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Riadh Aloui
Riadh Aloui
Associate Professor, Tunis Business School
Verified email at tunis-business-school.tn
Title
Cited by
Cited by
Year
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
R Aloui, MSB Aïssa, DK Nguyen
Journal of Banking & Finance 35 (1), 130-141, 2011
7292011
Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach
R Aloui, MSB Aïssa, DK Nguyen
Journal of International Money and Finance 32, 719-738, 2013
3922013
A time-varying copula approach to oil and stock market dependence: The case of transition economies
R Aloui, S Hammoudeh, DK Nguyen
Energy Economics 39, 208-221, 2013
2702013
Uncertainty and crude oil returns
R Aloui, R Gupta, SM Miller
Energy Economics 55, 92-100, 2016
2532016
Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method
R Aloui, MSB Aïssa
The North American Journal of Economics and Finance 37, 458-471, 2016
1322016
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
R Aloui, MSB Aïssa, S Hammoudeh, DK Nguyen
Energy Economics 42, 332-342, 2014
852014
Machine learning models and cost-sensitive decision trees for bond rating prediction
SB Jabeur, A Sadaaoui, A Sghaier, R Aloui
Journal of the Operational Research Society 71 (8), 1161-1179, 2020
552020
Tail risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis
R Aloui, S Ben Jabeur, W Mefteh Salma
Research in International Business and Finance, https://doi.org/10.1016/j …, 2022
162022
A wavelet-based copula approach for modeling market risk in agricultural commodity markets
R Aloui, MSB Aissa, DK Nguyen
Department of Research, Ipag Business School Working Papers, 2014
52014
A Copula Approach to Dependence Structure in Petroleum Markets
R Aloui, MSB Aïssa, DK Nguyen
Rethinking Valuation and Pricing Models, 317-329, 2013
12013
Journal of International Money and Finance
R Aloui, MSB Aïssa, DK Nguyen
Journal of International Money and Finance 32, 719-738, 2013
2013
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Articles 1–11