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Details about Riadh Aloui

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Workplace:Laboratoire de Recherche en Économie Quantitative du Développement (LAREQUAD) (Laboratory for Research on Quantitative Development Economics), Faculté des Sciences Économiques et de Gestion (Faculty of Economics and Management), Université de Tunis El Manar (University of Tunis El Manar), (more information at EDIRC)

Access statistics for papers by Riadh Aloui.

Last updated 2016-08-04. Update your information in the RePEc Author Service.

Short-id: pal557


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Working Papers

2015

  1. Uncertainty and Crude Oil Returns
    Working Papers, University of Pretoria, Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2015) Downloads

    See also Journal Article in Energy Economics (2016)

2013

  1. A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam Downloads View citations (12)

2010

  1. Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2011)

Journal Articles

2016

  1. Uncertainty and crude oil returns
    Energy Economics, 2016, 55, (C), 92-100 Downloads View citations (3)
    See also Working Paper (2015)

2014

  1. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
    Energy Economics, 2014, 42, (C), 332-342 Downloads View citations (5)

2013

  1. A time-varying copula approach to oil and stock market dependence: The case of transition economies
    Energy Economics, 2013, 39, (C), 208-221 Downloads View citations (32)
  2. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
    Journal of International Money and Finance, 2013, 32, (C), 719-738 Downloads View citations (48)

2011

  1. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
    Journal of Banking & Finance, 2011, 35, (1), 130-141 Downloads View citations (125)
    See also Working Paper (2010)
 
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