FTITI Zied

- Status: Professor  

- Department : Finance and Decision-Making Processes

- Responsibility :  Associate Research Dean, Head of Research Centre (OCRE)

- Degrees and specialisation: HDR in Business, University of Tunis, ISG de Tunis (Tunisia) ; PhD in Economics, University of Lyon 2, GATE-LSE Lab, (France).          

- Fields of research : Monetary Economics, Financial Economics, Financial Econometrics.

- Courses taught : Advanced Mathematics, Econometrics, Finance d'entreprise

- Selected publications :

Ftiti, Z., Tissaoui, K., Boubaker, S. (2020) “On the relationship between oil and gas markets: A new forecasting framework based on the machine learning approach” Annals of Operations Research CNRS (rang 2)

Ftiti, Z., Sahut, J-M., Boukhatem, J. (2020) “Bond market and macroeconomic stability in East Asia: A nonlinear causality analysis” Annals of Operations Research, CNRS (rang 2)

Ftiti, Z., Louhichi, W., Ben Ameur, H. (2020). Financial and Economic Systems: Transformations & New Challenges. A paraître World Scientific Publisher.

Ftiti, Z., Hadhri, S. (2019) “Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis” Journal of International Money and Finance, CNRS (rang 2) 

Ftiti, Z., Jawadi, F, (2019) “On the oil price uncertainty” Energy Journal, CNRS (rang 1)

Ftiti, Z., Jawadi, F., Louhichi, W., Ben Ameur, H. (2019) “Do jumps and co-jums improve volatility forecasting of oil and currency markets? ” Energy Journal, CNRS (rang 1), Vol. 40

Ftiti, Z., Jawadi, F., Louhichi, W. (2019) “Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models” Econometric Reviews, CNRS (rang 2)

Ftiti, Z., Ben Ayed, W., Ben Maatoug, A. (2019) “Are MENA Banks’ capital buffers countercyclical? Evidence from the islamic and conventional banking systems” Quarterly Review of Economics and Finance CNRS (rang 3)

Ftiti, Z., Jawadi, F, Louhichi., Arbi Madani, M. (2019) “On the relationship between energy returns and trading volume: A multifractal analysis” Applied Economics CNRS (rang 2), Vol. 51, Issue 29, pp. 3122-3136.

Ftiti, Z., Hadhri, S. (2019) “Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?” Economic Systems CNRS (rang 3)

 

2019. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. Journal of International Money and Finance 93, 187-200. [With Hadhri, S]

2019. Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models. Forthcoming in Econometrics Review. [With Jawadi, F. & Louhichi, W.]

2018. An Analysis of the Effect of Investor Sentiment in a Heterogeneous Switching Transition Model for G7 Stock Markets. Journal of Economic Dynamics and Control 91, 469-484. [With  Jawadi, F., & Namouri, H.]

2017. Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship? Economic Modelling 67, 215-227. [With Aguir, A. & Smida, M].

2016. What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries. Energy Economics 60, 313-324. [Kablan. S. & Guesmi, K.]

 

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