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Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi; Ftiti, Zied; Jawadi, Fredj; … - In: Risk management decisions and value under uncertainty, (pp. 755-772). 2022
Persistent link: https://www.econbiz.de/10013342041
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On the relationship between oil and gas markets : a new forecasting framework based on a machine learning approach
Ftiti, Zied; Tissaoui, Kais; Boubaker, Sahbi - In: Risk management decisions and value under uncertainty, (pp. 915-943). 2022
Persistent link: https://www.econbiz.de/10013342073
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Spatial contagion between financial markets : new evidence of asymmetric measures
Miled, Wafa; Ftiti, Zied; Sahut, Jean-Michel - In: Risk management decisions and value under uncertainty, (pp. 1183-1220). 2022
Persistent link: https://www.econbiz.de/10013342100