Faculty
Khaled GUESMI

Khaled GUESMI

Full Professor
Summary
DR. Khaled Guesmi is a full Professor of Finance at Paris School of Business & Director, Center of Research for Energy and Climate Change Change (CRECC). He's also adjunct professor at Telfer School of Management, University of Canada. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. Dr. Guesmi obtains his HDR (Habilitation for Supervising Doctoral Research) in in July 2015. He holds his Ph.D. in Economics from the University Paris Nanterre in 2011, and his M.Sc. in Finance from Paris I University of Sorbonne in 2005. Previously, he served as Professor of Finance and Head of Environment, Climate Change and Energy Transition Chair at IPAG Business School, as associate research positions at “EconomiX” laboratory at the University of Paris Ouest La Défense and "ERF" Economic Research Forum, Egypt. In 2003 Dr. Guesmi joined the UNESCO as a Research Manager, and in 2008, he joined “Caisse de Dépôts et Consignations” as Financial Analyst. Dr. Guesmi is the co-author of the book Cryptofinance and Mechanism of Exchange (Springer), as well as the book Risk Factors and Contagion in Commodity Markets and Stocks Markets (Word Scientific), He has published articles in leading refereed journals, including the Energy Journal; International Review of Financial Analysis; Journal of International Financial Markets, Institutions & Money, Annals of Operations Research, Energy Economics and Energy Policy. Furthermore, Dr. Guesmi currently serves as Associate Editor at Finance Research Letters, as international advisory board at The International Spectator. In addition, Khaled Guesmi is the founder of the International Symposium on Energy and Finance Issues and the Project Manager of European Commission’s Horizon 2020 Program for Research and Innovation. This program has focused on new models of cooperation between EU and the south-eastern Mediterranean region which are expected to promote a radical re-design of these countries’ energy strategies, focusing on sustainability and efficiency policies. Dr. Khaled Guesmi applies modern financial econometrics tools to examine a broad set of topics related to the commodities markets. His research includes topics, such as Finanlization of commodities and contagion effect between stock markets and energy markets. Dr. Khaled Guesmi hold the 4th best world researcher in Energy Finance: Frontiers and Future Development in Beijing in 2018.

Profile

Degree

  • (graduated in )

