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 1 237 1 2 3 652
Total Working Papers 0 0 1 237 1 2 3 652


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 9 0 0 3 35
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 1 2 2 81
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 0 1 5 0 0 1 15
Energy portfolio risk management using time-varying extreme value copula methods 0 0 0 66 0 1 2 242
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 1 17 0 0 2 66
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 13 0 1 1 55
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 0 16 2 4 7 87
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 0 0 0 29
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 0 24 0 1 3 50
Total Journal Articles 0 0 4 169 3 9 21 660


Statistics updated 2025-03-03