Ahmed GHORBEL : Citation Profile


Are you Ahmed GHORBEL?

Université de Sfax pour le Sud

2

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

10

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 2
   Journals where Ahmed GHORBEL has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (6.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgh144
   Updated: 2020-09-14    RAS profile: 2018-07-15    
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Relations with other researchers


Works with:

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

Is cited by:

Bhatti, Muhammad (4)

NGUYEN, CUONG (2)

Szilagyi, Peter (2)

Batten, Jonathan (2)

Wagner, Niklas (2)

Paraschiv, Florentina (1)

Chang, Chia-Lin (1)

Westerlund, Joakim (1)

Albulescu, Claudiu (1)

Henry, Darren (1)

Mora-Valencia, Andrés (1)

Cites to:

Bollerslev, Tim (12)

Hammoudeh, Shawkat (10)

McAleer, Michael (8)

Diebold, Francis (6)

Soytas, Ugur (5)

Christoffersen, Peter (5)

Sawik, Tadeusz (4)

Nguyen, Duc Khuong (4)

Khamkaew, Thanchanok (4)

Tansuchat, Roengchai (4)

AROURI, Mohamed (4)

Main data


Where Ahmed GHORBEL has published?


Journals with more than one article published# docs
Journal of Intelligent Manufacturing2
International Journal of Managerial and Financial Accounting2

Recent works citing Ahmed GHORBEL (2020 and 2019)


YearTitle of citing document
2019Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios. (2019). Ekananda, Mahjus ; Handika, Rangga. In: Asian Business Research Journal. RePEc:ajn:abrjou:2019:p:17-28.

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2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2020Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach. (2020). He, Kaijian ; Yu, Lean ; Zou, Yingchao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318795.

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2019Strategic supplier selection under sustainability and risk criteria. (2019). Altay, Nezih ; Torabi, Ali S ; Alikhani, Reza. In: International Journal of Production Economics. RePEc:eee:proeco:v:208:y:2019:i:c:p:69-82.

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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

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2019Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

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2020Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks. (2020). Wang, Shuang ; Gu, Yewen ; Lu, Jing ; Wallace, Stein W. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311883.

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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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Works by Ahmed GHORBEL:


YearTitleTypeCited
2014Energy portfolio risk management using time-varying extreme value copula methods In: Economic Modelling.
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article18
2015Optimal hedging strategy with futures oil markets via FIEGARCH copula model In: American Journal of Finance and Accounting.
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article0
2015The conditional dependence structure of banking sector credit default swap indices In: International Journal of Financial Markets and Derivatives.
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article0
2011Design process improvement through the DMAIC Sigma approach: a wood consumption case study In: International Journal of Productivity and Quality Management.
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article0
2012Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models In: International Journal of Managerial and Financial Accounting.
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article1
2013The impact of global financial crisis on the dependence structure of equity markets and on risk management In: International Journal of Managerial and Financial Accounting.
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article1
2017Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness In: Journal of Asset Management.
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article0
2007Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation In: MPRA Paper.
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paper2
2018Optimization of a supply portfolio in the context of supply chain risk management: literature review In: Journal of Intelligent Manufacturing.
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article3
Optimization of a supply portfolio in the context of supply chain risk management: literature review.() In: Journal of Intelligent Manufacturing.
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This paper has another version. Agregated cites: 3
article
2017Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies In: Journal of Applied Statistics.
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article2

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