Publications

Articles in peer-reviewed journals

"A Systematic Review of Key Spatial Econometric Models for Assessing Climate Change Impacts on Agriculture", (with H. Amouzay), 2025, Review of Regional Studies.  

"Cointegration analysis of fundamental drivers affecting carbon price dynamics in the EU ETS", (with Moulim A., Soumbara, S.A.), 2025, AIMS Environmental Science.  

"Climate Variability Impact on Agricultural Production in Morocco: New evidence From a Spatial Econometric Analysis", (with H. Amouzay), 2025, New Medit, A Mediterranean Journal of Economics, Agriculture and Environment.  

"Environmental Quality, Economic Growth, and Healthcare Expenditure Nexus for North Africa: A Panel Cointegration Analysis", (with Soumbara, S.A. & Yacour, S.), 2024, Environmental Modeling & Assessment (Springer). 

"Structural changes in temperature and precipitation in MENA countries", (with Amouzay, H., Chakir, R. & Dabo, S.), 2023, Earth Systems and Environment (Springer). 

"Asymmetric effects of climate variability on food security in Morocco: Evidence from the nonlinear ARDL model", (with Soumbara, S.A.) , 2023, Journal of Agribusiness in Developing and Emerging Economies.

"Macro-Finance Determinants and the Stock Market Development: Evidence from Morocco", (with Belcaid, K.), 2021, Middle East Development Journal (Taylor & Francis).

"The Transmission of Global Commodity Prices to Consumer Prices in a Commodity Import-Dependent Country: Evidence from Morocco", (with El-Karimi M.), 2020, Scientific Annals of Economics and Business.

"US, European, Chinese economic policy uncertainty and Moroccan stock market volatility", (with Belcaid, K.), 2020, The Journal of Economic Asymmetries (Elsevier).

"Pass-Through of Global Food Commodity Prices to Food Inflation in Morocco: A Structural VAR Approach", (with El-Karimi, M.), 2020, New Medit: Mediterranean journal of economics, agriculture and environment.

"Spillover effects among European, the US and Moroccan stock markets before and after the global financial crisis", (with Belcaid, K.), 2019, Journal of African Business (Taylor & Francis).

"Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis", (with Saidi, Y.), 2017, Empirical Economics (Springer).

"Financial market contagion during the global financial crisis: evidence from the Moroccan stock market", (with Saidi, Y.), 2015, Int. J. Financial Markets and Derivatives.

"Probabilistic properties of parametric dual and inverse time series models generated by ARMA models", 2015, Communications in Statistics-Theory and Methods (Taylor & Francis).

"Processus dual et inverse d'un ARMA et application à la réversibilité temporelle", 2010, Comptes rendus de l'Académie des Sciences - Mathématiques  (Elsevier).

"Asymptotic Relative Efficiency of Goodness‐Of‐Fit Tests Based on Inverse and Ordinary Autocorrelations", (with Francq, C), 2006, Journal of Time Series Analysis (Wiley).

in-Books

"Investigating Environmental Kuznets Curve for CO Emissions: A Cointegration Analysis for Morocco",  (with Dabo, S. & Yacour, S.), 2022, Proceedings of the Sixteenth International Conference on Management Science and Engineering Management. Springer.

"Renewable Energy Consumption-Economic Growth Nexus: Empirical Evidence from Morocco", (with El-Karimi M.), 2020, Proceedings of the Fourteenth International Conference on Management Science and Engineering Management.  Springer.

"Measuring the Weather Variability Effects on the Agricultural Sector in Morocco", (with Belcaid, K.), 2019, Proceedings of the Thirteenth International Conference on Management Science and Engineering Management. Springer.

"Transmission of global oil and fertilizer prices to the local food prices: A Morocco case study", (with El-Karimi M.), 2017, Book "Quantitative Tools to Understand and Forecast Commodity Markets", Chapter 4, pp. 87-102. Edited by El Ghini, A., Msadfa, Y., Saidi, Y. Publisher: OCP Policy Center, (116 pages), ISBN: 978-9954-28-902-0.

"Prédiction de séries temporelles et applications à l'analyse de séquences vidéos" , (with Auguste, R., Bilasco, M., & Djeraba, C.), 2010,  In Extraction et gestion des connaissances (EGC'2010) (pp. 713-714). Cépaduès-Éditions

"Motion similarity measure between video sequences using multivariate time series modeling", (with Auguste, R., A., Bilasco, M., Ihaddadene, N., & Djeraba, C.), 2010, In International Conference on Machine and Web Intelligence (pp. 292-296). IEEE.

Preprint 

El Ghini, Ahmed & Saidi, Youssef, 2015. "Transmission des Chocs de Rendement et de Volatilité entre Marchés Boursiers : Application de Modèles GARCH Multivariés," Proceedings of the "47èmes Journées de Statistique de la SFdS", Lille, France. 

Selected working papers

"Impact of Climate Change in the MENA Region: A Spatial Panel Econometric Analysis", (with H. Amouzay, R. Chakir and S. Dabo), 2024.