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Hachmi Ben Ameur

Personal Details

First Name:Hachmi
Middle Name:
Last Name:Ben Ameur
Suffix:
RePEc Short-ID:pbe925
[This author has chosen not to make the email address public]

Affiliation

Institut des Hautes Études Économiques et Commerciales (INSEEC)

Paris, France
http://www.inseec-france.com/
RePEc:edi:insecfr (more details at EDIRC)

Research output

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Working papers

  1. Hachmi Ben Ameur & Selma Boussetta, 2023. "Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic," Post-Print hal-04255590, HAL.
  2. Hachmi Ben Ameur & Xuyuan Han & Zhenya Liu & Jonathan Peillex, 2022. "When did global warming start? A new baseline for carbon budgeting," Post-Print hal-04077724, HAL.
  3. Hachmi Ben Ameur & Zied Ftiti & Wael Louhichi & Jean-Luc Prigent, 2022. "Crises and Uncertainty in the Economy," Post-Print hal-04263649, HAL.
  4. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Hachmi Ben Ameur, 2021. "Conventional and Islamic stock market liquidity and volatility during COVID 19," Post-Print hal-04478768, HAL.
  5. Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet, 2021. "Does the Real Business Cycle Help Forecast the Financial Cycle?," Post-Print hal-04478764, HAL.
  6. Eric Le Fur & Hachmi Ben Ameur, 2020. "Volatility transmission to the fine wine market," Post-Print hal-03431283, HAL.
  7. Hachmi Ben Ameur & Mouna Boujelbène & Jean-Luc Prigent & Emna Triki, 2020. "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Post-Print hal-03679693, HAL.
  8. H. Ben Ameur & Jean-Luc Prigent, 2018. "Risk management of time varying floors for dynamic portfolio insurance," Post-Print hal-03679408, HAL.
  9. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," EconomiX Working Papers 2017-11, University of Paris Nanterre, EconomiX.
  10. Makram Bellalah & Mondher Bellalah & H. Ben Ameur & R. Ben Hafsia, 2017. "Does the equity premium puzzle persist during financial crisis? The case of the French equity market," Post-Print hal-03819794, HAL.
  11. Eric Le Fur & Hachmi Ben Ameur & Eric Braune & Benoit Faye, 2016. "Financial market contagion and fine wines: the evidence of the ADCC GARCH model," Post-Print hal-03897774, HAL.
  12. Eric Le Fur & Hachmi Ben Ameur & Benoit Faye, 2016. "Time-Varying Risk Premiums in the Framework of Wine Investment," Post-Print hal-03930353, HAL.
  13. Jean-Luc Prigent & H. Ben Ameur & J.L. Prigent, 2014. "Portfolio insurance: Gap risk under conditional multiples," Post-Print hal-03679707, HAL.
  14. Faten Ben Bouheni & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou & Fredj Jawadi, 2014. "The effects of regulation and supervision on european banking profitability and risk: a panel data investigation," Grenoble Ecole de Management (Post-Print) hal-04123845, HAL.
  15. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis," Grenoble Ecole de Management (Post-Print) halshs-00875569, HAL.
  16. Jean-Luc Prigent & H. Ben Ameur & J.L. Prigent, 2013. "Optimal portfolio positioning under ambiguity," Post-Print hal-03679709, HAL.
  17. Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Grenoble Ecole de Management (Post-Print) halshs-00875595, HAL.
  18. Jean-Luc Prigent & Hachmi Ben Ameur & Jean Luc Prigent, 2010. "Behaviour towards Risk in Structured Portfolio Management," Post-Print hal-03679713, HAL.

