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 1 1 1 238 6 9 13 664
Total Working Papers 1 1 1 238 6 9 13 664


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 5 6 41
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 2 2 3 83
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 0 1 6 1 1 2 17
Energy portfolio risk management using time-varying extreme value copula methods 1 1 3 69 6 7 12 254
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 0 17 3 8 9 75
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 13 3 3 3 58
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 1 17 1 4 11 96
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 2 3 5 34
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 1 25 3 5 8 58
Total Journal Articles 1 1 6 175 23 38 59 716


Statistics updated 2026-02-12