Analysis of Risks in Agribusiness: Case of Ukraine," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 3(4), pages 1-7, December.
    3. Čermák, M. & Malec, K. & Maitah, M., 2017. "Price Volatility Modelling – Wheat: GARCH Model Application," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 9(4).
    4. Onour, Ibrahim & Sergi, Bruno, 2011. "Global food and energy markets: volatility transmission and impulse response effects," MPRA Paper 34079, University Library of Munich, Germany.
    5. Abdelkader Derbali & Tarek Chebbi, 2015. "The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting," Post-Print hal-01696007, HAL.
    6. Rumankova, Lenka, 2012. "Time Series Properties and Their Influence on the Results of Price Transmission – Case Study of the Czech Pork Market," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-13, December.
    7. Janda, Karel & Kristoufek, Ladislav & Zilberman, David, "undated". "Biofuels: review of policies and impacts," CUDARE Working Papers 120415, University of California, Berkeley, Department of Agricultural and Resource Economics.
    8. Michal Čermák, 2017. "Leverage Effect and Stochastic Volatility in the Agricultural Commodity Market under the CEV Model," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(5), pages 1671-1678.
    9. Luboš Smutka & Michal Steininger & Mansoor Maitah & Eva Rosochatecká, 2013. "Development in consumer food prices on the Czech market in the context of food prices on the EU and world markets," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2737-2755.

  12. Dr. Ibrahim Onour, "undated". "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," API-Working Paper Series 1009, Arab Planning Institute - Kuwait, Information Center.

    Cited by:

    1. Farooq Omar & Derrabi Mohamed & Naciri Monir, 2013. "Corporate Governance and Liquidity: Pre- and Post-Crisis Analysis from the MENA Region," Review of Middle East Economics and Finance, De Gruyter, vol. 8(3), pages 1-19, January.
    2. Ghouse, Ghulam & Khan, Saud Ahmed, 2017. "Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets," Review of Financial Economics, Elsevier, vol. 35(C), pages 29-42.
    3. Aloui, Chaker & Hamida, Hela ben, 2014. "Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 349-380.
    4. Ghulam Ghouse & Saud Ahmed Khan & Muhammad Arshad, 2019. "Volatility Modelling and Dynamic Linkages between Pakistani and Leading Foreign Stock Markets: A Multivariate GARCH Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 58(3), pages 265-282.
    5. Ghouse, Ghulam & Khan, Saud Ahmed & Habeeb, Kashif, 2019. "Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model," MPRA Paper 97925, University Library of Munich, Germany.
    6. Chaker Aloui & Hela BEN HAMIDA, 2015. "Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 30-54, January.
    7. Shumi Akhtar & Maria Jahromi & Tom Smith, 2017. "Impact of the global financial crisis on Islamic and conventional stocks and bonds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 623-655, September.
    8. Layla Khoja & Maxwell Chipulu & Ranadeva Jayasekera, 2016. "Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 483-518, April.

  13. Ibrahim Onour, "undated". "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," API-Working Paper Series 0911, Arab Planning Institute - Kuwait, Information Center.

    Cited by:

    1. Singh, Abhay K. & Allen, David E. & Robert, Powell J., 2013. "Extreme market risk and extreme value theory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 310-328.
    2. Allen, David E. & Singh, Abhay K. & Powell, Robert J., 2013. "EVT and tail-risk modelling: Evidence from market indices and volatility series," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 355-369.
    3. Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015. "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Sciendo, vol. 6(1), pages 36-55, March.

  14. Ibrahim Onour, "undated". "North Africa Stock Markets: Analysis of Unit Root and Long Memory Process," API-Working Paper Series 0906, Arab Planning Institute - Kuwait, Information Center.

    Cited by:

    1. Anju Bala & Kapil Gupta, 2020. "Examining The Long Memory In Stock Returns And Liquidity In India," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 9(3), pages 25-43.
    2. Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona, 2013. "Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1113-1124, July.
    3. Naveen Musunuru, 2019. "Modeling Long Range Dependence in Wheat Food Price Returns," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(9), pages 1-46, September.

Articles

  1. Ibrahim A. Onour & Bruno S. Sergi, 2021. "The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 137-152.

    Cited by:

    1. Inda Mulaahmetović, 2022. "Quantitative Easing and Macroeconomic Performance in the United States," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(3), pages 79-98.

