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International Journal of Global Energy Markets and Finance
ISSN (Print): ISSN Pending ISSN (Online): ISSN Pending Website: https://www.sciepub.com/journal/ijgefm Editor-in-chief: Abdelkader Derbali
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Content: Volume 1, Issue 1

Open AccessReview Article
The Credit Portfolio Management by the Econometric Models: A Theoretical Analysis
by Abdelkader Derbali
International Journal of Global Energy Markets and Finance. 2018, 1(1), 1-3. DOI: 10.12691/ijgefm-1-1-1
Pub. Date: April 17, 2018Views: 12423Downloads: 12682
risk management credit risk default probability credit portfolio view
Abstract Full Text PDF (156 KB) Full Text HTML Full Text ePUB (130 KB)
Open AccessArticle
Review on Wavelet Denoised Value at Risk and Application on Crude Oil Market
by Samia Mederessi and Slaheddine Hallara
International Journal of Global Energy Markets and Finance. 2018, 1(1), 4-10. DOI: 10.12691/ijgefm-1-1-2
Pub. Date: April 23, 2018Views: 15481Downloads: 16792
Value-at-Risk crude oil ARMA-GARCH Wavelet Wavelet Denoised VaR Kupiec Backtesting procedures
Abstract Full Text PDF (184 KB) Full Text HTML Full Text ePUB (249 KB)
Open AccessReview Article
The Credit Portfolio Management by Structural Models: A Theoretical Analysis
by Abdelkader Derbali
International Journal of Global Energy Markets and Finance. 2018, 1(1), 11-20. DOI: 10.12691/ijgefm-1-1-3
Pub. Date: April 24, 2018Views: 22302Downloads: 23046
risk management credit risk default probability structural models KMV model
Abstract Full Text PDF (363 KB) Full Text HTML Full Text ePUB (469 KB)
Open AccessReview Article
How the Default Probability is Defined by the CreditRisk+Model?
by Abdelkader Derbali
International Journal of Global Energy Markets and Finance. 2018, 1(1), 21-25. DOI: 10.12691/ijgefm-1-1-4
Pub. Date: April 24, 2018Views: 14407Downloads: 14565
risk management credit risk default probability structural models KMV model CreditRisk+ credit portfolio view
Abstract Full Text PDF (419 KB) Full Text HTML Full Text ePUB (246 KB)
Open AccessArticle
Time Varying Downside Betas: Evidence from Conventional and Islamic Indices
by Majoul Neila and Hellara Slaheddine
International Journal of Global Energy Markets and Finance. 2018, 1(1), 26-40. DOI: 10.12691/ijgefm-1-1-5
Pub. Date: August 03, 2018Views: 16180Downloads: 16782
Time-Varying Beta CAPM downside risk measures Stock market indices Islamic finance
Abstract Full Text PDF (1655 KB) Full Text HTML Full Text ePUB (1355 KB)
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