Rania Jammazi

Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling

Rania Jammazi, Chaker Aloui · Energy Economics · 2011 · 277 citations

Forecasting Methodology, Economic Forecasting, Engineering +11

The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach

Chaker Aloui, Rania Jammazi · Energy Economics · 2009 · 253 citations

Crude Oil Shocks, Economics, Volatility Modeling +10

Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns

Rania Jammazi, Chaker Aloui · Energy Policy · 2009 · 150 citations

Crude Oil Shocks, Volatility Modeling, Economics +10

Asymmetric risk spillovers between oil and agricultural commodities

Syed Jawad Hussain Shahzad, José Arreola Hernández, Khamis Hamed Al‐Yahyaee et al. · Energy Policy · 2018 · 130 citations

Economics, Engineering, Trade +7

Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

Rania Jammazi, Román Ferrer, Francisco Jareño et al. · International Review of Economics & Finance · 2017 · 119 citations · Full text

Economics, Volatility Modeling, Financial Economics +12