Search Results

Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares,
Mike Tsionas and Marwan Izzeldin, in European Journal of Operational Research (2018)
Keywords: OR in banking; Simulation; Nonparametric concave least squares; Segmented least squares; Bayesian analysis;

Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model,
Xingzhi Yao, Marwan Izzeldin and Zhenxiong Li, in Economics Letters (2019)
Keywords: Long memory; Fractional co-integration; Model predictability;

On the right jump tail inferred from the VIX market,
Zhenxiong Li, Xingzhi Yao and Marwan Izzeldin, in International Review of Financial Analysis (2023)
Keywords: Jump tail risk; Return predictability; Variance risk premium; VIX derivatives;

A novel cluster HAR-type model for forecasting realized volatility,
Xingzhi Yao, Marwan Izzeldin and Zhenxiong Li, in International Journal of Forecasting (2019)
Keywords: Heterogeneous autoregressive model; Clustering; Lasso; Realized volatility; Volatility forecast;

Changes in the global oil market,
Erdenebat Bataa, Marwan Izzeldin and Denise Osborn, in Energy Economics (2016)
Keywords: Oil price shocks; Multiple breaks; Breaks in SVAR;

Capital and Earnings Management: Evidence from Alternative Banking Business Models,
Marwa Elnahass, Marwan Izzeldin and Gerald Steele, in The International Journal of Accounting (2018)
Keywords: IFRS; Regulatory capital management; Earnings management; Expected loan losses; Incurred loan losses;

Return predictability of variance differences: A fractionally cointegrated approach,
Zhenxiong Li, Marwan Izzeldin and Xingzhi Yao, in Journal of Futures Markets (2020)

Bayesian estimation of large dimensional time varying VARs using copulas,
Mike Tsionas, Marwan Izzeldin and Lorenzo Trapani, from arXiv.org (2019)

Estimation of large dimensional time varying VARs using copulas,
Mike Tsionas, Marwan Izzeldin and Lorenzo Trapani, in European Economic Review (2022)
Keywords: Vector AutoRegression; Time-varying parameters; Heteroskedasticity; Copulas;

Multivariate stochastic volatility with large and moderate shocks,
Marwan Izzeldin, Mike Tsionas and Panayotis Michaelides, in Journal of the Royal Statistical Society Series A (2019)

A comparison of performance of Islamic and conventional banks 2004 to 2009,
Jill Johnes, Marwan Izzeldin and Vasileios Pappas, from Lancaster University Management School, Economics Department (2012)
Keywords: Banking sector, Islamic banking, Efficiency, Data Envelopment Analysis, Meta-frontier analysis

Changes in the global oil market,
Erdenebat Bataa, Marwan Izzeldin and Denise Osborn, from Lancaster University Management School, Economics Department (2015)
Keywords: Oil price shocks, multiple breaks, breaks in SVAR

Forecasting the Realized Variance in the Presence of Intraday Periodicity,
Ana-Maria Dumitru, Rodrigo Hizmeri and Marwan Izzeldin, from ZBW - Leibniz Information Centre for Economics (2019)
Keywords: realized volatility, forecast, intraday periodicity, heterogeneous autoregressive models

A guided tour of TSMod 4.03,
Marwan Izzeldin, Ana-Maria Fuertes and Anthony Murphy, in Journal of Applied Econometrics (2005)

On forecasting daily stock volatility: The role of intraday information and market conditions,
Ana-Maria Fuertes, Marwan Izzeldin and Elena Kalotychou, in International Journal of Forecasting (2009)
Keywords: Conditional variance Realised volatility Nonparametric estimators Intraday prices Superior predictive ability

A generalized heterogeneous autoregressive model using market information,
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte and Vasileios Pappas, in Quantitative Finance (2022)

Board busyness, performance and financial stability: does bank type matter?,
Vu Quang Trinh, Marwa Elnahass, Aly Salama and Marwan Izzeldin, in The European Journal of Finance (2020)

Will the crisis “tear us apart”? Evidence from the EU,
Vasileios Pappas, Hilary Ingham, Marwan Izzeldin and Gerry Steele, in International Review of Financial Analysis (2016)
Keywords: Contagion; Global financial crisis; Synchronisation; Intensity; Duration; ADCC-GARCH; European Union;

Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis,
Christos Alexakis, Marwan Izzeldin, Jill Johnes and Vasileios Pappas, from HAL (2019)
Keywords: Performance,Banking sector,Financial ratios,Meta-frontier Malmquist productivity analysis,Gulf Cooperation Council

