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Foued Hamouda's Projects

environment icon environment

A development environment to run the code from tidy-finance.org

esquisse icon esquisse

RStudio add-in to make plots with ggplot2

fdesc icon fdesc

summarize a dataframe with basic measures

r_programming icon r_programming

This is a repository for any and all code written for the R Programming Coursera course through Johns Hopkins University.

the-study-of-spillover-effect-with-dcc-garch-model-in-r-programming icon the-study-of-spillover-effect-with-dcc-garch-model-in-r-programming

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.

zerosignr icon zerosignr

Zero and sign restrictions SVAR identification in R

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