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Details about Ibrahim Ahamada

Workplace:Paris School of Economics, (more information at EDIRC)

Access statistics for papers by Ibrahim Ahamada.

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

Short-id: pah36


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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

  1. 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) Downloads View citations (4) (2017)

2015

  1. The impact of phase II of the EU ETS on wholesale electricity prices
    Post-Print, HAL Downloads 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) Downloads View citations (5) (2015)

2013

  1. 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) Downloads 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) Downloads View citations (7) (2013)
  2. 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) Downloads View citations (1) (2013)

2012

  1. Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) Downloads
  2. 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) Downloads (2012)
  3. The impact of phase II of the EU ETS on the electricity-generation sector
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (7)
    Also in Post-Print, HAL (2012) Downloads 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) Downloads View citations (9)

2011

  1. 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) Downloads (2011)
  2. 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

  1. Classical vs wavelet-based filters Comparative study and application to business cycle
    Post-Print, HAL Downloads View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads 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) Downloads View citations (2)
  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) Downloads (2010)
  3. 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 Downloads
    Also in Post-Print, HAL (2010) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads

2009

  1. The impact of the European Union Emission Trading Scheme on electricity generation sectors
    Post-Print, HAL Downloads View citations (1)
    Also in Working Papers, HAL (2009) Downloads 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) Downloads View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads 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) Downloads View citations (39) (2011)

2008

  1. 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) Downloads View citations (2) (2007)
  2. 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 Downloads
    Also in Post-Print, HAL (2008) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads
  3. 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

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

2005

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

2004

  1. 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) Downloads View citations (1) (2004)
  2. 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) Downloads View citations (3) (2004)
  3. 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) Downloads View citations (12) (2004)
  4. 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

  1. 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

  1. 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

  1. Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences
    Revue d'économie politique, 2017, 127, (3), 353-374 Downloads 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

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

2015

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

2013

  1. A Retrospective Analysis of the House Prices Macro-Relationship in the United States
    International Journal of Central Banking, 2013, 9, (4), 153-174 Downloads 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)
  2. Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
    Economic Modelling, 2013, 31, (C), 460-466 Downloads 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

  1. Power of the KPSS test against shift in variance: a further investigation
    Economics Bulletin, 2012, 32, (1), 854-865 Downloads
    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

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

2010

  1. Filtres usuels et filtre fondé sur les ondelettes: étude comparative et application au cycle économique
    Économie et Prévision, 2010, 195, (4), 149-161 Downloads
    Also in Economie & Prévision, 2010, n° 195-196, (4), 149-161 (2010) Downloads

    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

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

2007

  1. Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar
    Applied Economics Letters, 2007, 15, (2), 101-104 Downloads 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

  1. A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
    Economics Bulletin, 2004, 3, (4), 1-5 Downloads 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)
  2. 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 Downloads 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)
  3. Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns
    Applied Economics Letters, 2004, 11, (9), 591-594 Downloads 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

  1. 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 Downloads View citations (2)
  2. Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
    Economics Bulletin, 2003, 3, (32), 1-7 Downloads

2002

  1. 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 Downloads View citations (40)

Books

2010

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