hachmi ben ameur : Citation Profile


Are you hachmi ben ameur?

Institut des Hautes Études Économiques et Commerciales (INSEEC)

4

H index

3

i10 index

55

Citations

RESEARCH PRODUCTION:

5

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 13
   Journals where hachmi ben ameur has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pbe925
   Updated: 2019-10-15    RAS profile: 2015-10-27    
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Relations with other researchers


Works with:

JAWADI, Fredj (6)

Prigent, Jean-Luc (2)

AROURI, Mohamed (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with hachmi ben ameur.

Is cited by:

Prigent, Jean-Luc (6)

JAWADI, Fredj (5)

EL KHAMLICHI, ABDELBARI (3)

Hammoudeh, Shawkat (3)

Ajmi, Ahdi Noomen (2)

Simo-Kengne, Beatrice Desiree (2)

Härdle, Wolfgang (2)

Nguyen, Duc Khuong (2)

HENTATI KAFFEL, Rania (2)

GUPTA, RANGAN (2)

Wong, Wing-Keung (2)

Cites to:

Mignon, Valérie (6)

Bollerslev, Tim (5)

Prigent, Jean-Luc (5)

Benassy-Quere, Agnès (3)

Marinacci, Massimo (3)

Engle, Robert (3)

BERTRAND, Philippe (3)

Penot, Alexis (3)

Rustichini, Aldo (2)

Brennan, Michael (2)

Zhang, Yue-Jun (2)

Main data


Where hachmi ben ameur has published?


Journals with more than one article published# docs
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing hachmi ben ameur (2018 and 2017)


YearTitle of citing document
2017L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?. (2017). Desbrières, Philippe ; Desbrieres, Philippe. In: Working Papers CREGO. RePEc:dij:wpfarg:1171001.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2017Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:228-247.

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2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis. (2017). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:300-306.

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2018The impact of asymmetric ambiguity on investment and financing decisions. (2018). VIVIANI, Jean-Laurent ; LAI, Anh ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:169-180.

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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2018Risk management of time varying floors for dynamic portfolio insurance. (2018). Prigent, Jean-Luc ; Prigent, J.-L., ; ben Ameur, H. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:363-381.

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2018lCARE - localizing conditional autoregressive expectiles. (2018). Xu, Xiu ; Hardle, Wolfgang Karl ; Mihoci, Andrija . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:198-220.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018Risk-adjusted performance of portfolio insurance and investors’ preferences. (2018). Tawil, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:10-18.

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2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

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2018Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Liao, Jia ; Xu, Xiangyun ; Shi, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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2018Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model. (2018). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Ma, Chao-Qun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4705-:d:189489.

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2017Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:190-:d:88968.

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2017Managing ambiguity in asset allocation. (2017). Kaya, Hakan. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0029-0.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey. (2017). Masih, Abul ; Citak, Yusuf Ensar . In: MPRA Paper. RePEc:pra:mprapa:79453.

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2017A multiple stochastic goal programming approach for the agent portfolio selection problem. (2017). Masri, Hatem. In: Annals of Operations Research. RePEc:spr:annopr:v:251:y:2017:i:1:d:10.1007_s10479-015-1884-7.

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2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

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2018Dynamic portfolio insurance strategies: risk management under Johnson distributions. (2018). Naguez, Naceur . In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2121-8.

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Works by hachmi ben ameur:


YearTitleTypeCited
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
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paper5
2013Optimal portfolio positioning under ambiguity In: Economic Modelling.
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article10
2014Portfolio insurance: Gap risk under conditional multiples In: European Journal of Operational Research.
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article11
2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Post-Print.
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paper0
2013Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 0
article
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Post-Print.
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paper29
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2013Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters.
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article0

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