The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model,
Marwan Izzeldin, Yaz Muradoglu, Vasileios Pappas and Sheeja Sivaprasad, in International Review of Financial Analysis (2021)
Keywords: Covid-19; Financial markets; HAR model; Smooth transition; Business sectors;

Forecasting realised volatility using ARFIMA and HAR models,
Marwan Izzeldin, M. Kabir Hassan, Vasileios Pappas and Mike Tsionas, in Quantitative Finance (2019)

Yield spread determinants of sukuk and conventional bonds,
Momna Saeed, Marwa Elnahass, Marwan Izzeldin and Mike Tsionas, in Economic Modelling (2021)
Keywords: Sukuk; Islamic bonds; Conventional bonds; Yield spreads;

Estimating Stochastic Ray Production Frontiers,
Mike Tsionas, Marwan Izzeldin, Arne Henningsen and Evaggelos Paravalos, from University of Copenhagen, Department of Food and Resource Economics (2019)
Keywords: Stochastic ray production frontier, Technical inefficiency, Profit maximization, Bayesian inference

Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis,
Christos Alexakis, Marwan Izzeldin, Jill Johnes and Vasileios Pappas, in Economic Modelling (2019)
Keywords: Performance; Banking sector; Financial ratios; Meta-frontier Malmquist productivity analysis; Gulf Cooperation Council;

The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks,
Momna Saeed, Marwan Izzeldin, M. Kabir Hassan and Vasileios Pappas, in Pacific-Basin Finance Journal (2020)
Keywords: Islamic banks; Conventional banks; Capital ratio; Z-score; Seemingly unrelated regression;

Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach,
Mike Tsionas, Marwan Izzeldin, Arne Henningsen and Evaggelos Paravalos, in Empirical Economics (2022)
Keywords: Stochastic ray production frontier, Technical inefficiency, Endogeneity, Bayesian inference, Model averaging

Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology,
Konstantinos Baltas, George Kapetanios, Mike Tsionas and Marwan Izzeldin, in Journal of Banking & Finance (2017)
Keywords: Bank distress; Liquidity risk; Efficiency; Capital structure; Regulation; M&As; PVAR;

A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth,
Marwan Izzeldin, Emmanuel Mamatzakis, Anthony Murphy and Mike Tsionas, from Federal Reserve Bank of Dallas (2020)
Keywords: Multiple Indicators-Multiple Causes (MIMIC); technical efficiency; productivity growth; EU banks

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility,
Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Mike Tsionas, from Federal Reserve Bank of Dallas (2022)
Keywords: Volatility Forecasts; Realized Volatility; Finite Activity Jumps; Infinite Activity Jumps; Signed Jumps; Noise-Robust Realized Volatility; Model Averaging

The impact of the Russian-Ukrainian war on global financial markets,
Marwan Izzeldin, Yaz Muradoglu, Vasileios Pappas, Athina Petropoulou and Sheeja Sivaprasad, in International Review of Financial Analysis (2023)
Keywords: Ukraine war; Financial markets; HAR; Markov switching; Commodities;

A novel forecasting model for the Baltic dry index utilizing optimal squeezing,
Spyros Makridakis, Andreas Merikas, Anna Merika, Mike Tsionas and Marwan Izzeldin, in Journal of Forecasting (2020)

The contribution of jump signs and activity to forecasting stock price volatility,
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Mike Tsionas, in Journal of Empirical Finance (2023)
Keywords: Volatility forecasting; Jump measures; Business sampling; Calendar sampling; Market microstructure noise; Model averaging;

Efficiency convergence in Islamic and conventional banks,
Marwan Izzeldin, Jill Johnes, Steven Ongena, Vasileios Pappas and Mike Tsionas, in Journal of International Financial Markets, Institutions and Money (2021)
Keywords: Bank efficiency; Random parameter estimation; Conditional-convergence; Islamic banks; Classification trees;

Steady State and Efficiency Convergence Dynamics in Alternative Banking Systems: The Cases of Islamic and Community Banks,
Marwan Izzeldin, Jill Johnes, Steven Ongena, Vasileios Pappas and Mike Tsionas, from Swiss Finance Institute (2019)
Keywords: Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility,
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Mike Tsionas, from University of Liverpool, Department of Economics (2021)
Keywords: Realized volatility, Signed Jumps, Finite Jumps, Infinite Jumps, Volatility Forecasts, Noise-Robust Volatility, Model Averaging

The impact of probability of electricity price spike and outside temperature to define total expected cost for air conditioning,
Marwan Marwan, in Energy (2020)
Keywords: Expected cost; Price spike; Probability; Peak season; Pre-cooling;

Bootstrapping long memory tests: some Monte Carlo results,
Anthony Murphy and M Izzeldin, from Lancaster University Management School, Economics Department (2006)
Keywords: Moving block bootstrap, fractional integration

Variational Iteration Method for Nonlinear Singular Two-Point Boundary Value Problems Arising in Human Physiology,
Marwan Abukhaled, in Journal of Mathematics (2013)

Regional Networking and Multilateral Context: Enhancing Capabilities in Africa,
Marwan Soliman, from African Association of Agricultural Economists (AAAE) (2004)
Keywords: International Development

Political economy of the Syrian war: Patterns and causes,
Marwan Kabalan, in Economics of Peace and Security Journal (2021)
Keywords: policy reforms; political economy; institutions; norms; MENA; Syria

Utilisation de la menace en négociation,
Marwan Sinaceur, in Revue française de gestion (2004)

La fécondité des Palestiniennes à Gaza, en Cisjordanie, en Jordanie et au Liban,
Marwan Khawaja, in Population (french edition) (2003)

The Regional and Multilateral Dilemna: Institutions Do Matter,
Marwan Soliman, from International Association of Agricultural Economists (2006)
Keywords: Institutional and Behavioral Economics

Internet Addiction among Senior Medical Students in King Abdulaziz University, Prevalence and Association with Depression,
Marwan Bakarman, in Global Journal of Health Science (2017)

Registered author: Marwan Menaa

Blue Economy Literature Review,
Marwan Youssef, in International Journal of Business and Management (2023)

Soliman M., "Regional networks and multilateral context: enhancing capabilities in Africa"- AAAE symposium, Kenya, 2004,
Marwan Soliman, from HAL (2004)
Keywords: capabilities in Africa

Soliman M., Agriculture et alimentation en Méditerranée, Bachta M. & Ghersi G., coordinateurs, CIHEAM, IRESA KARTHALA, 2004,
Marwan Soliman, from HAL (2004)
Keywords: AGRICULTURE,MEDITERRANEE

A Survey on Deep Learning and Its Impact on Agriculture: Challenges and Opportunities,
Marwan Albahar, in Agriculture (2023)
Keywords: agriculture; deep learning; crop management; weed detection

The extraordinary decline of infant and childhood mortality among Palestinian refugees,
Marwan Khawaja, in Social Science & Medicine (2004)
Keywords: Infant mortality Childhood mortality Public health Palestinian refugees UNRWA Political causation

Spatial, environmental and resource policy in developing countries: edited by Manas Chatterji Peter Nijkamp, T.R. Lakshmanan and C.R. Pathak Gower, Aldershot, UK, 1983, 428 pp,
Marwan Fayad, in Energy Economics (1984)

The generalized Slutsky relations,
Marwan Aloqeili, in Journal of Mathematical Economics (2004)

Lectures in econometrics: by Lawrence R. Klein with a chapter on modelling a socialist economy by Wladyslaw Welfe North-Holland, Amsterdam, 1983, 233 pp, $29.95,
Marwan Fayad, in Economic Modelling (1984)

Oil-Price Shocks and Retail Energy Prices in Canada,
Marwan Chacra, from Bank of Canada (2002)
Keywords: Econometric and Statistical Methods; Inflation and Prices; Market Structure and Pricing

Cultivating and Sharing Tacit Knowledge in the Medical Field,
Marwan Ghabban, in International Journal of Knowledge-Based Organizations (IJKBO) (2024)

CREDIT RATING AGENCIES AND THEIR POTENTIAL IMPACT ON DEVELOPING COUNTRIES,
Marwan Elkhoury, from United Nations Conference on Trade and Development (2007)

The Dynamics of Local Collective Action in the West Bank: A Test of Rival Explanations,
Marwan Khawaja, in Economic Development and Cultural Change (1995)

Investigating Organizational Culture and Employee Engagement in a Saudi Arabian Medical Center: A Study on the Extent and Strength of an Organizational Culture,
Marwan Ghabban, in International Journal of Reliable and Quality E-Healthcare (IJRQEH) (2024)

Clinical judgement,
Marwan Azar, in Nature (2010)

The method and madness of publishing,
Marwan Azar, in Nature (2010)

Fleeting but sweet,
Marwan Azar, in Nature (2010)

On the characterization of excess demand functions,
Marwan Aloqeili, in Economic Theory (2005)
Keywords: Direct utility function, Indirect utility function, Excess demand function, Slutsky matrix.,

The characterization of demand and excess demand functions, revisited,
Marwan Aloqeili, in Decisions in Economics and Finance (2020)
Keywords: Individual demand, Excess demand, Homogeneous functions, Slutsky matrix

Registered author: Marwan Elkhoury

A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis,
Marwan Elkhoury, from Economics Section, The Graduate Institute of International Studies (2005)
Keywords: time-varying parameter model; Taylor rule; Kalman Filter.

