Riadh Aloui : Citation Profile

Université de Tunis

8

H index

8

i10 index

935

Citations

RESEARCH PRODUCTION:

7

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 93
   Journals where Riadh Aloui has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 6 (0.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal557
   Updated: 2026-02-07    RAS profile: 2023-03-16    
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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 Riadh Aloui.

Is cited by:

Nguyen, Duc Khuong (37)

Uddin, Gazi (17)

Yang, Lu (17)

Tiwari, Aviral (17)

Hamori, Shigeyuki (17)

Albulescu, Claudiu (15)

Shahzad, Syed Jawad Hussain (14)

Ji, Qiang (13)

Mensi, walid (10)

Ratti, Ronald (9)

Arreola Hernandez, Jose (8)

Cites to:

Nguyen, Duc Khuong (20)

AROURI, Mohamed (11)

Ratti, Ronald (10)

Bollerslev, Tim (9)

BEN AISSA, Mohamed (8)

Filis, George (6)

Malevergne, Yannick (6)

Kilian, Lutz (5)

Chan-Lau, Jorge (4)

Narayan, Paresh (4)

Jondeau, Eric (4)

Main data

Where Riadh Aloui has published?

Journals with more than one article published# docs
Energy Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam2

Recent works citing Riadh Aloui (2025 and 2024)

YearTitle of citing document
2024New approaches of the DCC-GARCH residual: Application to foreign exchange rates. (2024). Yamakami, Tomohisa ; Shiraya, Kenichiro ; Suzuki, Kanji. In: Papers. RePEc:arx:papers:2411.08246.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2025A Survey-Driven Ensemble Approach to Predicting Sovereign Debt Distress in Bangladesh. (2025). Ahmed, Sourov ; Badhon, Marjan Akter ; Maruf, Mahmudul Hassan. In: International Journal of Scientific Research and Modern Technology. RePEc:daw:ijsrmt:v:4:y:2025:i:10:p:103-114:id:910.

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2024Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market. (2024). Bataineh, Khaled. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-41.

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2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

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2024The 50-year-old Oil Crisis and its Impact on the Global Economy: A Bibliometric Analysis. (2024). Maniam, Balasundram ; Kathiravan, Chinnadurai ; Mim, Tahmina Akther. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-8.

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2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

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2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). You, Zhe ; Gong, Mengqi ; Wang, Longle ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Yan ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025Bankruptcy prediction with fractional polynomial transformation of financial ratios. (2025). Taoushianis, Zenon. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:2:p:690-702.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Targeting SDG7: Identifying heterogeneous energy dilemmas for socially disadvantaged groups in India using machine learning. (2024). Yang, Shiyu ; Li, Jun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005620.

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2025Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

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2025Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?. (2025). Hammoudeh, Shawkat ; Arfaoui, Nadia ; el Khoury, Rim ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001161.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2025Uncertainty, macroeconomic activity and commodity price: A global analysis. (2025). Shi, Xunpeng ; Zeng, Ting ; He, Jia ; Shen, Yifan. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000493.

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2025Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113.

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2024Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024The black box of natural gas market: Past, present, and future. (2024). Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001923.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024The spillover effect of bank distress: Evidence from the takeover of Baoshang Bank in China. (2024). Liu, Zhengyuan ; Xu, Yuyun ; Zhang, Longyao. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010681.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2024The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi ; Duong, Kiet Tuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111.

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2024Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Chen, Huayi ; Shi, Huai-Long. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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2025Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236.

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2024Does economic and climate policy uncertainty matter the oil market?. (2024). Tao, Ran ; Lobon, Oana-Ramona ; Liu, Fangying ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005555.

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2024Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Pakrooh, Parisa ; Manera, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s030142072400775x.

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2024Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811.

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2025Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts. (2025). Xiong, Xiong ; Li, YE ; Gong, Xiao-Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002389.

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2025Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets. (2025). Mandaci, Pinar Evrim ; Cagli, Efe C ; Takin, Dilvin ; Kocakaya, Birce Tedik. In: Renewable Energy. RePEc:eee:renene:v:249:y:2025:i:c:s0960148125008973.

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2025Financial integration, contagion and policy implications. (2025). Samartn, Margarita ; Hasman, Augusto. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500317x.

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2024Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

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2024Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights. (2024). Tan, Yong ; David, Roubaud ; Jana, Rabin K ; Wanke, Peter ; Grebinevych, Oksana ; Ghosh, Indranil. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:680-698.

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2024Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices. (2024). He, Zhifang ; Xu, Wei ; Qian, Wanchuan ; Dong, Tianqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004714.

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2025Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2025Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

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2025The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond. (2025). Arfaoui, Nadia ; Yarovaya, Larisa ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006206.

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2025Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices. (2025). Batra, Shallu ; Danso, Albert ; Yadav, Mahender ; Tiwari, Aviral Kumar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006723.

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2024Analysis of Co-movement in Asia-Pacific Stock Markets Against the Background of the US-China Trade War. (2024). Zhang, J ; Liu, H. In: Economic Issues Journal Articles. RePEc:eis:articl:124zhang.

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2024Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches. (2024). Azibi, Nadia ; Nsaibi, Mariem ; Tissaoui, Kais ; Abidi, Ilyes. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:340-:d:1316069.

