Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models

von Ghorbel, Ahmed
Veröffentlicht in International journal of managerial and financial accounting (2012)

Measure of financial risk using conditional extreme value copulas with EVT margins

von Ghorbel, Ahmed
Veröffentlicht in Journal of risk (2009)

The impact of global financial crisis on the dependence structure of equity markets and on risk management

von Ghorbel, Ahmed
Veröffentlicht in International journal of managerial and financial accounting (2013)

Energy portfolio risk management using time-varying extreme value copula methods

von Ghorbel, Ahmed
Veröffentlicht in Economic modelling (2014)

Dependence between stock markets of MENA countries after sub-prime crisis using bivariate extreme value theory

von Ghorbel, Ahmed
Veröffentlicht in International journal of applied management science (2014)

Optimal hedging strategy with futures oil markets via FIEGARCH copula model

von Ifa, Dhoifli
Veröffentlicht in American journal of finance and accounting (2015)

Conditional dependence between oil price and stock prices of renewable energy : a vine copula approach

von Mejdoub, Hanène
Veröffentlicht in Economic and political studies (2018)

The dynamic relationship between oil prices and returns on renewable energy companies

von Mejdoub, Hanène
Veröffentlicht in American journal of finance and accounting (2018)

Design process improvement through the DMAIC Sigma approach : a wood consumption case study

von Sadraoui, Tarek
Veröffentlicht in International journal of productivity and quality management (2011)

Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt

von Hamma, Wajdi
Veröffentlicht in American journal of finance and accounting (2018)

Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management

von Chemkha, Rahma
Veröffentlicht in Journal of multinational financial management (2021)

The conditional dependence structure of banking sector credit default swap indices

von Zghal, Rania
Veröffentlicht in International journal of financial markets and derivatives (2015)

Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX

von Abdelkafi, Samar Zlitni
Veröffentlicht in American journal of finance and accounting (2018)

Hedge and safe haven properties during COVID-19 : evidence from Bitcoin and gold

von Chemkha, Rahma
Veröffentlicht in The quarterly review of economics and finance (2021)

Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness

von Fakhfekh, Mohamed
Veröffentlicht in The journal of asset management (2017)

Dynamic Analysis of a Pumping Station with Coupling Misalignment Fault

von Ghorbel, Ahmed
Veröffentlicht in International Conference on Acoustics and Vibration (3. : 2021 : Online) Advances in acoustics and vibration III (2021)