University of Sousse
Dr. Abdelkader Derbali is an Assistant Professor in Finance at the Higher Institute of Management of Sousse in University of Sousse, Tunisia. He is one of the Editorial Board Members in the African Journal of Accounting, Auditing and Finance, Cogent Economics and Finance, International Business Review, Energy Policy, and Economic Modelling. His research interests include Risk Management, Capital markets and institutions, Banking, and Islamic Finance. He has published articles, among others, in Research in International Business and Finance, The Journal of Energy Markets, African Journal of Accounting, Auditing and Finance, International Journal of Economics and Accounting, International Journal of Critical Accounting, and International Journal of Trade and Global Market.
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.
This paper focusses on the dynamics of the correlations between commodities and Islamic indexes.