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~accessRights:"restricted"
~person:"Mensi, Walid"
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Portfolio-Management
Volatility
41
Volatilität
41
Spillover effect
23
Spillover-Effekt
23
Aktienmarkt
20
Stock market
20
Oil price
19
Ölpreis
19
Welt
16
World
16
Estimation
15
Schätzung
15
Hedging
13
Portfolio selection
13
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9
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Efficient market hypothesis
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Foreign exchange market
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Risiko
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13
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Mensi, Walid
Kang, Sang Hoon
13
Escobar, Marcos
10
Hammoudeh, Shawkat
8
Tiwari, Aviral Kumar
8
Wang, Yudong
6
Yoon, Seong-min
6
Koutsokostas, Drosos
5
Maitra, Debasish
5
Papathanasiou, Spyros
5
Xuan Vinh Vo
5
Al-Jarrah, Idries Mohammad Wanas
4
Bouri, Elie
4
Cheng, Yuyang
4
Clements, Adam
4
Dai, Zhifeng
4
Fabozzi, Frank J.
4
Fakhfekh, Mohamed
4
Hamori, Shigeyuki
4
Joshipura, Mayank
4
Liu, Zhenya
4
Abakah, Emmanuel Joel Aikins
3
Al-Yahyaee, Khamis Hamed
3
Blitz, David
3
Branger, Nicole
3
Consigli, Giorgio
3
Dash, Saumya Ranjan
3
Ferrando, Sebastian
3
Fouque, Jean-Pierre
3
Ghorbel, Ahmed
3
Grobys, Klaus
3
Guesmi, Khaled
3
Hong, KiHoon
3
Jeribi, Ahmed
3
Li, Youwei
3
Liu, Jiadong
3
Liu, Li
3
Ma, Feng
3
Nekhili, Ramzi
3
Obiyathulla Ismath Bacha
3
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The North American journal of economics and finance : a journal of financial economics studies
4
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Australian economic papers
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
13
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1
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
2
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
4
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468604
Saved in:
5
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
6
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
7
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
10
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
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