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Ibrahim Ahamada

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Personal Details

First Name:Ibrahim
Middle Name:
Last Name:Ahamada
Suffix:
RePEc Short-ID:pah36
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Terminal Degree: Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM); École d'Économie d'Aix-Marseille; Aix-Marseille Université (from RePEc Genealogy)

Affiliation

Paris School of Economics

Paris, France
http://www.parisschoolofeconomics.eu/
RePEc:edi:eeparfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Ibrahim Ahamada & Djamel Kirat, 2018. "Non-linear Pass-Through of the CO2 Emission-Allowance Price onto Wholesale Electricity Prices," Post-Print hal-03532528, HAL.
  2. Ibrahim Ahamada & Mouez Fodha & Djamel Kirat, 2017. "Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences," Post-Print halshs-01630664, HAL.
  3. Ibrahim Ahamada & Djamel Kirat, 2015. "The impact of phase II of the EU ETS on wholesale electricity prices," Post-Print insu-01558352, HAL.
  4. Ibrahim Ahamada & Sanchez José Luis Diaz, 2013. "A retrospective analysis of the house prices macro-relationship in the United States," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00816717, HAL.
  5. Ibrahim Ahamada & Philippe Jolivaldt, 2013. "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00768502, HAL.
  6. Ibrahim Ahamada & Mohamed Boutahar, 2012. "Power of the KPSS test against shift in variance: a further investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00678525, HAL.
  7. Ibrahim Ahamada & Djamel Kirat, 2012. "The impact of phase II of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673918, HAL.
  8. Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717629, HAL.
  9. Ibrahim Ahamada & Djamel Kira, 2011. "L'impact de la contrainte carbone sur le secteur électrique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629901, HAL.
  10. Ibrahim Ahamada & Djamel Kirat, 2011. "The impact of the European Union Emission Trading Scheme on electricity generation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629900, HAL.
  11. Ibrahim Ahamada & Mohamed Boutahar, 2010. "The power of some standard tests of stationarity against changes in the unconditional variance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476024, HAL.
  12. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476022, HAL.
  13. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00554485, HAL.
  14. Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00378317, HAL.
  15. Jean-François Hoarau & Ibrahim Ahamada & Alain Nurbel, 2008. "Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272862, HAL.
  16. Ibrahim Ahamada & Emmanuel Flachaire, 2008. "Économétrie Non-Paramétrique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00310482, HAL.
  17. Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00275767, HAL.
  18. Ibrahim Ahamada & Emmanuel Flachaire & Marion Lubat, 2007. "Prix des logements et autocorrélation spatiale : une approche semi-paramétrique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00266333, HAL.
  19. Alain Nurbel & Ibrahim Ahamada, 2007. "Les Méthodes de la statistique descriptive - Tome I," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272866, HAL.
  20. Ibrahim Ahamada & Mohamed Safouane Ben Aïssa, 2005. "Changements Structurels dans la Dynamique de l'Inflation aux États-Unis : Approches Non Paramétriques," Post-Print halshs-00272864, HAL.
  21. Ibrahim Ahamada, 2004. "A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272868, HAL.
  22. Leïla Nouira & Ibrahim Ahamada & Jamel Jouini & Alain Nurbel, 2004. "Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272871, HAL.
  23. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272867, HAL.
  24. Ibrahim Ahamada & Mohamed Safouane Ben Aïssa, 2004. "Testing Multiple Structural Changes in US output Gap Dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272926, HAL.
  25. Ibrahim Ahamada, 2003. "Non Stationarity Characteristics of the S&P500 Returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272870, HAL.
  26. Ibrahim Ahamada & Mohamed Boutahar, 2002. "Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272869, HAL.

Articles

  1. Ibrahim Ahamada & Mouez Fodha & Djamel Kirat, 2017. "Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences," Revue d'économie politique, Dalloz, vol. 127(3), pages 353-374.
  2. Djamel Kirat & Ibrahim Ahamada, 2016. "Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2350-2364.
  3. Ibrahim Ahamada & Djamel Kirat, 2015. "The impact of phase II of the EU ETS on wholesale electricity prices," Revue d'économie politique, Dalloz, vol. 125(6), pages 887-908.
  4. Ibrahim Ahamada & Jose Luis Diaz Sanchez, 2013. "A Retrospective Analysis of the House Prices Macro-Relationship in the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 153-174, December.
  5. Ahamada, Ibrahim & Jolivaldt, Philippe, 2013. "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, vol. 31(C), pages 460-466.
  6. Ahamada Ibrahim & Boutahar Mohamed, 2012. "Power of the KPSS test against shift in variance: a further investigation," Economics Bulletin, AccessEcon, vol. 32(1), pages 854-865.
  7. Kirat, Djamel & Ahamada, Ibrahim, 2011. "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, vol. 33(5), pages 995-1003, September.
  8. Ibrahim Ahamada & Djamel Kirat, 2011. "L'impact de la contrainte carbone sur le secteur électrique," Revue d'économie politique, Dalloz, vol. 121(2), pages 259-281.
  9. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique," Economie & Prévision, La Documentation Française, vol. 0(4), pages 149-161.
  10. Alain Nurbel & Ibrahim Ahamada, 2008. "Investissements directs étrangers entrants et développement : l'enjeu de la capacité d'absorption," Mondes en développement, De Boeck Université, vol. 0(3), pages 79-96.
  11. Jean-Francois Hoarau & Ibrahim Ahamada & Alain Nurbel, 2007. "Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar," Applied Economics Letters, Taylor & Francis Journals, vol. 15(2), pages 101-104.
  12. Ahamada Ibrahim, 2004. "A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate," Economics Bulletin, AccessEcon, vol. 3(4), pages 1-5.
  13. Leila Nouira & Ibrahim Ahamada & Jamel Jouini & Alain Nurbel, 2004. "Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns," Applied Economics Letters, Taylor & Francis Journals, vol. 11(9), pages 591-594.
  14. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density," Applied Economics, Taylor & Francis Journals, vol. 36(10), pages 1095-1101.
  15. Ahamada Ibrahim, 2003. "Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-7.
  16. Ahamada, Ibrahim, 2002. "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density," Economics Letters, Elsevier, vol. 77(2), pages 177-186, October.