Qualification

  • Head of research department

Publications

Scientific Article
Title Authors Source Date
Navigating ESG complexity: An in-depth analysis of sustainability criteria, frameworks, and impact assessment Khaled GUESMI, Marianna Eskantar, Constantin Zopounidis, . et al. International Review of Financial Analysis 11/2024
Dependence of green energy markets on big data and other fourth industrial revolution technologies Christian UROM, Khaled GUESMI Journal of International Financial Markets, Institutions & Money 10/2024
Evolving energies: Analyzing stability amidst recent challenges in the natural gas market Khaled GUESMI, Tarek Bouazizi, Ilyes Abid, Panagiota Makrychoriti International Review of Financial Analysis 10/2024
Global macroeconomic factors and the connectedness among NFTs and (un) conventional assets Christian UROM, Khaled GUESMI, Gideon NDUBUISI Research in International Business and Finance 08/2024
The knowledge domain and emerging trends in Behavioral Finance: A Scientometric Analysis – RIBAF Khaled GUESMI, Fatma Hachicha, Majdi Argoubi Research in International Business and Finance 06/2024
Google Trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis Khaled GUESMI, Ali Raza Syed, Larisa Yarovaya, Nida Shah International Journal of Emerging Markets 05/2024
Are markets sentiment driving the price bubbles in the virtual? Khaled GUESMI, Myriam BEN OSMAN, Emilios GALARIOTIS, Haykel HAMDI, Kamel Naoui International Review of Economics & Finance 01/2024
Blockchain markets, green finance investments, and environmental impacts Khaled GUESMI, Hela Mzoughi, Amine Ben Amar, Ramzi Benkraiem Research in International Business and Finance 01/2024
Crude oil prices in times of crisis: The role of Covid-19 and historical events Khaled GUESMI, Tarek Bouazizi, Emilios Galariotis, Samuel VIGNE International Review of Financial Analysis 01/2024
Economic sentiment and the cryptocurrency market in the post-COVID-19 era Christian UROM, Khaled GUESMI, Ramzi BENKRAIEM, Myriam BEN OSMAN International Review of Financial Analysis 01/2024
Généralisation de l’usage du Big data en finance de marché, entre mythes et réalités : une approche par le travail institutionnel - Canadian Journal of Administrative Sciences Khaled GUESMI Canadian Journal of Administrative Sciences 01/2024
Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods Khaled GUESMI, Syed Ali Raza, Ramzi BENKRAIEM, Rija ANWAR Research in International Business and Finance 01/2024
Predictability of housing prices in the times of crises: new trends, methodologies, and techniques Khaled GUESMI, Syed ALI RAZA International Journal of Housing Markets and Analysis 01/2024
The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility Khaled GUESMI, S. ALI RAZA, R. BENKRAIEM, K. A. KHAN International Review of Financial Analysis 01/2024
Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention Khaled GUESMI, Wissal Zribi, Talel Boufateh Finance Research Letters 12/2023
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets Khaled GUESMI, Stephane GOUTTE, Ahmed AYADI, Marjène GANA Journal of International Financial Markets, Institutions and Money 12/2023
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model Khaled GUESMI, Rihab Bedoui, Ramzi BENKRAIEM, Islem KEDIDI Technological Forecasting and Social Change 12/2023
Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets Khaled GUESMI, Ilyes ABID, Elie BOURI, Emilios GALARIOTIS, Hela MZOUGHI International Review of Financial Analysis 11/2023
Diversification in financial and crypto markets Khaled GUESMI, Myriam BEN OSMAN, Emilios Galariotis, Haykel Hamdi, Kamel NAOUI International Review of Financial Analysis 10/2023
A way forward to end energy poverty in China: Role of carbon-cutting targets and net-zero commitments Khaled GUESMI, Sunil Tiwari, Kamel Si Mohammed Energy Policy 09/2023
The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US Khaled GUESMI, Spyros Spyrou, Panagiota Makrychoriti Journal of Economic Behavior & Organization 08/2023
