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• BESSEC M., FOUQUAU J., MERITET S., 2014. Forecasting electricity spot prices using time-series models with a double temporal segmentationâ€, Working Papers 2014, Department of Research, Ipag Business School.
• BODART V., CANDELON B., CARPANTIER J.-F., 2014. Real exchange rates, commodity prices and structural factors in developing countries, Working Papers 2014-046, Department of Research, Ipag Business School.
• BOUBAKER H, SGHAIER N., 2013. Instability and time-varying dependence structure between oil prices and stock markets in GCC countriesâ€, Working Papers 2013-023, Department of Research, Ipag Business School.
• BOUBAKER H, SGHAIER N., 2014. Modellng Return and Volatility of Oil Price using Dual Long Memory Models, Working Papers 2014- 283, Department of Research, Ipag Business School.
• BOUBAKER H., GUESMI K., NGUYEN D.K., 2014. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis, Working Papers 2014-442, Department of Research, Ipag Business School.
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• CHAIBI A., GOMES M., 2013. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets, Working Papers 2013- 034, Department of Research, Ipag Business School.
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• CHKILI W., HAMMOUDEH S., NGUYEN D.K., 2014. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory , Working Papers 2014-389, Department of Research, Ipag Business School.
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• CRETI A., FTITI Z., GUESMI K., 2014. Oil price impact on financial markets, Working Papers 2014-435, Department of Research, Ipag Business School.
• CRETI A., GUESMI K., ABID I., 2014. Conditional Correlations and Volatility Spillovers between Oil Price and OECD Stock index, Working Papers 2014-065, Department of Research, Ipag Business School.
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• GUESMI K., FATTOUM S., 2014. Measuring contagion effects between crude oil and OECD stock markets, Working Papers 2014-090, Department of Research, Ipag Business School.
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• JAMMAZI R., 2014. Oil shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach, Working Papers 2014- 197, Department of Research, Ipag Business School.
• JEBALI I., AROURI M., TEULON F., 2014. On the effects of world stock market and oil price shocks on food prices : An empirical investigation based on TPVAR models with stochastic volatility, Working Papers 2014-209, Department of Research, Ipag Business School.
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See also Ipag working papers on commodities and energy issues: http://ideas.repec.org/s/ipg/wpaper.html • AJMI A.N., EL MONTASSER G., NGUYEN D.K. (2014), “Carbon emissions – income relationships with structural breaks: the case of the Middle East and North African countries“, Working Papers 2014-296, Department of Research, Ipag Business School.