Publications
by members of
Africa Business School
Université Mohammed VI Polytechnique
Rabat, Morocco
(Mohammed VI Polytechnic University)
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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2025
- Hafid Lalioui & Amine Ben Amar & Makram Bellalah, 2025. "Asset Pricing Model in Markets of Imperfect Information and Subjective Views," Papers 2501.11983, arXiv.org, revised Feb 2025.
- Amine Ben Amar & Chiheb Féki & Makram Bellalah, 2025. "Portfolio diversification during recent stress and stress-free episodes: insights from three alternative portfolio methods," Post-Print hal-04991194, HAL.
2024
- Amal Abricha & Amine Ben Amar & Makram Bellalah, 2024.
"Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach,"
Post-Print
hal-04515196, HAL.
- Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024.
"Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence,"
Post-Print
hal-04643053, HAL.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
- Makram Bellalah & Amine Ben Amar & Ephraim Clark, 2024.
"Regret-aversion over different maturities: Application to energy futures markets,"
Post-Print
hal-04675525, HAL.
- Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Economics Letters, Elsevier, vol. 241(C).
- Amine Ben Amar & Ramzi Benkraiem & Khaled Guesmi & Hela Mzoughi, 2024.
"Blockchain markets, green finance investments, and environmental impacts,"
Post-Print
hal-04925275, HAL.
- Mzoughi, Hela & Amar, Amine Ben & Guesmi, Khaled & Benkraiem, Ramzi, 2024. "Blockchain markets, green finance investments, and environmental impacts," Research in International Business and Finance, Elsevier, vol. 69(C).
- Mondher Bouattour & Amine Ben Amar & Néjib Hachicha, 2024. "How does Hamas–Israel war impact stock markets in the Middle East? Country and sector-level analysis," Post-Print halshs-04721569, HAL.
2023
- Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stéphane Goutte, 2023.
"Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict,"
Post-Print
hal-04122251, HAL.
- Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
- Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stephane Goutte, 2025. "Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict," Working Papers hal-04522103, HAL.
- Mondher Bouattour & Amine Ben Amar & Stéphane Goutte & Makram Bellalah, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Working Papers halshs-04064084, HAL.
- Amine Ben Amar & Néjib Hachicha & Hichem Rezgui & Shawkat Hammoudeh, 2023.
"How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis,"
Post-Print
hal-04725499, HAL.
- Amine Ben Amar & Néjib Hachicha & Hichem Rezgui & Shawkat Hammoudeh, 2024. "How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis," Defence and Peace Economics, Taylor & Francis Journals, vol. 35(6), pages 713-739, August.
2022
- Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022.
"Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?,"
Post-Print
hal-03674806, HAL.
- Amar, Amine Ben & Goutte, Stéphane & Isleimeyyeh, Mohammad & Benkraiem, Ramzi, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte, 2021. "Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?," Working Papers halshs-03211699, HAL.
- Amine Amar & Stéphane Goutte & Mohammad Isleimeyyeh & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Working Papers halshs-03672476, HAL.
- Néjib Hachicha & Amine Ben Amar & Ikrame Ben Slimane & Makram Bellalah & Jean-Luc Prigent, 2022.
"Dynamic connectedness and optimal hedging strategy among commodities and financial indices,"
Post-Print
hal-03745047, HAL.
- Hachicha, Néjib & Ben Amar, Amine & Ben Slimane, Ikrame & Bellalah, Makram & Prigent, Jean-Luc, 2022. "Dynamic connectedness and optimal hedging strategy among commodities and financial indices," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Hela Mzoughi & Amine Ben Amar & Fateh Belaid & Khaled Guesmi, 2022.
"The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence,"
Post-Print
hal-04542355, HAL.
- Mzoughi, Hela & Ben Amar, Amine & Belaid, Fateh & Guesmi, Khaled, 2022. "The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 303-325.
- Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti, 2022.
"Time-frequency analysis of the comovement between wheat and equity markets,"
Post-Print
halshs-04721723, HAL.
- Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti, 2022. "Time-frequency analysis of the comovement between wheat and equity markets," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(4), pages 368-384, May.
2021
- Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2021.
"Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era,"
Post-Print
hal-03273647, HAL.
- Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2023. "Emerging and advanced economies markets behaviour during the COVID‐19 crisis era," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1563-1581, April.
- Amine Ben Amar & Fateh Belaid & Adel Ben Youssef & Benjamin Chiao & Khaled Guesmi, 2021.
"The unprecedented reaction of equity and commodity markets to COVID-19,"
Post-Print
halshs-03506813, HAL.
- Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled, 2021. "The unprecedented reaction of equity and commodity markets to COVID-19," Finance Research Letters, Elsevier, vol. 38(C).
2020
- Amine Ben Amar & Fateh Belaid & Adel Ben Youssef & Benjamin Chiao & Khaled Guesmi, 2020. "The Unprecedented Equity and Commodity Markets Reaction to COVID-19," Post-Print hal-03131564, HAL.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2020.
"Connectedness among regional financial markets in the context of the COVID-19,"
Post-Print
hal-03272577, HAL.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021. "Connectedness among regional financial markets in the context of the COVID-19," Applied Economics Letters, Taylor & Francis Journals, vol. 28(20), pages 1789-1796, November.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021. "Connectedness among regional financial markets in the context of the COVID-19," Post-Print halshs-03506808, HAL.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021. "Connectedness among regional financial markets in the context of the COVID-19," Post-Print halshs-03506110, HAL.
2018
- Amine Ben Amar, 2018.
"An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems,"
Post-Print
hal-01745747, HAL.
- Amine Ben Amar, 2018. "An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems," Economics Bulletin, AccessEcon, vol. 38(1), pages 558-564.
- Amine Ben Amar & Makram Bellalah & Lamjed Jerfel, 2018. "Du Tunindex au Tunindex-i: Structure et Performance," Working Papers hal-01761904, HAL.
2017
- Amine Ben Amar & Ikrame Ben Slimane & Makram Bellalah, 2017. "Are Non-Conventional Banks More Resilient than Conventional Ones to Financial Crisis?," Working Papers hal-01455752, HAL.
2015
- Néjib Hachicha & Amine Ben Amar, 2015.
"Does Islamic bank financing contribute to economic growth? The Malaysian case,"
Post-Print
hal-01745751, HAL.
- Nejib Hachicha & Amine Ben Amar, 2015. "Does Islamic bank financing contribute to economic growth? The Malaysian case," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 8(3), pages 349-368, August.
Journal articles
Undated material is listed at the end2025
- Kharbach, Mohammed & Ben Amar, Amine & Lalioui, Hafid, 2025. "Carbon-adjusted portfolio selection: A counterfactual analysis," Economics Letters, Elsevier, vol. 246(C).
- Amine Ben Amar & Boutaina Lmasrar & Mondher Bouattour, 2025. "Are European and U.S. natural gas futures markets integrated? Insights from network-connectedness and cross-herding analysis," Economics and Business Letters, Oviedo University Press, vol. 14(2), pages 106-116.
2024
- Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024.
"Regret-aversion over different maturities: Application to energy futures markets,"
Economics Letters, Elsevier, vol. 241(C).
- Makram Bellalah & Amine Ben Amar & Ephraim Clark, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Post-Print hal-04675525, HAL.
- Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024.
"Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
- Amal Abricha & Amine Ben Amar & Makram Bellalah, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," Post-Print hal-04515196, HAL.
- Mzoughi, Hela & Amar, Amine Ben & Guesmi, Khaled & Benkraiem, Ramzi, 2024.
"Blockchain markets, green finance investments, and environmental impacts,"
Research in International Business and Finance, Elsevier, vol. 69(C).
- Amine Ben Amar & Ramzi Benkraiem & Khaled Guesmi & Hela Mzoughi, 2024. "Blockchain markets, green finance investments, and environmental impacts," Post-Print hal-04925275, HAL.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024.
"Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
- Amine Ben Amar & Néjib Hachicha & Hichem Rezgui & Shawkat Hammoudeh, 2024.
"How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 35(6), pages 713-739, August.
- Amine Ben Amar & Néjib Hachicha & Hichem Rezgui & Shawkat Hammoudeh, 2023. "How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis," Post-Print hal-04725499, HAL.
2023
- Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane, 2023.
"Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict,"
Finance Research Letters, Elsevier, vol. 55(PA).
- Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stéphane Goutte, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Post-Print hal-04122251, HAL.
- Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stephane Goutte, 2025. "Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict," Working Papers hal-04522103, HAL.
- Mondher Bouattour & Amine Ben Amar & Stéphane Goutte & Makram Bellalah, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Working Papers halshs-04064084, HAL.
- Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Amine Ben Amar & Stéphane Goutte & Amir Hasnaoui & Amine Marouane & Héla Mzoughi, 2023. "The Ramadan effect on commodity and stock markets integration," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(3), pages 269-293, April.
- Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2023.
"Emerging and advanced economies markets behaviour during the COVID‐19 crisis era,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1563-1581, April.
- Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2021. "Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era," Post-Print hal-03273647, HAL.
