3
H index
3
i10 index
65
Citations
Ahmed GHORBEL : Citation Profile
Université de Sfax pour le Sud | RESEARCH PRODUCTION: 9 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2007 - 2018). 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:
| Cites to:
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Main data
Where Ahmed GHORBEL has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Managerial and Financial Accounting | 2 |
Recent works citing Ahmed GHORBEL (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 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 |
| 2025 | Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257. Full description at Econpapers || Download paper |
| 2025 | Cross-market risk contagion and portfolio diversification: a novel dynamic connectedness framework for fossil fuel and shipping markets. (2025). Chen, Shuiyang ; Lv, Liang ; Meng, Bin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:204:y:2025:i:c:s1366554525004843. Full description at Econpapers || Download paper |
| 2025 | The risk spillover between the crude oil market and the tanker market under the influence of the carbon market. (2025). Zhang, Xinru ; Lv, Liang ; Li, Jinyang ; Meng, Bin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:204:y:2025:i:c:s1366554525004867. Full description at Econpapers || Download paper |
| 2025 | The role of Artificial Intelligence in Supply Chain Management: A systematic Literature Review. (2025). Logozar, Klavdij. In: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2024), Hybrid Conference, Dubrovnik, Croatia. RePEc:zbw:entr24:317970. Full description at Econpapers || Download paper |
Works by Ahmed GHORBEL:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Energy portfolio risk management using time-varying extreme value copula methods In: Economic Modelling. [Full Text][Citation analysis] | article | 31 |
| 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 | 17 |
| 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 | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team