Areas of research
- Risk Management / Management of international assets / International Finance
Areas of teaching
- Financial Analysis / Corporate Finance / International Finance / Financial Mathematics / Fundamentals of international Financial Reporting Standards
Publications from the last 5 years
Articles
NABLI, M.A., HAMDI, H. and BEN SLIMANE, I. (2025). Modelling Systematic Risk in the European Football Sector: Evidence from Listed Clubs and Market Indices. International Review of Economics & Finance, 104, pp. 104702.
NABLI, M.A., BEN SLIMANE, I. and HAMDI, H. (2025). Quantile-on-Quantile Connectedness Between European Football Clubs and Bitcoin: Insights for Safe-Haven Assets and Portfolio Optimization. Journal of Risk Finance, 26(5), pp. 784–804.
GHORBALI, B., KAABIA SELIM, O., JAWADI, C., UROM, C. and BEN SLIMANE, I. (2023). Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war. Finance Research Letters, 58, pp. 104534.
HACHICHA, N., BEN AMAR, A., BEN SLIMANE, I., BELLALAH, M. and PRIGENT, J.L. (2022). Dynamic connectedness and optimal hedging strategy among commodities and financial indices. International Review of Financial Analysis, 83, pp. 102290.
MANSOUR, W., HAMDI, H., MAJDOUB, J. and BEN SLIMANE, I. (2020). Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. European Journal of Comparative Economics, 17(1), pp. 103-126.
Conferences and other contributions
BEN SLIMANE, I. and MAJDOUB, J. (2024). Exploring Limit Order Book Behavior through Generative AI Modeling. In: Quantitative Finance & Data Analytics Meeting (QFDAM) Annual Conference. Paris.
CHAABI, S., HAMDI, H. and BEN SLIMANE, I. (2024). Excessive co-movements between stock market, oil market, and geopolitical risk during the Russo-Ukrainian crises. In: Quantitative Finance & Data Analytics Meeting (QFDAM) Annual Conference. Paris.