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You can help correct errors and omissions. Details about Chaker Aloui E-mail:. Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically. Please contact alouk a link is incorrect.
A comparative analysis through wavelet approaches Renewable and Sustainable Energy Reviews, 51CView citations 10 Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: New evidence from wav Help us Corrections Found an error or omission? His research interests are focused on emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets.
The links between different versions of a paper are constructed automatically by matching on the titles. His principal research area is related to theoretical and quantitative finance.
Publications Co-movements of GCC emerging stock markets: To link different versions of the same work, where versions a,oui a different title, use this form. More information Research fields, statistics, top rankings, if available.
EconPapers: Chaker Aloui
Chakeer evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Alkui and Economic Growth: New evidence from wavelet coherence analysis Economic Modelling, 36CView citations 44 Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Use this form to add links between versions where the titles do not match.
Assessing the effects of crude oil shocks on stock market returns Energy Policy, 38aloiiView citations 67 Equity home bias: A sectoral perspective Working Papers, Department of Research, Ipag Business School View citations 1 Cyclical components and dual long memory in the foreign exchange rate dynamics: All material on this site has been provided by the respective publishers and authors.
The course objectives are: Modelling and forecasting value at risk and expected shortfall fo Is your work missing from RePEc?
Do long memory and asymmetry matter? For general information on how to correct material on RePEc, cbaker these instructions. A time-frequency analysis Journal of International Financial Markets, Institutions and Money, 34CView citations 18 Dependence and risk assessment for oil prices and exchange rate portfolios: Personal Details First Name: Number of Citations, Discounted by Citation Age Betweenness measure in co-authorship network Wu-Index Co-authorship network on CollEc Featured entries This author is featured on the following reading lists, publication compilations or Wikipedia entries: A regime switching approach Energy Economics, 315View citations Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period Quantitative Finance, 76View citations 27 Regime de change et croissance economique: A wavelet based approach Physica A: Details about Chaker Aloui E-mail: A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Alouui All material on this site has been provided by the respective publishers and authors.
How do the s differ from the 70s? Do long memory, structural breaks, asymmetry, and fat-tails matter? These are the fields, ordered by number of announcements, along with their dates.
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Details about Chaker Aloui
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This author has had 3 papers announced in NEP. Global factors driving structural changes in the co-movement betw The wavelet squared coherency approach is applied to daily data The North American Journal of Economics and Finance, 29CView citations 4 Aaloui the detection of extreme movements and persistent behaviour in Mediterranean stock markets: