Associate professor | Institute of Higher Business Studies of Sfax | Tunisia
Dr. Wafa Abdelmalek is an accomplished academic and researcher specializing in finance, econometrics, and financial technology, with expertise spanning asset pricing, volatility forecasting, behavioral finance, green finance, cryptocurrencies, and energy–commodity interlinkages. Currently serving as an Associate Professor at the Institute of High Business Studies of Sfax, University of Sfax (Tunisia), she has made notable contributions to understanding market dynamics, risk management, and the integration of artificial intelligence into economic modeling. Her research employs advanced computational methods such as machine learning, neural networks, genetic algorithms, and time-varying models to explore financial interconnections and systemic risks across global markets. Dr. Abdelmalek’s publications in leading journals, including International Journal of Finance & Economics, Studies in Economics and Finance, Eurasian Economic Review, EuroMed Journal of Business, and Review of Behavioral Finance, are recognized for advancing knowledge in sustainable finance and portfolio diversification. Through her collaborative and interdisciplinary work, she continues to bridge traditional finance with emerging technologies, contributing to more resilient and sustainable financial systems. Dr. Abdelmalek’s academic excellence and research influence are reflected in her growing recognition, with 50 citations, 8 publications, and an h-index of 5, underscoring her impactful contributions to the advancement of financial innovation and green finance.
Profiles: Google Scholar | Scopus | ORCID | ResearchGate
Featured Publications
1. Abdelmalek, W., Ben Hamida, S., & Abid, F. (2009). Selecting the best forecasting-implied volatility model using genetic programming. Advances in Decision Sciences. [Cited by 24]
2. Abdelmalek, W. (2022). Investor sentiment, realized volatility and stock returns. Review of Behavioral Finance, 14(5), 668–700. [Cited by 15]
3. Abdelmalek, W. (2024). Cryptocurrencies and portfolio diversification before and during COVID-19. EuroMed Journal of Business, 19(4), 1084–1120. [Cited by 13]
4. Abdelmalek, W., & Benlagha, N. (2023). On the safe-haven and hedging properties of Bitcoin: New evidence from COVID-19 pandemic. The Journal of Risk Finance, 24(2), 145–168. [Cited by 12]
5. Benlagha, N., & Abdelmalek, W. (2024). Dynamic connectedness between energy and agricultural commodities: Insights from the COVID-19 pandemic and Russia–Ukraine conflict. Eurasian Economic Review, 14(3), 781–825. [Cited by 10]
Dr. Wafa Abdelmalek’s research advances the understanding of green finance and sustainable market dynamics, offering valuable insights that guide environmentally responsible investment and economic policy. Her innovative analytical approaches contribute to global sustainability, financial resilience, and data-driven decision-making in both academia and industry.