PSU Faculty Profiles


Eng. Mohamed AbdulMalik

Dr. Chaker M. Aloui

Full Professor

Business Administration - Finance - CBA


College of Business Administration 8537 caloui@psu.edu.sa

RECENT COURSES

FIN551

Investment Analysis & Portfolio Management

FIN301

Principles of Finance

FIN460

Derivative Securities Markets

FIN380

International Finance

FIN550

Financial Management

FIN559

Selected Topics in Finance

FIN450

Security Analysis and Portfolio Management

FIN492

Cooperative Education

SEMESTER COURSES

No Semester Courses found.

EDUCATION

BACHELOR / 1992

Tunis El Manar University Tunis , Tunisia

MASTER / 1994

Tunis El Manar University Tunis , Tunisia

DOCTORATE / 2002

Tunis El Manar University Tunis , Tunisia

DIPLOMA / 2003

Tunis El Manar University Tunis , Tunisia

ASSOCIATE / 2006

Tunis El Manar University Tunis , Tunisia

EXPERIENCE

1994 - 1996

Tunis

Assistant Professor

10/01/1994 - 10/01/1996 Faculty of Management and Economic Sciences of Tunis Tunis,Tunisia

1994 - 1996

Tunis

Lecturer

10/01/1994 - 09/01/1996 Faculty of Management and Economic Sciences of Tunis Tunis,Tunisia

2007 - 2012

Manouba

Associate Professor

02/14/2007 - 02/09/2012 High Institute of Accounting and Business Administration - Manouba University Manouba,Tunisia

2012 - 2018

riyadh

Full professor of Finance

08/11/2012 - 09/11/2018 Department of Finance - CBA - King Saud University riyadh,Saudi Arabia

2018 - 2022

riyadh

Full professor of Finance

09/01/2018 - 04/14/2022 Department of Finance - CBA, Prince Sultan University riyadh,Saudi Arabia

PROFESSIONAL SOCIETY

Member of the Scientific Commettee of the Center of Research For Energy and Climate Change

Paris School of Business - Paris - France

Learder of the International Finance Group Research LAB

College of Management and Economic Sciences - Tunis - Tunisia

PUBLICATIONS

2022-10-01

journal

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

2022-09-01

journal

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

2022-08-01

journal

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

2022-01-01

journal

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

2021-08-01

journal

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

2021-07-01

journal

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

2021-04-01

journal

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

2021-03-01

journal

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?

2021-02-01

journal

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

2021-01-01

journal

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?

2020-07-01

journal

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

2020-03-01

journal

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

2020-02-13

journal

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

2019-01-14

journal

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

2018-10-01

other

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 CO<inf>2</inf> 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))

2018-10-01

journal

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

2018-09-15

journal

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

Physica A: Statistical Mechanics and its Applications 2018-09-15,
Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis

2018-09-01

journal

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

2018-08-01

journal

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

2018-05-01

journal

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

2018-04-01

journal

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

2018-03-16

journal

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

2017-06-01

journal

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

2016-12-01

journal

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

2016-11-01

journal

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

2016-10-13

journal

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

2016-08-01

journal

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

2016-01-01

journal

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

2016-01-01

journal

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

2015-10-01

journal

Chaker Aloui Aloui C.,Rania Jammazi Jammazi R.

Physica A: Statistical Mechanics and its Applications 2015-10-01,
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

2015-09-01

journal

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

2015-08-11

other

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 CO<inf>2</inf> emission nexus in the GCC countries: A comparative analysis through wavelet approaches

2015-05-26

journal

Rania Jammazi Jammazi R.,Chaker Aloui Aloui C.

Physica A: Statistical Mechanics and its Applications 2015-05-26,
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach

2015-01-01

journal

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

2015-01-01

journal

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

2015-01-01

journal

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

2015-01-01

journal

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

2015-01-01

journal

Manel Hamdi Hamdi M.,Chaker Aloui Aloui C.

Economics Bulletin 2015-01-01,
Forecasting crude oil price using artificial neural networks: A literature survey

2015-01-01

journal

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

Journal of Economic Integration 2015-01-01,
Measuring risk of portfolio: GARCH-copula model

2015-01-01

journal

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

2015-01-01

journal

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

2014-12-01

journal

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?

2014-01-02

journal

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

2014-01-01

journal

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?

2014-01-01

bookchapter

Chaker Aloui Aloui C.,Abdelaziz Krim Krim A.

Market Microstructure and Nonlinear Dynamics: 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

2014-01-01

journal

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

2014-01-01

journal

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

2013-12-24

other

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]

2013-03-01

journal

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?

2012-12-01

journal

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

2012-11-01

journal

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

2012-08-01

journal

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

2012-08-01

journal

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

2012-07-06

journal

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

2012-05-01

journal

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

2012-01-01

journal

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

2012-01-01

journal

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

2012-01-01

journal

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

2011-09-01

journal

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

2011-01-01

journal

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

2010-05-01

journal

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

2010-04-01

journal

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

2010-03-01

journal

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

2009-09-01

journal

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

2009-01-01

journal

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

2007-12-01

journal

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

2005-12-01

journal

Chaker Aloui Aloui C.,Haïthem Sassi Sassi H.

Economie Internationale 2005-12-01,
Régime de change et croissance économique : une investigation empirique

INTERESTS

Empirical Finance - Investment - Asset valuation - Portfolio Management - Econometrics - Financial Analysis