  2. Ibrahim ONOUR, 2018. "Technical Trading Rules And Trading Signals In The Black Market For Foreign Exchange In Sudan," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 9(1), pages 25-31.
    See citations under working paper version above.
  3. Ibrahim A. Onour, 2012. "Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 1-10.
    See citations under working paper version above.
  4. Ibrahim A. ONOUR & Bruno S. SERGI, 2011. "Modeling and forecasting volatility in global food commodity prices," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 57(3), pages 132-139.

    Cited by:

    1. Varshini, Anu & Kayal, Parthajit & Maiti, Moinak, 2024. "How good are different machine and deep learning models in forecasting the future price of metals? Full sample versus sub-sample," Resources Policy, Elsevier, vol. 92(C).

  5. Ibrahim A. Onour & Bruno S. Sergi, 2010. "GCC stock markets: How risky are they?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(4), pages 330-337.

    Cited by:

    1. Onour, Ibrahim, 2021. "The impact of the covid-19 pandemic on major Asian stock markets: evidence of decoupling effects," MPRA Paper 115994, University Library of Munich, Germany.
    2. Onour, Ibrahim A., 2021. "The impact of COVID-19 pandemic shock on major Asian stock markets: evidence of decoupling effects," Economic Consultant, Roman I. Ostapenko, vol. 34(2), pages 21-32.
    3. Yadav, Miklesh Prasad & Sharif, Taimur & Ashok, Shruti & Dhingra, Deepika & Abedin, Mohammad Zoynul, 2023. "Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets," Research in International Business and Finance, Elsevier, vol. 65(C).
    4. Abdelkader Derbali & Tarek Chebbi, 2015. "The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting," Post-Print hal-01696007, HAL.

  6. Ibrahim A. Onour, 2010. "North Africa stock markets: analysis of long memory and persistence of shocks," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(2), pages 101-111.

    Cited by:

    1. Saâdaoui, Foued, 2024. "Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
    2. Anju Bala & Kapil Gupta, 2020. "Examining The Long Memory In Stock Returns And Liquidity In India," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 9(3), pages 25-43.
    3. Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona, 2013. "Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1113-1124, July.
    4. Andrés Herrera Aramburú & Gabriel Rodríguez, 2016. "Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 45-66.
    5. Naveen Musunuru, 2019. "Modeling Long Range Dependence in Wheat Food Price Returns," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(9), pages 1-46, September.

  7. Ibrahim A. Onour, 2010. "Global food crisis and crude oil price changes: Do they share common cyclical features?," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 3(1), pages 61-70.

    Cited by:

    1. Onour, Ibrahim & Sergi, Bruno, 2011. "Global food and energy markets: volatility transmission and impulse response effects," MPRA Paper 34079, University Library of Munich, Germany.
    2. Hokey Min, 2022. "Examining the Impact of Energy Price Volatility on Commodity Prices from Energy Supply Chain Perspectives," Energies, MDPI, vol. 15(21), pages 1-16, October.

  8. Ibrahim A. Onour, 2010. "Decomposing fundamental and non-fundamental volatility in GCC stock markets," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(1), pages 1-12.

    Cited by:

    1. Onour, Ibrahim, 2010. "Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature," MPRA Paper 23334, University Library of Munich, Germany.

  9. Ibrahim A. Onour, 2009. "Financial integration of GCC capital markets: evidence of non-linear cointegration," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(3), pages 251-265.
    See citations under working paper version above.
  10. Ibrahim A. Onour, 2008. "What drives short-term GCC stock market returns? Empirical evidence from fat-tailed distribution," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(1), pages 17-25.

    Cited by:

    1. Onour, Ibrahim, 2010. "Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature," MPRA Paper 23334, University Library of Munich, Germany.
    2. Mokni, Khaled & Youssef, Manel, 2019. "Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 14-33.
    3. Mehmet Balcilar & İsmail H. Genç & Rangan Gupta, 2016. "The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests," Working Papers 201644, University of Pretoria, Department of Economics.
    4. Durga Prasad Samontaray & Sultan Nugali & Bokkasam Sasidhar, 2014. "A Study of the Effect of Macroeconomic Variables on Stock Market: Saudi Perspective," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 120-127, October.
    5. Mohamed El Hedi Arouri & Christophe Rault, 2010. "Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe," Working Papers hal-00507825, HAL.

