PSU Faculty Portal

Assistant Professor

10/1/1994 - 10/1/1996

Faculty of Management and Economic Sciences of Tunis

Tunis,Tunisia

Lecturer

10/1/1994 - 9/1/1996

Faculty of Management and Economic Sciences of Tunis

Tunis,Tunisia

Associate Professor

2/14/2007 - 2/9/2012

High Institute of Accounting and Business Administration - Manouba University

Manouba,Tunisia

Full professor of Finance

8/11/2012 - 9/11/2018

Department of Finance - CBA - King Saud University

riyadh,Saudi Arabia

Full professor of Finance

9/1/2018 - 4/14/2022

Department of Finance - CBA, Prince Sultan University

riyadh,Saudi Arabia

Chaker Aloui Aloui C. ,Hela Ben Hamida Hamida H.B. ,Salem Hathroubi Hathroubi S.

Engineering, Technology and Applied Science Research 2024-06-01

Drivers of Renewable Energy Use in Saudi Arabia: Evidence from Wavelet Local Multiple Correlation Approach

Song Xiangyu Xiangyu S. ,Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C. ,Paiman Ahmad Ahmad P. ,Arshian Sharif Sharif A.

Environmental Science and Pollution Research 2024-04-01

Retraction note: On the nonlinear effects of energy consumption, economic growth, and tourism on carbon footprints in the USA (Environmental Science and Pollution Research, (2021), 28, 16, (20128-20139), 10.1007/s11356-020-12242-5)

Salem Hathroubi Hathroubi S. ,Chaker Aloui Aloui C. ,Hela Ben Hamida Hamida H.B.

International Journal of Energy Economics and Policy 2024-01-01

Economic Diversification, Oil Revenue and Energy Transition iOil Dependent Countries: A Wavelet Decomposition and Panel Data Approach

Sami Mejri Mejri S. ,Chaker Aloui Aloui C. ,Nasir Khan Khan N.

Resources Policy 2024-01-01

The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches

Chaker Aloui Aloui C. ,Muhammad Saeed Meo Meo M.S. ,Hela Ben Hamida Hamida H.B. ,Mohammad Ashraful Ferdous Chowdhury Chowdhury M.A.F.

International Journal of Trade and Global Markets 2023-01-01

Bitcoin connectedness to traditional asset-classes in times of COVID-19

Chaker Aloui Aloui C. ,Sharif Arshian Arshian S. ,Noshaba Aziz Aziz N.

Afro-Asian Journal of Finance and Accounting 2023-01-01

How COVID-19 pandemic and oil prices drive the Saudi sectors over investment horizons: a wavelet sector-based view

Chaker Aloui Aloui C. ,Lama Al-Kayed Al-Kayed L. ,Alam Asadov Asadov A. ,Nevi Danila Danila N.

Defence and Peace Economics 2023-01-01

Geopolitical Risk and Stock-Bond Interplay: A Comparative Study of Islamic and Conventional Assets in the GCC

Syed Ali Raza Raza S.A. ,Maiyra Ahmed Ahmed M. ,Chaker Aloui Aloui C.

Research in International Business and Finance 2022-10-01

On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach

Asif Razzaq Razzaq A. ,Arshian Sharif Sharif A. ,Hui An An H. ,Chaker Aloui Aloui C.

Technological Forecasting and Social Change 2022-09-01

Testing the directional predictability between carbon trading and sectoral stocks in China: New insights using cross-quantilogram and rolling window causality approaches

Salem Hathroubi Hathroubi S. ,Chaker Aloui Aloui C.

Quarterly Review of Economics and Finance 2022-08-01

Oil price dynamics and fiscal policy cyclicality in Saudi Arabia: New evidence from partial and multiple wavelet coherences

Chaker Aloui Aloui C. ,Alam Asadov Asadov A. ,Lama Al-kayed Al-kayed L. ,Besma Hkiri Hkiri B. ,Nevi Danila Danila N.

North American Journal of Economics and Finance 2022-01-01

Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness

Chaker Aloui Aloui C. ,Hela Ben Hamida Hamida H.B. ,Besma Hkiri Hkiri B.

Tourism Economics 2021-08-01

Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia

Mohammad Ashraful Ferdous Chowdhury Chowdhury M.A.F. ,Muhammad Saeed Meo Meo M.S. ,Chaker Aloui Aloui C.