Books

  1. Ahamada, Ibrahim & Flachaire, Emmanuel, 2010. "Non-Parametric Econometrics," OUP Catalogue, Oxford University Press, number 9780199578009, Decembrie.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ibrahim Ahamada & Djamel Kirat, 2018. "Non-linear Pass-Through of the CO2 Emission-Allowance Price onto Wholesale Electricity Prices," Post-Print hal-03532528, HAL.

    Cited by:

    1. Guo, B. & Castagneto Gissey, G., 2019. "Cost Pass-through in the British Wholesale Electricity Market," Cambridge Working Papers in Economics 1997, Faculty of Economics, University of Cambridge.
    2. Massimiliano Caporin & Fulvio Fontini & Samuele Segato, 2021. "Has the EU-ETS Financed the Energy Transition of the Italian Power System?," IJFS, MDPI, vol. 9(4), pages 1-15, December.
    3. Ping Fang & Liang Wan & Wenpei Fang, 2023. "The Choice of Cooperative Governance Mechanism in Open Innovation Projects under the Synergy of the Electricity–Carbon Market," Energies, MDPI, vol. 16(17), pages 1-15, August.
    4. Bowei Guo & Giorgio Castagneto Gissey, 2019. "Cost Pass-through in the British Wholesale Electricity Market: Implications of Brexit and the ETS reform," Working Papers EPRG1937, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.

  2. Ibrahim Ahamada & Mouez Fodha & Djamel Kirat, 2017. "Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences," Post-Print halshs-01630664, HAL.

    Cited by:

    1. Dorothée Charlier & Mouez Fodha & Djamel Kirat, 2023. "Residential CO2 Emissions in Europe and Carbon Taxation: A Country-Level Assessment," Post-Print hal-03901487, HAL.
    2. Rufaro Garidzirai, 2020. "Time Series Analysis of Carbon Dioxide Emission, Population, Carbon Tax and Energy use in South Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 353-360.
    3. Dorothée CHARLIER & Mouez FODHA & Djamel KIRAT, 2021. "CO2 Emissions from the Residential Sector in Europe: Some Insights form a Country-Level Assessment," LEO Working Papers / DR LEO 2849, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

  3. Ibrahim Ahamada & Djamel Kirat, 2015. "The impact of phase II of the EU ETS on wholesale electricity prices," Post-Print insu-01558352, HAL.

    Cited by:

    1. Gavard, Claire & Kirat, Djamel, 2017. "Flexibility in the market for international carbon credits and price dynamics difference with European allowances," ZEW Discussion Papers 17-054, ZEW - Leibniz Centre for European Economic Research.
    2. Massimiliano Caporin & Fulvio Fontini & Samuele Segato, 2021. "Has the EU-ETS Financed the Energy Transition of the Italian Power System?," IJFS, MDPI, vol. 9(4), pages 1-15, December.
    3. Tang, Ling & Wang, Haohan & Li, Ling & Yang, Kaitong & Mi, Zhifu, 2020. "Quantitative models in emission trading system research: A literature review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 132(C).
    4. Djamel Kirat & Ibrahim Ahamada, 2016. "Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2350-2364.
    5. Eslahi, Mohammadehsan & Mazza, Paolo, 2023. "Can weather variables and electricity demand predict carbon emissions allowances prices? Evidence from the first three phases of the EU ETS," Ecological Economics, Elsevier, vol. 214(C).

  4. Ibrahim Ahamada & Sanchez José Luis Diaz, 2013. "A retrospective analysis of the house prices macro-relationship in the United States," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00816717, HAL.

    Cited by:

    1. Djamel KIRAT & Claire GAVARD, 2020. "Short-term impacts of carbon offsetting on emissions trading schemes: empirical insights from the EU experience," LEO Working Papers / DR LEO 2821, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    2. Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020. "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers 2020:13, Örebro University, School of Business.
    3. Gavard, Claire & Kirat, Djamel, 2020. "Short-term impacts of carbon offsetting on emissions trading schemes: Empirical insights from the EU experience," ZEW Discussion Papers 20-058, ZEW - Leibniz Centre for European Economic Research.
    4. Roth, Markus, 2020. "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers 06/2020, Deutsche Bundesbank.
    5. Mahua Barari & Srikanta Kundu, 2019. "The Role of the Federal Reserve in the U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks," JRFM, MDPI, vol. 12(3), pages 1-20, July.
    6. Yang Yang & Michael Rehm & Mingquan Zhou, 2021. "Housing Price Volatility: What's the Difference between Investment and Owner‐Occupancy?," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 548-563, December.

