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KRICHENE, NOUREDDINE
(10)
answer(s).
Srl
Item
1
ID:
332427
Crude oil prices: Trends and forecast
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Fourier transform
;
Characteristic function
;
Crude oil prices
;
density forecast
;
Esscher transforms
Export
2
ID:
332418
Crude oil prices:Trends and forecast
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Monetary policy
;
Inverse problem
;
Esscher transform
;
Characteristic function
;
Crude oil prices
;
density forecast
Export
3
ID:
313351
Deriving market expectations for the Euro-dollar exchange rate from option prices
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Volatility
;
Exchange Rates
;
Finite difference
;
Implied risk-neutral distribution
;
Inverse problem
;
Market expectations
;
Options prices
;
Smile
;
State prices
Export
4
ID:
281139
Modeling stochastic volatility with application to stock return
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Stochastic volatility
;
Kalman filter
;
Data augmentation
;
Markov chain
;
Monte Carlo
;
Diagnostics
;
Intergration sampler
;
Particle filtering
Export
5
ID:
320482
Oil and gas model
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Interest Rate
;
Natural Gas
;
Supply
;
Monetary policy
;
Demand
;
Exchange Rate
;
Crude oil
;
Oil shock
;
Elasticity
;
Impulse response
;
Multiplier
Export
6
ID:
101525
Purchasing power parities in five east African countries : Buru
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
IMF
Export
7
ID:
317074
Recent dynamics of crude oil prices
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Option pricing
;
Crude oil
;
Characteristic function
;
Cumulants
;
Fourier inversion
;
Jump-diffusion
;
Kurtosis
;
skewness
;
Varuabce- gamma distribution
Export
8
ID:
332807
Recent inflationary trends in World commodities markets.
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Monetary policy
;
Variance decomposition
;
Common trends
;
Commodities prices
Export
9
ID:
313479
Simultaneous equations model for world crude oil and natural gas markets
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Natural Gas
;
Output
;
Supply
;
Demand
;
Prices
;
Elasticities
;
Crude oil
;
Intrest rates
;
Nominal effective exchange rate
;
Impluse responses
Export
10
ID:
313746
Subordinated levy processes and applications to crude oil options
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Option pricing
;
Volatility
;
Inverse problem
;
Characteristic functions
;
Esscher transform
;
Fourier transform
;
Levy processes
;
Risk-neural density
Export
