Publications

Articles in peer-reviewed journals

A Dhaoui, K Guesmi, Y Saidi, S Bourouis, 2018. "Oil Price Shocks and OECD Equity Markets: Distinguishing between Supply and Demand Effects", International Journal of Global Energy Issues, Vol. 41, No.1/2/3/4, pp. 25 - 51.

Abderrazak Dhaoui, Dalia Streimikiene, Youssef Saidi, Syed Jawad Hussain Shahzad, Nanthakumar Loganathan and Abbas Mardani, 2018. "Exploring the Oil Supply-Demand Shocks and Stock market Stabilities: Experience from OECD Countries", Acta Montanistica Slovaca, Vol. 23, Issue 1, pp 100-117.

El Ghini, Ahmed & Saidi, Youssef, 2017. "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis", Empirical Economics, Vol. 52, Issue 4, pp 1481–1504. DOI 10.1007/s00181-016-1110-8 

El Ghini, A. and Saidi, Y. (2015) ‘Financial market contagion during the global financial crisis: evidence from the Moroccan stock market’, Int. J. Financial Markets and Derivatives, Vol. 4, No. 1, pp.78–95.

Saïdi, Youssef & Zakoïan, Jean-Michel, 2006. Stationarity and geometric ergodicity of a class of nonlinear ARCH models. The Annals of Applied Probability 16 (2006), no. 4, 2256--2271.

in-Books

Lankaoui, Latifa & Saidi, Youssef (2026), "Risk of Overindebtness in Africa and Growing Default Risks in Low Income Countries", Chapter in The Palgrave Handbook of Public Debt and Policy Mix . Publication date: July 17, 2026. 

Abderrazak Dhaoui and Youssef Saidi, 2017. "Oil supply and demand shocks and stock price: Evidence for some OECD countries, in book "Quantitative Tools to Understand and Forecast Commodity Markets", edited by El Ghini, A., Msadfa, Y., Saidi, Y. Publisher: OCP Policy Center, (116 pages), ISBN: 978-9954-28-902-0. August 2017.

Working Papers

Alrashidi, A., Tahri, F., and Saidi, Y. (2025). "Government Expenditure Multipliers in Oman and other GCC Countries: Differential Effects of Oil Demand- and Supply-Driven Price Swings," Working Paper 1/2025, Central Bank Of Oman.

Alrashidi, A., Tahri, F., and Saidi, Y. (2025). "Oil Shocks and Their Impact on Government Spending Multipliers in MENA Countries", Working Paper 2/2024, Central Bank Of Oman.

Al-Hashel, M., Alrashidi, A. and Saidi, Y. (2024). Does Monetary Policy Respond Differently to Oil Price Shocks? New Evidence from The Gulf Cooperation Council Countries. ERF Working Papers Series, No 1735.

SAIDI, Youssef and Alrashidi, Atef Saleh (2024). Government Spending Multipliers in GCC Countries: Do Oil Price Shocks Matter?. Arabic Abstract available at Research Gate: https://www.researchgate.net/publication/377387375_qyas_tathyr_alanfaq_alhkwmy_ly_nmw_alqta_ghyr_alnfty_fy_dwl_mjls_altawn_ldwl_alkhlyj_alrbyt_hl_sdmat_asar_alnft_mhmt#fullTextFileContent

SAIDI, Youssef and Alrashidi, Atef Saleh (2022). A Panel VAR Analysis of Oil Supply and Demand Shocks and Macroeconomic Performance: The Case of Gulf Cooperation Council Countries. Available at SSRN: https://ssrn.com/abstract=4263841

Saidi, Youssef (2015). "Test de changement de régimes dans des séries financières par un modèle conditionnellement hétéroscédastique à seuil endogène," Proceeding of the "47èmes Journées de Statistique de la SFdS", Lille, France.

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

Lankaoui, Latifa & Saidi, Youssef (2010). "Politique Budgétaire, Libéralisation Financière et Dynamique Economique au Maroc : une Approche VAR structurel", 11 èmes Rencontres Euro-Méditerranéens, CEMAFI, Université de Nice (France)