  5. Ibrahim Ahamada & Philippe Jolivaldt, 2013. "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00768502, HAL.

    Cited by:

    1. Marczak, Martyna & Gómez, Víctor, 2015. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, vol. 47(C), pages 40-52.

  6. Ibrahim Ahamada & Djamel Kirat, 2012. "The impact of phase II of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673918, HAL.

    Cited by:

    1. Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717629, HAL.
    2. Massimiliano Caporin & Fulvio Fontini & Samuele Segato, 2021. "Has the EU-ETS Financed the Energy Transition of the Italian Power System?," IJFS, MDPI, vol. 9(4), pages 1-15, December.
    3. Andreas Breitenfellner & Friedrich Fritzer & Doris Prammer & Fabio Rumler & Mirjam Salish, 2022. "What is the impact of carbon pricing on inflation in Austria?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/22, pages 23-41.
    4. Ralf Martin & Mirabelle Muûls & Ulrich J. Wagner, 2016. "The Impact of the European Union Emissions Trading Scheme on Regulated Firms: What Is the Evidence after Ten Years?," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 10(1), pages 129-148.
    5. Djamel Kirat & Ibrahim Ahamada, 2016. "Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2350-2364.
    6. Frieder Mokinski & Nikolas Wölfing, 2014. "The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end," Journal of Regulatory Economics, Springer, vol. 45(2), pages 175-193, April.

  7. Ibrahim Ahamada & Djamel Kirat, 2011. "The impact of the European Union Emission Trading Scheme on electricity generation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629900, HAL.

    Cited by:

    1. Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min, 2021. "Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices," Energy Economics, Elsevier, vol. 101(C).
    2. Abrell, Jan & Kosch, Mirjam & Rausch, Sebastian, 2022. "How effective is carbon pricing?—A machine learning approach to policy evaluation," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).
    3. Teng, Fei & Wang, Xin & Zhiqiang, LV, 2014. "Introducing the emissions trading system to China’s electricity sector: Challenges and opportunities," Energy Policy, Elsevier, vol. 75(C), pages 39-45.
    4. Zhou, Fengxiu & Wang, Xiaoyu, 2022. "The carbon emissions trading scheme and green technology innovation in China: A new structural economics perspective," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 365-381.
    5. Golombek, Rolf & Kittelsen, Sverre A.C. & Rosendahl, Knut Einar, 2013. "Price and welfare effects of emission quota allocation," Energy Economics, Elsevier, vol. 36(C), pages 568-580.
    6. Marion Leroutier, 2019. "Carbon Pricing and Power Sector Decarbonisation: Evidence from the UK," Working Papers 2019.12, FAERE - French Association of Environmental and Resource Economists.
    7. Franco, Carlos J. & Castaneda, Monica & Dyner, Isaac, 2015. "Simulating the new British Electricity-Market Reform," European Journal of Operational Research, Elsevier, vol. 245(1), pages 273-285.
    8. Romano, E. & Mutschler, R. & Hollmuller, P. & Sulzer, M. & Orehounig, K. & Rüdisüli, M., 2024. "Spatial carbon and price spillovers among EU countries on their pathway toward net-zero electricity supply," Energy Economics, Elsevier, vol. 131(C).
    9. George Daskalakis, Lazaros Symeonidis, Raphael N. Markellos, 2015. "Electricity futures prices in an emissions constrained economy: Evidence from European power markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    10. Gavard, Claire & Kirat, Djamel, 2017. "Flexibility in the market for international carbon credits and price dynamics difference with European allowances," ZEW Discussion Papers 17-054, ZEW - Leibniz Centre for European Economic Research.
    11. Hongbo Duan, Lei Zhu, Gürkan Kumbaroglu, and Ying Fan, 2016. "Regional Opportunities for China To Go Low-Carbon: Results from the REEC Model," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
    12. Wang, Xue-Chao & Klemeš, Jiří Jaromír & Wang, Yutao & Foley, Aoife & Huisingh, Donald & Guan, Dabo & Dong, Xiaobin & Varbanov, Petar Sabev, 2021. "Unsustainable imbalances and inequities in Carbon-Water-Energy flows across the EU27," Renewable and Sustainable Energy Reviews, Elsevier, vol. 138(C).
    13. Onyebuchi, V.E. & Kolios, A. & Hanak, D.P. & Biliyok, C. & Manovic, V., 2018. "A systematic review of key challenges of CO2 transport via pipelines," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 2563-2583.
    14. Rübbelke, Dirk & Vögele, Stefan, 2013. "Effects of carbon dioxide capture and storage in Germany on European electricity exchange and welfare," Energy Policy, Elsevier, vol. 59(C), pages 582-588.
    15. Paolo Falbo & Cristian Pelizzari & Luca Taschini, 2016. "Renewables, allowances markets, and capacity expansion in energy-only markets," GRI Working Papers 246, Grantham Research Institute on Climate Change and the Environment.
    16. Ralf Martin & Mirabelle Muûls & Ulrich J. Wagner, 2016. "The Impact of the European Union Emissions Trading Scheme on Regulated Firms: What Is the Evidence after Ten Years?," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 10(1), pages 129-148.
    17. Tang, Ling & Wang, Haohan & Li, Ling & Yang, Kaitong & Mi, Zhifu, 2020. "Quantitative models in emission trading system research: A literature review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 132(C).
    18. Djamel Kirat & Ibrahim Ahamada, 2016. "Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2350-2364.
    19. Rövekamp, Patrick & Schöpf, Michael & Wagon, Felix & Weibelzahl, Martin, 2023. "For better or for worse? On the economic and ecologic value of industrial demand side management in constrained electricity grids," Energy Policy, Elsevier, vol. 183(C).
    20. Bersani, Alberto M. & Falbo, Paolo & Mastroeni, Loretta, 2022. "Is the ETS an effective environmental policy? Undesired interaction between energy-mix, fuel-switch and electricity prices," Energy Economics, Elsevier, vol. 110(C).
    21. Feng Liu & Tao Lv & Yuan Meng & Xiaoran Hou & Jie Xu & Xu Deng, 2022. "Low-Carbon Transition Paths of Coal Power in China’s Provinces under the Context of the Carbon Trading Scheme," Sustainability, MDPI, vol. 14(15), pages 1-14, August.
    22. Andrianesis, Panagiotis & Biskas, Pandelis & Liberopoulos, George, 2021. "Evaluating the cost of emissions in a pool-based electricity market," Applied Energy, Elsevier, vol. 298(C).
    23. Li, Y.P. & Huang, G.H. & Li, M.W., 2014. "An integrated optimization modeling approach for planning emission trading and clean-energy development under uncertainty," Renewable Energy, Elsevier, vol. 62(C), pages 31-46.
    24. Frieder Mokinski & Nikolas Wölfing, 2014. "The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end," Journal of Regulatory Economics, Springer, vol. 45(2), pages 175-193, April.
    25. Xie, Li & Zhou, Zhichao & Hui, Shimin, 2022. "Does environmental regulation improve the structure of power generation technology? Evidence from China's pilot policy on the carbon emissions trading market(CETM)," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
    26. Knaut, Andreas & Tode, Christian & Lindenberger, Dietmar & Malischek, Raimund & Paulus, Simon & Wagner, Johannes, 2016. "The reference forecast of the German energy transition—An outlook on electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 477-491.

