hachmi ben ameur : Citation Profile

Institut des Hautes Études Économiques et Commerciales (INSEEC)

9

H index

9

i10 index

319

Citations

RESEARCH PRODUCTION:

42

Articles

22

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 21
   Journals where hachmi ben ameur has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 10 (3.04 %)

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   Permalink: http://citec.repec.org/pbe925
   Updated: 2026-03-11    RAS profile: 2026-02-14    
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Relations with other researchers

Works with:

JAWADI, Fredj (5)

Ftiti, Zied (4)

Prigent, Jean-Luc (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:

JAWADI, Fredj (12)

Prigent, Jean-Luc (7)

EL KHAMLICHI, ABDELBARI (6)

Shahzad, Syed Jawad Hussain (6)

Nguyen, Duc Khuong (6)

Tiwari, Aviral (5)

Cardebat, Jean-Marie (5)

Sensoy, Ahmet (5)

Umar, Zaghum (3)

Seera, Manjeevan (3)

Alves, José (3)

Cites to:

Prigent, Jean-Luc (21)

Bollerslev, Tim (21)

Ftiti, Zied (17)

JAWADI, Fredj (17)

Diebold, Francis (16)

Engle, Robert (14)

Andersen, Torben (14)

Mignon, Valérie (10)

Cardebat, Jean-Marie (10)

BERTRAND, Philippe (10)

Guesmi, Khaled (9)

Main data

Where hachmi ben ameur has published?

Journals with more than one article published# docs
Annals of Operations Research10
Economic Modelling5
Computational Economics3
Applied Economics Letters3
Journal of International Money and Finance2
European Journal of Operational Research2
Applied Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17
Grenoble Ecole de Management (Post-Print) / HAL3

Recent works citing hachmi ben ameur (2026 and 2025)

YearTitle of citing document
2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Sign and size asymmetries between futures and spot prices in the markets of agricultural commodities. (2025). Panagiotou, Dimitrios. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:3:p:1-15:id:254.

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2025Informal Institutions and Global Trade: Real Effects of the Elusive. (2025). Fujii, Eiji. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12268.

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2025The Impact of Colombia’s Gross Leverage Position in Foreign Exchange Derivatives on Housing Market Stability. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader ; Giraldo-Salazar, Iader. In: Documentos de trabajo. RePEc:col:000566:021366.

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2025Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40.

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2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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2025Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach. (2025). Ren, Yinghua ; You, Wanhai ; Chen, Jianyong ; Xie, Haoqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000154.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x.

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2025Dynamic modeling and analysis of PV-Wind/Fuel Cell/TEG hybrid system including metal hydride tank for hydrogen upgrading. (2025). Mounkachi, O ; Benchrifa, R ; Benyoussef, A ; Labrim, H ; el Alem, H ; Hajji, M. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s036054422501641x.

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2025Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044.

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2025Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001176.

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2025The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534.

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2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

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2025Geopolitical risks and exchange rates. (2025). YILMAZKUDAY, HAKAN. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000340.

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2025The impact of managerial myopia on corporate resilience: From the perspectives of resistance and recovery. (2025). Ren, Xiaohang ; Zhang, Taiyu ; Chen, Songsheng. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000807.

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2025Does corporate social responsibility facilitate credit ratings: Evidence from Rule 144A bonds. (2025). Zhu, Hui ; Cai, Kelly. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002181.

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2025Strengthening resilience through trade: Development of service trade and enhancing export resilience. (2025). Li, Zeyu ; Jiang, Yanyan. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004039.

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2025Skew–Brownian processes for estimating the volatility of crude oil Brent. (2025). Orlando, Giuseppe ; Bufalo, Michele ; Liseo, Brunero. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:763-780.

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2025Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets. (2025). Choi, Sangyup ; Havel, Jiri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002407.

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2025Long-range correlations in cryptocurrency markets: A multi-scale DFA approach. (2025). Al-Jaifi, Hamdan ; Schinckus, Christophe ; Bui, Huy Quoc. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:661:y:2025:i:c:s037843712500069x.

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2025COVID-19 pension raids and sovereign risk. (2025). Ruiz, Jos L ; Bastas, Jaime. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003181.

