Heni Boubaker : Citation Profile


Are you Heni Boubaker?

Institut de Préparation à l'Administration et à la Gestion (IPAG)

6

H index

5

i10 index

115

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 23
   Journals where Heni Boubaker has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 3 (2.54 %)

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   Permalink: http://citec.repec.org/pbo790
   Updated: 2019-12-07    RAS profile: 2014-11-11    
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Relations with other researchers


Works with:

Sghaier, Nadia (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Heni Boubaker.

Is cited by:

Miller, Stephen (6)

Canarella, Giorgio (6)

GUPTA, RANGAN (6)

GUESMI, Khaled (5)

Bhatti, Muhammad (5)

Kanda, Tunda P. (3)

Tiwari, Aviral (3)

Sosvilla-Rivero, Simon (2)

Henry, Darren (2)

Vo, Duc (2)

Kumar, Ronald (2)

Cites to:

PEGUIN-FEISSOLLE, Anne (14)

Dufrénot, Gilles (14)

Bollerslev, Tim (10)

GUEGAN, Dominique (10)

Baillie, Richard (8)

Jensen, Mark (7)

Boutahar, Mohamed (6)

Ang, Andrew (5)

Sghaier, Nadia (4)

Granger, Clive (4)

Engle, Robert (3)

Main data


Where Heni Boubaker has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School4

Recent works citing Heni Boubaker (2018 and 2017)


YearTitle of citing document
2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2019Evaluation of multivariate GARCH models in an optimal asset allocation framework. (2019). Hasim, Haslifah M ; Vrontos, Spyridon ; Abdul, Nor Syahilla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:568-596.

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2018A value-at-risk approach to optimisation of warranty policy. (2018). Luo, Ming ; Wu, Shaomin. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:513-522.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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2019Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

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2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries. (2018). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:19-34.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2017Co-movement measure of information transmission on international equity markets. (2017). Bhatti, Ishaq M ; al Rahahleh, Naseem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:119-131.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

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2019Risk Analysis of Energy in Vietnam. (2019). Vo, Duc ; McAleer, Michael ; Duong, T. N.-T., ; Tran, N P. In: Econometric Institute Research Papers. RePEc:ems:eureir:115616.

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2019Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986.

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2019Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation. (2019). Tiwari, Aviral Kumar ; Trabelsi, Nader. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:78-:d:246399.

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2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index. (2017). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Adame-Garcia, Victor . In: IREA Working Papers. RePEc:ira:wpaper:201702.

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2018Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation. (2018). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201869.

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2018Economic cycles and downside commodities risk. (2018). Vo, Duc ; Powell, Robert ; Pham, Thach. In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:4:p:258-263.

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2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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2017Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2017). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio ; Gil-Alaa, Luis A. In: Working papers. RePEc:uct:uconnp:2017-13.

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Works by Heni Boubaker:


YearTitleTypeCited
2013Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach In: Journal of Banking & Finance.
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article33
2014On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach In: Working Papers.
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paper15
2014How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ? In: Working Papers.
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paper14
2014Modelling Return and Volatility of Oil Price using Dual Long Memory Models In: Working Papers.
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paper26
2014Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter In: Working Papers.
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paper8
2013Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets In: Computational Economics.
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article4
2011A wavelet-based approach for modelling exchange rates In: Statistical Methods & Applications.
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article12
2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach In: Working papers.
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paper3

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