Wind Turbines Control: Features and Trends,
Ali Oudah, Izzeldin I.Mohd and A. Hameed, in Modern Applied Science (2014)

Determinants of Building 21st Century Skills in Palestinian Elementary Schools,
Marwan M. A. Abualrob, in Higher Education Studies (2019)
Keywords: 21st century skills, active learning, science teaching

Work Values of Jordanian Fresh Graduates,
Marwan Al-Zoubi, in International Journal of Business and Management (2016)

Reiteration Relations in Arab ESL Student Writing: Effect of First Language Transfer,
Marwan A. Almuhaysh, in English Language Teaching (2020)

The Distinguishing Personality Traits of Intelligent Fresh Graduates. A Comparison Study of High and Low GMA Individuals,
Marwan Al-Zoubi, in International Journal of Psychological Studies (2015)

The Impact of Monetary Inflation on Investment Decisions in Jordanian Industrial Companies,
Marwan Mohamed Abu Orabi, in Modern Applied Science (2020)

The Impact of UAE financial Markets Returns on Jordan Financial Market Returns,
Marwan A. Al-Nahleh, in International Journal of Empirical Finance (2015)

Registered author: marwan khneisser, Sr.

Registered author: Marwan Mohamed Abdeldayem

Registered author: Marwan Al-Raeei

Registered author: Marwan M. Aloqeili

Applying fractional quantum mechanics to systems with electrical screening effects,
Marwan Al-Raeei, in Chaos, Solitons & Fractals (2021)
Keywords: Fractional Schrödinger Equation; Plasma; Wave function; Screening potential; Colloidal dispersion; Debye-Hückel length; Electrolytes; Tokamak; Fractional parameter; Reduced energy;

Transient analysis of a PV power generator charging a capacitor for measurement of the I–V characteristics,
Marwan M. Mahmoud, in Renewable Energy (2006)
Keywords: Photovoltaic generators; I–V characteristics measurements; Capacitor charge technique; Transient analysis;

Childhood Mortality, Childhood Morbidity, and Subsequent Fertility Decisions,
Marwân-al-Qays Bousmah, from HAL (2017)
Keywords: fertility, child mortality, child morbidity, malaria, sub-Saharan Africa, replacement and insurance effects

CHILDHOOD MORTALITY, CHILDHOOD MORBIDITY, AND SUBSEQUENT FERTILITY DECISIONS,
Marwân-al-Qays Bousmah, in Journal of Demographic Economics (2017)

Childhood Mortality, Childhood Morbidity, and Subsequent Fertility Decisions,
Marwân-al-Qays Bousmah, in JODE - Journal of Demographic Economics (2017)
Keywords: Fertility, Child mortality, Child morbidity, Malaria, Sub-Saharan Africa, Replacement and insurance effects

The effect of child mortality on fertility behaviors is non-linear: new evidence from Senegal,
Marwân-al-Qays Bousmah, from HAL (2017)
Keywords: Fertility, J13, Population Economics, Social Sciences, general, Child mortality, Child survival versus replacement hypothesis, I15, Labor Economics, Microeconomics, Sub-Saharan Africa

The effect of child mortality on fertility behaviors is non-linear: new evidence from Senegal,
Marwân-al-Qays Bousmah, in Review of Economics of the Household (2017)
Keywords: Fertility, Child mortality, Sub-Saharan Africa, Child survival versus replacement hypothesis

Decision-Making Process in Foreign Investment Choices,
Dr. Marwan Al Quran, in European Journal of Marketing and Economics Articles (2022)
Keywords: Decision model, foreign investments, Arabian international firms.

Study of sustainable development goals of Syrian higher education: strategy, effects and future insights,
Marwan Al-Raeei, in Arab Gulf Journal of Scientific Research (2023)
Keywords: Sustainable development, Low-income country, Syrian Arab Republic, SDG, Future

Registered author: Marwan Mohammad Mansour

Registered author: Marwân-al-Qays Bousmah

Codes and data files for “Childhood Mortality, Childhood Morbidity, and Subsequent Fertility Decisions”,
Marwân-al-Qays Bousmah, from Cambridge University Press
Keywords: Fertility, Child mortality, Child morbidity, Malaria, Sub-Saharan Africa, Replacement effects and insurance effects

Distinct Element Method Applied on Old Masonry Structures,
Marwan Al Heib, from IntechOpen

Announcement of Retraction,
Ali Oudah, Izzeldin I. Mohd and A. Hameed, in Modern Applied Science (2014)