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~subject:"Nichtparametrisches Verfahren"
~subject:"Multivariate distribution"
~person:"Ghorbel, Ahmed"
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Nichtparametrisches Verfahren
Multivariate distribution
Multivariate Verteilung
11
ARCH model
6
ARCH-Modell
6
Hedging
5
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Oil price
4
Risikomanagement
4
Risk management
4
Ölpreis
4
Ausreißer
3
Börsenkurs
3
Commodity derivative
3
Financial crisis
3
Finanzkrise
3
Outliers
3
Rohstoffderivat
3
Share price
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Cointegration
2
Erneuerbare Energie
2
Kointegration
2
Renewable energy
2
Stock market
2
Welt
2
World
2
co-movement
2
dependence structure
2
hedge ratio
2
oil price
2
tail dependence
2
vine copula
2
Aktienindex
1
Anleihe
1
Bond
1
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Article
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English
11
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Ghorbel, Ahmed
Okhrin, Ostap
38
Smith, Michael S.
21
Tiwari, Aviral Kumar
21
Reboredo, Juan Carlos
19
Härdle, Wolfgang
18
Einmahl, John H. J.
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
16
Hammoudeh, Shawkat
15
Kim, Jong-Min
15
Lucas, André
15
Zimmer, David M.
15
Weiß, Gregor
14
Czado, Claudia
13
Fischer, Matthias
13
Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Prokhorov, Artem
13
Anatolyev, Stanislav
12
Chen, Xiaohong
12
Nguyen, Duc Khuong
12
Fantazzini, Dean
11
Heinen, Andréas
11
Ning, Cathy Q.
11
Okhrin, Yarema
11
Romagnoli, Silvia
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Allen, David E.
10
Bouri, Elie
10
Cherubini, Umberto
10
Embrechts, Paul
10
Oh, Dong Hwan
10
Shi, Peng
10
Uddin, Mohammed Gazi Salah
10
Wied, Dominik
10
Zhao, Yang
10
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American journal of finance and accounting
4
International journal of managerial and financial accounting
2
Economic and political studies : EPS
1
Economic modelling
1
International Journal of Financial Markets and Derivatives : IJFMD
1
Journal of risk
1
The journal of asset management
1
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ECONIS (ZBW)
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1
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
2
Conditional dependence between oil price and stock prices of renewable energy : a vine copula approach
Mejdoub, Hanène
;
Ghorbel, Ahmed
- In:
Economic and political studies : EPS
6
(
2018
)
1/2
,
pp. 176-193
Persistent link: https://www.econbiz.de/10012006097
Saved in:
3
Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi
;
Ghorbel, Ahmed
;
Jarboui, Anis
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
Saved in:
4
The dynamic relationship between oil prices and returns on renewable energy companies
Mejdoub, Hanène
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 173-192
Persistent link: https://www.econbiz.de/10011966804
Saved in:
5
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
6
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
7
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
8
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
9
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
10
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009500227
Saved in:
11
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
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