Search Results - "Abid, Ilyes"

Corporate social responsibility and firm value: Guiding through economic policy uncertainty by Rjiba, Hatem, Jahmane, Abderrahman, Abid, Ilyes

“…•CSR investments offset the negative impact of economic policy uncertainty on firm financial performance.•During times of high economic uncertainty, the…”
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Renewable energy consumption, globalization, and economic growth shocks: Evidence from G7 countries by Urom, Christian, Abid, Ilyes, Guesmi, Khaled, Ndubuisi, Gideon

“…This paper examines the asymmetric responses of renewable energy (RE) technology to globalization and economic growth shocks across the G7 countries using the…”
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Hedging and diversification across commodity assets by Abid, Ilyes, Dhaoui, Abderrazak, Goutte, Stéphane, Guesmi, Khaled

“…We investigate the conditional cross effects and volatility spillover between equity markets and commodity markets (oil and gold), Fama and French HML and SMB…”
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Oil Price Risk and Financial Contagion by Guesmi, Khaled, Abid, Ilyes, Creti, Anna, Chevallier, Julien

“…In this paper we test for the existence of equity market contagion, originating from oil price fluctuations, to regional and domestic stock markets. The data…”
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Optimal strategy between extraction and storage of crude oil by Abid, Ilyes, Goutte, Stéphane, Mkaouar, Farid, Guesmi, Khaled

“…This paper deals with the optimal choice between extraction and storage of crude oil over time. An oil producer should decide on the proportion of oil…”
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Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity by Abid, Ilyes, Mkaouar, Farid, Kaabia, Olfa

“…This paper illustrates the importance of referring to a dynamic approach when forecasting firms bankruptcies, paying a particular attention to French SMEs…”
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A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates by Mkaouar, Farid, Prigent, Jean-Luc, Abid, Ilyes

“…We consider the long term portfolio management problem, under stochastic rates and inflation risk. Five basic financial assets are considered: a money market…”
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Oil price shocks, equity markets, and contagion effect in OECD countries by Guesmi, Khaled, Abid, Ilyes, Creti, Anna, Ftiti, Zied

“…This paper revisits the dynamic linkages between the Brent oil market and OECD stock markets. Econometrically, we use a multivariate corrected dynamic…”
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On the time varying relationship between oil price and G7 equity index: a multivariate approach by Guesmi, Khaled, Fiti, Zied, Abid, Ilyes, Uddin, Gazi Salah

“…The aim of this paper is to investigate the interaction between G7 stock markets and oil prices during the period 1998-2013. We employ a multivariate approach…”
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Portfolio diversification with virtual currency: Evidence from bitcoin by Guesmi, Khaled, Saadi, Samir, Abid, Ilyes, Ftiti, Zied

“…The paper investigates the proprieties of Bitcoin in the financial markets. Specifically, we explore the conditional cross effects and volatility spillover…”
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Greece's Stock Market Integration with Southeast Europe by Guesmi, Khaled, Ftiti, Zied, Abid, Ilyes

“…This paper analyzes the time-varying integration of the Greek stock market from a regional perspective by using a conditional version of the international…”
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Greece’s Stock Market Integration with Southeast Europe by Guesmi, Khaled, Ftiti, Zied, Abid, Ilyes

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Financial development and energy consumption: Is the MENA region different? by Gaies, Brahim, Kaabia, Olfa, Ayadi, Rim, Guesmi, Khaled, Abid, Ilyes

“…This paper examines the relationship between financial development and energy consumption estimations in the major MENA countries (Algeria, Bahrain, Egypt,…”
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Green markets integration in different time scales: A regional analysis by Urom, Christian, Mzoughi, Hela, Abid, Ilyes, Brahim, Mariem

“…This paper examines the interactions among regional green energy equity markets and their dependence and connectedness with both uncertainties and price…”
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Quantile spillovers and dependence between Bitcoin, equities and strategic commodities by Urom, Christian, Abid, Ilyes, Guesmi, Khaled, Chevallier, Julien

“…This paper has two aims. We first examine the dynamic spillovers between Bitcoin and 12 developed equities, gold, and crude oil for different market conditions…”
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Too big to be ignored: How energy poverty undermines productive efficiency by Ndubuisi, Gideon, Denis, Yuni, Urom, Christian, Abid, Ilyes

“…Productive efficiency has far-reaching implications on the direction of economic growth and welfare. While this has led to an expansive literature on the…”
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Dynamic integration and transmission channels among interest rates and oil price shocks by Urom, Christian, Guesmi, Khaled, Abid, Ilyes, Dagher, Leila

“…•Dynamic integration among oil price shocks and interest rates in Asia, EU, and the U.S.•Evidence of time variation in the co-movement of interest rates and…”
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Oil price and stock market co-movement: What can we learn from time-scale approaches? by Ftiti, Zied, Guesmi, Khaled, Abid, Ilyes

“…This paper study the relationship between oil and stock markets in G7 countries, by distinguishing between interactions based on fundamentals (long-term…”
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A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction by Abid, Ilyes, Ayadi, Rim, Guesmi, Khaled, Mkaouar, Farid

“…The purpose of the paper is to propose two new procedures that deal with overfitting problem using neural techniques for variable selection and business…”
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PGP for portfolio optimization: application to ESG index family by Abid, Ilyes, Urom, Christian, Peillex, Jonathan, Karmani, Majdi, Ndubuisi, Gideon

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