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The conditional dependence structure of banking sector credit default swap indices
Zghal, Rania; Ghorbel, Ahmed; Triki, Mohamed Wajdi - In: International journal of financial markets and derivatives 4 (2015) 3/4, pp. 273-298
Persistent link: https://www.econbiz.de/10011546011
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A multivariate commodity analysis and applications to risk management
Börger, Reik H.; Cartea, Álvaro; Kiesel, Rüdiger; … - 2007
Persistent link: https://www.econbiz.de/10003455322
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Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: Economic modelling 38 (2014), pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
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Cross-commodity analysis and applications to risk management
Börger, Reik H.; Cartea, Álvaro; Kiesel, Rüdiger; … - In: The journal of futures markets 29 (2009) 3, pp. 197-217
Persistent link: https://www.econbiz.de/10003831083
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Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb; Ghorbel, Ahmed; Boujelbene, Younes - In: International Journal of Financial Markets and … 7 (2019) 2, pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
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Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli; Ghorbel, Ahmed - In: American journal of finance and accounting 4 (2015/2016) 2, pp. 151-171
Persistent link: https://www.econbiz.de/10011607085