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Publications

by members of

School of Management Studies
University of Khartoum
Khartoum, Sudan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Software components |

Working papers

Undated material is listed at the end

2014

  1. onour, Ibrahim, 2014. "رؤية لإنشاء بنك أوقاف
    [An Initiative to establish Waqf Bank]
    ," MPRA Paper 57105, University Library of Munich, Germany.

2013

  1. 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.

2012

  1. 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.
  2. Onour, Ibrahim, 2012. "Volatility Spillover Across GCC Stock Markets," MPRA Paper 57086, University Library of Munich, Germany.

2011

  1. 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.
  2. Onour, Ibrahim & Sergi, Bruno, 2011. "Global food and energy markets: volatility transmission and impulse response effects," MPRA Paper 34079, University Library of Munich, Germany.
  3. 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.
  4. Onour, Ibrahim, 2011. "Financial stability in small open economy under political uncertainty," MPRA Paper 29883, University Library of Munich, Germany.
  5. 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.
  6. 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.

2010

  1. Onour, Ibrahim, 2010. "South Sudan Referundum: A Macroeconomic Analysis of Post-Secession Scenario," MPRA Paper 29897, University Library of Munich, Germany.
  2. 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.
  3. Onour, Ibrahim, 2010. "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," MPRA Paper 23332, University Library of Munich, Germany.
  4. 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.

2009

  1. Onour, Ibrahim, 2009. "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper 14937, University Library of Munich, Germany.
  2. Onour, Ibrahim, 2009. "Rational bubbles and volatility persistence in India stock market," MPRA Paper 18545, University Library of Munich, Germany.
  3. Onour, Ibrahim, 2009. "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," MPRA Paper 17736, University Library of Munich, Germany, revised 20 Sep 2009.
  4. Onour, Ibrahim, 2009. "Financial Integration of North Africa Stock Markets," MPRA Paper 14938, University Library of Munich, Germany.

2008

  1. Onour, Ibrahim, 2008. "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper 15187, University Library of Munich, Germany.
  2. Onour, Ibrahim, 2008. "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper 14992, University Library of Munich, Germany.

2007

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

1997

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

Undated

  1. Ibrahim Onour, . "North Africa Stock Markets: Analysis of Unit Root and Long Memory Process," API-Working Paper Series 0906, Arab Planning Institute - Kuwait, Information Center.
  2. Ibrahim Onour, . "Is the high crude oil prices cause the soaring global food prices?," API-Working Paper Series 1001, Arab Planning Institute - Kuwait, Information Center.
  3. Ibrahim Onour, . "Forecasting Volatility in Global Food Commodity Prices," API-Working Paper Series 1101, Arab Planning Institute - Kuwait, Information Center.
  4. Ibrahim A. Onour , Abdelgadir M.A Abdalla, . "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.
  5. Ibrahim Onour, . "Exploring Stability of Systematic Risk: Sectoral Portfolio Analysis," API-Working Paper Series 1002, Arab Planning Institute - Kuwait, Information Center.

Journal articles

2014

  1. 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.

2012

  1. 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.

2010

  1. 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.
  2. 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.
  3. 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.
  4. 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.

2009

  1. Ibrahim A. Onour, 2009. "Natural gas markets: how sensitive are they to crude oil price changes?," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 33(2), pages 111-124, 06.
  2. 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.
  3. 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.

2008

  1. 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.
  2. 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.

2007

  1. 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, 09.

2000

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

Software components

2012

  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 A. Onour, 2012. "VAR_AND_ES: SHAZAM code for computing VaR and Expected Shortfall," HSC Software M12003, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Ibrahim Onour, 2012. "VAR_ESHORTFALL: Shazam routine to evaluate Value at Risk and Expected Shortfall," Statistical Software Components SHZ00002, Boston College Department of Economics.