Browsing by Author Walid Mensi

Or, select a letter below to browse by last name
0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 20 of 26  next >
Issue DateTitleAuthor(s)
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
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
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
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
2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysisWalid Mensi
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
2023How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysisWalid Mensi
2022Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bondWalid Mensi
2022Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemicWalid Mensi
2022Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysisWalid Mensi
2023Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisisWalid Mensi
2023Quantile spillovers and connectedness analysis between oil and African stock markets?Walid Mensi
2023Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statusesImran Yousaf
2022Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenariosWalid Mensi
2023Spillovers and tail dependence between oil and US sectoral stock markets before and during COVID-19 pandemicWalid Mensi