Details about Ibrahim Ahamada

Access statistics for papers by Ibrahim Ahamada.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: pah36

Working Papers

2018

1. Non-linear Pass-Through of the CO2 Emission-Allowance Price onto Wholesale Electricity Prices
   Post-Print, HAL View citations (5)

2017

2. Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (4)
   Also in Post-Print, HAL (2017) View citations (4)
   See also Journal Article Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences, Revue d'économie politique, Dalloz (2017) View citations (4) (2017)

2015

3. The impact of phase II of the EU ETS on wholesale electricity prices
   Post-Print, HAL View citations (4)
   See also Journal Article The impact of phase II of the EU ETS on wholesale electricity prices, Revue d'économie politique, Dalloz (2015) View citations (5) (2015)

2013

4. A retrospective analysis of the house prices macro-relationship in the United States
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
   Also in Policy Research Working Paper Series, The World Bank (2013) View citations (5)
   Post-Print, HAL (2013) View citations (7)
   See also Journal Article A Retrospective Analysis of the House Prices Macro-Relationship in the United States, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (7) (2013)
5. Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2013) View citations (1)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (1)
   See also Journal Article Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP, Economic Modelling, Elsevier (2013) View citations (1) (2013)

2012

6. Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
   Post-Print, HAL
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
7. Power of the KPSS test against shift in variance: a further investigation
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in Post-Print, HAL (2012)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2012)
   See also Journal Article Power of the KPSS test against shift in variance: a further investigation, Economics Bulletin, AccessEcon (2012) (2012)
8. The impact of phase II of the EU ETS on the electricity-generation sector
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
   Also in Post-Print, HAL (2012) View citations (6)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) View citations (9)

2011

9. L'impact de la contrainte carbone sur le secteur électrique
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2011)
   See also Journal Article L'impact de la contrainte carbone sur le secteur électrique, Revue d'économie politique, Dalloz (2011) (2011)
10. The impact of the European Union Emission Trading Scheme on electricity generation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (30)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (28)
    Post-Print, HAL (2011) View citations (30)

2010

11. Classical vs wavelet-based filters Comparative study and application to business cycle
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (2)
    Also in Post-Print, HAL (2010) View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (2)
12. Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique
    Post-Print, HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2010)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
    See also Journal Article Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique, Économie et Prévision, Programme National Persée (2010) (2010)
13. The Power of some Standard tests of stationarity against changes in the unconditional variance
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
    Post-Print, HAL (2010)

2009

14. The impact of the European Union Emission Trading Scheme on electricity generation sectors
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (2)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) View citations (2)
    Working Papers, HAL (2009) View citations (2)
    See also Journal Article The impact of the European Union emission trading scheme on the electricity-generation sector, Energy Economics, Elsevier (2011) View citations (39) (2011)

2008

15. Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
    See also Journal Article Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar, Applied Economics Letters, Taylor & Francis Journals (2007) View citations (2) (2007)
16. Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008)
17. Économétrie Non-Paramétrique
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (1)
    Post-Print, HAL (2008) View citations (1)

2007

18. Les Méthodes de la statistique descriptive - Tome I
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2007)
19. Prix des logements et autocorrélation spatiale: une approche semi-paramétrique
    Post-Print, HAL View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (1)

2005

20. Changements Structurels dans la Dynamique de l'Inflation aux États-Unis: Approches Non Paramétriques
    Post-Print, HAL

2004

21. A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2004)
    See also Journal Article A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate, Economics Bulletin, AccessEcon (2004) View citations (1) (2004)
22. Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density
    Post-Print, HAL View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (3)
    See also Journal Article Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density, Applied Economics, Taylor & Francis Journals (2004) View citations (3) (2004)
23. Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns
    Post-Print, HAL View citations (7)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (7)
    See also Journal Article Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns, Applied Economics Letters, Taylor & Francis Journals (2004) View citations (12) (2004)
24. Testing Multiple Structural Changes in US output Gap Dynamics
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
    Also in Post-Print, HAL (2004) View citations (7)

2003

25. Non Stationarity Characteristics of the S&P500 Returns
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2003)

2002

26. Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002) View citations (4)

Journal Articles

2017

1. Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences
   Revue d'économie politique, 2017, 127, (3), 353-374 View citations (4)
   See also Working Paper Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences, PSE-Ecole d'économie de Paris (Postprint) (2017) View citations (4) (2017)

2016

2. Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices
   Economics Bulletin, 2016, 36, (4), 2350-2364 View citations (1)

2015

3. The impact of phase II of the EU ETS on wholesale electricity prices
   Revue d'économie politique, 2015, 125, (6), 887-908 View citations (5)
   See also Working Paper The impact of phase II of the EU ETS on wholesale electricity prices, Post-Print (2015) View citations (4) (2015)

2013

4. A Retrospective Analysis of the House Prices Macro-Relationship in the United States
   International Journal of Central Banking, 2013, 9, (4), 153-174 View citations (7)
   See also Working Paper A retrospective analysis of the house prices macro-relationship in the United States, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (7) (2013)
5. Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
   Economic Modelling, 2013, 31, (C), 460-466 View citations (1)
   See also Working Paper Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP, Post-Print (2013) (2013)

2012

6. Power of the KPSS test against shift in variance: a further investigation
   Economics Bulletin, 2012, 32, (1), 854-865
   See also Working Paper Power of the KPSS test against shift in variance: a further investigation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2012) (2012)

2011

7. L'impact de la contrainte carbone sur le secteur électrique
   Revue d'économie politique, 2011, 121, (2), 259-281
   See also Working Paper L'impact de la contrainte carbone sur le secteur électrique, Post-Print (2011) (2011)
8. The impact of the European Union emission trading scheme on the electricity-generation sector
   Energy Economics, 2011, 33, (5), 995-1003 View citations (39)
   See also Working Paper The impact of the European Union Emission Trading Scheme on electricity generation sectors, Post-Print (2009) View citations (1) (2009)

2010

9. Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique
   Économie et Prévision, 2010, 195, (4), 149-161
   Also in Economie & Prévision, 2010, n° 195-196, (4), 149-161 (2010)
   See also Working Paper Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique, Post-Print (2010) (2010)

2008

10. Investissements directs étrangers entrants et développement: l'enjeu de la capacité d'absorption
    Mondes en développement, 2008, n° 143, (3), 79-96

2007

11. Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar
    Applied Economics Letters, 2007, 15, (2), 101-104 View citations (2)
    See also Working Paper Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar, Post-Print (2008) (2008)

2004

12. A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
    Economics Bulletin, 2004, 3, (4), 1-5 View citations (1)
    See also Working Paper A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2004) View citations (1) (2004)
13. Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
    Applied Economics, 2004, 36, (10), 1095-1101 View citations (3)
    See also Working Paper Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density, Post-Print (2004) View citations (3) (2004)
14. Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns
    Applied Economics Letters, 2004, 11, (9), 591-594 View citations (12)
    See also Working Paper Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns, Post-Print (2004) View citations (7) (2004)

2003

15. Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177-186]
    Economics Letters, 2003, 78, (2), 293-293 View citations (2)
16. Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
    Economics Bulletin, 2003, 3, (32), 1-7

2002

17. Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
    Economics Letters, 2002, 77, (2), 177-186 View citations (40)

Books

2010

1. Non-Parametric Econometrics
   OUP Catalogue, Oxford University Press View citations (26)