Abderrahim Taamouti

Durham University Business School

Professor Abderrahim Taamouti obtained a PhD in Economics from University of Montreal, Canada in 2007. Before joining Durham University Business School in 2014, Abderrahim held the position of Associate Professor of Economics at Universidad Carlos III de Madrid in Spain. His fields of specialization are Econometrics and Finance. He mainly works on Granger causality analysis, hypothesis testing, nonparametric estimation and testing, asset pricing, portfolio selection, and risk management.

Articles by Abderrahim Taamouti

Original research

Do investors price industry risk? Evidence from the cross-section of the oil industry

This paper analyzes the case of commodity-dependent industries by testing in the case of the oil industry and analyzing whether oil exposure relates to the cross-section of returns.

18 Jan 2017