← All authors Hassan B. Ghassan Umm al-Qura University (per OpenAlex) · ORCID · OpenAlex
12 papers in scope · 11 published · 1 on the econ.EM arXiv · 155 citations · h-index 4 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (1 of 12)
Panel cointegration tests in finite sample analyzing banking stability
published 2025 · DECISION
Modelling the trident SME-bank relationship
published 2023 · Heliyon · 3 citations
with Zakaria Boulanouar
Revisiting Banking Stability Using a New Panel Cointegration Test
published 2021 · International Journal of Financial Studies · 2 citations · first circulated 2020
with Zakaria Boulanouar, M. Kabir Hassan, Kabir Mohammed Hassan
Sukuk and bond spreads
published 2021 · Journal of Economics and Finance · 27 citations
working paper 2018 · arXiv
Long run dynamic volatilities between OPEC and non-OPEC crude oil prices
published 2016 · Applied Energy · 28 citations · first circulated 2015
An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
published 2015 · International Review of Economics & Finance · 83 citations
A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices
published 2014 · Empirical Economics · 9 citations
with Prashanta Kumar Banerjee
Test of clustering volatility effect of Tadawul index using rolling autocorrelation
published 2013 · Arab Economic and Business Journal · 1 citations
The Dynamic Relationship between the Investment in Public and Private Sectors Using an SVAR Model: Case of Saudi Arabia
published 2010 · Journal of economic and administrative sciences.
Does the entry of foreign investors influence the volatility of Doha Securities Market?
published 2010 · International Journal of Monetary Economics and Finance · 2 citations · first circulated 2009
with Abdelgader M.A. Abdullah
An Alternative Identification of the Economic Shocks in SVAR Models
published 2009 · Economics bulletin
with Mohammed Souissi, Mohammed Kbiri Alaoui
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