Managing natural resource prices in a geopolitical risk environment Khaled GUESMI, Donia ALOUI, Ramzi BENKRAIM, Hela MZOUGHI Resources Policy 06/2023
Emerging and advanced economies markets behaviour during the COVID-19 crisis era Stephane GOUTTE, Khaled GUESMI, Fateh BELAID, Amine BEN AMAR International Journal of Finance & Economics 04/2023
Crude oil, crypto-assets and dependence: the impact of the COVID-19 pandemic Khaled GUESMI, Hela MZOUGHI, Yosra GHABRI International Journal of Energy Sector Management 03/2023
Uncertainty in the financial regulation policy and the boom of cryptocurrencies Khaled GUESMI, Syed ALI RAZA, Komal Akram KHAN, Ramzi BENKRAIEM Finance Research Letters 03/2023
Dynamic integration and transmission channels among interest rates and oil price shocks Khaled GUESMI, Christian UROM, Ilyes Abid, Leila Dagher Quarterly Review of Economics and Finance 02/2023
Economic complexity, Diversification and Economic Development: The Strategic Factors Khaled GUESMI, Mariem BRAHIM, Myriam BEN SAAD, Alexandra SCHAFFAR, Rym BEN AAD Research in International Business and Finance 02/2023
The European Central Bank and green finance: How would the green quantitative easing affect the investors' behavior during times of crisis? Khaled GUESMI, Donia Aloui, Ramzi Benkraiem, Samuel Vigne International Review of Financial Analysis 02/2023
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model Khaled GUESMI, Rihab Bedoui, Ramzi Benkraiem, Islem Kedidi Technological Forecasting and Social Change 01/2023
Time-frequency causality and connectedness between oil price shocks and the world food prices Khaled GUESMI, Fateh BELAID, Syed Ali RAZA, Nida SHAH Research in International Business and Finance 12/2022
Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting Khaled GUESMI, Yosra GHABRI, Fatma HACHICHA, Ramzi BENKRAIEM Gestion 2000 11/2022
Do regulatory policies matter to corporate innovation? Khaled GUESMI, Khaled Elmawazini, Gamal Aatallah, Rafiquzzaman Mohammed International Review of Financial Analysis 11/2022
Multi-criteria classification, sorting, and clustering: a bibliometric review and research agenda Khaled GUESMI, Karim Ben Kraiem, Fateh bel Aid, Sarah Ben Amor, Boumediene Ramdani Annals of Operations Research 10/2022
American hedge funds industry, market timing and COVID-19 crisis Christian UROM, Khaled GUESMI Journal of Asset Management 09/2022
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty Christian UROM, Khaled GUESMI, Hela Mzoughi, Gideon Ndubuisi Quarterly Review of Economics and Finance 08/2022
Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks Christian UROM, Khaled GUESMI, Gideon Ndubuisi Finance Research Letters 08/2022
The Impact of COVID-19 Pandemic on Islamic and Conventional Financial Markets: an international empirical evidence Khaled GUESMI, Christian UROM, H. MZOUGHI, Fateh BELAID Quarterly Review of Economics and Finance 08/2022
Co-inventions, uncertainties and global food security Christian UROM, Khaled GUESMI Environmental Economics and Policy Studies 07/2022
Information Transmission among Energy Markets, Cryptocurrencies, and Stablecoins under Pandemic Condition" Khaled GUESMI, Yosra Ghabri, Oussama Ben Rhouma, Marjane Gana, Ramzi Ben Kraiem International Review of Financial Analysis 07/2022
Quantile co-movement and dependence between energy-focused sectors and artificial intelligence Christian UROM, Khaled GUESMI, Gideon Ndubuisi, Benkraien Ramzi Technological Forecasting and Social Change 07/2022
Downside and upside risk spillovers between green finance and energy markets Khaled GUESMI, Christian UROM Finance Research Letters 06/2022
How do financial and commodity markets volatility react to real economic activity? Christian UROM, Khaled GUESMI Finance Research Letters 06/2022
How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques Khaled GUESMI, Syed Ali Raza, Nida Shah, Badreddine Msolli Finance Research Letters 06/2022
Covid-19 and oil price shocks : the case of Republic of the Congo Thomas PORCHER, Khaled GUESMI, Ilyes Abid, Amine Ben Amar International Journal of Global Energy Issues 01/2022
