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~subject:"Volatility"
~person:"Mensi, Walid"
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Volatility
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Mensi, Walid
Gupta, Rangan
15
Wang, Yudong
12
Wei, Yu
12
Reitz, Stefan
9
Yin, Libo
9
Hammoudeh, Shawkat
8
Xu, Yahua
8
Ma, Feng
7
Peersman, Gert
7
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Brunetti, Celso
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Ji, Qiang
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Lyu, Yongjian
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Tiwari, Aviral Kumar
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Yoon, Seong-min
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Zhang, Yue-jun
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Balcilar, Mehmet
5
Joëts, Marc
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Krusell, Per
5
Molnár, Peter
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Stadtmann, Georg
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Wen, Fenghua
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Wohar, Mark E.
5
Zhang, Bing
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Zhang, Yaojie
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Baffes, John
4
Bornstein, Gideon
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Corbet, Shaen
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Dutta, Anupam
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Guesmi, Khaled
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Harrison, Andre
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Hu, Yang
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Lee, Thomas
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Australian economic papers
1
Energy economics
1
The North American journal of economics and finance : a journal of financial economics studies
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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:
2
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
3
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:
4
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:
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:
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