Author

Haykel Hamdi

Observed name: Hamdi, Haykel

Institutions: Tunis University, Tunis El Manar University, Manouba University

Observed institutions: Tunis University, Tunis El Manar University, Manouba University, University of Sousse

ORCID: 0000-0001-8225-9400

Observed ORCID: 0000-0001-8225-9400

OpenAlex ID: A5070743330

Are markets sentiment driving the price bubbles in the virtual?

2023 · Myriam Ben Osman, Emilios Galariotis, et al. · International Review of Economics & Finance · 37

Diversification in financial and crypto markets

2023 · Myriam Ben Osman, Emilios Galariotis, et al. · International Review of Financial Analysis · 23

Option-implied risk aversion estimation

2015 · Rihab Bedoui, Haykel Hamdi · The Journal of Economic Asymmetries · 8

Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region

2020 · Mansour, Walid, Hamdi, Haykel, et al. · The European journal of comparative economics · 7

Modelling systematic risk in the European football sector: Evidence from listed clubs and market indices

2025 · Mohamed Amine Nabli, Haykel Hamdi, et al. · International Review of Economics & Finance · 3

Quantile-on-quantile connectedness between European football clubs and bitcoin: insights for safe-haven assets and portfolio optimization

2025 · Mohamed Amine Nabli, Ikrame Ben Slimane, et al. · The Journal of Risk Finance · 3

The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem

2022 · Fatma Mrad, Haykel Hamdi, et al. · Finance research letters · 2

Hedge funds portfolio optimisation using a vine copula-GARCH-EVT-CVaR model

2019 · Rihab Bedoui, Sameh Noiali, et al. · International Journal of Entrepreneurship and Small Business · 2

Risk-sharing finance governance: Islamic vs conventional indexes option pricing

2018 · Haykel Hamdi, Jihed Majdoub · Managerial Finance · 2

The Short- And Long-Term Performance Of Privatization Initial Public Offerings In Europe

2013 · Haykel Hamdi, Duc Khuong Nguyen, et al. · Journal of Applied Business Research (JABR) · 1

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Cryptocurrency Volatility Forecasting Using Garch, LSTM, Hybrid GARCH-LSTM and Hybrid CNN-LSTM with Intraday Frequency

2025 · Houssemeddine Jlassi, Haykel Hamdi · IEEE Afro-Mediterranean Conference on Artificial Intelligence (AMCAI)

Hybrid Deep Learning Ensemble Models for Enhanced Financial Volatility Forecasting

2025 · Boutheina Zouaoui Drira, Haykel Hamdi, et al. · IEEE Afro-Mediterranean Conference on Artificial Intelligence (AMCAI)

Forecast-Driven Portfolio Optimization: A Machine Learning GJR-GARCH-Copula Framework for High-Frequency Mean-CVaR Portfolios

2025 · Zied Jelassi, Haykel Hamdi · IEEE Afro-Mediterranean Conference on Artificial Intelligence (AMCAI)

Do climate risk matter for stock market returns: Evidence from weather conditions

2025 · Fatma Mrad, Haykel Hamdi, et al. · Bankers Markets & Investors

Optimal option portfolio hedging strategy with non-Gaussian fluctuations

2019 · Jihed Majdoub, Haykel Hamdi · International Journal of Entrepreneurship and Small Business

The short- and long-term performance of privatization initial public offerings in Europe

2014 · Haykel Hamdi, Duc Khuong Nguyen, et al. · RePEc: Research Papers in Economics

Théorie des options et fonctions d'utilité : stratégies de couverture en présence des fluctuations non gaussiennes

2011 · Haykel Hamdi · theses.fr (ABES)

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Implied Risk-Neutral probability Density functions from options prices: A comparison of estimation methods

2010 · Rihab Bedoui, Haykel Hamdi · RePEc: Research Papers in Economics

Works count: 18

Citation count: 88

H-index: 4

I10-index: 2