Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni; Ghorbel, Ahmed; Khoufi, Walid - In: American journal of finance and accounting 5 (2018) 4, pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Cover Image
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International journal of managerial and financial accounting 5 (2013) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Cover Image
Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management
Chemkha, Rahma; BenSaïda, Ahmed; Ghorbel, Ahmed - In: Journal of multinational financial management 59 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012794677