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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël - In: Financial modeling and risk management of energy and …, (pp. 171-189). 2022
Persistent link: https://www.econbiz.de/10013349936
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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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The Brexit impact on European market co-movements
Ben Ameur, Hachmi; Louhichi, Waël - In: Risk management decisions and value under uncertainty, (pp. 1387-1403). 2022
Persistent link: https://www.econbiz.de/10013342123