International Review of Financial Analysis 2021-07-01

How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions

Song Xiangyu Xiangyu S. ,Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C. ,Paiman Ahmad Ahmad P. ,Arshian Sharif Sharif A.

Environmental Science and Pollution Research 2021-04-01

On the nonlinear effects of energy consumption, economic growth, and tourism on carbon footprints in the USA

Chaker Aloui Aloui C. ,Hela ben Hamida Hamida H.B. ,Larisa Yarovaya Yarovaya L.

Finance Research Letters 2021-03-01

Are Islamic gold-backed cryptocurrencies different?

Chaker Aloui Aloui C. ,Syed Jawad Hussain Shahzad Shahzad S.J.H. ,Besma Hkiri Hkiri B. ,Ben Hamida Hela Hela B.H. ,Muhammad Asif Khan Khan M.A.

Pacific Basin Finance Journal 2021-02-01

On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons

Chaker Aloui Aloui C. ,Hela Ben Hamida Hamida H.B.

Defence and Peace Economics 2021-01-01

Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons?

Arshian Sharif Sharif A. ,Chaker Aloui Aloui C. ,Larisa Yarovaya Yarovaya L.

International Review of Financial Analysis 2020-07-01

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach

Syed Jawad Hussain Shahzad Shahzad S.J.H. ,Chaker Aloui Aloui C. ,Rania Jammazi Jammazi R.

Finance Research Letters 2020-03-01

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches

Stelios Bekiros Bekiros S. ,Syed Jawad Hussain Shahzad Hussain Shahzad S.J. ,Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C.

Applied Economics 2020-02-13

Spillovers across European sovereign credit markets and role of surprise and uncertainty

Syed Jawad Hussain Shahzad Shahzad S.J.H. ,Chaker Aloui Aloui C. ,Rania Jammazi Jammazi R. ,Muhammad Shahbaz Shahbaz M.

Applied Economics 2019-01-14

Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework

Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C.

Renewable and Sustainable Energy Reviews 2018-10-01

Retraction notice to “On the interplay between Energy consumption, economic growth and CO2 emission nexus in the GCC countries: a comparative analysis through wavelet approaches” (Renewable and Sustainable Energy Reviews (2015) 51 (1737–1751), (S1364032115007200) (10.1016/j.rser.2015.07.073))

Amira Ben-Hassoun Ben-Hassoun A. ,Chaker Aloui Aloui C. ,Hamdi Ben-Nasr Ben-Nasr H.

Research in International Business and Finance 2018-10-01

Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit

Chaker Aloui Aloui C. ,Syed Jawad Hussain Shahzad Shahzad S.J.H. ,Rania Jammazi Jammazi R.

Statistical Mechanics and its Applications 2018-09-15

Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis

Besma Hkiri Hkiri B. ,Shawkat Hammoudeh Hammoudeh S. ,Chaker Aloui Aloui C. ,Muhammad Shahbaz Shahbaz M.

International Review of Economics and Finance 2018-09-01

The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences

Chaker Aloui Aloui C. ,Rania Jammazi Jammazi R. ,Hela Ben Hamida Hamida H.B.

Computational Economics 2018-08-01

Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View

Ousama Ben-Salha Ben-Salha O. ,Besma Hkiri Hkiri B. ,Chaker Aloui Aloui C.

Energy Economics 2018-05-01

Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach

Chaker Aloui Aloui C. ,Besma Hkiri Hkiri B. ,Marco Chi Keung Lau Lau M.C.K. ,Larisa Yarovaya Yarovaya L.

Research in International Business and Finance 2018-04-01

Information transmission across stock indices and stock index futures: International evidence using wavelet framework

Chaker Aloui Aloui C. ,Besma Hkiri Hkiri B. ,Shawkat Hammoudeh Hammoudeh S. ,Muhammad Shahbaz Shahbaz M.

Emerging Markets Finance and Trade 2018-03-16

A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia

Besma Hkiri Hkiri B. ,Shawkat Hammoudeh Hammoudeh S. ,Chaker Aloui Aloui C. ,Larisa Yarovaya Yarovaya L.

Pacific Basin Finance Journal 2017-06-01

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 crisis periods

Salem Hathroubi Hathroubi S. ,Chaker Aloui Aloui C.

