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Publications

2026
Guerouah A, Zeghdoudi H. Bifurcation-aware optimal control of discrete SIRS epidemic models: suppressing period-doubling and multi-wave outbreaks. BIOMATH, International Journal on Mathematicul Methods and Models in Biosciences [Internet]. 2026;15 (1) :13. Publisher's Version Bifurcation-aware optimal control of discrete SIRS epidemic models: suppressing period-doubling and multi-wave outbreaks.pdf
2021
Khochemane HE, Bouzettouta L, Guerouah A. Exponential decay and well-posedness for a one dimensional porous-elastic system with distributed delay. Applicable Analysis (Taylor & Francis) [Internet]. 2021;100 (14) :16. Publisher's Version exponentialdecayandwellposednessforaonedimensionalporouselasticsystemwithdistributeddelay.pdf
2020
Khochemane HE, ARDJOUNI ABDELOUAHEB, Guerouah A, ZITOUNI SALAH. Local Existence and Ulam Stability Results for Nonlinear Fractional Differential Equations. Journal of Applied Nonlinear Dynamics [Internet]. 2020;9 (4) :12. Publisher's Version local_existence_and_ulam_stability_results_for_nonlinear_fractional_differential_equations.pdf
2019
Zeghdoudi H, Amine G. Estimation of GARCH(1,1) Model: Quasi-Maximum Likelihood and Pseudo-Maximum Likelihood. [Internet]. 2019. Publisher's Version
2018
Guerouah A, Zeghdoudi H, Bouseba FZ. On Univariate and Multivariate GARCH Models: Oil Price and Stock market returns volatilities. International Journal of Applied Mathematics and Statistics (IJAMAS) [Internet]. 2018;57 (No 1) :11. Publisher's VersionAbstract

This paper investigates the empirical properties ofoil price and Stock market return volatilities using a range of univariate and multivariate GARCH models and monthly data from the U.S. The study relates the period August 1987 to October 2016, a total of 351 observations given. The aim of this paper is to examine the relationship between stock and oil markets. In addition, we evaluate the performance of each model with a range of diagnostic and forecast performance tests using univariate GARCH(1,1) and bivariate BEKK GARCH(1,1), DCC GARCH(1,1) models.
Keywords: GARCH models, Volatility, energy prices, Stock prices and Crude oil.

on_univariate_and_multivariate_garch_models_oil_price_and_stock_market_returns_volatilities.pdf
2017
Bouseba FZ, Zeghdoudi H, Amine G. On Variance and Volatility Swaps in Oil Markets. Journal of Computer Science & Computational Mathematics [Internet]. 2017;7 (2) :3. Publisher's VersionAbstract

This paper focuses on the pricing of variance and volatility swaps in oil markets in some steps, which we considered similarly in the work of A. Swishchuk [1]. In this study a numerical example of oil price (August 1987-October 2016) has been given.
Keywords: oil market, stochastic mean-reverting volatility, volatility swaps.

on_variance_and_volatility_swaps_in_oil_markets.pdf