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
Jump to Journal Articles Books
Working Papers
2018
- Non-linear Pass-Through of the CO2 Emission-Allowance Price onto Wholesale Electricity Prices
Post-Print, HAL View citations (5)
2017
- Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences
Post-Print, HAL View citations (4)
Also in PSE-Ecole d'économie de Paris (Postprint), 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
- 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
- A retrospective analysis of the house prices macro-relationship in the United States
Post-Print, HAL View citations (7)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (7) Policy Research Working Paper Series, The World Bank (2013) View citations (5)
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)
- Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
PSE-Ecole d'économie de Paris (Postprint), HAL View citations (1)
Also in Post-Print, HAL (2013) 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
- Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
Post-Print, HAL 
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)  Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)
- Power of the KPSS test against shift in variance: a further investigation
PSE-Ecole d'économie de Paris (Postprint), HAL
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Post-Print, HAL (2012)
See also Journal Article Power of the KPSS test against shift in variance: a further investigation, Economics Bulletin, AccessEcon (2012) (2012)
- 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
- L'impact de la contrainte carbone sur le secteur électrique
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
Also in Post-Print, 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)
- 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
- Classical vs wavelet-based filters Comparative study and application to business cycle
Post-Print, HAL View citations (2)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (2) Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) View citations (2)
- Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2010) Post-Print, 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)
- 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 Post-Print, HAL (2010)  Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
2009
- The impact of the European Union Emission Trading Scheme on electricity generation sectors
Post-Print, HAL View citations (1)
Also in 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) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (2) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (1)
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
- Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
Also in Post-Print, 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)
- Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments
Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 
Also in Post-Print, HAL (2008)  Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
- Économétrie Non-Paramétrique
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
Also in Post-Print, HAL (2008) View citations (1) PSE-Ecole d'économie de Paris (Postprint), HAL (2008)
2007
- Les Méthodes de la statistique descriptive - Tome I
Post-Print, HAL
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007)
- 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
- Changements Structurels dans la Dynamique de l'Inflation aux États-Unis: Approches Non Paramétriques
Post-Print, HAL
2004
- 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)
- Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
Also in Post-Print, 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)
- Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
Also in Post-Print, 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)
- 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
- 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
- Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
Also in Post-Print, HAL (2002)
Journal Articles
2017
- 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, Post-Print (2017) View citations (4) (2017)
2016
- 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
- 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
- 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, Post-Print (2013) View citations (7) (2013)
- 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, PSE-Ecole d'économie de Paris (Postprint) (2013) View citations (1) (2013)
2012
- 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, PSE-Ecole d'économie de Paris (Postprint) (2012) (2012)
2011
- 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, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2011) (2011)
- 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
- 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, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2010) (2010)
2008
- Investissements directs étrangers entrants et développement: l'enjeu de la capacité d'absorption
Mondes en développement, 2008, n° 143, (3), 79-96
2007
- 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, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) (2008)
2004
- 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)
- 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, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2004) View citations (3) (2004)
- 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, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2004) View citations (7) (2004)
2003
- 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)
- Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
Economics Bulletin, 2003, 3, (32), 1-7
2002
- 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
- Non-Parametric Econometrics
OUP Catalogue, Oxford University Press View citations (26)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|