Souha Boutouria

University of Sfax - Higher Institute of Business Administration

Road of the Airport 4

Sfax , BP 1013

Tunisia

SCHOLARLY PAPERS

3

DOWNLOADS

370

CITATIONS

0

Scholarly Papers (3)

1.

Modeling Copper Prices

Number of pages: 14 Posted: 11 May 2011 Last Revised: 18 Jun 2011
Souha Boutouria and Fathi Abid
University of Sfax - Higher Institute of Business Administration and University of Sfax - Faculty of Economics and Management (FSEGS)
Downloads 204 (111,447)

Abstract:

Copper, Stochastic process, Monte Carlo Simulation

2.

Hedging Effectiveness of Constant and Time Varying Hedge Ratio of the Copper in the London Metal Exchange

Number of pages: 16 Posted: 20 May 2011
Souha Boutouria and Fathi Abid
University of Sfax - Higher Institute of Business Administration and University of Sfax - Faculty of Economics and Management (FSEGS)
Downloads 142 (163,031)

Abstract:

Futures, hedging, constnat hedge ratio, time varying hedge ratio

3.

Pricing and Hedging Copper Futures on the London Metal Exchange

The IUP Journal of Applied Finance, Vol. 18, No. 1, January 2012, pp. 68-98
Posted: 13 Sep 2012
Souha Boutouria and Fathi Abid
University of Sfax - Higher Institute of Business Administration and University of Sfax - Faculty of Economics and Management (FSEGS)

Abstract: