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 0 0 18 672
Total Working Papers 0 0 1 238 0 0 18 672


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 1 1 11 46
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness 0 0 0 13 1 2 6 87
Design process improvement through the DMAIC Sigma approach: a wood consumption case study 0 1 3 8 0 1 5 20
Energy portfolio risk management using time-varying extreme value copula methods 0 0 3 69 0 0 15 260
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models 1 1 1 18 1 1 17 83
Optimal hedging strategy with futures oil markets via FIEGARCH copula model 0 0 0 13 1 2 8 63
Optimization of a supply portfolio in the context of supply chain risk management: literature review 0 0 0 17 1 2 8 100
The conditional dependence structure of banking sector credit default swap indices 0 0 0 6 0 2 7 36
The impact of global financial crisis on the dependence structure of equity markets and on risk management 0 0 0 25 0 1 14 65
Total Journal Articles 1 2 7 178 5 12 91 760


Statistics updated 2026-09-10