Zied Ftiti

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
Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak?	2024-02-08	Paper
Causal relationships between inflation and inflation uncertainty	2023-04-17	Paper
Sovereign bond market integration in the euro area: a new empirical conceptualization	2022-11-15	Paper
Measuring extreme risk dependence between the oil and gas markets	2022-07-05	Paper
On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach	2022-07-05	Paper
Spatial contagion between financial markets: new evidence of asymmetric measures	2022-07-05	Paper
Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework	2022-06-30	Paper
Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach	2022-06-30	Paper
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models	2022-03-04	Paper
Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis	2021-05-05	Paper
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets	2018-08-13	Paper

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