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Amine Lahiani

Personal Details

First Name:Amine
Middle Name:
Last Name:Lahiani
Suffix:
RePEc Short-ID:pla575
[This author has chosen not to make the email address public]

Affiliation

Laboratoire d'Économie d'Orléans (LEO)
Faculté de droit, d'économie et de gestion
Université d'Orléans

Orléans, France
http://www.leo-univ-orleans.fr/
RePEc:edi:leorlfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014. "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers 201456, University of Pretoria, Department of Economics.
  2. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices," Working Papers 2014-82, Department of Research, Ipag Business School.
  3. Amine Lahiani & Duc Khuong Nguyen & Thierry Vo, 2014. "Understanding return and volatility spillovers among major agricultural commodities," Working Papers 2014-243, Department of Research, Ipag Business School.
  4. Abdul Aleem & Amine Lahiani, 2014. "A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico," Post-Print halshs-01022416, HAL.
  5. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," NIPE Working Papers 06/2014, NIPE - Universidade do Minho.
  6. Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Post-Print halshs-01022598, HAL.
  7. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2014. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Working Papers 2014-50, Department of Research, Ipag Business School.
  8. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Working Papers hal-00798036, HAL.
  9. Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2013. "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers hal-00798038, HAL.
  10. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.
  11. Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," EcoMod2011 2820, EcoMod.
  12. Igor LEBRUN & Ludovic DOBBELAERE, 2010. "A Macro-econometric Model for the Economy of Lesotho," EcoMod2010 259600102, EcoMod.
  13. Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  14. Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  15. Amine LAHIANI & Mohamed EL HEDI AROURI & Duc KHUONG NGUYEN, 2010. "Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models," EcoMod2010 259600101, EcoMod.
  16. Amine LAHIANI & Olivier SCAILLET, 2008. "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series 08-42, Swiss Finance Institute.
  17. Lahiani, Amine & Yousfi, Ouidad, 2007. "Modèls Garch à la mémoire longue: application aux taux de change tunisiens [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper 28702, University Library of Munich, Germany, revised 2008.
  18. Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers 2006-17, University of Paris Nanterre, EconomiX.

Articles

  1. Hoang, Thi Hong Van & Lahiani, Amine & Heller, David, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Economic Modelling, Elsevier, vol. 54(C), pages 54-66.
  2. Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 443-456.
  3. Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 173-187.
  4. Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M., 2015. "An empirical analysis of energy cost pass-through to CO2 emission prices," Energy Economics, Elsevier, vol. 49(C), pages 149-156.
  5. El Hedi Arouri, Mohamed & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "World gold prices and stock returns in China: Insights for hedging and diversification strategies," Economic Modelling, Elsevier, vol. 44(C), pages 273-282.
  6. Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI, 2015. "Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 231-258.
  7. Aleem, Abdul & Lahiani, Amine, 2014. "A threshold vector autoregression model of exchange rate pass-through in Mexico," Research in International Business and Finance, Elsevier, vol. 30(C), pages 24-33.
  8. Aleem, Abdul & Lahiani, Amine, 2014. "Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries," Economic Modelling, Elsevier, vol. 43(C), pages 21-29.
  9. Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Energy Policy, Elsevier, vol. 65(C), pages 567-573.
  10. Baaziz, Yosra & Labidi, Moez & Lahiani, Amine, 2013. "Does the South African Reserve Bank follow a nonlinear interest rate reaction function?," Economic Modelling, Elsevier, vol. 35(C), pages 272-282.
  11. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, vol. 40(C), pages 832-844.
  12. Aymen Belgacem & Amine Lahiani, 2012. "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1509-1526.
  13. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 207-218.
  14. Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  15. Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Oil-stock volatility transmission, portfolio selection and hedging," Economics Bulletin, AccessEcon, vol. 32(4), pages 2768-2778.
  16. Abdul Aleem & Amine Lahiani, 2011. "Estimation and evaluation of core inflation measures," Applied Economics, Taylor & Francis Journals, vol. 43(25), pages 3619-3629.
  17. Nikolay Nenovsky & Amine Lahiani & Petar Chobanov, 2011. "Empirical Investigation of Systemic Risk in the New EU States," Economics Bulletin, AccessEcon, vol. 31(2), pages 1401-1412.
  18. Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," Economic Modelling, Elsevier, vol. 28(4), pages 1815-1825, July.
  19. Aleem, Abdul & Lahiani, Amine, 2011. "Monetary policy rules for a developing country: Evidence from Pakistan," Journal of Asian Economics, Elsevier, vol. 22(6), pages 483-494.
  20. Lahiani, A. & Scaillet, O., 2009. "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, vol. 25(2), pages 418-428.
  21. Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 479-500, December.

Chapters


    RePEc:erf:erfssc:65-5 is not listed on IDEAS

Books

  1. Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & To, 2011. "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3 edited by Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Closeness measure in co-authorship network
  3. Betweenness measure in co-authorship network
  4. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (6) 2013-03-16 2014-02-08 2014-02-08 2014-08-28 2016-03-10 2016-03-17. Author is listed
  2. NEP-ENV: Environmental Economics (3) 2014-02-08 2014-02-08 2016-03-17
  3. NEP-RMG: Risk Management (3) 2013-03-16 2014-03-15 2014-05-04
  4. NEP-TRA: Transition Economics (3) 2011-04-30 2013-03-16 2014-03-15
  5. NEP-CBA: Central Banking (2) 2011-04-30 2014-08-25
  6. NEP-MAC: Macroeconomics (2) 2011-04-30 2016-03-10
  7. NEP-MON: Monetary Economics (2) 2011-04-30 2014-08-25
  8. NEP-REG: Regulation (2) 2014-02-08 2016-03-17
  9. NEP-AGR: Agricultural Economics (1) 2014-05-04
  10. NEP-COM: Industrial Competition (1) 2014-08-28
  11. NEP-CWA: Central and Western Asia (1) 2013-03-16
  12. NEP-ECM: Econometrics (1) 2007-02-17
  13. NEP-EEC: European Economics (1) 2011-04-30
  14. NEP-FOR: Forecasting (1) 2013-03-16
  15. NEP-OPM: Open Economy Macroeconomics (1) 2014-08-25

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