Economic Modelling 2016-12-01

On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets

Chaker Aloui Aloui C. ,Besma Hkiri Hkiri B. ,Chi Keung Marco Lau Lau C.K.M. ,Larisa Yarovaya Yarovaya L.

Finance Research Letters 2016-11-01

Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis

Besma Hkiri Hkiri B. ,Shawkat Hammoudeh Hammoudeh S. ,Chaker Aloui Aloui C.

Applied Economics 2016-10-13

Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons

Imen Dakhlaoui Dakhlaoui I. ,Chaker Aloui Aloui C.

International Economics 2016-08-01

The interactive relationship between the US economic policy uncertainty and BRIC stock markets

Manel Hamdi Hamdi M. ,Chaker Aloui Aloui C. ,Santosh kumar Nanda Nanda S.

Economics Bulletin 2016-01-01

Comparing functional link artificial neural network and multilayer feedforward neural network model to forecast crude oil prices

Chaker Aloui Aloui C. ,Besma Hkiri Hkiri B. ,Duc Khuong Nguyen Nguyen D.K.

Economic Modelling 2016-01-01

Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis

Chaker Aloui Aloui C. ,Rania Jammazi Jammazi R.

Statistical Mechanics and its Applications 2015-10-01

Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

Kais Tissaoui Tissaoui K. ,Zied Ftiti Ftiti Z. ,Chaker Aloui Aloui C.

Journal of Applied Business Research 2015-09-01

Commonality in liquidity: Lessons from an emerging stock market

Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C.

Renewable and Sustainable Energy Reviews 2015-08-11

On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches

Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C.

Statistical Mechanics and its Applications 2015-05-26

Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach

Chaker Alou Alou C. ,Hela Ben Hamida Ben Hamida H.

Finance a Uver - Czech Journal of Economics and Finance 2015-01-01

Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models

Nadia Hermassi Hermassi N. ,Fodil Adjaoud Adjaoud F. ,Chaker Aloui Aloui C.

International Journal of Business Research 2015-01-01

Corporate governance and credit ratings in Canada

Chaker Aloui Aloui C. ,Shawkat Hammoudeh Hammoudeh S. ,Hela Ben Hamida Hamida H.B.

Pacific Basin Finance Journal 2015-01-01

Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis

Chaker Aloui Aloui C.

Afro-Asian Journal of Finance and Accounting 2015-01-01

Volatility forecasting and risk management in some MENA stock markets: A nonlinear framework

Manel Hamdi Hamdi M. ,Chaker Aloui Aloui C.

Economics Bulletin 2015-01-01

Forecasting crude oil price using artificial neural networks: A literature survey

Samia Ben Messaoud Messaoud S.B. ,Chaker Aloui Aloui C.

Journal of Economic Integration 2015-01-01

Measuring risk of portfolio: GARCH-copula model

Chaker Aloui Aloui C. ,Shawkat Hammoudeh Hammoudeh S. ,Hela ben Hamida Hamida H.B.

North American Journal of Economics and Finance 2015-01-01

Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries

Chaker Aloui Aloui C. ,Shawkat Hammoudeh Hammoudeh S. ,Hela Ben Hamida Hamida H.B.

Journal of International Financial Markets, Institutions and Money 2015-01-01

Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis

Walid Chkili Chkili W. ,Chaker Aloui Aloui C. ,Duc Khuong Nguyen Nguyen D.K.

Journal of International Financial Markets, Institutions and Money 2014-12-01

Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?

Kais Tissaoui Tissaoui K. ,Chaker Aloui Aloui C.

International Journal of Management Science and Engineering Management 2014-01-02

Public and private information: Lessons from the emerging Tunisian stock market

Chaker Aloui Aloui C. ,Hela Ben Hamida Hamida H.B.

North American Journal of Economics and Finance 2014-01-01

Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?

Chaker Aloui Aloui C. ,Abdelaziz Krim Krim A.

Keeping Financial Crisis in Context 2014-01-01

Impact of anti-crisis measures on the volatility of the stock market stress index in the euro zone

Chaker Aloui Aloui C. ,Duc Khuong Nguyen Nguyen D.K.

Applied Economics 2014-01-01

On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach

Chaker Aloui Aloui C. ,Besma Hkiri Hkiri B.

Economic Modelling 2014-01-01

Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis

Chaker Aloui Aloui C. ,Duc Khuong Nguyen Nguyen D.K. ,Hassen Njeh Njeh H.

