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Details about Amine Lahiani

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Workplace:Laboratoire d'Économie d'Orléans (LEO) (Orleans Economic Laboratory), Faculté de droit, d'économie et de gestion (Faculty of Law, Economics and Management), Université d'Orléans (University of Orleans), (more information at EDIRC)

Access statistics for papers by Amine Lahiani.

Last updated 2016-07-14. Update your information in the RePEc Author Service.

Short-id: pla575


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Working Papers

2014

  1. A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico
    Post-Print, HAL Downloads View citations (12)
    See also Journal Article in Research in International Business and Finance (2014)
  2. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
    Post-Print, HAL Downloads View citations (84)
    See also Journal Article in Energy Policy (2014)
  3. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (23)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (4)
  4. Energy prices and CO2 emission allowance prices: A quantile regression approach
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (41)
  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 in International Review of Economics & Finance (2016)
  6. Understanding return and volatility spillovers among major agricultural commodities
    Working Papers, Department of Research, Ipag Business School Downloads View citations (21)
  7. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)
  8. World gold prices and stock returns in China: insights for hedging and diversification strategies
    Working Papers, Department of Research, Ipag Business School Downloads View citations (10)
    Also in Working Papers, HAL (2013) Downloads View citations (8)

    See also Journal Article in Economic Modelling (2015)

2013

  1. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    Working Papers, HAL Downloads View citations (5)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  2. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL Downloads View citations (20)
    See also Journal Article in Energy Economics (2013)

2012

  1. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Post-Print, HAL View citations (94)
    Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) Downloads View citations (23)
    Working Papers, HAL (2010) Downloads View citations (4)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) Downloads View citations (1)

    See also Journal Article in Energy Economics (2012)

2011

  1. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    EcoMod2011, EcoMod Downloads View citations (137)
    See also Journal Article in Economic Modelling (2011)

2010

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

2008

  1. 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 Downloads
  2. Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article in International Journal of Forecasting (2009)

2006

  1. Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (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 Downloads View citations (69)
  2. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
    International Review of Economics & Finance, 2016, 43, (C), 443-456 Downloads View citations (14)
    See also Working Paper (2014)

2015

  1. 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 Downloads View citations (27)
  2. An empirical analysis of energy cost pass-through to CO2 emission prices
    Energy Economics, 2015, 49, (C), 149-156 Downloads View citations (21)
  3. TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA
    Region et Developpement, 2015, 42, 231-258 Downloads
  4. World gold prices and stock returns in China: Insights for hedging and diversification strategies
    Economic Modelling, 2015, 44, (C), 273-282 Downloads View citations (90)
    See also Working Paper (2014)

2014

  1. A threshold vector autoregression model of exchange rate pass-through in Mexico
    Research in International Business and Finance, 2014, 30, (C), 24-33 Downloads View citations (23)
    See also Working Paper (2014)
  2. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
    Energy Policy, 2014, 65, (C), 567-573 Downloads View citations (85)
    See also Working Paper (2014)
  3. Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries
    Economic Modelling, 2014, 43, (C), 21-29 Downloads View citations (13)

2013

  1. Does the South African Reserve Bank follow a nonlinear interest rate reaction function?
    Economic Modelling, 2013, 35, (C), 272-282 Downloads View citations (3)
  2. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 Downloads View citations (18)
    See also Working Paper (2013)

2012

  1. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Energy Economics, 2012, 34, (1), 283-293 Downloads View citations (93)
    See also Working Paper (2012)
  2. 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 Downloads View citations (97)
    See also Working Paper (2013)
  3. More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
    Economics Bulletin, 2012, 32, (2), 1509-1526 Downloads View citations (3)
  4. Oil-stock volatility transmission, portfolio selection and hedging
    Economics Bulletin, 2012, 32, (4), 2768-2778 Downloads

2011

  1. Empirical Investigation of Systemic Risk in the New EU States
    Economics Bulletin, 2011, 31, (2), 1401-1412 Downloads
  2. Estimation and evaluation of core inflation measures
    Applied Economics, 2011, 43, (25), 3619-3629 Downloads View citations (3)
  3. Monetary policy rules for a developing country: Evidence from Pakistan
    Journal of Asian Economics, 2011, 22, (6), 483-494 Downloads View citations (5)
  4. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Economic Modelling, 2011, 28, (4), 1815-1825 Downloads View citations (154)
    See also Working Paper (2011)

2009

  1. Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
    International Journal of Forecasting, 2009, 25, (2), 418-428 Downloads View citations (6)
    See also Working Paper (2008)

2006

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

Books

2011

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