Wael Louhichi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition Annals of Operations Research	2024-11-27	Paper
Forecasting commodity prices: empirical evidence using deep learning tools Annals of Operations Research	2024-08-19	Paper
The effect of liquidity creation on systemic risk: evidence from European banking sector Annals of Operations Research	2024-05-30	Paper
Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? Annals of Operations Research	2024-02-08	Paper
Measuring extreme risk dependence between the oil and gas markets Annals of Operations Research	2022-07-05	Paper
The Brexit impact on European market co-movements Annals of Operations Research	2022-07-05	Paper
Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework Annals of Operations Research	2022-06-30	Paper
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models Econometric Reviews	2022-03-04	Paper
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model Annals of Operations Research	2020-01-20	Paper
On the reputation of Islamic banks: a panel data qualitative econometrics analysis Open Economies Review	2019-05-23	Paper
Measurement errors in stock markets Annals of Operations Research	2018-10-31	Paper

Research outcomes over time

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