//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Mensi, Walid"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Ratgeber"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
15
Risk measure
15
Aktienmarkt
9
Portfolio selection
9
Portfolio-Management
9
Stock market
9
Volatility
9
Volatilität
9
Börsenkurs
6
Oil price
6
Share price
6
Ölpreis
6
ARCH model
5
ARCH-Modell
5
BRICS countries
5
BRICS-Staaten
5
Downside risk
5
Hedging
5
Multivariate Verteilung
5
Multivariate distribution
5
Risikomanagement
5
Risk management
5
Spillover effect
5
Spillover-Effekt
5
Copula
4
Stock markets
4
Correlation
3
Estimation
3
Korrelation
3
Oil prices
3
Risk spillovers
3
Schätzung
3
Welt
3
World
3
Capital income
2
Commodity market
2
Commodity markets
2
Cryptocurrencies
2
Delta CoVaR
2
Emerging economies
2
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Fallstudie
Ratgeber
Article in journal
15
Language
All
English
15
Author
All
Mensi, Walid
Wang, Ruodu
27
Hammoudeh, Shawkat
22
McAleer, Michael
21
Righi, Marcelo Brutti
21
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Rosazza Gianin, Emanuela
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Tiwari, Aviral Kumar
13
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Härdle, Wolfgang
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Cai, Jun
11
Daníelsson, Jón
11
Dowd, Kevin
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
Bernard, Carole
9
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets review
2
Applied economics
1
Economic modelling
1
Energy economics
1
Finance research letters
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of commodity markets
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
2
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
3
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:
4
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
5
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
6
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:
7
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:
8
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
9
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->