2022
- Amar, Amine Ben & Goutte, Stéphane & Isleimeyyeh, Mohammad & Benkraiem, Ramzi, 2022.
"Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?,"
International Review of Financial Analysis, Elsevier, vol. 82(C).
- Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Post-Print hal-03674806, HAL.
- Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte, 2021. "Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?," Working Papers halshs-03211699, HAL.
- Amine Amar & Stéphane Goutte & Mohammad Isleimeyyeh & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Working Papers halshs-03672476, HAL.
- Hachicha, Néjib & Ben Amar, Amine & Ben Slimane, Ikrame & Bellalah, Makram & Prigent, Jean-Luc, 2022.
"Dynamic connectedness and optimal hedging strategy among commodities and financial indices,"
International Review of Financial Analysis, Elsevier, vol. 83(C).
- Néjib Hachicha & Amine Ben Amar & Ikrame Ben Slimane & Makram Bellalah & Jean-Luc Prigent, 2022. "Dynamic connectedness and optimal hedging strategy among commodities and financial indices," Post-Print hal-03745047, HAL.
- Mzoughi, Hela & Ben Amar, Amine & Belaid, Fateh & Guesmi, Khaled, 2022.
"The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 303-325.
- Hela Mzoughi & Amine Ben Amar & Fateh Belaid & Khaled Guesmi, 2022. "The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence," Post-Print hal-04542355, HAL.
- Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad, 2022. "Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 386-400.
- Amine Ben Amar & AbdelKader O. El Alaoui, 2022. "Profit- and loss-sharing partnership: the case of the two-tier mudharaba in Islamic banking," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 16(1), pages 81-102, May.
- Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti, 2022.
"Time-frequency analysis of the comovement between wheat and equity markets,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(4), pages 368-384, May.
- Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti, 2022. "Time-frequency analysis of the comovement between wheat and equity markets," Post-Print halshs-04721723, HAL.
- Ilyes Abid & Amine Ben Amar & Khaled Guesmi & Thomas Porcher, 2022. "COVID-19 and oil price shocks: the case of Republic of the Congo," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 44(4), pages 281-291.
- Amine Ben Amar, 2022. "On the role of Islamic banks in the monetary policy transmission in Saudi Arabia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 55-94, March.
2021
- Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled, 2021.
"The unprecedented reaction of equity and commodity markets to COVID-19,"
Finance Research Letters, Elsevier, vol. 38(C).
- Amine Ben Amar & Fateh Belaid & Adel Ben Youssef & Benjamin Chiao & Khaled Guesmi, 2021. "The unprecedented reaction of equity and commodity markets to COVID-19," Post-Print halshs-03506813, HAL.
- Amine Ben Amar, 2021. "Economic growth and environment in the United Kingdom: robust evidence using more than 250 years data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 23(4), pages 667-681, October.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021.
"Connectedness among regional financial markets in the context of the COVID-19,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(20), pages 1789-1796, November.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021. "Connectedness among regional financial markets in the context of the COVID-19," Post-Print halshs-03506808, HAL.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2020. "Connectedness among regional financial markets in the context of the COVID-19," Post-Print hal-03272577, HAL.
- Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021. "Connectedness among regional financial markets in the context of the COVID-19," Post-Print halshs-03506110, HAL.
- Amine Ben Amar & Néjib Hachicha & Nihel Halouani, 2021. "Is there a shift contagion among stock markets during the COVID-19 crisis? Further insights from TYDL causality test," International Review of Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 188-209, March.
- Amine Ben Amar & Jean‐Étienne Carlotti, 2021. "Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1623-1636, January.
2019
- Amine Ben Amar, 2019. "The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model," Economics Bulletin, AccessEcon, vol. 39(4), pages 2317-2332.
2018
- Amine Ben Amar, 2018.
"An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems,"
Economics Bulletin, AccessEcon, vol. 38(1), pages 558-564.
- Amine Ben Amar, 2018. "An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems," Post-Print hal-01745747, HAL.
2015
- Nejib Hachicha & Amine Ben Amar, 2015.
"Does Islamic bank financing contribute to economic growth? The Malaysian case,"
International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 8(3), pages 349-368, August.
- Néjib Hachicha & Amine Ben Amar, 2015. "Does Islamic bank financing contribute to economic growth? The Malaysian case," Post-Print hal-01745751, HAL.
Undated
- Mondher Bouattour & Amine Ben Amar & Mohammad Isleimeyyeh & Shawkat Hammoudeh & Amir Hasnaoui, . "Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods," Journal of Energy Markets, Journal of Energy Markets.