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~person:"Mensi, Walid"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Risk"
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Search: subject_exact:"Volatility"
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Oil price
Portfolio selection
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Volatility
54
Volatilität
53
Spillover effect
31
Spillover-Effekt
31
Aktienmarkt
28
Stock market
28
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24
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Mensi, Walid
Gupta, Rangan
111
McAleer, Michael
62
Hammoudeh, Shawkat
53
Ma, Feng
53
Chang, Chia-Lin
41
Bouri, Elie
40
Tiwari, Aviral Kumar
36
Ji, Qiang
32
Salisu, Afees A.
29
Wang, Yudong
29
Filis, George
28
Wei, Yu
28
Bloom, Nicholas
26
Demirer, Rıza
26
Pierdzioch, Christian
25
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24
Bekaert, Geert
22
Guesmi, Khaled
22
Serletis, Apostolos
22
Wohar, Mark E.
20
Xuan Vinh Vo
20
Yin, Libo
20
Zhang, Yaojie
20
Caporale, Guglielmo Maria
19
Nguyen, Duc Khuong
19
Balcilar, Mehmet
18
Degiannakis, Stavros
18
Uddin, Mohammed Gazi Salah
18
Zhu, Huiming
18
Manera, Matteo
17
Shahzad, Syed Jawad Hussain
17
Wen, Fenghua
17
Chevallier, Julien
16
Fabozzi, Frank J.
16
Pesaran, M. Hashem
16
Christiansen, Charlotte
15
Clements, Adam
15
Elder, John
15
Kočenda, Evžen
15
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Energy economics
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
3
Financial innovation : FIN
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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ECONIS (ZBW)
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21
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:
22
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:
23
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:
24
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
25
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
26
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
27
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
28
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
29
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
30
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
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