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 1 238 3 6 17 670
Total Working Papers 0 0 1 238 3 6 17 670


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 2 4 10 45
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 0 2 4 85
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 1 2 7 1 2 4 19
Energy portfolio risk management using time-varying extreme value copula methods 0 0 3 69 3 6 17 260
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 0 17 4 6 15 81
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 13 1 3 6 61
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 0 17 1 1 9 97
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 0 0 5 34
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 0 25 4 5 12 63
Total Journal Articles 0 1 5 176 16 29 82 745


Statistics updated 2026-05-06