//--> //--> //--> //-->
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"
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
Peaks, spikes, and barrels : m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Oil price
32
Ölpreis
32
Volatility
24
Volatilität
24
Spillover effect
16
Spillover-Effekt
16
Aktienmarkt
13
Stock market
13
Welt
12
World
12
ARCH model
9
ARCH-Modell
9
Hedging
8
Gold
7
Oil market
7
Ölmarkt
7
Börsenkurs
6
Commodity derivative
6
Oil
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Rohstoffderivat
6
Share price
6
Estimation
5
Oil prices
5
Schätzung
5
Copula
4
Correlation
4
Korrelation
4
Multivariate Verteilung
4
Multivariate distribution
4
Commodity markets
3
Commodity price
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Immobilienfonds
3
Real estate fund
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
26
Free
2
Type of publication
All
Article
31
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
32
Author
All
Mensi, Walid
Kilian, Lutz
277
Baumeister, Christiane
91
Gupta, Rangan
84
Manera, Matteo
82
Zhou, Xiaoqing
78
Hammoudeh, Shawkat
64
Ratti, Ronald A.
63
Mohaddes, Kamiar
56
Ji, Qiang
54
Ma, Feng
47
Wang, Yudong
46
Tiwari, Aviral Kumar
44
McAleer, Michael
43
Bjørnland, Hilde Christiane
42
Filis, George
42
Matthies, Klaus
41
Mignon, Valérie
40
Hamilton, James D.
39
Serletis, Apostolos
39
Vigfusson, Robert J.
39
Narayan, Paresh Kumar
36
Rault, Christophe
36
Chang, Chia-Lin
34
Kang, Wensheng
34
Arouri, Mohamed
32
Ohnsorge, Franziska
32
Van Robays, Ine
31
Fattouh, Bassam
30
Gronwald, Marc
30
Bastianin, Andrea
29
Caporale, Guglielmo Maria
29
Kose, M. Ayhan
29
Fan, Ying
28
Nguyen, Duc Khuong
28
Pesaran, M. Hashem
28
Yoshino, Naoyuki
28
Peersman, Gert
27
Pierdzioch, Christian
27
Plante, Michael
27
more ...
less ...
Published in...
All
Energy economics
8
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
5
Economic modelling
2
Finance research letters
2
International review of economics & finance : IREF
2
Australian economic papers
1
Emerging markets review
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Studies in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil market efficiency : an empirical investigation via the Shannon Entropy
Mensi, Walid
;
Aloui, Chaker
;
Hamdi, Manel
;
Nguyen, Duc …
- In:
International economics : a journal published by CEPII …
129
(
2012
)
1
,
pp. 119-137
Persistent link: https://www.econbiz.de/10009765186
Saved in:
2
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
3
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
Saved in:
4
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
5
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
6
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
7
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:
8
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:
9
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
10
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->