Wael Louhichi

Available identifiers

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

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