Tarek Chebbi

University of Sousse

Tarek Chebbi is an Associate Professor of Finance at Faculty of Economic Sciences and Management of Sousse, University of Sousse, Tunisia. His research interests are pricing, credit risk, financial markets and commodity finance. He obtained a PhD from Tunis University, Tunisia. His research has been published in journals such as Journal of Asset Management, The Journal of Energy Markets, International Journal of Monetary Economics and Finance, International Journal of Trade and Global Markets, International Journal of Economics Policy in Emerging Economics, and International Journal of Bonds and Derivatives.

Articles by Tarek Chebbi

Original research

The impact of unconventional monetary policy shocks on the crude oil futures market

This paper examines how West Texas Intermediate (WTI) crude oil price returns and volatilities respond to changes in US monetary policy.

12 Feb 2018

Original research

On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets

In this paper, the authors explore the time-varying linkages between two strategic commodities covering the energy sector (crude oil and natural gas) and the QE Al Rayan Islamic Index over the period March 15, 2011–December 25, 2014.

23 Nov 2016

Original research

A dynamic conditional correlation between commodities and the Islamic stock market

This paper focusses on the dynamics of the correlations between commodities and Islamic indexes.

07 Mar 2016

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