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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

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

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

Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices

Hanif, Waqas; Hernandez, Jose Arreola; Mensi, Walid; … - In: Energy economics 101 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013161674

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors

Hanif, Waqas; Mensi, Walid; Xuan Vinh Vo - In: Finance research letters 40 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012819863

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

Asymmetric volatility connectedness among US stock sectors

Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012822000

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

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

Mensi, Walid; Al Rababa'a, Abdel Razzaq; Xuan Vinh Vo; … - In: Energy economics 98 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012873674