Khamis Hamed Al-Yahyaee

Khamis Hamed Al-Yahyaee

Vice Chancellor, Muscat University

Areas of Interest:

  • Corporate Finance
  • Asset Pricing

Education:

  • Ph.D., Banking & Finance, University of New South Wales, Australia, 2007
  • MSc, Finance, University of Denver, U.S.A, 2000
  • BSc, Finance, Sultan Qaboos University, Oman, 1998

Experience:

  • Vice Chancellor, Muscat University - Present
  • Professor of Finance, Department of Economics and Finance, College of Economics and Political Science Sultan Qaboos University, 2020 – present
  • Dean, College of Economics and Political Science, Sultan Qaboos University, 2017 – 2020.
  • Head of Economics & Finance Department, College of Economics and Political Science Sultan Qaboos University, 2014-2017
  • Assistant professor, Sultan Qaboos University, Oman, 2007–present
  • Full-time lecturer, Sultan Qaboos University, Oman, 2000–2004
  • Full-time demonstrator (teaching assistant), Sultan Qaboos University, Oman, 1998–1999

Latest Publications:

  • Al-Yahyaee, K., Mensi, Rehman, M., Vo, X., and Kang, S. (2020). Do Islamic Stocks Outperform Conventional Stock Sectors During Normal and Crisis Periods? Extreme Co-movements and Portfolio Management Analysis, Pacific-Basin Finance Journal, 62, 101385.
  • Al-Yahyaee, K., Shahzad, S., Mensi, and Yoon, S-M., (2020). Is There a Systemic Risk between Sharia, Sukuk, and GCC stock Markets? A ΔCoVaR Risk Metric-based Copula Approach. International Journal of Finance and Economics, forthcoming.
  • Al-Yahyaee, K., Rehman, B., Al-Jarrah, Mensi, W., and Vo, X., (2020). Co-movements and Spillovers between Prices of Precious Metals and Non-Ferrous Metals: A multiscale Analysis. Resources Policy, 67, 101680.
  • Al-Yahyaee, K., Mensi, W., Ko., H-U., Yoon, S-M, and Kang, S. (2020). Why Cryptocurrency Markets are Inefficient: The Impact of Liquidity and Volatility. The North American Journal of Economics and Finance, 52 (C), 101168.
  • Al-Yahyaee, K., Shahzad, J., and Mensi, W. (2020). Tail Dependence Structures between Economic Policy Uncertainty and Foreign Exchange Markets: Nonparametric Quantiles Methods. International Economics, 161, pp. 66-82.
Short- and Long-Run Tail Dependence Switching in MENA Stock Markets: The Roles of Oil, BITCOIN, Gold and VIX

Areas of Interest: Corporate Finance Asset Pricing Education: Ph.D., Banking & Finance, University of New South Wales, Australia,... Read More

September, 2019

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