Articles

  1. Mohamed Arbi Madani & Bochra Mannai & Hachmi Ben Ameur, 2026. "Institutional Quality and Financial Development as Keys to Green Tech Innovation: New Global Evidence," The Financial Review, Eastern Finance Association, vol. 61(1), pages 261-278, February.
  2. Hachmi Ben Ameur & Roberto Casarin & Massimiliano Caporin & Zied Ftiti & Bertrand B. Maillet, 2026. "Towards a better understanding of financial and economic systems’ complexities: some new evidence coming from artificial intelligence, machine learning and big data advanced technologies," Annals of Operations Research, Springer, vol. 357(1), pages 1-10, February.
  3. Ftiti, Zied & Awijen, Haithem & Ben Ameur, Hachmi & Louhichi, Wael, 2025. "Understanding the drivers of energy capacity transitions: New evidence from a dual approach," Energy Economics, Elsevier, vol. 141(C).
  4. Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Wael, 2025. "Do ESG investments improve portfolio diversification and risk management during times of uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 103(C).
  5. Haithem Awijen & Hachmi Ben Ameur & Zied Ftiti & Waël Louhichi, 2025. "Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models," Annals of Operations Research, Springer, vol. 345(2), pages 979-1002, February.
  6. Hachmi Ben Ameur & Selma Boussetta, 2025. "Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 149-183, July.
  7. Hachmi Ben Ameur & Sahbi Boubaker & Zied Ftiti & Wael Louhichi & Kais Tissaoui, 2024. "Forecasting commodity prices: empirical evidence using deep learning tools," Annals of Operations Research, Springer, vol. 339(1), pages 349-367, August.
  8. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Wael & Anastasiou, Dimitris & Awijen, Haithem, 2024. "Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences," Journal of International Money and Finance, Elsevier, vol. 142(C).
  9. Haithem Awijen & Hachmi Ben Ameur & Nidhaleddine Ben Cheikh & Younes Ben Zaied, 2024. "Politically connected CEOs and risk-taking behaviour: comparative evidence from private and foreign-owned banks in China," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 18(4/5), pages 522-553.
  10. Hachmi Ben Ameur & Ephraim Clark & Zied Ftiti & Jean-Luc Prigent, 2024. "Operational research insights on risk, resilience & dynamics of financial & economic systems," Annals of Operations Research, Springer, vol. 334(1), pages 1-6, March.
  11. Hachmi Ben Ameur & Zied Ftiti & Waël Louhichi, 2024. "Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition," Annals of Operations Research, Springer, vol. 341(2), pages 757-779, October.
  12. Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024. "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, vol. 94(C).
  13. Hachmi Ben Ameur & Zied Ftiti & Eric Le Fur, 2024. "What can we learn from the analysis of the fine wines market efficiency?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 703-718, January.
  14. Zied Ftiti & Wael Louhichi & Hachmi Ben Ameur, 2023. "Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?," Annals of Operations Research, Springer, vol. 330(1), pages 665-690, November.
  15. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Ben Ameur, Hachmi, 2023. "Recent developments in exchange rate pass-through: What have we learned from uncertain times?," Journal of International Money and Finance, Elsevier, vol. 131(C).
  16. Hachmi Ben Ameur & Eric Le Fur & Julien Pillot, 2023. "The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 589-608, August.
  17. Hachmi Ben Ameur & Waël Louhichi, 2022. "The Brexit impact on European market co-movements," Annals of Operations Research, Springer, vol. 313(2), pages 1387-1403, June.
  18. Hachmi Ben Ameur & Zied Ftiti & Waël Louhichi, 2022. "Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework," Annals of Operations Research, Springer, vol. 313(1), pages 171-189, June.
  19. Hachmi Ben Ameur & Zied Ftiti & Fredj Jawadi & Wael Louhichi, 2022. "Measuring extreme risk dependence between the oil and gas markets," Annals of Operations Research, Springer, vol. 313(2), pages 755-772, June.
  20. Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet, 2022. "Does the Real Business Cycle Help Forecast the Financial Cycle?," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1529-1546, December.
  21. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Hachmi Ben Ameur, 2021. "Conventional and Islamic stock market liquidity and volatility during COVID 19," Applied Economics, Taylor & Francis Journals, vol. 53(60), pages 6944-6963, December.