  11. Ibrahim A. Onour, 2007. "Impact of oil price volatility on Gulf Cooperation Council stock markets' return," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 31(3), pages 171-189, September.

    Cited by:

    1. Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021. "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(2), pages 186-197.
    2. Abid, Ilyes & Goutte, Stéphane & Guesmi, Khaled & Jamali, Ibrahim, 2019. "Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets," Energy Policy, Elsevier, vol. 134(C).
    3. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CARF F-Series CARF-F-202, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    4. Ghoilpour Hassan Fereidouni, 2011. "The Effect of Energy Prices on Iranian Industry Stock Returns," Review of Middle East Economics and Finance, De Gruyter, vol. 7(1), pages 32-51, May.
    5. Naseem Al Rahahleh & Robert Kao, 2018. "Forecasting Volatility: Evidence from the Saudi Stock Market," JRFM, MDPI, vol. 11(4), pages 1-18, November.
    6. Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013. "Sectoral equity returns and portfolio diversification opportunities across the GCC region," MPRA Paper 43687, University Library of Munich, Germany.
    7. Yen-Hsien Lee & Ting-Huei Liao & Ya-Ling Huang & Tzu-Ling Huang, 2015. "Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 178-189, April.
    8. Tahsin Saadi Sedik & Oral H. Williams, 2012. "Do Gulf Cooperation Countries' equity markets waltz or tango to spillovers?," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 5(2), pages 213-227, April.
    9. Tahsin Saadi Sedik & Mr. Oral Williams, 2011. "Global and Regional Spillovers to GCC Equity Markets," IMF Working Papers 2011/138, International Monetary Fund.
    10. Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023. "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, vol. 86(PB).

  12. Ibrahim Onour, 2000. "Unification of Dual Foreign Exchange Markets," Economic Change and Restructuring, Springer, vol. 33(3), pages 171-184, October.

    Cited by:

    1. Onour, Ibrahim, 2018. "Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan," MPRA Paper 83919, University Library of Munich, Germany.
    2. Onour, Ibrahim, 2010. "South Sudan Referundum: A Macroeconomic Analysis of Post-Secession Scenario," MPRA Paper 29897, University Library of Munich, Germany.
    3. Onour, Ibrahim, 2011. "Financial stability in small open economy under political uncertainty," MPRA Paper 29883, University Library of Munich, Germany.
    4. Onour, Ibrahim & Cameron, Norman, 1997. "Parallel Market Premia and Misalignment of Official Exchange Rates," MPRA Paper 15537, University Library of Munich, Germany.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East and North Africa (13) 2009-05-09 2009-06-10 2009-10-10 2010-06-26 2010-06-26 2011-01-23 2011-04-09 2011-04-09 2011-04-16 2011-05-14 2015-02-16 2015-04-19 2018-01-22. Author is listed
  2. NEP-CWA: Central and Western Asia (7) 2009-05-09 2009-06-17 2009-10-10 2009-11-14 2011-04-16 2011-05-14 2011-10-22. Author is listed
  3. NEP-ENE: Energy Economics (5) 2009-05-09 2010-06-26 2010-06-26 2011-04-09 2011-10-22. Author is listed
  4. NEP-MAC: Macroeconomics (4) 2009-05-09 2011-04-16 2015-04-19 2018-01-29
  5. NEP-RMG: Risk Management (4) 2009-05-09 2009-10-10 2010-06-26 2011-05-14
  6. NEP-EFF: Efficiency and Productivity (3) 2011-04-09 2011-04-09 2015-02-16
  7. NEP-FMK: Financial Markets (3) 2009-05-09 2009-06-10 2010-06-26
  8. NEP-AFR: Africa (2) 2011-04-16 2014-07-13
  9. NEP-AGR: Agricultural Economics (2) 2011-10-22 2015-02-16
  10. NEP-IAS: Insurance Economics (2) 2012-03-08 2014-07-13
  11. NEP-BAN: Banking (1) 2011-01-23
  12. NEP-BEC: Business Economics (1) 2011-10-22
  13. NEP-CBA: Central Banking (1) 2015-04-19
  14. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  15. NEP-CTA: Contract Theory and Applications (1) 2014-07-13
  16. NEP-ENV: Environmental Economics (1) 2018-01-22
  17. NEP-MON: Monetary Economics (1) 2015-04-19
  18. NEP-POL: Positive Political Economics (1) 2011-04-16
  19. NEP-SEA: South East Asia (1) 2023-02-13

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