Riadh Aloui

Economics and Econometrics · 2011–2016

A researcher in the Science corpus: 4 papers; trusts 26 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 88 citations into it; #5,606 of 23,481 by trust here, #3,601 by citations
• Finance — 51 citations into it; #4,260 of 10,518 by trust here, #2,604 by citations
• Renewable Energy, Sustainability and the Environment — 19 citations into it; #2,826 of 5,212 by trust here, #3,548 by citations

Whom Riadh Aloui trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Genest
2. Wensheng Kang
3. Eric Jondeau
4. Umberto Cherubini
5. Tim Bollerslev
6. Bruno R'emillard
7. H. Manner
8. Eike C. Brechmann
9. Chen Zhou
10. Lutz Kilian

Who trusts Riadh Aloui overall

1. Walid Mensi
2. Rangan Gupta
3. Bing-Yue Liu
4. C. Aloui
5. Wensheng Kang
6. Shawkat Hammoudeh
7. Stephen M. Miller
8. Qiang Ji
9. Fenghua Wen
10. Syed Jawad Hussain Shahzad

Papers from Riadh Aloui's perspective

Ordered by how strongly the researchers Riadh Aloui trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Extreme Correlation of International Equity Markets
3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
4. Testing the Gaussian copula hypothesis for financial assets dependences
5. The Behavior of Stock-Market Prices
6. Measuring Economic Policy Uncertainty
7. Oil shocks, policy uncertainty and stock market return
8. Fonctions de repartition a n dimensions et leurs marges
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers

• Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure? (2011) — 570 citations
• A time-varying copula approach to oil and stock market dependence: The case of transition economies (2013) — 230 citations
• Uncertainty and Crude Oil Returns (2016) — 250 citations
• Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach (2013) — 302 citations