  8. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476022, HAL.

    Cited by:

    1. Benhmad, François, 2013. "Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective," Energy Policy, Elsevier, vol. 57(C), pages 141-151.
    2. Matos, Paulo & Alves, Douglas & Monteiro, Valdeir, 2025. "On the time-frequency effects of macroeconomic policy on growth cycles in Brazil," Research in International Business and Finance, Elsevier, vol. 73(PB).

  9. Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00378317, HAL.

    Cited by:

    1. Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min, 2021. "Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices," Energy Economics, Elsevier, vol. 101(C).
    2. Abrell, Jan & Kosch, Mirjam & Rausch, Sebastian, 2022. "How effective is carbon pricing?—A machine learning approach to policy evaluation," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).
    3. Teng, Fei & Wang, Xin & Zhiqiang, LV, 2014. "Introducing the emissions trading system to China’s electricity sector: Challenges and opportunities," Energy Policy, Elsevier, vol. 75(C), pages 39-45.
    4. Zhou, Fengxiu & Wang, Xiaoyu, 2022. "The carbon emissions trading scheme and green technology innovation in China: A new structural economics perspective," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 365-381.
    5. Golombek, Rolf & Kittelsen, Sverre A.C. & Rosendahl, Knut Einar, 2013. "Price and welfare effects of emission quota allocation," Energy Economics, Elsevier, vol. 36(C), pages 568-580.
    6. Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717629, HAL.
    7. Marion Leroutier, 2019. "Carbon Pricing and Power Sector Decarbonisation: Evidence from the UK," Working Papers 2019.12, FAERE - French Association of Environmental and Resource Economists.
    8. Franco, Carlos J. & Castaneda, Monica & Dyner, Isaac, 2015. "Simulating the new British Electricity-Market Reform," European Journal of Operational Research, Elsevier, vol. 245(1), pages 273-285.
    9. Romano, E. & Mutschler, R. & Hollmuller, P. & Sulzer, M. & Orehounig, K. & Rüdisüli, M., 2024. "Spatial carbon and price spillovers among EU countries on their pathway toward net-zero electricity supply," Energy Economics, Elsevier, vol. 131(C).
    10. George Daskalakis, Lazaros Symeonidis, Raphael N. Markellos, 2015. "Electricity futures prices in an emissions constrained economy: Evidence from European power markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    11. Ibrahim Ahamada & Djamel Kirat, 2012. "The impact of phase II of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673918, HAL.
    12. Gavard, Claire & Kirat, Djamel, 2017. "Flexibility in the market for international carbon credits and price dynamics difference with European allowances," ZEW Discussion Papers 17-054, ZEW - Leibniz Centre for European Economic Research.
    13. Hongbo Duan, Lei Zhu, Gürkan Kumbaroglu, and Ying Fan, 2016. "Regional Opportunities for China To Go Low-Carbon: Results from the REEC Model," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
    14. Wang, Xue-Chao & Klemeš, Jiří Jaromír & Wang, Yutao & Foley, Aoife & Huisingh, Donald & Guan, Dabo & Dong, Xiaobin & Varbanov, Petar Sabev, 2021. "Unsustainable imbalances and inequities in Carbon-Water-Energy flows across the EU27," Renewable and Sustainable Energy Reviews, Elsevier, vol. 138(C).
    15. Onyebuchi, V.E. & Kolios, A. & Hanak, D.P. & Biliyok, C. & Manovic, V., 2018. "A systematic review of key challenges of CO2 transport via pipelines," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 2563-2583.
    16. Rübbelke, Dirk & Vögele, Stefan, 2013. "Effects of carbon dioxide capture and storage in Germany on European electricity exchange and welfare," Energy Policy, Elsevier, vol. 59(C), pages 582-588.
    17. Paolo Falbo & Cristian Pelizzari & Luca Taschini, 2016. "Renewables, allowances markets, and capacity expansion in energy-only markets," GRI Working Papers 246, Grantham Research Institute on Climate Change and the Environment.
