Παρακολούθηση
heni boubaker
heni boubaker
Professeur Mathématiques IHECSO
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα ihecso.u-sousse.tn
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
R Khalfaoui, M Boutahar, H Boubaker
Energy Economics 49, 540-549, 2015
2862015
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
H Boubaker, SA Raza
Energy Economics 64, 105-117, 2017
2052017
Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
H Boubaker, N Sghaier
Journal of Banking & Finance 37 (2), 361-377, 2013
1422013
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data
H Boubaker, J Cunado, LA Gil-Alana, R Gupta
Physica A: Statistical Mechanics and its Applications 540, 123093, 2020
592020
Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes
S ben Amor, H Boubaker, L Belkacem
Energy Economics 80, 635-655, 2019
362019
A wavelet-based approach for modelling exchange rates
H Boubaker, M Boutahar
Statistical Methods & Applications 20 (2), 201-220, 2011
312011
On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets
H Boubaker, SA Raza
Physica A: Statistical Mechanics and its Applications 459, 9-23, 2016
252016
Markov-switching time-varying copula modeling of dependence structure between oil and GCC stock markets
H Boubaker, N Sghaier
Open Journal of Statistics 6 (4), 565-589, 2016
212016
Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach
H Boubaker, N Sghaier
Economic Modelling 50, 254-265, 2015
202015
Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model
S Ben Amor, H Boubaker, L Belkacem
Journal of Forecasting 37 (8), 832-851, 2018
182018
Co-movement between some commodities and the Dow Jones Islamic index: A Wavelet analysis
H Boubaker, H Rezgui
Econ. Bull 40 (1), 574-586, 2020
152020
How do the interest rate and the inflation rate affect the non-life insurance premiums
H Boubaker, N Sghaier
Department of Research, Ipag Business School Working Papers, 2014
142014
From oil to stock markets
K Guesmi, H Boubaker
Journal of Economic Integration, 103-133, 2016
132016
Interdependence between exchange rates: evidence from multivariate analysis since the financial crisis to the COVID-19 crisis
H Boubaker, MBS Zorgati, N Bannour
Economic Analysis and Policy 71, 592-608, 2021
122021
Time-varying persistence of inflation: evidence from a wavelet-based approach
H Boubaker, G Canarella, R Gupta, SM Miller
Studies in Nonlinear Dynamics & Econometrics 21 (4), 20160130, 2017
122017
Instability and dependence structure between oil prices and GCC stock markets
H Boubaker
energy studies revue 20 (3), 2014
122014
Modellng Return and Volatility of Oil Price using Dual Long Memory Models
H Boubaker, N Sghaier
Department of Research, Ipag Business School Working Papers, 2014
112014
Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises
H Boubaker, OB Larbi
Economic Analysis and Policy 76, 263-279, 2022
102022
Wavelet estimation of Gegenbauer processes: Simulation and empirical application
H Boubaker
Computational Economics 46, 551-574, 2015
102015
On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach
B Heni, S Nadia
Bankers, Markets & Investors, 80-93, 2015
10*2015
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