Crude oil, crypto-assets and dependence: the impact of the COVID-19 pandemic Khaled GUESMI, Hela Mzoughi, Yosra Ghabri International Journal of Energy Sector Management 01/2022
Herding Behavior and Liquidity in the Cryptocurrency Market Khaled GUESMI, Sonia ARSI, Elie BOURI Asia-Pacific Journal of Operational Research 01/2022
Financial Contagion Before and During The COVID 19 Medical Shock Khaled GUESMI, Amine Ben Amar, Wassini Arrassen, Jean Yves Moisseron Moisseron Bankers, Markets&Investors (ex Banque et Marchés) 12/2021
Connectedness among regional financial markets in the context of the COVID-19 Khaled GUESMI, Fateh BELAID, Adel BEN YOUSSEF, Amine BEN AMAR Applied Economics Letters 11/2021
Is there a relationship between investor sentiment and green finance? Khaled GUESMI, Hela Mzoughi, Rafla Hchaichi Question (s) de management 11/2021
On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis Khaled GUESMI, Stephane GOUTTE, Mayssa Mhadhbi, Mohamed Imen Gallali International Review of Financial Analysis 10/2021
Is Bitcoin Rooted in Confidence? Unraveling Determinants of Globalized Digital Currencies Khaled GUESMI, Jean Michel Sahut Technological Forecasting and Social Change 09/2021
A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction Khaled GUESMI, Ilyes Abid, Farid Mkaouar, Rim Ayadi Annals of Operations Research 08/2021
Renewable energy consumption, globalization, and economic growth shocks: Evidence from G7 countries Christian UROM, Khaled GUESMI, Ilyes ABID, Gideon NDUBUISI Journal of International Trade and Economic Development 08/2021
Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis Khaled GUESMI, Christian UROM International Review of Financial Analysis 05/2021
Fossil Energy and Clean Energy Stock Markets under COVID-19 Pandemic Khaled GUESMI, Yosra GHABRI, Ahmed AYEDI Applied Economics 04/2021
Public Attention to Environmental Issues and Stock Market Returns Khaled GUESMI, Imane EL OUADGHIRI, Jonathan PEILLEX, Andreas ZIEGLER Ecological Economics 02/2021
Emerging and Advanced Economies Markets behavior during the COVID-19 Crisis era Khaled GUESMI, Amine BEN AMER, Fateh BEL AID, Stéphane GOUTTE International Journal of Finance and Economics 01/2021
Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS Khaled GUESMI, Stephane GOUTTE, Ahmed Ayadi, Marjene Gana International Review of Economics and Finance 01/2021
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints Khaled GUESMI, Stephane GOUTTE, Julien CHEVALLIER, Qiang JI Energy Policy 01/2021
Herding Behavior and Liquidity in the Cryptocurrency Market Khaled GUESMI, Eli Bouri, Sonia Arsi Asia Pacific Journal of Operations Research 01/2021
How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques Khaled GUESMI, Syed Ali Raza, Nida Shah Shah, Badreddine Msolli Msolli Finance Research Letters 01/2021
Public attention to environmental issues and stock market returns Khaled GUESMI, Imane EL OUADGHIRI, Jonathan PEILLEX, Andreas ZIEGLER Ecological Economics 01/2021
Survival of reorganized firms in France Khaled GUESMI, Ilyes ABID, Rym AYADI Finance Research Letters 01/2021
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets Khaled GUESMI, Samir Saadi, Walid Ben Omrane, Qi Qianru Annals of Operations Research 01/2021
The unprecedented reaction of equity and commodity markets to COVID-19 Khaled GUESMI, Benjamin CHIAO, A BEN AMAR, F BELAID, A BEN YOUSSEF Finance Research Letters 01/2021
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities Khaled GUESMI, Christian UROM, Ilyes ABID, Julien CHEVALLIER Economic Modelling 08/2020
Oil Price Fluctuations and Financial Market Stability: Evidence from Oil Exporting Developing Countries Khaled GUESMI, Raphaël Homayoun BOROUMAND, Thomas PORCHER, Brahim GAIES European Journal of Comparative Economics 06/2020
Hedging strategy for financial variables and commodities Khaled GUESMI, Ilyes ABID, Abderrazak DHAOUI, Olfa KAABIA Economics Bulletin 05/2020
The Impacts of COVID-19 on China’s Domestic Natural Gas Market Khaled GUESMI, Benjamin CHIAO, Fateh BELAID, Adel BEN YOUSSEF Energy Forum 05/2020
Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates Khaled GUESMI, Stephane GOUTTE, BRAHIM GAIES Research in International Business and Finance 04/2020
Does Financial inclusion affect the African banking stability? Khaled GUESMI, Stephane GOUTTE, I ABID, I KOUKI Economics Bulletin 03/2020
Bitcoin and Liquidity Risk Diversification Khaled GUESMI, Yosra GHABRI, Ahlem ZANTOUR Finance Research Letters 01/2020
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory Khaled GUESMI, Julien CHEVALLIER, Rihab BEDOUI, Quynh Nga NGUYEN, Najmedine MAHJOUB Resources Policy 01/2020
How Do Bitcoin Price Fluctuations Affect Crude Oil Markets ? Khaled GUESMI, Olfa KAABIA, Ilyes ABID, Jean Michel SAHUT Gestion 2000 01/2020
How Do Institutional Frameworks shape FinancIal Development In Developing countries? Khaled GUESMI, Jean Yves MOISSERONS, Gaies BRAHIM, Mohamed Sahbi NAKHLI Bankers, Markets&Investors (ex Banque et Marchés) 01/2020
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries Khaled GUESMI, Imed CHKIR, Angham BEN BRAYEK, Kamel NAOUI Research in International Business and Finance 01/2020
Oil price shocks, equity markets, and contagion effect in OECD countries Khaled GUESMI, Anna CRETI, Ilyes ABID, Zied FTITI European Journal of Comparative Economics 01/2020
Public attention to environmental issues and stock market returns Khaled GUESMI, Jonathan PEILLEX, Imane EL OUADGHIRI, Andrea ZIEGLER Ecological Economics 01/2020
Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels Khaled GUESMI, Ben Jebli MEHDI, Farhani SAHBI Structural Change and Economic Dynamics 01/2020
The Non Linear Relationship Between Economic Growth and Public Debt Khaled GUESMI, Houssem RACHDI, Karim BOUCHRARA Economics Bulletin 01/2020
Contagion effects from U.S. to MENA Equity Markets: The Role of Oil and Gas Khaled GUESMI, Stephane GOUTTE, ILYES ABID, IBRAHIM JAMALI Energy Policy 12/2019
Financial Development and Energy Consumption in MENA Countries Khaled GUESMI, BRAHIM GAIES, ILYES ABID, OLFA KAABIA, RYM AYADI Energy Policy 12/2019
Commodities risk premia and regional integration in gas-exporting countrie Khaled GUESMI, Christian UROM, Stephane GOUTTE, Julien CHEVALLIER, Ilyes ABID Energy Economics 06/2019
Commodities risk premier and regional integration in gas-exporting countries Christian UROM, Khaled GUESMI, Stephane GOUTTE, Ilyes ABID, Julien CHEVALLIER, Julien CHEVALLIER Energy Economics 01/2019
FDI in Central and Eastern Europe countries: a gravity model Khaled GUESMI, Frederic TEULON, Mariem BRAHIM Management International 01/2019
Hedging and Diversification across Commodity assets Khaled GUESMI, Stephane GOUTTE, A DHAOUI, I ABID Applied Economics 01/2019
IDE, exportations et croissance économique dans la région MENA  Khaled GUESMI, Jamel BOUKHATEM, Mariem BRAHIM, Jean Michel SAHUT Gestion 2000 01/2019
Media attention and Bitcoin prices Hatem RJIBA, Khaled GUESMI, Stephane GOUTTE, D. PHILIPPAS Finance Research Letters 01/2019
On the Conditional Dependence Between Oil, Gold and FX: a Nested Copula-based GJR- GARCH Model Khaled GUESMI, Chevallier JULIEN, Rihab BEDOUI, Sana BRAIEK Energy Economics 01/2019
Financial Contagion and Oil Risk Khaled GUESMI, ILyes ABID, Anna CRETI, Julien CHEVALLIER Energy Journal 01/2018
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting Khaled GUESMI, Stephane GOUTTE, A DHAOUI, I ABID Journal of International Financial Markets, Institutions & Money 01/2018
Optimal strategy between extraction and storage of crude oil Khaled GUESMI, Stephane GOUTTE, Ilyes ABID, Farid MKAOUER Annals of Operations Research 01/2018
Book
Title Authors Source Date
Pandemic and Energy Markets Khaled GUESMI World Scientific 09/2021
Cryptofinance A New Currency for a New Economy Khaled GUESMI, Stephane GOUTTE, Samir Saadi World Scientific 01/2021
Cryptofinance and Mechanisms of Exchange Khaled GUESMI, Stephane GOUTTE, Samir SAADI Elsevier 01/2020
Risk Factors and Contagion in Commodity Markets and Stocks Markets Khaled GUESMI, Stephane GOUTTE World Scientific 01/2020