    18. Ibrahim Ahamada & Djamel Kirat, 2015. "The impact of phase II of the EU ETS on wholesale electricity prices," Post-Print insu-01558352, HAL.
    19. Ralf Martin & Mirabelle Muûls & Ulrich J. Wagner, 2016. "The Impact of the European Union Emissions Trading Scheme on Regulated Firms: What Is the Evidence after Ten Years?," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 10(1), pages 129-148.
    20. Tang, Ling & Wang, Haohan & Li, Ling & Yang, Kaitong & Mi, Zhifu, 2020. "Quantitative models in emission trading system research: A literature review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 132(C).
    21. Djamel Kirat & Ibrahim Ahamada, 2016. "Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2350-2364.
    22. Rövekamp, Patrick & Schöpf, Michael & Wagon, Felix & Weibelzahl, Martin, 2023. "For better or for worse? On the economic and ecologic value of industrial demand side management in constrained electricity grids," Energy Policy, Elsevier, vol. 183(C).
    23. Bersani, Alberto M. & Falbo, Paolo & Mastroeni, Loretta, 2022. "Is the ETS an effective environmental policy? Undesired interaction between energy-mix, fuel-switch and electricity prices," Energy Economics, Elsevier, vol. 110(C).
    24. Feng Liu & Tao Lv & Yuan Meng & Xiaoran Hou & Jie Xu & Xu Deng, 2022. "Low-Carbon Transition Paths of Coal Power in China’s Provinces under the Context of the Carbon Trading Scheme," Sustainability, MDPI, vol. 14(15), pages 1-14, August.
    25. Andrianesis, Panagiotis & Biskas, Pandelis & Liberopoulos, George, 2021. "Evaluating the cost of emissions in a pool-based electricity market," Applied Energy, Elsevier, vol. 298(C).
    26. Li, Y.P. & Huang, G.H. & Li, M.W., 2014. "An integrated optimization modeling approach for planning emission trading and clean-energy development under uncertainty," Renewable Energy, Elsevier, vol. 62(C), pages 31-46.
    27. Frieder Mokinski & Nikolas Wölfing, 2014. "The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end," Journal of Regulatory Economics, Springer, vol. 45(2), pages 175-193, April.
    28. Xie, Li & Zhou, Zhichao & Hui, Shimin, 2022. "Does environmental regulation improve the structure of power generation technology? Evidence from China's pilot policy on the carbon emissions trading market(CETM)," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
    29. Lindner, Soeren & Liu, Zhu & Guan, Dabo & Geng, Yong & Li, Xin, 2013. "CO2 emissions from China’s power sector at the provincial level: Consumption versus production perspectives," Renewable and Sustainable Energy Reviews, Elsevier, vol. 19(C), pages 164-172.
    30. Knaut, Andreas & Tode, Christian & Lindenberger, Dietmar & Malischek, Raimund & Paulus, Simon & Wagner, Johannes, 2016. "The reference forecast of the German energy transition—An outlook on electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 477-491.

  10. Jean-François Hoarau & Ibrahim Ahamada & Alain Nurbel, 2008. "Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272862, HAL.

    Cited by:

    1. Dağdeviren, Sengül & Ogus Binatli, Ayla & Sohrabji, Niloufer, 2011. "Misalignment under different exchange rate regimes: the case of Turkey," MPRA Paper 46774, University Library of Munich, Germany.

  11. Ibrahim Ahamada & Emmanuel Flachaire, 2008. "Économétrie Non-Paramétrique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00310482, HAL.

    Cited by:

    1. Abdelkbir Elouidani & Faical Zoubir, 2017. "When a label in corporate social responsibility creates value for shareholder in a developing country: the moroccan case [Quand un label en responsabilité sociétale de l'entreprise crée la valeur p," Post-Print hal-02091539, HAL.

  12. Ibrahim Ahamada & Emmanuel Flachaire & Marion Lubat, 2007. "Prix des logements et autocorrélation spatiale : une approche semi-paramétrique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00266333, HAL.