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2025Leveraging traditional financial asset protection methods for digital asset security. (2025). Xiao, Biyun ; Lin, SU ; Wu, Chunxiao ; Sun, Boming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500173x.

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2025Do forward exchange rate conditions intervene with the transmission of stock market volatility and COVID-19 impact? Sign and location-based asymmetries. (2025). Grebinevych, Oksana ; Galariotis, Emilios ; Roubaud, David ; Sheikh, Umaid A ; Tabash, Mosab I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001850.

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2025High-order moment joint risk spillovers and investment management: Implications for green shipbuilding policy and practice. (2025). Kuang, Haibo ; Meng, Bin ; Chen, Shuiyang. In: Transport Policy. RePEc:eee:trapol:v:163:y:2025:i:c:p:152-167.

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2025Using Daily Stock Returns to Estimate the Unconditional and Conditional Variances of Lower-Frequency Stock Returns. (2025). Kirby, Chris. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:10:p:190-:d:1764267.

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2025Dynamic Shock-Transmission Mechanism Between U.S. Trade Policy Uncertainty and Sharia-Compliant Stock Market Volatility of GCC Economies. (2025). Mohsen, Mujeeb Saif ; Tabash, Mosab I ; Issa, Suzan Sameer ; Mansour, Marwan ; Rahrouh, Maha ; Alqeisi, Kholoud. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:3:p:56-:d:1614967.

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2025Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices. (2025). Song, Shijia ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10724-z.

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2025Geopolitical shocks, capital outflows, financial inclusion and digital financial inclusion. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125567.

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2025The Impact of Foreign Direct Investment on Unemployment in Mena Region. (2025). Nur, Abdulkadir Muktar ; Raji, Jimoh Olajide. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:17:y:2025:i:1:p:9-20.

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2025Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic. (2025). Chu, Wenjun ; Chai, Shanglei ; Abedin, Mohammad Zoynul ; Li, Zhilong ; Zhang, Zhen. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04452-y.

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2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

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2025Impacts of investor heterogeneity and interactions on price discovery in futures markets: Based on dynamical system and stability analysis. (2025). Gong, Qingbin ; Yang, Zhe ; Diao, Xundi. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:3:d:10.1007_s10479-025-06676-8.

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2025Cultivating trust: An empirical exploration of blockchain’s adoption within the Italian wine supply chain. (2025). Pero, Margherita ; Fani, Virginia ; Bandinelli, Romeo ; Ciccullo, Federica. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00782-y.

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2025A novel AI-driven approach to greenwashing: breakthroughs in the future fit between domain-specific Islamic enterprises with varying developmental progress and ESG landscapes. (2025). Asl, Mahdi Ghaemi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00497-8.

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2025The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5.

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2025Predictive Modeling for Natural Gas Prices in Romania Using Time Series Data and Average Temperature. (2025). Alexandru, Stoica ; Cristian, Urse ; Konstantinos, Kofidis ; Artemis, Aidoni. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:2505-2515:n:1021.

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2025Predictive Modeling for Natural Gas Prices in Romania Using Time Series Data and Average Temperature. (2025). Artemis, Aidoni ; Konstantinos, Kofidis ; Alexandru, Stoica ; Cristian, Urse. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:4443-4453:n:1041.

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2025How do intangible assets and financial constraints affect stock returns in Vietnam before and during the COVID‐19 pandemic?. (2025). Diem, Linh Thi ; Huynh, Tran Ngoc ; Duong, Khoa Dang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:315-329.

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2025Geopolitical Risk and the Volatility of the International Grain Futures Market. (2025). Dai, Yunshi ; Zhou, Weixing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1757-1794.

