Prof. Moawia Alghalith

Department of Economics

University of the West Indies, St. Augustine, Trinidad

Email: [email protected]

Publications (Selected)

1. Alghalith, M. (2025). A new accurate regression: Overcoming the specification error. Available at SSRN 5342143.
2. Alghalith, M., Floros, C., Daglis, T., & Gkillas, K. (2025). Modeling the COVID-19 incorporating oil futures. Discover Analytics, 3(1), 1.
3. Wenbin, P., Shanshan, Y., Jianwei, Q., & Alghalith, M. (2025). Research on the Incentive Model of Express Packaging Recycling Based on the Three-Party Game Model. IETI Transactions on Data Analysis and Forecasting, 2(4), 59-68.
4. Alghalith, M., & Keung Wong, W. (2024). A solution to the multidimensionality in option pricing. Communications in Statistics-Theory and Methods, 53(7), 2477-2482.
5. Floros, C., Kountzakis, C., & Alghalith, M. (2024). CAPM in Real World: Risk-Friendly Investments. Annals of Financial Economics, 19(02), 2450008.
6. Alghalith, M. (2023). The price of the Bermudan option: A simple, explicit formula. Communications in Statistics-Theory and Methods, 52(9), 3174-3177.
7. Alghalith, M., & Wong, W. K. (2022). Option Pricing under an abnormal economy: using the Square Root of the Brownian Motion. Advances in Decision Sciences, 26, 1-14.
8. Alghalith, M. (2022). New developments in econophysics: Option pricing formulas. Frontiers in Physics, 10, 1036571.
9. Alghalith, M., Swanson, N., Vasnev, A., & Wong, W. K. (2021). Editorial statement in honor of Professor Michael McAleer. Annals of Financial Economics, 16(03), 2101002.
10. Alghalith, M. (2021). Black-Scholes formulas without the normality assumption: Applications to stochastic volatility and stochastic interest rate. Available at SSRN 3918488.
11. Alghalith, M. (2021). Relaxing the Black-Scholes Assumptions Without Changing the Price Formula. Available at SSRN 3836033.
12. Frasca, M., Farina, A., & Alghalith, M. (2021). Quantized noncommutative Riemann manifolds and stochastic processes: The theoretical foundations of the square root of Brownian motion. Physica A: Statistical Mechanics and its Applications, 577, 126037.
13. Alghalith, M. (2021). Pricing options under stochastic interest rate and the frasca–farina process: A simple, explicit formula. Annals of Financial Economics, 16(01), 2150003.
14. Alghalith, M., & Wong, W. K. (2020). Extension of stein's lemmas to general functions and distributions. Advances in Decision Sciences, (4), 1-11.
15. Alghalith, M., & Wong, W. K. (2020). Welfare gains from macro-hedging. Annals of Financial Economics, 15(02), 2050009.
16. Alghalith, M., & Lalloo, R. (2020). Hedging Under Price, Output And Basis Risks: Empirical Analysis. Annals of Financial Economics, 15(02), 2050008.
17. Alghalith, M. (2020). A note on the irrelevance of unit root tests and cointegration tests. Biometrical Letters, 57(1), 85-87.
18. Alghalith, M., & Floros, C. (2020). Futures hedging with stochastic volatility: a new method. International Journal of Computational Economics and Econometrics, 10(2), 203-207.

Profile Details

https://sta.uwi.edu/fss/economics/staff/moawia-alghalith-0

https://www.linkedin.com/in/moawia-alghalith-986a8246/

https://www.researchgate.net/profile/Moawia-Alghalith