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Ahmed GHORBEL
Ahmed GHORBEL
Full Professor, Quantitative Methods, University of Sfax, Tunisia
Verified email at fsegs.usf.tn - Homepage
Title
Cited by
Cited by
Year
A survey of control-chart pattern-recognition literature (1991–2010) based on a new conceptual classification scheme
W Hachicha, A Ghorbel
Computers & Industrial Engineering 63 (1), 204-222, 2012
1842012
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold
R Chemkha, A BenSaïda, A Ghorbel, T Tayachi
The Quarterly Review of Economics and Finance 82, 71-85, 2021
1482021
Optimization of a supply portfolio in context of Supply Chain Risk Management: Literature review
LD Hamdi Faiza, Ahmed Ghorbel, Faouzi Masmoudi
Journal of Intelligent Manufact 28 (4), 2015
102*2015
Energy portfolio risk management using time-varying extreme value copula methods
A Ghorbel, A Trabelsi
Economic Modelling 38, 470-485, 2014
862014
Effect of oil price volatility on Tunisian stock market at sector-level and effectiveness of hedging strategy
W Hamma, A Jarboui, A Ghorbel
Procedia Economics and Finance 13, 109-127, 2014
762014
Predictive performance of conditional extreme value theory in value-at-risk estimation
A Ghorbel, A Trabelsi
International Journal of Monetary Economics and Finance 1 (2), 121-148, 2008
612008
Measure of financial risk using conditional extreme value copulas with EVT margins
A Ghorbel, A Trabelsi
Journal of Risk 11 (4), 51, 2009
472009
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management
R Chemkha, A BenSaïda, A Ghorbel
Journal of Multinational Financial Management 59, 100666, 2021
382021
Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models
M Fakhfekh, A Jeribi, A Ghorbel, N Hachicha
International Journal of Emerging Markets 18 (4), 978-1006, 2021
282021
Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
A Ghorbel, W Hamma, A Jarboui
Journal of Applied Statistics 44 (9), 1509-1542, 2017
282017
Design process improvement through the DMAIC Sigma approach: a wood consumption case study
T Sadraoui, A Ghorbel
International Journal of Productivity and Quality Management 7 (2), 229-262, 2011
212011
Defining and measuring supply chain performance: A systematic literature review
F Lehyani, A Zouari, A Ghorbel, M Tollenaere
Engineering management journal 33 (4), 283-313, 2021
202021
Supplier selection and order allocation under disruption risk
F Hamdi, L Dupont, A Ghorbel, F Masmoudi
IFAC-PapersOnLine 49 (12), 449-454, 2016
182016
Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models
N Hachicha, A Ghorbel, MC Feki, S Tahi, FA Dammak
Borsa Istanbul Review 22 (2), 209-225, 2022
162022
Bitcoin, VIX futures and CDS: a triangle for hedging the international equity portfolios
ahmed ghorbel Rania Zghal
International Journal of Emerging Markets 17 (ahead-of-print), 2020
16*2020
A comparative study of GOM, uLBP, VLC and fractional Eigenfaces for face recognition
A Ghorbel, I Tajouri, W Aydi, N Masmoudi
2016 International Image Processing, Applications and Systems (IPAS), 1-5, 2016
162016
The risk in Petroleum Supply Chain: A review and typology
RB Amor, A Ghorbel
International Journal of Scientific & Engineering Research 9 (2), 141-163, 2018
152018
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
A Ghorbel, A Trabelsi
International Journal of Managerial and Financial Accounting 4 (1), 1-28, 2012
132012
Knowledge management and total quality management impact on employee effectiveness in emerging industries: case of Tunisian small and medium enterprises
F Lehyani, A Zouari, A Ghorbel, M Tollenaere, JC Sá
Sustainability 15 (5), 3872, 2023
122023
Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures
R Zghal, A Ghorbel, M Triki
Borsa Istanbul Review 18 (4), 312-328, 2018
122018
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Articles 1–20