Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations ME Arouri, H Ben Ameur, N Jawadi, F Jawadi, W Louhichi Applied Economics 45 (24), 3412-3420, 2013 | 172 | 2013 |
Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market Z Ftiti, HB Ameur, W Louhichi Economic modelling 99, 105484, 2021 | 104 | 2021 |
On oil-US exchange rate volatility relationships: An intraday analysis F Jawadi, W Louhichi, HB Ameur, AI Cheffou Economic Modelling 59, 329-334, 2016 | 76 | 2016 |
The effects of regulation and supervision on European banking profitability and risk: A panel data investigation FB Bouheni, HB Ameur, AI Cheffou, F Jawadi Journal of Applied Business Research 30 (6), 1665, 2014 | 72 | 2014 |
Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak? Z Ftiti, W Louhichi, H Ben Ameur Annals of Operations Research 330 (1), 665-690, 2023 | 63 | 2023 |
Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries W Louhichi, Z Ftiti, HB Ameur Technological Forecasting and Social Change 167, 120732, 2021 | 49 | 2021 |
Forecasting commodity prices: empirical evidence using deep learning tools H Ben Ameur, S Boubaker, Z Ftiti, W Louhichi, K Tissaoui Annals of Operations Research 339 (1), 349-367, 2024 | 41 | 2024 |
Portfolio insurance: Gap risk under conditional multiples HB Ameur, JL Prigent European Journal of Operational Research 236 (1), 238-253, 2014 | 40 | 2014 |
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets HB Ameur, F Jawadi, N Jawadi, AI Cheffou Economic Modelling 88, 200-210, 2020 | 36 | 2020 |
Revisiting the relationship between spot and futures markets: Evidence from commodity markets and NARDL framework HB Ameur, Z Ftiti, W Louhichi Annals of Operations Research 313 (1), 171-189, 2022 | 33 | 2022 |
Recent developments in exchange rate pass-through: What have we learned from uncertain times? NB Cheikh, YB Zaied, HB Ameur Journal of International Money and Finance 131, 102805, 2023 | 27 | 2023 |
The Brexit impact on European market co-movements H Ben Ameur, W Louhichi Annals of Operations Research 313 (2), 1387-1403, 2022 | 24 | 2022 |
Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis F Jawadi, N Jawadi, AI Cheffou, HB Ameur, W Louhichi Economic Modelling 67, 300-306, 2017 | 24 | 2017 |
Time-varying risk premiums in the framework of wine investment E Le Fur, HB Ameur, B Faye Journal of Wine Economics 11 (3), 355-378, 2016 | 24 | 2016 |
When did global warming start? A new baseline for carbon budgeting HB Ameur, X Han, Z Liu, J Peillex Economic Modelling 116, 106005, 2022 | 23 | 2022 |
Do jumps and co-jumps improve volatility forecasting of oil and currency markets? F Jawadi, W Louhichi, HB Ameur, Z Ftiti The Energy Journal 40 (2_suppl), 131-156, 2019 | 23 | 2019 |
Financial market contagion and fine wines: The evidence of the ADCC GARCH model EL Fur, HB Ameur, E Braune, B Faye International journal of entrepreneurship and small business 29 (4), 583-601, 2016 | 23 | 2016 |
Volatility transmission to the fine wine market HB Ameur, E Le Fur Economic Modelling 85, 307-316, 2020 | 21 | 2020 |
Measuring extreme risk dependence between the oil and gas markets H Ben Ameur, Z Ftiti, F Jawadi, W Louhichi Annals of Operations Research 313 (2), 755-772, 2022 | 20 | 2022 |
Risk management of time varying floors for dynamic portfolio insurance HB Ameur, JL Prigent European Journal of Operational Research 269 (1), 363-381, 2018 | 20 | 2018 |