Browsing by Author Walid Mensi


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Issue DateTitleAuthor(s)
2024Are clean energy markets hedges for stock markets? A tail quantile connectedness regressionSalem Adel Ziadat
2022Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector marketsWalid Mensi
2022Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency dataWalid Mensi
2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil marketsWalid Mensi
2023Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? A multiscale analysisWalid Mensi
2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approachesKhamis Hamed Al-Yahyaee
2024COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economiesWalid Mensi
2022COVID-19 pandemic's impact on intraday volatility spillover between oil, gold, and stock marketsWalid Mensi
2023Dependence and risk management of portfolios of metals and agricultural commodity futuresWaqas Hanif
2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk managementWalid Mensi
2024Dynamic spillover and connectedness in higher moments of European stock sector marketsRamzi Nekhili
2024Dynamic spillovers and connectedness between crude oil and green bond marketsImran Yousaf
2024Dynamics of extreme spillovers across European sustainability marketsWalid Mensi
2023Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?Walid Mensi
2023Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countriesWalid Mensi
2024Extreme downside risk connectedness between green energy and stock marketsMohammed Alomari
2024Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: a sectoral analysisWalid Mensi
2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysisWalid Mensi
2024Extreme time-frequency connectedness between energy sector markets and financial marketsMohammed Alomar
2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approachesWalid Mensi
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