  22. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021. "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, vol. 99(C).
  23. Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël, 2021. "Intraday spillover between commodity markets," Resources Policy, Elsevier, vol. 74(C).
  24. Ben Ameur, Hachmi & Jawadi, Fredj & Jawadi, Nabila & Cheffou, Abdoulkarim Idi, 2020. "Assessing downside and upside risk spillovers across conventional and socially responsible stock markets," Economic Modelling, Elsevier, vol. 88(C), pages 200-210.
  25. Hachmi Ben Ameur & Mouna Boujelbène & J. L. Prigent & Emna Triki, 2020. "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 21-57, June.
  26. Ben Ameur, Hachmi & Le Fur, Eric, 2020. "Volatility transmission to the fine wine market," Economic Modelling, Elsevier, vol. 85(C), pages 307-316.
  27. Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur, 2019. "Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model," Annals of Operations Research, Springer, vol. 281(1), pages 275-295, October.
  28. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Zied Ftiti, 2019. "Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?," The Energy Journal, , vol. 40(2_suppl), pages 131-156, December.
  29. Ben Ameur, Hachmi & Jawadi, Fredj & Louhichi, Wael & Idi Cheffou, Abdoulkarim, 2018. "Modeling International Stock Price Comovements With High-Frequency Data," Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1875-1903, October.
  30. Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
  31. Ben Ameur, H. & Prigent, J.-L., 2018. "Risk management of time varying floors for dynamic portfolio insurance," European Journal of Operational Research, Elsevier, vol. 269(1), pages 363-381.
  32. Nicolas Aubert & Hachmi Ben Ameur & Guillaume Garnotel & Jean‐Luc Prigent, 2018. "Optimal Employee Ownership Contracts Under Ambiguity Aversion," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 238-251, January.
  33. Fredj Jawadi & Nabila Jawadi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "Does Islamic banking performance vary across regions? A new puzzle," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 567-570, May.
  34. Bellelah, M.A. & Bellelah, M.O. & Ben Ameur, H. & Ben Hafsia, R., 2017. "Does the equity premium puzzle persist during financial crisis? The case of the French equity market," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 851-866.
  35. Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017. "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, vol. 67(C), pages 300-306.
  36. Le Fur, Eric & Ben Ameur, Hachmi & Faye, Benoit, 2016. "Time-Varying Risk Premiums in the Framework of Wine Investment," Journal of Wine Economics, Cambridge University Press, vol. 11(3), pages 355-378, December.
  37. Eric Le Fur & Hachmi Ben Ameur & Eric Braune & Benoit Faye, 2016. "Financial market contagion and fine wines: the evidence of the ADCC GARCH model," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 29(4), pages 583-601.
  38. Hachmi Ben Ameur & Faten Ben Bouheni & Abdoulkarim Idi Chefou & Fredj Jawadi, 2016. "Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 58-70, March-Apr.
  39. Ben Ameur, H. & Prigent, J.L., 2014. "Portfolio insurance: Gap risk under conditional multiples," European Journal of Operational Research, Elsevier, vol. 236(1), pages 238-253.
  40. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 499-503, March.
  41. Ameur, H. Ben & Prigent, J.L., 2013. "Optimal portfolio positioning under ambiguity," Economic Modelling, Elsevier, vol. 34(C), pages 89-97.
  42. Hachmi Ben Ameur & Yacouba Gn�gn� & Fredj Jawadi, 2013. "Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1673-1677, December.
  43. M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3412-3420, August.

Chapters

  1. Hachmi Ben Ameur, 2010. "Chapter 9 GARCH Models with CPPI Application," International Symposia in Economic Theory and Econometrics, in: Nonlinear Modeling of Economic and Financial Time-Series, pages 187-205, Emerald Group Publishing Limited.

Books

  1. Hachmi BEN AMEUR & Zied FTITI & Wael LOUHICHI & Jean-Luc PRIGENT (ed.), 2022. "Crises and Uncertainty in the Economy," Springer Books, Springer, number 978-981-19-3296-0, January.
  2. Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), 2021. "Financial and Economic Systems:Transformations and New Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0279, March.

More information

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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 1 paper 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 (1) 2017-03-12

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