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 1 231 0 0 11 640
Total Working Papers 0 0 1 231 0 0 11 640


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 2 6 0 0 7 24
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 2 12 0 1 10 66
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 0 1 2 0 0 5 9
Energy portfolio risk management using time-varying extreme value copula methods 0 0 2 61 1 2 14 208
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 0 16 0 0 4 63
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 12 0 0 2 42
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 3 8 1 3 14 36
The conditional dependence structure of banking sector credit default swap indices 1 1 1 6 1 1 2 22
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 2 23 1 1 5 45
Total Journal Articles 1 1 13 146 4 8 63 515


Statistics updated 2021-01-03