3
H index
3
i10 index
61
Citations
Université de Sfax pour le Sud | 3 H index 3 i10 index 61 Citations RESEARCH PRODUCTION: 9 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Managerial and Financial Accounting | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136. Full description at Econpapers || Download paper |
2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2014 | Energy portfolio risk management using time-varying extreme value copula methods In: Economic Modelling. [Full Text][Citation analysis] | article | 30 |
2015 | Optimal hedging strategy with futures oil markets via FIEGARCH copula model In: American Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2015 | The conditional dependence structure of banking sector credit default swap indices In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 0 |
2011 | Design process improvement through the DMAIC Sigma approach: a wood consumption case study In: International Journal of Productivity and Quality Management. [Full Text][Citation analysis] | article | 0 |
2012 | Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models In: International Journal of Managerial and Financial Accounting. [Full Text][Citation analysis] | article | 1 |
2013 | The impact of global financial crisis on the dependence structure of equity markets and on risk management In: International Journal of Managerial and Financial Accounting. [Full Text][Citation analysis] | article | 1 |
2017 | Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
2007 | Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2018 | Optimization of a supply portfolio in the context of supply chain risk management: literature review In: Journal of Intelligent Manufacturing. [Full Text][Citation analysis] | article | 16 |
2017 | Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team