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 3 4 7 658
Total Working Papers 0 0 0 237 3 4 7 658


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 3 4 39
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 0 0 1 81
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 0 1 6 0 0 1 16
Energy portfolio risk management using time-varying extreme value copula methods 0 2 2 68 1 3 6 248
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 0 0 0 17 4 6 6 72
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 1 3 12 95
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 0 3 3 32
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 1 25 1 4 6 55
Total Journal Articles 0 2 5 174 9 22 40 693


Statistics updated 2026-01-09