Zied Ftiti

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
Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? Annals of Operations Research	2024-02-08	Paper
Causal relationships between inflation and inflation uncertainty Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
Sovereign bond market integration in the euro area: a new empirical conceptualization Annals of Operations Research	2022-11-15	Paper
Measuring extreme risk dependence between the oil and gas markets Annals of Operations Research	2022-07-05	Paper
On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach Annals of Operations Research	2022-07-05	Paper
Spatial contagion between financial markets: new evidence of asymmetric measures 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
Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach 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
Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis Annals of Operations Research	2021-05-05	Paper
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets Journal of Economic Dynamics and Control	2018-08-13	Paper

Research outcomes over time

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