Hachmi Ben Ameur

According to our database, Hachmi Ben Ameur authored at least 10 papers between 2018 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition.

Hachmi Ben Ameur, Zied Ftiti, Waël Louhichi

Ann. Oper. Res., October, 2024

Forecasting commodity prices: empirical evidence using deep learning tools.

Hachmi Ben Ameur, Sahbi Boubaker, Zied Ftiti, Waël Louhichi, Kais Tissaoui

Ann. Oper. Res., August, 2024

Operational research insights on risk, resilience & dynamics of financial & economic systems.

Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti, Jean-Luc Prigent

Ann. Oper. Res., March, 2024

The Role of ICTs on Innovation Process of Environment and Energy Convergence.

Muhammad Azam, Hachmi Ben Ameur, Zied Ftiti, Ahmed Imran Hunjra, Waël Louhichi

IEEE Trans. Engineering Management, 2024

2023

Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?

Zied Ftiti, Waël Louhichi, Hachmi Ben Ameur

Ann. Oper. Res., November, 2023

2022

The Brexit impact on European market co-movements.

Hachmi Ben Ameur, Waël Louhichi

Ann. Oper. Res., 2022

Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework.

Hachmi Ben Ameur, Zied Ftiti, Waël Louhichi

Ann. Oper. Res., 2022

Measuring extreme risk dependence between the oil and gas markets.

Hachmi Ben Ameur, Zied Ftiti, Fredj Jawadi, Waël Louhichi

Ann. Oper. Res., 2022

2019

Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model.

Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou, Hachmi Ben Ameur

Ann. Oper. Res., 2019

2018

Measurement errors in stock markets.

Hachmi Ben Ameur, Fredj Jawadi, Abdoulkarim Idi Cheffou, Waël Louhichi

Ann. Oper. Res., 2018