Access Statistics for Ahmed GHORBEL

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation 0 1 1 238 3 9 14 667
Total Working Papers 0 1 1 238 3 9 14 667


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies 0 0 0 9 1 4 8 43
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 1 4 4 85
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 1 1 2 7 1 2 3 18
Energy portfolio risk management using time-varying extreme value copula methods 0 1 3 69 2 9 15 257
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 0 17 1 5 11 77
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 13 1 5 5 60
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 1 17 0 1 9 96
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 0 2 5 34
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 0 25 0 4 8 59
Total Journal Articles 1 2 6 176 7 36 68 729


Statistics updated 2026-04-09