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 | 291 | 2015 |
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets H Boubaker, SA Raza Energy Economics 64, 105-117, 2017 | 210 | 2017 |
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 | 144 | 2013 |
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 | 61 | 2020 |
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 | 37 | 2019 |
A wavelet-based approach for modelling exchange rates H Boubaker, M Boutahar Statistical Methods & Applications 20 (2), 201-220, 2011 | 31 | 2011 |
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 | 26 | 2016 |
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 | 23 | 2016 |
Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach H Boubaker, N Sghaier Economic Modelling 50, 254-265, 2015 | 20 | 2015 |
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 | 18 | 2018 |
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 | 15 | 2020 |
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 | 14 | 2014 |
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 | 13 | 2021 |
From oil to stock markets K Guesmi, H Boubaker Journal of Economic Integration, 103-133, 2016 | 13 | 2016 |
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 | 12 | 2017 |
Instability and dependence structure between oil prices and GCC stock markets H Boubaker energy studies revue 20 (3), 2014 | 12 | 2014 |
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 | 11 | 2014 |
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 | 10 | 2022 |
Wavelet estimation of Gegenbauer processes: Simulation and empirical application H Boubaker Computational Economics 46, 551-574, 2015 | 10 | 2015 |
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 |