Search Results - "Kaffel, Bilel"

Journal Article

The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators

by Abid, Fathi Abid, Fathi Kaffel, Bilel Kaffel, Bilel Published in Review of quantitative finance and accounting (01.02.2018)

“...The major problem facing olive oil producers each winter campaign, contrary to what is expected, is not whether the harvest will be good or not but whether the...”

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Journal Article

CDS-based implied probability of default estimation

by Abid, Amira Abid, Fathi Kaffel, Bilel Published in The journal of risk finance (21.07.2020)

“...Purpose This study aims to shed more light on the relationship between probability of default, investment horizons and rating classes to make decision-making...”

Journal Article

A methodology for the choice of the best fitting continuous-time stochastic models of crude oil price

by Kaffel, Bilel Abid, Fathi Published in The Quarterly review of economics and finance (2009)

“...The crude oil price is generally considered as the fundamental factor in the valuation of undeveloped reserves but it is not the unique one. Undeveloped field...”

Journal Article

Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes

by Abid, Fathi Kaffel, Bilel Published in Physica A (15.01.2018)

“...Understanding the interrelationships of the global macro assets is crucial for global macro investing. This paper investigates the local variance and the...”

Journal Article

A methodology to evaluate an option to defer an oilfield development

by Abid, Fathi Kaffel, Bilel Published in Journal of petroleum science & engineering (2009)

“...The purpose of this paper is the valuation of an option to defer an oilfield development. A methodology is implemented to determine the suitable...”

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