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Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: Computational economics 64 (2024) 4, pp. 2233-2262

Persistent link: https://www.econbiz.de/10015144010

Oil, Gold and International Stock Markets : Extreme Spillovers, Connectedness and its Determinants

mensi, walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - 2022

This study examines the lower and upper return spillovers and connectedness between important commodity (crude oil and gold) and main international stock markets using the quantile connectedness approach by Ando et al. (2018). The results show stronger return spillovers during bearish and...

Persistent link: https://www.econbiz.de/10013308737

Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants

Mensi, Walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - In: The quarterly review of economics and finance 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014631290

Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: International journal of emerging markets 19 (2024) 6, pp. 1586-1625

Persistent link: https://www.econbiz.de/10014575558

Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression

Ziadat, Salem Adel; Mensi, Walid; Al Kharusi, Sami; Vo … - In: Energy economics 136 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015046934

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Vo Xuan Vinh; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971

Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis

Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; Vo … - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432490

Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242

Persistent link: https://www.econbiz.de/10015144197

COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: International economics : the quarterly journal in … 180 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015166867

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834