    Cited by:

    1. Papon, Francis & Nguyen-Luong, Dany & Boucq, Elise, 2015. "Should any new light rail line provide real estate gains, or not? The case of the T3 line in Paris," Research in Transportation Economics, Elsevier, vol. 49(C), pages 43-54.
    2. Pierre-Alexandre Mahieu & Romain Craste & Bengt Kriström & Pere Riera, 2014. "Non-market valuation in France: An overview of the research activity," Working Papers hal-01087365, HAL.
    3. Bénédicte Rulleau & Pierre-Alexandre Mahieu, 2012. "An overview of the landscape valuation studies conducted in France," Working Papers hal-00671540, HAL.

  13. Ibrahim Ahamada & Mohamed Safouane Ben Aïssa, 2005. "Changements Structurels dans la Dynamique de l'Inflation aux États-Unis : Approches Non Paramétriques," Post-Print halshs-00272864, HAL.

    Cited by:

    1. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique," Economie & Prévision, La Documentation Française, vol. 0(4), pages 149-161.
    2. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne 10027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

  14. Ibrahim Ahamada, 2004. "A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272868, HAL.

    Cited by:

    1. Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng, 2005. "A complementary test for ADF test with an application to the exchange rates returns," MPRA Paper 518, University Library of Munich, Germany.
    2. Ismail H. GENC & Anil RUPASINGHA, 2009. "Time-series Tests of Stochastic Earnings Convergence across US Nonmetropolitan Counties, 1969-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).

  15. Leïla Nouira & Ibrahim Ahamada & Jamel Jouini & Alain Nurbel, 2004. "Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272871, HAL.

    Cited by:

    1. Amélie Charles & Olivier Darné, 2012. "Volatility Persistence in Crude Oil Markets," Working Papers hal-00719387, HAL.
    2. Badagian Baharian, Ana Laura & Kaiser Remiro, Regina & Peña, Daniel, 2013. "The change-point problem and segmentation of processes with conditional heteroskedasticity," DES - Working Papers. Statistics and Econometrics. WS ws131718, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Sylvain Prado, 2011. "Free lunch in the oil market: a note on Long Memory," EconomiX Working Papers 2011-23, University of Paris Nanterre, EconomiX.
    4. Papież, Monika & Śmiech, Sławomir, 2013. "Causality-in-mean and causality-in-variance within the international steam coal market," Energy Economics, Elsevier, vol. 36(C), pages 594-604.
    5. Mohamed Boutahar & Jamel Jouini, 2007. "A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series," Working Papers halshs-00354249, HAL.
    6. John Francis Diaz & Jo-Hui Chen, 2017. "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(4), pages 1-2.
    7. Korkmaz, Turhan & Cevik, Emrah Ismail & Özataç, Nesrin, 2009. "Testing for long memory in ISE using Arfima-Figarch model and structural break test," MPRA Paper 71302, University Library of Munich, Germany.
    8. Jamel Jouini, 2009. "Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(1), pages 91-110.
    9. Argel S. Masa & John Francis T. Diaz, 2017. "Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(1), pages 23-53, February.
    10. Malinda & Maya & Jo-Hui & Chen, 2022. "Testing for the Long Memory and Multiple Structural Breaks in Consumer ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(6), pages 1-6.
    11. Jean-Christophe Statnik & David Verstraete, 2015. "Price dynamics in agricultural commodity markets: a comparison of European and US markets," Empirical Economics, Springer, vol. 48(3), pages 1103-1117, May.

  16. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272867, HAL.

    Cited by:

    1. Bill Russell, 2007. "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Dundee Discussion Papers in Economics 200, Economic Studies, University of Dundee.
    2. Ibrahim Ahamada & Mohamed Boutahar, 2010. "The power of some standard tests of stationarity against changes in the unconditional variance," Post-Print halshs-00476024, HAL.
    3. An, Pengli & Li, Huajiao & Zhou, Jinsheng & Li, Yang & Sun, Bowen & Guo, Sui & Qi, Yajie, 2020. "Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method," Energy, Elsevier, vol. 191(C).

  17. Ibrahim Ahamada & Mohamed Safouane Ben Aïssa, 2004. "Testing Multiple Structural Changes in US output Gap Dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272926, HAL.

    Cited by:

    1. Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2015. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 575-611, December.
    2. Zied Ftiti & Walid Hichri, 2014. "The price stability under inflation targeting regime: An analysis with a new intermediate approach," Post-Print halshs-00958660, HAL.
    3. Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014. "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper 70481, University Library of Munich, Germany, revised 15 May 2015.
    4. Ranoua Bouchouicha & Zied Ftiti, 2012. "Real estate markets and the macroeconomy: A dynamic coherence framework," Post-Print halshs-00757077, HAL.
    5. Ftiti, Zied, 2010. "The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process)," Economic Modelling, Elsevier, vol. 27(1), pages 468-476, January.

