Fathi Abid : Citation Profile


Université de Sfax pour le Sud

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

14

Articles

3

Papers

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 1
   Journals where Fathi Abid has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (10.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab596
   Updated: 2026-04-04    RAS profile: 2026-03-12    
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Relations with other researchers


Works with:

Abdelmalek, Wafa (2)

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

Is cited by:

Ben Amar, Amine (3)

Masih, Abul (1)

Tanin, Tauhidul (1)

Martins, João (1)

Brown, Kym (1)

Mourão, Paulo (1)

Ngoc, Bui (1)

Balli, Faruk (1)

mostafaei, hamidreza (1)

Kechagia, Polyxeny (1)

Skully, Michael (1)

Cites to:

merton, robert (10)

Yang, Zhaojun (8)

Wong, Wing-Keung (6)

Leland, Hayne (6)

Rey, Helene (5)

Bollerslev, Tim (5)

Scholes, Myron (5)

Aguiar-Conraria, Luís (5)

Lean, Hooi Hooi (4)

Miao, Jianjun (4)

Duffie, Darrell (4)

Main data


Where Fathi Abid has published?


Journals with more than one article published# docs
Review of Derivatives Research2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Fathi Abid (2025 and 2024)


YearTitle of citing document
2025Financial development for energy access: Evidence from credit rationing and carbon emission in MENA region. (2025). Dagar, Vishal ; Elmawazini, Khaled ; Kagzi, Muneza ; Dash, Devi Prasad ; Ali, Wajid. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002637.

Full description at Econpapers || Download paper

2026How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures. (2026). Samarakoon, S. M. R. K., ; Pradhan, Rudra P. In: Renewable Energy. RePEc:eee:renene:v:256:y:2026:i:pd:s0960148125017744.

Full description at Econpapers || Download paper

2024A reduced-form model for lease contract valuation with embedded options. (2024). Yildirim, Yildiray ; Ho, Hsiao-Wei ; Huang, Henry Hongren ; Chang, Chuang-Chang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01222-8.

Full description at Econpapers || Download paper

Works by Fathi Abid:


YearTitleTypeCited
2020Dynamic Hedging using Generated Genetic Programming Implied Volatility Models In: Papers.
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paper0
2020Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility In: Papers.
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paper0
2012Market Liquidity Behaviour in Futures Markets: Empirical Evidence In: Asian Economic and Financial Review.
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article0
2012Does A Logical Coherence Relationship Exist between Strategic Financial Decisions? In: Journal of Asian Business Strategy.
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article0
2025The Extent to which Contingent Convertible Leasing Protects Bank Deposits:A Barrier Option Approach In: China Finance and Economic Review.
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article0
2000Global Economy Quarterly, Issue 3 In: Global Economy Journal.
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article1
2011Selected MENA countries attractiveness to G7 investors In: Economic Modelling.
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article8
2016Financial development and economic growth in MENA countries In: Journal of Policy Modeling.
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article5
2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes In: Physica A: Statistical Mechanics and its Applications.
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article8
2009A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price In: The Quarterly Review of Economics and Finance.
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article1
2025Continuous-Time Convertible Lease Pricing and Firm Value In: Computational Economics.
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article0
2025Financial decision making under optimal control and Markov switching double exponential jump process In: Review of Derivatives Research.
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article0
2025Corporate full-scale hedging and pricing of high-risk growth investment option In: Review of Derivatives Research.
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article0
2014Dynamic asset allocation for bank under stochastic interest rates. In: MPRA Paper.
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paper0
2025Convertible lease risk spread modeling with correlation In: Decisions in Economics and Finance.
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article0
2025Pollution-adjusted optimal leasing value of oil and gas reserves In: Environmental Economics and Policy Studies.
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article0
2022Contingent convertible lease modeling and credit risk management In: Financial Innovation.
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article2

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