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