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 0 0 237 1 1 5 655
Total Working Papers 0 0 0 237 1 1 5 655


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 0 1 1 36
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 0 0 2 81
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 1 1 6 0 1 1 16
Energy portfolio risk management using time-varying extreme value copula methods 2 2 2 68 2 2 6 247
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 1 17 1 1 2 67
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 13 0 0 1 55
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 1 17 0 3 10 92
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 2 2 2 31
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 1 25 2 2 4 53
Total Journal Articles 2 3 6 174 7 12 29 678


Statistics updated 2025-11-08