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2024Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis. (2024). Choi, Sun-Yong ; Kim, Hyeon-Seok. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1001-:d:1342719.

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2025A Novel Stochastic Copula Model for the Texas Energy Market. (2025). Swishchuk, Anatoliy ; Warunasinghe, Sudeesha. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:7:p:137-:d:1702957.

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2024The Path to Sustainable Stability: Can ESG Investing Mitigate the Spillover Effects of Risk in China’s Financial Markets?. (2024). Chen, Feng ; Wei, Jiangying ; Hu, Ridong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10316-:d:1529130.

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2024Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110.

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2024Analysis of the Transmission of Oil Price Volatility to ECOWAS Stock Markets: An MSGARCH and GARCH BEKK Approach. (2024). Saeraphin, Prao Yao ; Valery, Mounoufie Koffi. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:11:p:1.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16832.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

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2025Predicting Corporate Financial Failure Using Sigmoidal Opposition-Based Arithmetic Optimization Algorithm. (2025). Chhabra, Amit ; Manita, Ghaith ; Guesmi, Ramzi ; Hamrouni, Tarek ; Khaldi, Mohamed. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10716-z.

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2025Ensemble with Divisive Bagging for Feature Selection in Big Data. (2025). Kwon, Tae Yeon ; Park, Yousung. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10741-y.

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2025AB-LSTM-GRU: A Novel Ensemble Composite Deep Neural Network Model for Exchange Rate Forecasting. (2025). Gu, Jincheng ; Zhang, Shiqi ; Yu, Yanling ; Liu, Feng. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10754-7.

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2024Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises. (2024). Smolo, Edib ; Nagayev, Ruslan ; Jahangir, Rashed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00332-1.

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2024Oil price uncertainty, oil pricing reform, and corporate profitability: The case of China. (2024). Hoang, Khanh ; Nguyen, Manh Huu ; Huong, Giang Thi. In: PLOS ONE. RePEc:plo:pone00:0297554.

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2024Dependence Structure among Carbon Markets around the World: New Evidence from GARCH-Copula Analysis. (2024). Mazza, Paolo ; Ansaram, Karishma. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:2:p:237-260.

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2024Evolution of the Household Debt Narrative: A PRISMA-compliant Systematic Literature Review. (2024). Mir, Simtiha Ishaq ; Joo, Bashir Ahmad. In: Paradigm. RePEc:sae:padigm:v:28:y:2024:i:1:p:84-100.

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2024Forecasting gold price with the XGBoost algorithm and SHAP interaction values. (2024). ben Jabeur, Sami ; Viviani, Jean-Laurent ; Mefteh-Wali, Salma. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04187-w.

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2025The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy. (2025). Khalfaoui, Rabeh ; ben Jabeur, Sami ; Hammoudeh, Shawkat ; ben Arfi, Wissal. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04824-y.

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2025Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. (2025). Junttila, Juha ; Hasan, Md Bokhtiar ; Hossain, Md Naiem ; Rabbani, Mustafa Raza ; Uddin, Gazi Salah. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04876-0.

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2025The role of cryptocurrencies in predicting oil prices pre and during COVID-19 pandemic using machine learning. (2025). Ibrahim, Bassam A ; Elamer, Ahmed A ; Abdou, Hussein A. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05024-4.

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2024Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach. (2024). Mba, Jules Clement. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00559-2.

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2024Innovative Insights into Knowledge-Driven Financial Distress Prediction: a Comprehensive XAI Approach. (2024). Fan, Mengting ; Zhao, Qizhi ; Mo, Zan ; Liang, Zhouyang. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01602-4.

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2025Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2025Revisiting the Dynamics of CEE Capital Markets. (2025). George-Cristian, Ttaru ; Ioan, Ttaru Rzvan ; Andreea, Iordache. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1856-1874:n:1015.

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2024In search of light in the darkness: What can we learn from ethical, sustainable and green investments?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Ahmed, Ali. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1451-1495.

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2025Risk spillover measurement of carbon trading market considering susceptible factors: A network perspective. (2025). Jiang, Qichuan ; Lian, Lanlan ; Dong, Qingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:493-521.

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2025 COVID‐19 and insurance industry: Initial impact of the pandemic based on time‐frequency methods. (2025). Fareed, Zeeshan ; Zhang, Shaoyong ; Iqbal, Najaf ; Madureira, Livia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2240-2253.

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2024Predicting tail risks by a Markov switching MGARCH model with varying copula regimes. (2024). Fulle, Markus J ; Herwartz, Helmut. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2163-2186.

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Works by Riadh Aloui:

YearTitleTypeCited
2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
[Full Text][Citation analysis]		paper12
2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
[Full Text][Citation analysis]		paper315
2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 315		article
2016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article52
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
[Full Text][Citation analysis]		article153
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
[Full Text][Citation analysis]		article39
2016Uncertainty and crude oil returns In: Energy Economics.
[Full Text][Citation analysis]		article169
2015Uncertainty and Crude Oil Returns.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 169		paper
2015Uncertainty and crude oil returns.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 169		paper
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article181
2020Machine learning models and cost-sensitive decision trees for bond rating prediction In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article14

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