Details about Amine Lahiani

Access statistics for papers by Amine Lahiani.

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

Short-id: pla575

Working Papers

2014

1. A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico
   Post-Print, HAL View citations (25)
   See also Journal Article A threshold vector autoregression model of exchange rate pass-through in Mexico, Research in International Business and Finance, Elsevier (2014) View citations (33) (2014)
2. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
   Post-Print, HAL View citations (147)
   See also Journal Article Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices, Energy Policy, Elsevier (2014) View citations (144) (2014)
3. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
   NIPE Working Papers, NIPE - Universidade do Minho View citations (35)
   Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (33)
4. Energy prices and CO2 emission allowance prices: A quantile regression approach
   NIPE Working Papers, NIPE - Universidade do Minho View citations (98)
5. Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting, International Review of Economics & Finance, Elsevier (2016) View citations (30) (2016)
6. Understanding return and volatility spillovers among major agricultural commodities
   Working Papers, Department of Research, Ipag Business School View citations (29)
7. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
   Working Papers, Department of Research, Ipag Business School View citations (12)
8. World gold prices and stock returns in China: insights for hedging and diversification strategies
   Working Papers, Department of Research, Ipag Business School View citations (17)
   Also in Working Papers, HAL (2013) View citations (10)
   See also Journal Article World gold prices and stock returns in China: Insights for hedging and diversification strategies, Economic Modelling, Elsevier (2015) View citations (162) (2015)

2013

9. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
   Working Papers, HAL View citations (5)
   See also Journal Article Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, The Quarterly Review of Economics and Finance, Elsevier (2012) View citations (116) (2012)
10. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL View citations (31)
    See also Journal Article On the short- and long-run efficiency of energy and precious metal markets, Energy Economics, Elsevier (2013) View citations (29) (2013)

2012

11. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Post-Print, HAL View citations (113)
    Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) View citations (24)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (5)
    Working Papers, HAL (2010) View citations (6)
    See also Journal Article Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models, Energy Economics, Elsevier (2012) View citations (115) (2012)

2011

12. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    EcoMod2011, EcoMod View citations (225)
    See also Journal Article Return and volatility transmission between world oil prices and stock markets of the GCC countries, Economic Modelling, Elsevier (2011) View citations (230) (2011)

2010

13. A Macro-econometric Model for the Economy of Lesotho
    EcoMod2010, EcoMod
14. Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models
    EcoMod2010, EcoMod View citations (3)
15. Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (1)

2008

16. Modèls Garch à la mémoire longue: application aux taux de change tunisiens
    (GARCH models: evidence from Tunisian Exchange market)
    MPRA Paper, University Library of Munich, Germany
17. Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Testing for threshold effect in ARFIMA models: Application to US unemployment rate data, International Journal of Forecasting, Elsevier (2009) View citations (12) (2009)

2006

18. Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    See also Journal Article Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2006) (2006)

Journal Articles

2016

1. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach
   Economic Modelling, 2016, 54, (C), 54-66 View citations (130)
2. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
   International Review of Economics & Finance, 2016, 43, (C), 443-456 View citations (30)
   See also Working Paper Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting, Working Papers (2014) View citations (2) (2014)

2015

3. A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
   Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 173-187 View citations (41)
4. An empirical analysis of energy cost pass-through to CO2 emission prices
   Energy Economics, 2015, 49, (C), 149-156 View citations (60)
5. TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA
   Region et Developpement, 2015, 42, 231-258 View citations (2)
6. World gold prices and stock returns in China: Insights for hedging and diversification strategies
   Economic Modelling, 2015, 44, (C), 273-282 View citations (162)
   See also Working Paper World gold prices and stock returns in China: insights for hedging and diversification strategies, Working Papers (2014) View citations (17) (2014)

2014

7. A threshold vector autoregression model of exchange rate pass-through in Mexico
   Research in International Business and Finance, 2014, 30, (C), 24-33 View citations (33)
   See also Working Paper A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico, Post-Print (2014) View citations (25) (2014)
8. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
   Energy Policy, 2014, 65, (C), 567-573 View citations (144)
   See also Working Paper Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices, Post-Print (2014) View citations (147) (2014)
9. Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries
   Economic Modelling, 2014, 43, (C), 21-29 View citations (30)

2013

10. Does the South African Reserve Bank follow a nonlinear interest rate reaction function?
    Economic Modelling, 2013, 35, (C), 272-282 View citations (7)
11. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 View citations (29)
    See also Working Paper On the short- and long-run efficiency of energy and precious metal markets, Working Papers (2013) View citations (31) (2013)

2012

12. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Energy Economics, 2012, 34, (1), 283-293 View citations (115)
    See also Working Paper Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models, Post-Print (2012) View citations (113) (2012)
13. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 207-218 View citations (116)
    See also Working Paper Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, Working Papers (2013) View citations (5) (2013)
14. More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
    Economics Bulletin, 2012, 32, (2), 1509-1526 View citations (3)
15. Oil-stock volatility transmission, portfolio selection and hedging
    Economics Bulletin, 2012, 32, (4), 2768-2778

2011

16. Empirical Investigation of Systemic Risk in the New EU States
    Economics Bulletin, 2011, 31, (2), 1401-1412
17. Estimation and evaluation of core inflation measures
    Applied Economics, 2011, 43, (25), 3619-3629 View citations (4)
18. Monetary policy rules for a developing country: Evidence from Pakistan
    Journal of Asian Economics, 2011, 22, (6), 483-494 View citations (9)
19. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Economic Modelling, 2011, 28, (4), 1815-1825 View citations (230)
    See also Working Paper Return and volatility transmission between world oil prices and stock markets of the GCC countries, EcoMod2011 (2011) View citations (225) (2011)

2009

20. Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
    International Journal of Forecasting, 2009, 25, (2), 418-428 View citations (12)
    See also Working Paper Testing for threshold effect in ARFIMA models: Application to US unemployment rate data, Swiss Finance Institute Research Paper Series (2008) (2008)

2006

21. Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte
    Swiss Journal of Economics and Statistics (SJES), 2006, 142, (IV), 479–500
    See also Working Paper Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte, EconomiX Working Papers (2006) (2006)

Books

2011

1. Monetary Policy after the Crisis
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (3)