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Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis

Charfeddine, Lanouar - In: Economic modelling 53 (2016), pp. 354-374

Persistent link: https://www.econbiz.de/10011641058

Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting

Abuzayed, Bana; Al-Fayoumi, Nedal; Charfeddine, Lanouar - In: Applied economics 50 (2018) 23, pp. 2569-2599

Persistent link: https://www.econbiz.de/10011850296

Short term relationships between European electricity markets

Jbir, Rafik; Charfeddine, Lanouar - In: Theoretical and applied economics : GAER review 19 (2012) 5, pp. 47-54

Persistent link: https://www.econbiz.de/10009684273

The effects of financial inclusion and the business environment in spurring the creation of early-stage firms and supporting established firms

Charfeddine, Lanouar; Zaouali, Sana - In: Journal of business research : JBR 143 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013194493

The asymmetric effects of government expenditure shocks on private consumption : evidence from Arab resource-rich countries

Eid, Ashraf Galal; Charfeddine, Lanouar - In: International journal of business and economics 21 (2022) 3, pp. 215-236

Persistent link: https://www.econbiz.de/10014235398

Short Term Relationships between European Electricity Markets

Jbir, Rafik; Charfeddine, Lanouar - In: Asian Economic and Financial Review 2 (2012) 2, pp. 276-281

This paper investigates the short term relationship between the three major European electricity markets: France, Germany and Italy. Using a multivariate analysis, we study the impact of each electricity price changes in one country on the electricity price of the others two countries. Empirical...

Persistent link: https://www.econbiz.de/10010593188

Short Term Relationships between European Electricity Markets

JBIR, Rafik; Charfeddine, Lanouar - In: Theoretical and Applied Economics XVIII(2012) (2012) 5(570), pp. 47-54

This paper investigates the short term relationship between the three major European electricity markets: France, Germany and Italy. Using a multivariate analysis, we study the impact of each electricity price in a country on electricity price of others countries in Europe. The results indicate...

Persistent link: https://www.econbiz.de/10010550452