Economic Modelling 2013-12-24

Corrigendum to Assessing the impacts of oil price fluctuations on stock returns in emerging markets [Economic Modelling Volume 29/6 pages 2686-2695]

Imen Dakhlaoui Dakhlaoui I. ,Chaker Aloui Aloui C.

Journal of Energy Markets 2013-03-01

The US oil spot market: A deterministic chaotic process or a stochastic process?

Ons El Gaied El Gaied O. ,Chaker Aloui Aloui C. ,Ousama Ben Salha Ben Salha O. ,Duc Khuong Nguyen Nguyen D.K.

International Journal of Business 2012-12-01

Did the securitization contribute to the release of the subprime crisis? Empirical investigation of American banks

Chaker Aloui Aloui C. ,Duc Khuong Nguyen Nguyen D.K. ,Hassen Njeh Njeh H.

Economic Modelling 2012-11-01

Assessing the impacts of oil price fluctuations on stock returns in emerging markets

Ousama Ben Salha Salha O.B. ,Tarek Bouazizi Bouazizi T. ,Chaker Aloui Aloui C.

Global Economy Journal 2012-08-01

Financial liberalization, banking crises and economic growth: The case of South Mediterranean countries

Imen Zgueb Rejichi Rejichi I.Z. ,Chaker Aloui Aloui C.

Research in International Business and Finance 2012-08-01

Hurst exponent behavior and assessment of the MENA stock markets efficiency

Walid Chkili Chkili W. ,Chaker Aloui Aloui C. ,Duc Khuong Nguyen Nguyen D.K.

Journal of International Financial Markets, Institutions and Money 2012-07-06

Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C.

Energy Economics 2012-05-01

Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling

Walid Mensi Mensi W. ,Adel Boubaker Boubaker A. ,Chaker Aloui Aloui C.

International Journal of Management Science and Engineering Management 2012-01-01

Board effectiveness, conglomerate diversification, and firm performance: The tunisian case

Walid Mensi Mensi W. ,Chaker Aloui Aloui C. ,Manel Hamdi Hamdi M. ,Duc Khuong Nguyen Nguyen D.K.

Economie Internationale 2012-01-01

Crude oil market efficiency: An empirical investigation via the Shannon entropy

Chaker Aloui Aloui C. ,Manel Hamdi Hamdi M. ,Walid Mensi Mensi W. ,Duc Khuong Nguyen Nguyen D.K.

Energy Studies Review 2012-01-01

Further evidence on the time-varying efficiency of crude oil markets

Chaker Aloui Aloui C.

Macroeconomics and Finance in Emerging Market Economies 2011-09-01

Latin American stock markets' volatility spillovers during the financial crises: A multivariate FIAPARCH-DCC framework

Samir Mabrouk Mabrouk S. ,Chaker Aloui Aloui C.

International Journal of Monetary Economics and Finance 2011-01-01

GARCH-class models estimations and value-at-risk analysis for exchange rate

Chaker Aloui Aloui C. ,Samir Mabrouk Mabrouk S.

Energy Policy 2010-05-01

Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models

Mohamed Ben Abdelhamid Abdelhamid M.B. ,Chaker Aloui Aloui C. ,Corinne Chaton Chaton C. ,Jomâa Souissi Souissi J.

Journal of Fusion Energy 2010-04-01

The role of nuclear power in reducing risk of the fossil fuel prices and diversity of electricity generation in Tunisia: A portfolio approach

Rania Jammazi Jammazi R. ,Chaker Aloui Aloui C.

Energy Policy 2010-03-01

Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns

Chaker Aloui Aloui C. ,Rania Jammazi Jammazi R.

Energy Economics 2009-09-01

The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach

Mohamed Ben Abdelhamid Abdelhamid M.B. ,Chaker Aloui Aloui C. ,Corinne Chaton Chaton C.

International Journal of Oil, Gas and Coal Technology 2009-01-01

A real options approach to investing in the first nuclear power plant under cost uncertainty: Comparison with natural gas power plant for the Tunisian case

Chaker Aloui Aloui C.

Quantitative Finance 2007-12-01

Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period

Chaker Aloui Aloui C. ,Haïthem Sassi Sassi H.

Economie Internationale 2005-12-01

Régime de change et croissance économique : une investigation empirique