Search results for: M.Oueslati

Authors: Amel Oueslati, Olfa Benouda

Abstract:

New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

Procedia PDF Downloads 257

Authors: K. Daoudi, Z. Othmen, S. El Helali, M.Oueslati, M. Oumezzine

Abstract:

La0.7Sr0.3CoO3 thin films have been epitaxially grown on LaAlO3 and SrTiO3 (001) single-crystal substrates by metal organic deposition process. The structural and micro structural properties of the obtained films have been investigated by means of high resolution X-ray diffraction, Raman spectroscopy and transmission microscopy observations on cross-sections techniques. We noted a close dependence of the crystallinity on the used substrate and the film thickness. By increasing the annealing temperature to 1000ºC and the film thickness to 100 nm, the electrical resistivity was decreased by several orders of magnitude. The film resistivity reaches approximately 3~4 x10-4 Ω.cm in a wide interval of temperature 77-320 K, making this material a promising candidate for a variety of applications.

Keywords: cobaltite, thin films, epitaxial growth, MOD, TEM

Procedia PDF Downloads 312

Authors: Mahmoud Hassan, Walid Oueslati, Damien Rousseliere

Abstract:

This paper explores the channels through which energy taxes may affect economic growth, using a simultaneous equations model for a balanced panel data of 31 OECD countries over the 1994–2013 period. The empirical results reveal a negative impact of energy taxes on physical investment in the short and long term. This impact is negatively sensitive to the existence and level of public debt. Additionally, the results show that energy taxes have an indirect effect on human capital through their impact on polluting emissions. The taxes on energy products are able to reduce both the flux and the stock of polluting emissions that have a negative impact on human capital skills in the short and long term. Finally, we found that energy taxes could encourage eco-innovation in the short and long term.

Keywords: energy taxes, economic growth, public debt, simultaneous equations model, multiple imputation

Procedia PDF Downloads 204

Authors: Mohamed Amine Helali, Walid Oueslati, Ayed Added

Abstract:

Sedimentation rates and total fluxes of heavy metals (Fe, Mn, Pb, Zn and Cu) was measured in three different depths (10m, 20m and 40m) during March and August 2012, offshore of the Mejerda River outlet (Gulf of Tunis, Tunisia). The sedimentation rates are estimated from the fluxes of the suspended particulate matter at 7.32, 5.45 and 4.39 mm y⁻¹ respectively at 10m, 20m and 40m depth. Heavy metals sequestration in sediments was determined by chemical speciation and the total metal contents in each core collected from 10, 20 and 40m depth. Heavy metals intake to the sediment was measured also from the suspended particulate matter, while the fluxes from the sediment to the water column was determined using the benthic chambers technique and from the diffusive fluxes in the pore water. Results shown that iron is the only metal for which the balance transfer between intake/uptake (45 to 117 / 1.8 to 5.8 g m² y⁻¹) and sequestration (277 to 378 g m² y⁻¹) was negative, at the opposite of the Lead which intake fluxes (360 to 480 mg m² y⁻¹) are more than sequestration fluxes (50 to 92 mg m² y⁻¹). The balance transfer is neutral for Mn, Zn, and Cu. These clearly indicate that the contributions of Mejerda have consistently varied over time, probably due to the migration of the River mouth and to the changes in the mining activity in the Mejerda catchment and the recent human activities which affect the delta area.

Keywords: delta, fluxes, heavy metals, sediments, sedimentation rates

Procedia PDF Downloads 181