  18. Ibrahim Ahamada & Mohamed Boutahar, 2002. "Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272869, HAL.

    Cited by:

    1. Zied Ftiti & Walid Hichri, 2014. "The price stability under inflation targeting regime: An analysis with a new intermediate approach," Post-Print halshs-00958660, HAL.
    2. Zied Ftiti & Aviral Tiwari & Ibrahim Fatnassi, 2014. "Oil price and macroeconomy in India – An evolutionary cospectral coherence approach," Working Papers 2014-68, Department of Research, Ipag Business School.
    3. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    4. Jamel Jouini, 2009. "Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(1), pages 91-110.

Articles

  1. Ibrahim Ahamada & Mouez Fodha & Djamel Kirat, 2017. "Regional Differences in CO2 Emissions from the French Residential Sector: Determinants and Distributional Consequences," Revue d'économie politique, Dalloz, vol. 127(3), pages 353-374.
    See citations under working paper version above.
  2. Djamel Kirat & Ibrahim Ahamada, 2016. "Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2350-2364.

    Cited by:

    1. Wang, Zhengzhong & Wei, Yunjie & Wang, Shouyang, 2025. "Forecasting the carbon price of China's national carbon market: A novel dynamic interval-valued framework," Energy Economics, Elsevier, vol. 141(C).

  3. Ibrahim Ahamada & Djamel Kirat, 2015. "The impact of phase II of the EU ETS on wholesale electricity prices," Revue d'économie politique, Dalloz, vol. 125(6), pages 887-908.
    See citations under working paper version above.
  4. Ibrahim Ahamada & Jose Luis Diaz Sanchez, 2013. "A Retrospective Analysis of the House Prices Macro-Relationship in the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 153-174, December.
    See citations under working paper version above.
  5. Ahamada, Ibrahim & Jolivaldt, Philippe, 2013. "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, vol. 31(C), pages 460-466.
    See citations under working paper version above.
  6. Kirat, Djamel & Ahamada, Ibrahim, 2011. "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, vol. 33(5), pages 995-1003, September.
    See citations under working paper version above.
  7. Jean-Francois Hoarau & Ibrahim Ahamada & Alain Nurbel, 2007. "Multiple structural regimes in real exchange rate misalignment: the case of Australian dollar," Applied Economics Letters, Taylor & Francis Journals, vol. 15(2), pages 101-104.
    See citations under working paper version above.
  8. Ahamada Ibrahim, 2004. "A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate," Economics Bulletin, AccessEcon, vol. 3(4), pages 1-5.
    See citations under working paper version above.
  9. Leila Nouira & Ibrahim Ahamada & Jamel Jouini & Alain Nurbel, 2004. "Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns," Applied Economics Letters, Taylor & Francis Journals, vol. 11(9), pages 591-594.
    See citations under working paper version above.
  10. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density," Applied Economics, Taylor & Francis Journals, vol. 36(10), pages 1095-1101.
    See citations under working paper version above.
  11. Ahamada, Ibrahim, 2002. "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density," Economics Letters, Elsevier, vol. 77(2), pages 177-186, October.

    Cited by:

    1. Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2015. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 575-611, December.
    2. Zied Ftiti & Walid Hichri, 2014. "The price stability under inflation targeting regime: An analysis with a new intermediate approach," Post-Print halshs-00958660, HAL.
    3. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil price impact on financial markets:," Working Papers 2014-435, Department of Research, Ipag Business School.
    4. Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
    5. Zied Ftiti & Aviral Tiwari & Ibrahim Fatnassi, 2014. "Oil price and macroeconomy in India – An evolutionary cospectral coherence approach," Working Papers 2014-68, Department of Research, Ipag Business School.
    6. Mohamed Safouane Ben Aissa & Mohamed Boutahar & Jamel Jouini, 2004. "Bai and Perron's and spectral density methods for structural change detection in the US inflation process," Applied Economics Letters, Taylor & Francis Journals, vol. 11(2), pages 109-115.
    7. Anna Creti & Zied Ftiti & Khaled Guesmi, 2013. "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Post-Print hal-01410673, HAL.
    8. Cardinali Alessandro & Nason Guy P, 2011. "Costationarity of Locally Stationary Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-35, January.
    9. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density," Applied Economics, Taylor & Francis Journals, vol. 36(10), pages 1095-1101.
    10. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
    11. Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014. "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper 70481, University Library of Munich, Germany, revised 15 May 2015.
    12. Ranoua Bouchouicha & Zied Ftiti, 2012. "Real estate markets and the macroeconomy: A dynamic coherence framework," Post-Print halshs-00757077, HAL.
    13. Ibrahim Ahamada, 2004. "A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate," Post-Print halshs-00272868, HAL.
    14. Embleton, Jonathan & Knight, Marina I. & Ombao, Hernando, 2022. "Wavelet testing for a replicate-effect within an ordered multiple-trial experiment," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
    15. Cardinali, Alessandro & Nason, Guy P., 2013. "Costationarity of Locally Stationary Time Series Using costat," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i01).
    16. Leïla Nouira & Ibrahim Ahamada & Jamel Jouini & Alain Nurbel, 2004. "Long memory and shifts in the unconditional variance in the exchange rate euro/us dollar returns," Post-Print halshs-00272871, HAL.
    17. Jean-Pierre Allegret & Essahbi Essaadi, 2011. "Business cycles synchronization in East Asian economy: evidences from time-varying coherence study," Post-Print halshs-00566116, HAL.
    18. Mohamed Boutahar & Jamel Jouini, 2007. "A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series," Working Papers halshs-00354249, HAL.
    19. Ftiti, Zied, 2010. "The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process)," Economic Modelling, Elsevier, vol. 27(1), pages 468-476, January.
    20. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers 2014-121, Department of Research, Ipag Business School.
    21. Jamel Jouini, 2009. "Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(1), pages 91-110.
    22. Essahbi Essaadi & Zied Ftiti, 2008. "The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis," Working Papers 0832, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    23. Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016. "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 266-280.
    24. Ahamada Ibrahim, 2003. "Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-7.

