Details about Riadh Aloui

Access statistics for papers by Riadh Aloui.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pal557

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)
   See also Journal Article in Energy Economics (2016)

2013

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

2010

3. Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure
   Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (4)
   See also Journal Article in Journal of Banking & Finance (2011)

Journal Articles

2020

1. Machine learning models and cost-sensitive decision trees for bond rating prediction
   Journal of the Operational Research Society, 2020, 71, (8), 1161-1179 View citations (2)

2016

2. Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method
   The North American Journal of Economics and Finance, 2016, 37, (C), 458-471 View citations (45)
3. Uncertainty and crude oil returns
   Energy Economics, 2016, 55, (C), 92-100 View citations (128)
   See also Working Paper (2015)

2014

4. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
   Energy Economics, 2014, 42, (C), 332-342 View citations (36)

2013

5. A time-varying copula approach to oil and stock market dependence: The case of transition economies
   Energy Economics, 2013, 39, (C), 208-221 View citations (134)
6. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
   Journal of International Money and Finance, 2013, 32, (C), 719-738 View citations (159)

2011

7. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
   Journal of Banking & Finance, 2011, 35, (1), 130-141 View citations (275)
   See also Working Paper (2010)