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hachmi ben ameur has edited the books:

YearTitleTypeCited

Works by hachmi ben ameur:

YearTitleTypeCited
2018OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION In: Economic Inquiry.
[Full Text][Citation analysis]		article0
2026Institutional Quality and Financial Development as Keys to Green Tech Innovation: New Global Evidence In: The Financial Review.
[Full Text][Citation analysis]		article0
2016Time-Varying Risk Premiums in the Framework of Wine Investment* In: Journal of Wine Economics.
[Full Text][Citation analysis]		article6
2016Time-Varying Risk Premiums in the Framework of Wine Investment.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article5
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper41
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2013Optimal portfolio positioning under ambiguity In: Economic Modelling.
[Full Text][Citation analysis]		article10
2013Optimal portfolio positioning under ambiguity.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
[Full Text][Citation analysis]		article7
2020Volatility transmission to the fine wine market In: Economic Modelling.
[Full Text][Citation analysis]		article9
2020Volatility transmission to the fine wine market.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article11
2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market In: Economic Modelling.
[Full Text][Citation analysis]		article38
2014Portfolio insurance: Gap risk under conditional multiples In: European Journal of Operational Research.
[Full Text][Citation analysis]		article21
2014Portfolio insurance: Gap risk under conditional multiples.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2018Risk management of time varying floors for dynamic portfolio insurance In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2018Risk management of time varying floors for dynamic portfolio insurance.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2025Understanding the drivers of energy capacity transitions: New evidence from a dual approach In: Energy Economics.
[Full Text][Citation analysis]		article1
2024Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2025Do ESG investments improve portfolio diversification and risk management during times of uncertainty In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2023Recent developments in exchange rate pass-through: What have we learned from uncertain times? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2021Intraday spillover between commodity markets In: Resources Policy.
[Full Text][Citation analysis]		article10
2017Does the equity premium puzzle persist during financial crisis? The case of the French equity market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2017Does the equity premium puzzle persist during financial crisis? The case of the French equity market.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010Chapter 9 GARCH Models with CPPI Application In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]		chapter0
2014The effects of regulation and supervision on european banking profitability and risk: a panel data investigation In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper1
2014The effects of regulation and supervision on european banking profitability and risk: a panel data investigation.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper1
2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper49
2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 49		paper
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 nother version. Agregated cites: 49		article
2020Optimal Portfolio Positioning on Multiple Assets Under Ambiguity In: Post-Print.
[Citation analysis]		paper0
2020Optimal Portfolio Positioning on Multiple Assets Under Ambiguity.(2020) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2010Behaviour towards Risk in Structured Portfolio Management In: Post-Print.
[Citation analysis]		paper3
2016Financial market contagion and fine wines: the evidence of the ADCC GARCH model In: Post-Print.
[Citation analysis]		paper7
2016Financial market contagion and fine wines: the evidence of the ADCC GARCH model.(2016) In: International Journal of Entrepreneurship and Small Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2022When did global warming start? A new baseline for carbon budgeting In: Post-Print.
[Citation analysis]		paper3
2023Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic In: Post-Print.
[Citation analysis]		paper1
2025Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic.(2025) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022Crises and Uncertainty in the Economy In: Post-Print.
[Citation analysis]		paper0
2021Does the Real Business Cycle Help Forecast the Financial Cycle? In: Post-Print.
[Citation analysis]		paper1
2022Does the Real Business Cycle Help Forecast the Financial Cycle?.(2022) In: Computational Economics.
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This paper has nother version. Agregated cites: 1		article
2021Conventional and Islamic stock market liquidity and volatility during COVID 19 In: Post-Print.
[Citation analysis]		paper2
2021Conventional and Islamic stock market liquidity and volatility during COVID 19.(2021) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Politically connected CEOs and risk-taking behaviour: comparative evidence from private and foreign-owned banks in China In: International Journal of Business Governance and Ethics.
[Full Text][Citation analysis]		article0
2023The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices In: Computational Economics.
[Full Text][Citation analysis]		article0
2016Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data In: Bankers, Markets & Investors.
[Full Text][Citation analysis]		article1
2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
[Full Text][Citation analysis]		article11
2018Measurement errors in stock markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article7
2019Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model In: Annals of Operations Research.
[Full Text][Citation analysis]		article6
2022Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework In: Annals of Operations Research.
[Full Text][Citation analysis]		article10
2022Measuring extreme risk dependence between the oil and gas markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article6
2022The Brexit impact on European market co-movements In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2023Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak? In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2024Operational research insights on risk, resilience & dynamics of financial & economic systems In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2024Forecasting commodity prices: empirical evidence using deep learning tools In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2024Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition In: Annals of Operations Research.
[Full Text][Citation analysis]		article6
2025Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2013Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2017Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2024What can we learn from the analysis of the fine wines market efficiency? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2

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