Books

  1. Ahamada, Ibrahim & Flachaire, Emmanuel, 2010. "Non-Parametric Econometrics," OUP Catalogue, Oxford University Press, number 9780199578009, Decembrie.

    Cited by:

    1. Arthur Charpentier & Emmanuel Flachaire, 2015. "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159.
    2. Frank A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," Post-Print hal-01457398, HAL.
    3. B. Essama-Nssah, 2018. "Assessing the performance of targeting mechanisms," Working Papers 457, ECINEQ, Society for the Study of Economic Inequality.
    4. Roy Katayama & Andrew Dabalen & Essama Nssah & Guy Morel Amouzou Agbe, 2017. "Welfare and Poverty Impacts of Cocoa Price Policy Reform in Cote d'Ivoire," World Bank Publications - Reports 29625, The World Bank Group.
    5. Emmanuel Flachaire & Cecilia Garcìa-Peñalosa & Maty Konte, 2011. "Political versus Economic Institutions in the Growth Process," Working Papers halshs-00586038, HAL.
    6. Jean Joseph Minviel & Kristof De Witte, 2016. "The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach," Working Papers SMART 16-10, INRAE UMR SMART.
    7. Tanninen Hannu & Tuomala Matti & Tuominen Elina, 2019. "Income inequality, redistributive preferences and the extent of redistribution : An empirical application of optimal tax approach," Working Papers 1824, Tampere University, Faculty of Management and Business, Economics.
    8. Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne 09025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    9. Rawaa Harati, 2013. "Heterogeneity in the Egyptian informal labour market: choice or obligation?," Post-Print halshs-00820783, HAL.
    10. Minzhi Wu & Emili Tortosa-Ausina, 2020. "Bank Diversification and Focus in Disruptive Times: China, 2007–2018," Working Papers 2020/21, Economics Department, Universitat Jaume I, Castellón (Spain).
    11. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.
    12. Yao Thibaut Kpegli, 2023. "Smoothing Spline Method for Measuring Prospect Theory Components," Working Papers 2303, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    13. Desbordes, Rodolphe & Verardi, Vincenzo, 2012. "Refitting the Kuznets curve," Economics Letters, Elsevier, vol. 116(2), pages 258-261.
    14. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
    15. Shiwu Li & Lihong Han & Ping Dong & Wencai Sun, 2022. "Algorithm for Measuring the Outer Contour Dimension of Trucks Using UAV Binocular Stereo Vision," Sustainability, MDPI, vol. 14(22), pages 1-15, November.
    16. Jonas Grafström, 2018. "Divergence of renewable energy invention efforts in Europe: an econometric analysis based on patent counts," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(4), pages 829-859, October.
    17. Abildgren, Kim, 2014. "Far out in the tails – The historical distributions of macro-financial risk factors in Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2014(1), pages 1-31.
    18. Maty Konte, 2018. "Do remittances not promote growth? A finite mixture-of-regressions approach," Empirical Economics, Springer, vol. 54(2), pages 747-782, March.
    19. Grafström, Jonas & Jaunky, Vishal, 2017. "Convergence of Incentive Capabilities within the European Union," Ratio Working Papers 301, The Ratio Institute.
    20. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
    21. Jaunky, Vishal Chandr, 2013. "Divergence in technical efficiency of electric utilities: Evidence from the SAPP," Energy Policy, Elsevier, vol. 62(C), pages 419-430.

More information

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Statistics

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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 15 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 (7) 2009-05-09 2009-05-23 2009-08-02 2012-02-27 2012-03-08 2012-07-23 2012-07-23. Author is listed
  2. NEP-ENV: Environmental Economics (6) 2009-05-09 2009-05-23 2012-02-27 2012-03-08 2012-07-23 2012-07-23. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2008-04-29 2008-05-17 2010-04-24 2010-04-24 2010-05-02. Author is listed
  4. NEP-ECM: Econometrics (4) 2008-05-17 2010-04-24 2010-04-24 2010-05-02
  5. NEP-EUR: Microeconomic European Issues (3) 2012-02-27 2012-03-08 2012-07-23
  6. NEP-BEC: Business Economics (2) 2010-04-24 2010-04-24
  7. NEP-CMP: Computational Economics (2) 2010-04-24 2010-05-02
  8. NEP-EEC: European Economics (2) 2009-05-09 2009-08-02
  9. NEP-ORE: Operations Research (2) 2008-04-29 2008-05-17
  10. NEP-REG: Regulation (1) 2009-05-23
  11. NEP-RES: Resource Economics (1) 2009-05-09
  12. NEP-URE: Urban and Real Estate Economics (1) 2013-08-05

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