| Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis R Khalfaoui, M Boutahar, H Boubaker Energy Economics 49, 540-549, 2015 | 310 | 2015 |
| A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets H Boubaker, SA Raza Energy Economics 64, 105-117, 2017 | 233 | 2017 |
| Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach H Boubaker, N Sghaier Journal of Banking & Finance 37 (2), 361-377, 2013 | 147 | 2013 |
| Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data H Boubaker, J Cunado, LA Gil-Alana, R Gupta Physica A: Statistical Mechanics and its Applications 540, 123093, 2020 | 76 | 2020 |
| Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes S ben Amor, H Boubaker, L Belkacem Energy Economics 80, 635-655, 2019 | 43 | 2019 |
| A wavelet-based approach for modelling exchange rates H Boubaker, M Boutahar Statistical Methods & Applications 20 (2), 201-220, 2011 | 31 | 2011 |
| On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets H Boubaker, SA Raza Physica A: Statistical Mechanics and its Applications 459, 9-23, 2016 | 28 | 2016 |
| Markov-switching time-varying copula modeling of dependence structure between oil and GCC stock markets H Boubaker, N Sghaier Open Journal of Statistics 6 (4), 565-589, 2016 | 26 | 2016 |
| Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach H Boubaker, N Sghaier Economic Modelling 50, 254-265, 2015 | 20 | 2015 |
| Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model S Ben Amor, H Boubaker, L Belkacem Journal of Forecasting 37 (8), 832-851, 2018 | 19 | 2018 |
| Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises H Boubaker, OB Larbi Economic Analysis and Policy 76, 263-279, 2022 | 18 | 2022 |
| Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis H Boubaker, MBS Zorgati, N Bannour Economic analysis and policy 71, 592-608, 2021 | 18 | 2021 |
| Co-movement between some commodities and the Dow Jones Islamic index: A Wavelet analysis H Boubaker, H Rezgui Economics Bulletin 40 (1), 574-586, 2020 | 17 | 2020 |
| How do the interest rate and the inflation rate affect the non-life insurance premiums H Boubaker, N Sghaier Department of Research, Ipag Business School Working Papers, 2014 | 15 | 2014 |
| Instability and dependence structure between oil prices and GCC stock markets H Boubaker, N Sghaier energy studies revue 20 (3), 2014 | 15 | 2014 |
| Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks H Boubaker, B Saidane, MBS Zorgati Financial Innovation 8 (1), 46, 2022 | 14 | 2022 |
| From oil to stock markets K Guesmi, H Boubaker Journal of Economic Integration, 103-133, 2016 | 14 | 2016 |
| A Hybrid ARFIMA wavelet artificial neural network model for DJIA Index forecasting H Boubaker, G Canarella, R Gupta, SM Miller Computational Economics 62 (4), 1801-1843, 2023 | 13 | 2023 |
| Time-varying persistence of inflation: evidence from a wavelet-based approach H Boubaker, G Canarella, R Gupta, SM Miller Studies in Nonlinear Dynamics & Econometrics 21 (4), 20160130, 2017 | 12 | 2017 |
| Wavelet estimation of Gegenbauer processes: Simulation and empirical application H Boubaker Computational Economics 46, 551-574, 2015 | 11 | 2015 |
Nadia SghaierMaître assistante, Faculté des sciences économiques et de gestion de Tunis, TunisieПотвърден имейл адрес: fsegt.utm.tn
