Foued Hamouda's Projects
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A development environment to run the code from tidy-finance.org
RStudio add-in to make plots with ggplot2
summarize a dataframe with basic measures
This is my website
Config files for my GitHub profile.
https://foha2001.github.io/markups-kindle/
package to plot Garch model
This is a repository for any and all code written for the R Programming Coursera course through Johns Hopkins University.
R Code CoVaR with Copula
R package to integrate rdocumentation.org into your R workflow
This R code shows the data process of the paper published in February 2018 on Energy Economics, named as Oil volatility, oil and gas firms and portfolio diversification. This paper uses DCC-GARCH to to identify the transmission mechanisms of volatility shocks and the contagion of volatility among oil prices and stock prices of oil and gas companies, respectively. The data is open resourced on https://sites.google.com/view/davidgabauer/econometric-code, who is also one of the authors of this paper. I also refer some of the R codes from his coding.
This repository is for collaboration
Zero and sign restrictions SVAR identification in R